{
  "generated_at": "2026-11-03T03:09:51.848496+00:00",
  "specification": {
    "id": "model-comparison-v1",
    "recorded_on": "2026-11-02",
    "status": "Exploratory specification recorded before this estimator-comparison run, after earlier signal-research results were examined. No reserved-test evaluation or automatic selection.",
    "target": "One-month decimal total return: enter the next trading-day close after the decision and exit the following rebalance close.",
    "last_holding_month": "2022-12-31",
    "core_features": [
      "growth_surprise",
      "inflation_surprise",
      "anfci",
      "gpr"
    ],
    "core_feature_rationale": "Additive long-history macro/risk inputs. Sparse policy fields are excluded for every model; existing four-interaction wider-input Ridge remains a separate signal-research experiment.",
    "lag_features": [
      "lag_equity_return",
      "lag_treasury_return",
      "lag_ig_credit_return",
      "lag_growth_surprise",
      "lag_inflation_surprise"
    ],
    "lag_definition": "Asset lags are the calendar-month returns ending at the current decision close, already known when forecasting the next holding interval. Macro lags are the previous decision month's growth/inflation surprises. Never shift forward holding-period targets into predictors.",
    "interaction_features": [
      "growth_x_anfci",
      "inflation_x_anfci"
    ],
    "eligibility": "All six methods use the same eligible training rows and common forecast/evaluation dates, requiring complete core, lag and interaction inputs. Historical mean uses identical completed target rows but ignores predictor values.",
    "min_train": 36,
    "min_inner_train": 24,
    "min_prior_errors": 12,
    "preprocessing": {
      "quantiles": [
        0.01,
        0.99
      ],
      "training_only": true,
      "feature_scale_floor": 1e-12,
      "target_standardization": "Training mean/std per asset, inverted before metrics and BL; targets never clipped. All feature clipping, imputation and scaling are fit inside each inner and outer training fold."
    },
    "ridge_alpha": [
      0.01,
      0.1,
      1.0,
      10.0
    ],
    "ridge_objective": "Mean squared-error objective with 0.5*alpha*L2 penalty; scikit-learn Ridge receives n_train*alpha.",
    "elastic_net_alpha": [
      0.01,
      0.1,
      1.0
    ],
    "elastic_net_l1_ratio": [
      0.2,
      0.8
    ],
    "elastic_net": {
      "version": "scikit-learn==1.6.1",
      "max_iter": 20000,
      "tol": 1e-07,
      "selection": "cyclic",
      "convergence_warning": "fail the run"
    },
    "tuning": "Per-asset chronological inner validation. Each inner training target must end by its validation decision. Only validation outcomes completed by the outer decision are scored. Minimize mean decimal-return squared error over all eligible inner folds; fixed parameter order breaks ties.",
    "oos_r2": "1 - sum((actual-model_forecast)^2)/sum((actual-expanding_mean_forecast)^2), on identical dates per asset; not sklearn's test-mean R2.",
    "portfolio": "Reuse Signal Research monthly_allocation, empirical per-model forecast-error variance, monthly covariance, BL tau 0.05/risk aversion 2.5, bounds, grid, drift and 5bp per dollar traded. Portfolio state runs continuously; all models use identical dates.",
    "stability_threshold": "Flag |raw monthly forecast| > 20% for inspection; no predicted-return cap or post-hoc suppression.",
    "stages": {
      "core": [
        "historical_mean",
        "ols",
        "ridge",
        "elastic_net"
      ],
      "extensions": [
        "ridge_lags",
        "ridge_interactions"
      ],
      "combined_extension": "deferred until separate checks have been reviewed",
      "bvar": "Optional and not implemented in this iteration; a one-lag joint system would need its own small-variable specification and matched lag information."
    },
    "deferred": [
      "BVAR",
      "SVAR",
      "neural networks",
      "tree-model search",
      "real-time vintage reconstruction",
      "production freeze and reserved-test evaluation"
    ]
  },
  "specification_sha256": "fdaa7998eb95cc5aa97fe990cef4222aade669217e8bfde55e1f647d510230f3",
  "code_hashes": {
    "model_comparison.py": "1540bfe6724ae50a1cf719695fe990aa2538a67ffe3bb5be1900082f38101c70",
    "research_backtest.py": "e663badbb9901fc89bb43169da51f6d58db80ccf6f36c2dfed37b70bceba5c0b",
    "research_diagnostics.py": "ebb219491f006ec9a953ab079acc791fe2607159e6de5ed68651dce59bebf812",
    "research_inference.py": "78e32a8b08a9b0b047a6809ed72c75a1ebaa7695438f5ac4db3256535beea9e4",
    "deterministic_mvp.py": "4df2eadd4645c2d8e2a4ff868b4cfe65347c87be2fd86942407291f65a3436d9"
  },
  "input_hashes": {
    "research/raw/claims.csv": "01861f1f99be00900876ab114ead6cc1dd7f4581eb3436c63c57f7813101f960",
    "research/raw/credit.csv": "e0e4758832684479248ac392917a6625312621028e6c51c03eb35ce906c46cf0",
    "research/raw/curve.csv": "b22c96f233d7900b52fa62413e2a9fbd3140a85bb70cfa7a4caaf9fb6b9f4538",
    "research/raw/ief_history.json": "2c014cf50a4c32ccbe2924540048dc78f696444f47fc7803058de581969bdfd3",
    "research/raw/lqd_history.json": "cb90cd6a5c818b86d123ca6160d532da5a03cb78c4bc8891c3f7d61ddead2448",
    "research/raw/spy_history.json": "5f026e1ad34d5a0ff789f2bd91156a49e61c8a24f3160236ea8e101dd3ef130c",
    "data/raw/anfci_fred.csv": "4217a324a7787ad48296d686e694d1f8ba7bb64e0213afdedf1b40dd6a6e9445",
    "data/raw/gpr_caldara_iacoviello.dta": "6ee3a511ff4c2ccbe4c6d822e9f5868cffcc2f99302d526b453067cebc8a4de9"
  },
  "workbook_sha256": "833dbf024dad91c1607d4189002a8c02e0d6efe4da172dcd58c2eca1b7f384a0",
  "environment": {
    "python": "3.9.6",
    "numpy": "2.0.2",
    "pandas": "2.2.2",
    "scikit_learn": "1.6.1",
    "scipy": "1.13.1"
  },
  "models": {
    "historical_mean": {
      "name": "Historical mean",
      "method": "mean",
      "stage": "core",
      "color": "#64748b"
    },
    "ols": {
      "name": "OLS",
      "method": "ols",
      "stage": "core",
      "color": "#c27535"
    },
    "ridge": {
      "name": "Ridge",
      "method": "ridge",
      "stage": "core",
      "color": "#008aa1"
    },
    "elastic_net": {
      "name": "Elastic Net",
      "method": "elastic_net",
      "stage": "core",
      "color": "#9261bd"
    },
    "ridge_lags": {
      "name": "Dynamic Ridge \u00b7 lags only",
      "method": "ridge",
      "stage": "extension",
      "color": "#3b71d1"
    },
    "ridge_interactions": {
      "name": "Ridge \u00b7 ANFCI interactions only",
      "method": "ridge",
      "stage": "extension",
      "color": "#b6516a"
    },
    "fixed453520": {
      "name": "Fixed 45 / 35 / 20",
      "stage": "reference",
      "color": "#8a959e"
    },
    "prior_only": {
      "name": "BL prior only",
      "stage": "reference",
      "color": "#86765c"
    }
  },
  "windows": [
    {
      "id": "development",
      "name": "Full development history",
      "description": "All common eligible holding months. This is the primary comparison.",
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.15931096374926068,
            "annualized_return": 0.04211647834076171,
            "annualized_volatility": 0.11847606808071655,
            "sharpe_zero_rf": 0.4071474787862696,
            "maximum_drawdown": -0.22221750456477618,
            "average_turnover": 0.02331879335668491,
            "cost_bps_sum": 5.0135405716872565,
            "end_value": 115.93109637492607,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.04716440635233606,
              "rmse": 0.06095589259596078,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.005741022672808908,
              "forecast_max": 0.013153241710174372,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 43,
              "mae": 0.0168198274695621,
              "rmse": 0.022128734157686875,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.5748678350055654e-05,
              "forecast_max": 0.0036388454411399856,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.02229002401784863,
              "rmse": 0.029442036984839607,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974863,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406421
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481206
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956116
            },
            {
              "date": "2019-06-24",
              "wealth": 104.10025882383881
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168238
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.096405116439
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52856769650379
            },
            {
              "date": "2019-07-02",
              "wealth": 104.83735211003247
            },
            {
              "date": "2019-07-03",
              "wealth": 105.3480547248995
            },
            {
              "date": "2019-07-05",
              "wealth": 104.8808631591579
            },
            {
              "date": "2019-07-08",
              "wealth": 104.54993192515526
            },
            {
              "date": "2019-07-09",
              "wealth": 104.54367582442744
            },
            {
              "date": "2019-07-10",
              "wealth": 104.84116756425313
            },
            {
              "date": "2019-07-11",
              "wealth": 104.6572061568655
            },
            {
              "date": "2019-07-12",
              "wealth": 104.934233158073
            },
            {
              "date": "2019-07-15",
              "wealth": 105.06029575455695
            },
            {
              "date": "2019-07-16",
              "wealth": 104.78109019033104
            },
            {
              "date": "2019-07-17",
              "wealth": 104.72392562144601
            },
            {
              "date": "2019-07-18",
              "wealth": 105.03744740397956
            },
            {
              "date": "2019-07-19",
              "wealth": 104.67070695650087
            },
            {
              "date": "2019-07-22",
              "wealth": 104.86956274323808
            },
            {
              "date": "2019-07-23",
              "wealth": 105.16944600081695
            },
            {
              "date": "2019-07-24",
              "wealth": 105.50946022978458
            },
            {
              "date": "2019-07-25",
              "wealth": 105.14643491958346
            },
            {
              "date": "2019-07-26",
              "wealth": 105.49543184444866
            },
            {
              "date": "2019-07-29",
              "wealth": 105.42492346592084
            },
            {
              "date": "2019-07-30",
              "wealth": 105.31404927533893
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88821665836312
            },
            {
              "date": "2019-08-01",
              "wealth": 105.04087065959331
            },
            {
              "date": "2019-08-01",
              "wealth": 105.0405016676973
            },
            {
              "date": "2019-08-02",
              "wealth": 104.77257692723546
            },
            {
              "date": "2019-08-05",
              "wealth": 103.65465151841
            },
            {
              "date": "2019-08-06",
              "wealth": 104.49594021409678
            },
            {
              "date": "2019-08-07",
              "wealth": 104.52043382508664
            },
            {
              "date": "2019-08-08",
              "wealth": 105.50673502289953
            },
            {
              "date": "2019-08-09",
              "wealth": 105.06204908186686
            },
            {
              "date": "2019-08-12",
              "wealth": 104.84169292419695
            },
            {
              "date": "2019-08-13",
              "wealth": 105.43024770381498
            },
            {
              "date": "2019-08-14",
              "wealth": 104.31636663166879
            },
            {
              "date": "2019-08-15",
              "wealth": 104.77530951791032
            },
            {
              "date": "2019-08-16",
              "wealth": 105.40565641754941
            },
            {
              "date": "2019-08-19",
              "wealth": 105.7314914185842
            },
            {
              "date": "2019-08-20",
              "wealth": 105.64978232825484
            },
            {
              "date": "2019-08-21",
              "wealth": 105.9786208067168
            },
            {
              "date": "2019-08-22",
              "wealth": 105.80438710278344
            },
            {
              "date": "2019-08-23",
              "wealth": 104.89731705896521
            },
            {
              "date": "2019-08-26",
              "wealth": 105.37980871967457
            },
            {
              "date": "2019-08-27",
              "wealth": 105.46836405254749
            },
            {
              "date": "2019-08-28",
              "wealth": 105.81229394659316
            },
            {
              "date": "2019-08-29",
              "wealth": 106.29911237369433
            },
            {
              "date": "2019-08-30",
              "wealth": 106.28410725668877
            },
            {
              "date": "2019-09-03",
              "wealth": 106.0640881917341
            },
            {
              "date": "2019-09-03",
              "wealth": 106.0633606695869
            },
            {
              "date": "2019-09-04",
              "wealth": 106.70366961556242
            },
            {
              "date": "2019-09-05",
              "wealth": 106.87022342606708
            },
            {
              "date": "2019-09-06",
              "wealth": 107.00994081197626
            },
            {
              "date": "2019-09-09",
              "wealth": 106.650119291576
            },
            {
              "date": "2019-09-10",
              "wealth": 106.19367082148095
            },
            {
              "date": "2019-09-11",
              "wealth": 106.48959926061093
            },
            {
              "date": "2019-09-12",
              "wealth": 106.55175006212572
            },
            {
              "date": "2019-09-13",
              "wealth": 106.00036200723551
            },
            {
              "date": "2019-09-16",
              "wealth": 106.1087655896245
            },
            {
              "date": "2019-09-17",
              "wealth": 106.38074972338866
            },
            {
              "date": "2019-09-18",
              "wealth": 106.47674629018687
            },
            {
              "date": "2019-09-19",
              "wealth": 106.55175862085188
            },
            {
              "date": "2019-09-20",
              "wealth": 106.67154679146982
            },
            {
              "date": "2019-09-23",
              "wealth": 106.69498966045506
            },
            {
              "date": "2019-09-24",
              "wealth": 106.55551756478742
            },
            {
              "date": "2019-09-25",
              "wealth": 106.48522277753642
            },
            {
              "date": "2019-09-26",
              "wealth": 106.50570449240445
            },
            {
              "date": "2019-09-27",
              "wealth": 106.29762243761098
            },
            {
              "date": "2019-09-30",
              "wealth": 106.6249167643386
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16661034357692
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16221987728207
            },
            {
              "date": "2019-10-02",
              "wealth": 105.48552345561335
            },
            {
              "date": "2019-10-03",
              "wealth": 106.13212176829298
            },
            {
              "date": "2019-10-04",
              "wealth": 106.90865708192662
            },
            {
              "date": "2019-10-07",
              "wealth": 106.46180013085154
            },
            {
              "date": "2019-10-08",
              "wealth": 105.82169726434658
            },
            {
              "date": "2019-10-09",
              "wealth": 106.15853310819547
            },
            {
              "date": "2019-10-10",
              "wealth": 106.08081899071021
            },
            {
              "date": "2019-10-11",
              "wealth": 106.25553523879326
            },
            {
              "date": "2019-10-14",
              "wealth": 106.38938051523417
            },
            {
              "date": "2019-10-15",
              "wealth": 106.59602044304346
            },
            {
              "date": "2019-10-16",
              "wealth": 106.62065515523358
            },
            {
              "date": "2019-10-17",
              "wealth": 106.77954778796654
            },
            {
              "date": "2019-10-18",
              "wealth": 106.64482959888365
            },
            {
              "date": "2019-10-21",
              "wealth": 106.7639856096988
            },
            {
              "date": "2019-10-22",
              "wealth": 106.74172126253757
            },
            {
              "date": "2019-10-23",
              "wealth": 106.90103247333553
            },
            {
              "date": "2019-10-24",
              "wealth": 107.0276917594776
            },
            {
              "date": "2019-10-25",
              "wealth": 107.09418491911788
            },
            {
              "date": "2019-10-28",
              "wealth": 107.14277887427558
            },
            {
              "date": "2019-10-29",
              "wealth": 107.09139153237727
            },
            {
              "date": "2019-10-30",
              "wealth": 107.49465196502011
            },
            {
              "date": "2019-10-31",
              "wealth": 107.75290753069547
            },
            {
              "date": "2019-11-01",
              "wealth": 108.14026033711967
            },
            {
              "date": "2019-11-01",
              "wealth": 108.13987953866007
            },
            {
              "date": "2019-11-04",
              "wealth": 108.02357671485915
            },
            {
              "date": "2019-11-05",
              "wealth": 107.63195462002226
            },
            {
              "date": "2019-11-06",
              "wealth": 107.89189003351173
            },
            {
              "date": "2019-11-07",
              "wealth": 107.57133996674571
            },
            {
              "date": "2019-11-08",
              "wealth": 107.60443964906385
            },
            {
              "date": "2019-11-11",
              "wealth": 107.56033907718123
            },
            {
              "date": "2019-11-12",
              "wealth": 107.69996383581578
            },
            {
              "date": "2019-11-13",
              "wealth": 107.87133815648171
            },
            {
              "date": "2019-11-14",
              "wealth": 108.252472886163
            },
            {
              "date": "2019-11-15",
              "wealth": 108.56916412676941
            },
            {
              "date": "2019-11-18",
              "wealth": 108.6924339831244
            },
            {
              "date": "2019-11-19",
              "wealth": 108.79656704783471
            },
            {
              "date": "2019-11-20",
              "wealth": 108.78509144460428
            },
            {
              "date": "2019-11-21",
              "wealth": 108.55910897988615
            },
            {
              "date": "2019-11-22",
              "wealth": 108.73197874033598
            },
            {
              "date": "2019-11-25",
              "wealth": 109.2067421515105
            },
            {
              "date": "2019-11-26",
              "wealth": 109.44939096943185
            },
            {
              "date": "2019-11-27",
              "wealth": 109.57044268312369
            },
            {
              "date": "2019-11-29",
              "wealth": 109.30982190474155
            },
            {
              "date": "2019-12-02",
              "wealth": 108.66282820556151
            },
            {
              "date": "2019-12-02",
              "wealth": 108.66159483513572
            },
            {
              "date": "2019-12-03",
              "wealth": 108.86654483024748
            },
            {
              "date": "2019-12-04",
              "wealth": 108.98464111951884
            },
            {
              "date": "2019-12-05",
              "wealth": 108.95856665208305
            },
            {
              "date": "2019-12-06",
              "wealth": 109.26712135787596
            },
            {
              "date": "2019-12-09",
              "wealth": 109.1415501018245
            },
            {
              "date": "2019-12-10",
              "wealth": 109.04965223820263
            },
            {
              "date": "2019-12-11",
              "wealth": 109.43383039029005
            },
            {
              "date": "2019-12-12",
              "wealth": 109.44193175986226
            },
            {
              "date": "2019-12-13",
              "wealth": 109.85219340928424
            },
            {
              "date": "2019-12-16",
              "wealth": 109.9567906998461
            },
            {
              "date": "2019-12-17",
              "wealth": 109.94807424917579
            },
            {
              "date": "2019-12-18",
              "wealth": 109.84004445605447
            },
            {
              "date": "2019-12-19",
              "wealth": 110.09065752060069
            },
            {
              "date": "2019-12-20",
              "wealth": 110.29267758621042
            },
            {
              "date": "2019-12-23",
              "wealth": 110.34950028241215
            },
            {
              "date": "2019-12-24",
              "wealth": 110.43772620455555
            },
            {
              "date": "2019-12-26",
              "wealth": 110.79525218263618
            },
            {
              "date": "2019-12-27",
              "wealth": 110.87193916577942
            },
            {
              "date": "2019-12-30",
              "wealth": 110.63374285977865
            },
            {
              "date": "2019-12-31",
              "wealth": 110.51158331923699
            },
            {
              "date": "2020-01-02",
              "wealth": 111.18025517088856
            },
            {
              "date": "2020-01-02",
              "wealth": 111.17993330876848
            },
            {
              "date": "2020-01-03",
              "wealth": 111.13160417670113
            },
            {
              "date": "2020-01-06",
              "wealth": 111.18372625124502
            },
            {
              "date": "2020-01-07",
              "wealth": 110.92410838982755
            },
            {
              "date": "2020-01-08",
              "wealth": 111.06422265902468
            },
            {
              "date": "2020-01-09",
              "wealth": 111.55709540863302
            },
            {
              "date": "2020-01-10",
              "wealth": 111.56899274213322
            },
            {
              "date": "2020-01-13",
              "wealth": 111.79727068867459
            },
            {
              "date": "2020-01-14",
              "wealth": 111.82430642183522
            },
            {
              "date": "2020-01-15",
              "wealth": 112.08318553474072
            },
            {
              "date": "2020-01-16",
              "wealth": 112.46558816897652
            },
            {
              "date": "2020-01-17",
              "wealth": 112.58905900145427
            },
            {
              "date": "2020-01-21",
              "wealth": 112.76348424554241
            },
            {
              "date": "2020-01-22",
              "wealth": 112.79131037008183
            },
            {
              "date": "2020-01-23",
              "wealth": 112.97122431616438
            },
            {
              "date": "2020-01-24",
              "wealth": 112.69708560953507
            },
            {
              "date": "2020-01-27",
              "wealth": 112.18876954881678
            },
            {
              "date": "2020-01-28",
              "wealth": 112.56902964170231
            },
            {
              "date": "2020-01-29",
              "wealth": 112.78570225579145
            },
            {
              "date": "2020-01-30",
              "wealth": 112.9964971927352
            },
            {
              "date": "2020-01-31",
              "wealth": 112.34889058185094
            },
            {
              "date": "2020-02-03",
              "wealth": 112.65622384063818
            },
            {
              "date": "2020-02-03",
              "wealth": 112.65546132719402
            },
            {
              "date": "2020-02-04",
              "wealth": 113.14318098692013
            },
            {
              "date": "2020-02-05",
              "wealth": 113.56085490734385
            },
            {
              "date": "2020-02-06",
              "wealth": 113.74242240614855
            },
            {
              "date": "2020-02-07",
              "wealth": 113.74270400462125
            },
            {
              "date": "2020-02-10",
              "wealth": 114.25682411156673
            },
            {
              "date": "2020-02-11",
              "wealth": 114.22273373360355
            },
            {
              "date": "2020-02-12",
              "wealth": 114.45349976795555
            },
            {
              "date": "2020-02-13",
              "wealth": 114.4079591020563
            },
            {
              "date": "2020-02-14",
              "wealth": 114.6454383605229
            },
            {
              "date": "2020-02-18",
              "wealth": 114.62190018452814
            },
            {
              "date": "2020-02-19",
              "wealth": 114.82184090412443
            },
            {
              "date": "2020-02-20",
              "wealth": 114.80589828080318
            },
            {
              "date": "2020-02-21",
              "wealth": 114.47014118905406
            },
            {
              "date": "2020-02-24",
              "wealth": 113.04753849177278
            },
            {
              "date": "2020-02-25",
              "wealth": 111.67756379337588
            },
            {
              "date": "2020-02-26",
              "wealth": 111.37402839756226
            },
            {
              "date": "2020-02-27",
              "wealth": 109.24389318327916
            },
            {
              "date": "2020-02-28",
              "wealth": 109.76838956676602
            },
            {
              "date": "2020-03-02",
              "wealth": 111.6772871601785
            },
            {
              "date": "2020-03-02",
              "wealth": 111.67598687616217
            },
            {
              "date": "2020-03-03",
              "wealth": 111.0337741744006
            },
            {
              "date": "2020-03-04",
              "wealth": 112.96349398341697
            },
            {
              "date": "2020-03-05",
              "wealth": 111.63686270646537
            },
            {
              "date": "2020-03-06",
              "wealth": 111.41933597844384
            },
            {
              "date": "2020-03-09",
              "wealth": 107.37306715700838
            },
            {
              "date": "2020-03-10",
              "wealth": 108.26391923195168
            },
            {
              "date": "2020-03-11",
              "wealth": 104.7750221909824
            },
            {
              "date": "2020-03-12",
              "wealth": 99.3608550755779
            },
            {
              "date": "2020-03-13",
              "wealth": 103.60559897893697
            },
            {
              "date": "2020-03-16",
              "wealth": 99.51381121861859
            },
            {
              "date": "2020-03-17",
              "wealth": 99.52340592778819
            },
            {
              "date": "2020-03-18",
              "wealth": 95.73569328514313
            },
            {
              "date": "2020-03-19",
              "wealth": 94.67364925224378
            },
            {
              "date": "2020-03-20",
              "wealth": 94.29760917580735
            },
            {
              "date": "2020-03-23",
              "wealth": 95.59341480748229
            },
            {
              "date": "2020-03-24",
              "wealth": 99.05349297855904
            },
            {
              "date": "2020-03-25",
              "wealth": 100.92447565878679
            },
            {
              "date": "2020-03-26",
              "wealth": 103.28230779086685
            },
            {
              "date": "2020-03-27",
              "wealth": 102.26401363319057
            },
            {
              "date": "2020-03-30",
              "wealth": 103.9714355728544
            },
            {
              "date": "2020-03-31",
              "wealth": 103.33106758703039
            },
            {
              "date": "2020-04-01",
              "wealth": 101.24900498623516
            },
            {
              "date": "2020-04-01",
              "wealth": 101.2333269719206
            },
            {
              "date": "2020-04-02",
              "wealth": 102.300976271026
            },
            {
              "date": "2020-04-03",
              "wealth": 101.4912818619552
            },
            {
              "date": "2020-04-06",
              "wealth": 105.01244174375084
            },
            {
              "date": "2020-04-07",
              "wealth": 105.03611739526058
            },
            {
              "date": "2020-04-08",
              "wealth": 107.2569030508166
            },
            {
              "date": "2020-04-09",
              "wealth": 109.97555387345474
            },
            {
              "date": "2020-04-13",
              "wealth": 109.07929147704975
            },
            {
              "date": "2020-04-14",
              "wealth": 110.26198160012501
            },
            {
              "date": "2020-04-15",
              "wealth": 109.70588959866842
            },
            {
              "date": "2020-04-16",
              "wealth": 109.7355717169324
            },
            {
              "date": "2020-04-17",
              "wealth": 111.09984903291027
            },
            {
              "date": "2020-04-20",
              "wealth": 110.05204611832553
            },
            {
              "date": "2020-04-21",
              "wealth": 108.51059594291334
            },
            {
              "date": "2020-04-22",
              "wealth": 109.49911438184665
            },
            {
              "date": "2020-04-23",
              "wealth": 109.69180822962207
            },
            {
              "date": "2020-04-24",
              "wealth": 110.32247081235445
            },
            {
              "date": "2020-04-27",
              "wealth": 110.55764877903134
            },
            {
              "date": "2020-04-28",
              "wealth": 110.53543355219644
            },
            {
              "date": "2020-04-29",
              "wealth": 112.07074645464218
            },
            {
              "date": "2020-04-30",
              "wealth": 111.27110849785859
            },
            {
              "date": "2020-05-01",
              "wealth": 109.83047857643048
            },
            {
              "date": "2020-05-01",
              "wealth": 109.82335488124936
            },
            {
              "date": "2020-05-04",
              "wealth": 110.00652956417628
            },
            {
              "date": "2020-05-05",
              "wealth": 110.30674230477919
            },
            {
              "date": "2020-05-06",
              "wealth": 109.44995811941814
            },
            {
              "date": "2020-05-07",
              "wealth": 110.21654786854496
            },
            {
              "date": "2020-05-08",
              "wealth": 110.61033841552853
            },
            {
              "date": "2020-05-11",
              "wealth": 110.1748751322455
            },
            {
              "date": "2020-05-12",
              "wealth": 109.82759051742727
            },
            {
              "date": "2020-05-13",
              "wealth": 109.25000125280074
            },
            {
              "date": "2020-05-14",
              "wealth": 110.1257995914597
            },
            {
              "date": "2020-05-15",
              "wealth": 110.44686920188123
            },
            {
              "date": "2020-05-18",
              "wealth": 111.78108878245688
            },
            {
              "date": "2020-05-19",
              "wealth": 111.4526994396989
            },
            {
              "date": "2020-05-20",
              "wealth": 112.64580540797941
            },
            {
              "date": "2020-05-21",
              "wealth": 112.33518965604274
            },
            {
              "date": "2020-05-22",
              "wealth": 112.46546930586022
            },
            {
              "date": "2020-05-26",
              "wealth": 112.85912855855742
            },
            {
              "date": "2020-05-27",
              "wealth": 113.70045114758399
            },
            {
              "date": "2020-05-28",
              "wealth": 113.63285778149915
            },
            {
              "date": "2020-05-29",
              "wealth": 114.1949746837526
            },
            {
              "date": "2020-06-01",
              "wealth": 114.34190156120917
            },
            {
              "date": "2020-06-01",
              "wealth": 114.34134804226609
            },
            {
              "date": "2020-06-02",
              "wealth": 114.80019581402875
            },
            {
              "date": "2020-06-03",
              "wealth": 115.20062778896605
            },
            {
              "date": "2020-06-04",
              "wealth": 114.8448708207582
            },
            {
              "date": "2020-06-05",
              "wealth": 116.0803693914024
            },
            {
              "date": "2020-06-08",
              "wealth": 116.80643441823203
            },
            {
              "date": "2020-06-09",
              "wealth": 116.4617313009642
            },
            {
              "date": "2020-06-10",
              "wealth": 116.69626102444889
            },
            {
              "date": "2020-06-11",
              "wealth": 113.63543048486876
            },
            {
              "date": "2020-06-12",
              "wealth": 114.3058626238606
            },
            {
              "date": "2020-06-15",
              "wealth": 115.32496889019991
            },
            {
              "date": "2020-06-16",
              "wealth": 115.98605494673586
            },
            {
              "date": "2020-06-17",
              "wealth": 115.75414890701238
            },
            {
              "date": "2020-06-18",
              "wealth": 115.93115046105676
            },
            {
              "date": "2020-06-19",
              "wealth": 115.72027530366668
            },
            {
              "date": "2020-06-22",
              "wealth": 115.93527128032326
            },
            {
              "date": "2020-06-23",
              "wealth": 116.04620352491992
            },
            {
              "date": "2020-06-24",
              "wealth": 114.83362931999412
            },
            {
              "date": "2020-06-25",
              "wealth": 115.35098575099958
            },
            {
              "date": "2020-06-26",
              "wealth": 114.42027980004573
            },
            {
              "date": "2020-06-29",
              "wealth": 115.28609452509843
            },
            {
              "date": "2020-06-30",
              "wealth": 115.92432614813713
            },
            {
              "date": "2020-07-01",
              "wealth": 116.37172121702484
            },
            {
              "date": "2020-07-01",
              "wealth": 116.37123475487674
            },
            {
              "date": "2020-07-02",
              "wealth": 116.75896495611924
            },
            {
              "date": "2020-07-06",
              "wealth": 117.52364687698967
            },
            {
              "date": "2020-07-07",
              "wealth": 117.2044771852882
            },
            {
              "date": "2020-07-08",
              "wealth": 117.43028182931008
            },
            {
              "date": "2020-07-09",
              "wealth": 117.51586344374404
            },
            {
              "date": "2020-07-10",
              "wealth": 117.83589223813209
            },
            {
              "date": "2020-07-13",
              "wealth": 117.35165675807626
            },
            {
              "date": "2020-07-14",
              "wealth": 118.1966039010099
            },
            {
              "date": "2020-07-15",
              "wealth": 118.69604055908461
            },
            {
              "date": "2020-07-16",
              "wealth": 118.6929096242002
            },
            {
              "date": "2020-07-17",
              "wealth": 118.94338566398754
            },
            {
              "date": "2020-07-20",
              "wealth": 119.45928478457081
            },
            {
              "date": "2020-07-21",
              "wealth": 119.64679830833927
            },
            {
              "date": "2020-07-22",
              "wealth": 120.0706338468896
            },
            {
              "date": "2020-07-23",
              "wealth": 119.57537974324991
            },
            {
              "date": "2020-07-24",
              "wealth": 119.1615272710048
            },
            {
              "date": "2020-07-27",
              "wealth": 119.31144997059877
            },
            {
              "date": "2020-07-28",
              "wealth": 119.03618830317524
            },
            {
              "date": "2020-07-29",
              "wealth": 119.88659137530766
            },
            {
              "date": "2020-07-30",
              "wealth": 119.70828322480143
            },
            {
              "date": "2020-07-31",
              "wealth": 120.14347769917596
            },
            {
              "date": "2020-08-03",
              "wealth": 120.5159621573761
            },
            {
              "date": "2020-08-03",
              "wealth": 120.51493534865894
            },
            {
              "date": "2020-08-04",
              "wealth": 120.96016747937384
            },
            {
              "date": "2020-08-05",
              "wealth": 121.08839757448456
            },
            {
              "date": "2020-08-06",
              "wealth": 121.6298801986852
            },
            {
              "date": "2020-08-07",
              "wealth": 121.47195438261673
            },
            {
              "date": "2020-08-10",
              "wealth": 121.47984932859758
            },
            {
              "date": "2020-08-11",
              "wealth": 120.70331595934705
            },
            {
              "date": "2020-08-12",
              "wealth": 121.1526698196446
            },
            {
              "date": "2020-08-13",
              "wealth": 120.58958231823495
            },
            {
              "date": "2020-08-14",
              "wealth": 120.40052746137377
            },
            {
              "date": "2020-08-17",
              "wealth": 120.68997427086687
            },
            {
              "date": "2020-08-18",
              "wealth": 120.97171395516058
            },
            {
              "date": "2020-08-19",
              "wealth": 120.61676611161319
            },
            {
              "date": "2020-08-20",
              "wealth": 121.00530395479221
            },
            {
              "date": "2020-08-21",
              "wealth": 121.27777581077252
            },
            {
              "date": "2020-08-24",
              "wealth": 121.63694796793716
            },
            {
              "date": "2020-08-25",
              "wealth": 121.5379085916204
            },
            {
              "date": "2020-08-26",
              "wealth": 122.02413153686112
            },
            {
              "date": "2020-08-27",
              "wealth": 121.66563176197391
            },
            {
              "date": "2020-08-28",
              "wealth": 122.16359742026968
            },
            {
              "date": "2020-08-31",
              "wealth": 122.22011550842294
            },
            {
              "date": "2020-09-01",
              "wealth": 123.05969799089436
            },
            {
              "date": "2020-09-01",
              "wealth": 123.05857920030539
            },
            {
              "date": "2020-09-02",
              "wealth": 123.97770955686988
            },
            {
              "date": "2020-09-03",
              "wealth": 122.23629654384415
            },
            {
              "date": "2020-09-04",
              "wealth": 121.19650740328115
            },
            {
              "date": "2020-09-08",
              "wealth": 120.02754314694394
            },
            {
              "date": "2020-09-09",
              "wealth": 120.94013836488408
            },
            {
              "date": "2020-09-10",
              "wealth": 120.20626256549721
            },
            {
              "date": "2020-09-11",
              "wealth": 120.30791324042976
            },
            {
              "date": "2020-09-14",
              "wealth": 120.99800696146107
            },
            {
              "date": "2020-09-15",
              "wealth": 121.26833193296757
            },
            {
              "date": "2020-09-16",
              "wealth": 121.09922063459742
            },
            {
              "date": "2020-09-17",
              "wealth": 120.7132313437815
            },
            {
              "date": "2020-09-18",
              "wealth": 120.07551417735212
            },
            {
              "date": "2020-09-21",
              "wealth": 119.57910441490328
            },
            {
              "date": "2020-09-22",
              "wealth": 120.06166703405853
            },
            {
              "date": "2020-09-23",
              "wealth": 118.6783154285872
            },
            {
              "date": "2020-09-24",
              "wealth": 118.69298259985476
            },
            {
              "date": "2020-09-25",
              "wealth": 119.38286318192357
            },
            {
              "date": "2020-09-28",
              "wealth": 120.35788816230915
            },
            {
              "date": "2020-09-29",
              "wealth": 120.07168312735112
            },
            {
              "date": "2020-09-30",
              "wealth": 120.33255051740022
            },
            {
              "date": "2020-10-01",
              "wealth": 120.77111474311266
            },
            {
              "date": "2020-10-01",
              "wealth": 120.77007260892087
            },
            {
              "date": "2020-10-02",
              "wealth": 120.30231628561839
            },
            {
              "date": "2020-10-05",
              "wealth": 120.8008310545562
            },
            {
              "date": "2020-10-06",
              "wealth": 120.15225199702125
            },
            {
              "date": "2020-10-07",
              "wealth": 120.90079420294144
            },
            {
              "date": "2020-10-08",
              "wealth": 121.48534263429836
            },
            {
              "date": "2020-10-09",
              "wealth": 122.0062009358363
            },
            {
              "date": "2020-10-12",
              "wealth": 123.08121558935864
            },
            {
              "date": "2020-10-13",
              "wealth": 122.77713130732882
            },
            {
              "date": "2020-10-14",
              "wealth": 122.52304690202803
            },
            {
              "date": "2020-10-15",
              "wealth": 122.3856751015087
            },
            {
              "date": "2020-10-16",
              "wealth": 122.26203134065894
            },
            {
              "date": "2020-10-19",
              "wealth": 121.3900221811853
            },
            {
              "date": "2020-10-20",
              "wealth": 121.42687324538798
            },
            {
              "date": "2020-10-21",
              "wealth": 121.22463407805218
            },
            {
              "date": "2020-10-22",
              "wealth": 121.28945013382577
            },
            {
              "date": "2020-10-23",
              "wealth": 121.6074769826383
            },
            {
              "date": "2020-10-26",
              "wealth": 120.88281112099281
            },
            {
              "date": "2020-10-27",
              "wealth": 120.96814267289115
            },
            {
              "date": "2020-10-28",
              "wealth": 119.12226875805754
            },
            {
              "date": "2020-10-29",
              "wealth": 119.35075730691135
            },
            {
              "date": "2020-10-30",
              "wealth": 118.54276318738852
            },
            {
              "date": "2020-11-02",
              "wealth": 119.27967624061718
            },
            {
              "date": "2020-11-02",
              "wealth": 119.27929234427002
            },
            {
              "date": "2020-11-03",
              "wealth": 120.08298577660024
            },
            {
              "date": "2020-11-04",
              "wealth": 122.05158155430631
            },
            {
              "date": "2020-11-05",
              "wealth": 123.16345781432003
            },
            {
              "date": "2020-11-06",
              "wealth": 122.91314690092301
            },
            {
              "date": "2020-11-09",
              "wealth": 122.98138340903093
            },
            {
              "date": "2020-11-10",
              "wealth": 122.7121088082096
            },
            {
              "date": "2020-11-11",
              "wealth": 123.21056747974437
            },
            {
              "date": "2020-11-12",
              "wealth": 123.06103674768674
            },
            {
              "date": "2020-11-13",
              "wealth": 123.76755021756742
            },
            {
              "date": "2020-11-16",
              "wealth": 124.5256186397065
            },
            {
              "date": "2020-11-17",
              "wealth": 124.47052879196116
            },
            {
              "date": "2020-11-18",
              "wealth": 123.94809718887893
            },
            {
              "date": "2020-11-19",
              "wealth": 124.44622479748202
            },
            {
              "date": "2020-11-20",
              "wealth": 124.10840236022274
            },
            {
              "date": "2020-11-23",
              "wealth": 124.41120990683669
            },
            {
              "date": "2020-11-24",
              "wealth": 125.07443541376553
            },
            {
              "date": "2020-11-25",
              "wealth": 125.03172835697954
            },
            {
              "date": "2020-11-27",
              "wealth": 125.42198475717397
            },
            {
              "date": "2020-11-30",
              "wealth": 125.339271097244
            },
            {
              "date": "2020-12-01",
              "wealth": 125.5733420461463
            },
            {
              "date": "2020-12-01",
              "wealth": 125.57304961845138
            },
            {
              "date": "2020-12-02",
              "wealth": 125.47997342955838
            },
            {
              "date": "2020-12-03",
              "wealth": 125.72201519182279
            },
            {
              "date": "2020-12-04",
              "wealth": 125.80152882257639
            },
            {
              "date": "2020-12-07",
              "wealth": 125.82054978926027
            },
            {
              "date": "2020-12-08",
              "wealth": 125.94616846608993
            },
            {
              "date": "2020-12-09",
              "wealth": 125.27120912987658
            },
            {
              "date": "2020-12-10",
              "wealth": 125.5461096174053
            },
            {
              "date": "2020-12-11",
              "wealth": 125.58827788607131
            },
            {
              "date": "2020-12-14",
              "wealth": 125.3077007854191
            },
            {
              "date": "2020-12-15",
              "wealth": 126.06454294513543
            },
            {
              "date": "2020-12-16",
              "wealth": 126.08592642839604
            },
            {
              "date": "2020-12-17",
              "wealth": 126.42464949097075
            },
            {
              "date": "2020-12-18",
              "wealth": 126.15867010842956
            },
            {
              "date": "2020-12-21",
              "wealth": 125.89939251015618
            },
            {
              "date": "2020-12-22",
              "wealth": 125.98649514138219
            },
            {
              "date": "2020-12-23",
              "wealth": 125.98550266247217
            },
            {
              "date": "2020-12-24",
              "wealth": 126.3857086276558
            },
            {
              "date": "2020-12-28",
              "wealth": 126.8662572175358
            },
            {
              "date": "2020-12-29",
              "wealth": 126.78164436886962
            },
            {
              "date": "2020-12-30",
              "wealth": 126.93585802829742
            },
            {
              "date": "2020-12-31",
              "wealth": 127.23142426840305
            },
            {
              "date": "2021-01-04",
              "wealth": 126.28265197614398
            },
            {
              "date": "2021-01-04",
              "wealth": 126.28233215150375
            },
            {
              "date": "2021-01-05",
              "wealth": 126.42451255249382
            },
            {
              "date": "2021-01-06",
              "wealth": 126.19671299592586
            },
            {
              "date": "2021-01-07",
              "wealth": 126.87181919241405
            },
            {
              "date": "2021-01-08",
              "wealth": 127.0623474682833
            },
            {
              "date": "2021-01-11",
              "wealth": 126.4510909786164
            },
            {
              "date": "2021-01-12",
              "wealth": 126.55628594452455
            },
            {
              "date": "2021-01-13",
              "wealth": 127.15141353283597
            },
            {
              "date": "2021-01-14",
              "wealth": 126.70156272962187
            },
            {
              "date": "2021-01-15",
              "wealth": 126.45957298588092
            },
            {
              "date": "2021-01-19",
              "wealth": 126.97153784511413
            },
            {
              "date": "2021-01-20",
              "wealth": 127.7052076397087
            },
            {
              "date": "2021-01-21",
              "wealth": 127.53135228526028
            },
            {
              "date": "2021-01-22",
              "wealth": 127.34810937051114
            },
            {
              "date": "2021-01-25",
              "wealth": 127.86844420450693
            },
            {
              "date": "2021-01-26",
              "wealth": 127.7715673124685
            },
            {
              "date": "2021-01-27",
              "wealth": 126.40548607409882
            },
            {
              "date": "2021-01-28",
              "wealth": 126.71097422324176
            },
            {
              "date": "2021-01-29",
              "wealth": 125.52957713002951
            },
            {
              "date": "2021-02-01",
              "wealth": 126.5196418141024
            },
            {
              "date": "2021-02-01",
              "wealth": 126.51869459247793
            },
            {
              "date": "2021-02-02",
              "wealth": 127.0575738547068
            },
            {
              "date": "2021-02-03",
              "wealth": 126.92044567100538
            },
            {
              "date": "2021-02-04",
              "wealth": 127.58887448929737
            },
            {
              "date": "2021-02-05",
              "wealth": 127.61553005954808
            },
            {
              "date": "2021-02-08",
              "wealth": 128.2135396011102
            },
            {
              "date": "2021-02-09",
              "wealth": 128.1263004470948
            },
            {
              "date": "2021-02-10",
              "wealth": 128.2836601183983
            },
            {
              "date": "2021-02-11",
              "wealth": 128.22513225669437
            },
            {
              "date": "2021-02-12",
              "wealth": 128.2478796668638
            },
            {
              "date": "2021-02-16",
              "wealth": 127.67377346645306
            },
            {
              "date": "2021-02-17",
              "wealth": 127.93623091706465
            },
            {
              "date": "2021-02-18",
              "wealth": 127.61386209038187
            },
            {
              "date": "2021-02-19",
              "wealth": 127.0736834894193
            },
            {
              "date": "2021-02-22",
              "wealth": 126.32896558925121
            },
            {
              "date": "2021-02-23",
              "wealth": 126.44939874078494
            },
            {
              "date": "2021-02-24",
              "wealth": 127.06964014718612
            },
            {
              "date": "2021-02-25",
              "wealth": 124.67972430921947
            },
            {
              "date": "2021-02-26",
              "wealth": 125.24681809979946
            },
            {
              "date": "2021-03-01",
              "wealth": 126.53219522158001
            },
            {
              "date": "2021-03-01",
              "wealth": 126.53147006736197
            },
            {
              "date": "2021-03-02",
              "wealth": 126.11563729596071
            },
            {
              "date": "2021-03-03",
              "wealth": 124.92999888832338
            },
            {
              "date": "2021-03-04",
              "wealth": 123.7799590753903
            },
            {
              "date": "2021-03-05",
              "wealth": 124.62813301009513
            },
            {
              "date": "2021-03-08",
              "wealth": 123.84204161471824
            },
            {
              "date": "2021-03-09",
              "wealth": 125.04998840781283
            },
            {
              "date": "2021-03-10",
              "wealth": 125.64683497389085
            },
            {
              "date": "2021-03-11",
              "wealth": 126.20360989703583
            },
            {
              "date": "2021-03-12",
              "wealth": 125.55884182476423
            },
            {
              "date": "2021-03-15",
              "wealth": 126.06482336137908
            },
            {
              "date": "2021-03-16",
              "wealth": 125.96078999703111
            },
            {
              "date": "2021-03-17",
              "wealth": 126.14053347002186
            },
            {
              "date": "2021-03-18",
              "wealth": 124.9259391034124
            },
            {
              "date": "2021-03-19",
              "wealth": 124.87576531072996
            },
            {
              "date": "2021-03-22",
              "wealth": 125.54910308716134
            },
            {
              "date": "2021-03-23",
              "wealth": 125.39212474637351
            },
            {
              "date": "2021-03-24",
              "wealth": 125.291720637355
            },
            {
              "date": "2021-03-25",
              "wealth": 125.50223342420631
            },
            {
              "date": "2021-03-26",
              "wealth": 126.23912496969312
            },
            {
              "date": "2021-03-29",
              "wealth": 126.0109477063213
            },
            {
              "date": "2021-03-30",
              "wealth": 125.98105919261039
            },
            {
              "date": "2021-03-31",
              "wealth": 126.27870722940595
            },
            {
              "date": "2021-04-01",
              "wealth": 127.26614086315197
            },
            {
              "date": "2021-04-01",
              "wealth": 127.26546621901237
            },
            {
              "date": "2021-04-05",
              "wealth": 127.75360399153944
            },
            {
              "date": "2021-04-06",
              "wealth": 128.15338595802254
            },
            {
              "date": "2021-04-07",
              "wealth": 128.11163683455422
            },
            {
              "date": "2021-04-08",
              "wealth": 128.6353083524281
            },
            {
              "date": "2021-04-09",
              "wealth": 128.87482002965595
            },
            {
              "date": "2021-04-12",
              "wealth": 128.86780664211162
            },
            {
              "date": "2021-04-13",
              "wealth": 129.3483360354424
            },
            {
              "date": "2021-04-14",
              "wealth": 129.0597613804513
            },
            {
              "date": "2021-04-15",
              "wealth": 130.1200673824601
            },
            {
              "date": "2021-04-16",
              "wealth": 129.92645190726577
            },
            {
              "date": "2021-04-19",
              "wealth": 129.50084844011218
            },
            {
              "date": "2021-04-20",
              "wealth": 129.25478228587158
            },
            {
              "date": "2021-04-21",
              "wealth": 129.95584396279548
            },
            {
              "date": "2021-04-22",
              "wealth": 129.50331542520965
            },
            {
              "date": "2021-04-23",
              "wealth": 130.11438992014243
            },
            {
              "date": "2021-04-26",
              "wealth": 130.18309066714681
            },
            {
              "date": "2021-04-27",
              "wealth": 129.85847442060913
            },
            {
              "date": "2021-04-28",
              "wealth": 129.88595291530794
            },
            {
              "date": "2021-04-29",
              "wealth": 130.1453400538
            },
            {
              "date": "2021-04-30",
              "wealth": 129.88509094570512
            },
            {
              "date": "2021-05-03",
              "wealth": 130.1636333307936
            },
            {
              "date": "2021-05-03",
              "wealth": 130.16305425816978
            },
            {
              "date": "2021-05-04",
              "wealth": 129.87434600048653
            },
            {
              "date": "2021-05-05",
              "wealth": 129.98126518451815
            },
            {
              "date": "2021-05-06",
              "wealth": 130.53280709896612
            },
            {
              "date": "2021-05-07",
              "wealth": 130.9773957867904
            },
            {
              "date": "2021-05-10",
              "wealth": 130.10774686050718
            },
            {
              "date": "2021-05-11",
              "wealth": 129.3873433767071
            },
            {
              "date": "2021-05-12",
              "wealth": 127.80471468455576
            },
            {
              "date": "2021-05-13",
              "wealth": 128.73231103901318
            },
            {
              "date": "2021-05-14",
              "wealth": 129.8972739025902
            },
            {
              "date": "2021-05-17",
              "wealth": 129.67390833814898
            },
            {
              "date": "2021-05-18",
              "wealth": 129.03861945613883
            },
            {
              "date": "2021-05-19",
              "wealth": 128.72779360647303
            },
            {
              "date": "2021-05-20",
              "wealth": 129.75125423626707
            },
            {
              "date": "2021-05-21",
              "wealth": 129.74507331052834
            },
            {
              "date": "2021-05-24",
              "wealth": 130.47340368873563
            },
            {
              "date": "2021-05-25",
              "wealth": 130.61671607009453
            },
            {
              "date": "2021-05-26",
              "wealth": 130.67415011071483
            },
            {
              "date": "2021-05-27",
              "wealth": 130.51915461709484
            },
            {
              "date": "2021-05-28",
              "wealth": 130.65647138285613
            },
            {
              "date": "2021-06-01",
              "wealth": 130.60626404609852
            },
            {
              "date": "2021-06-01",
              "wealth": 130.60623403771152
            },
            {
              "date": "2021-06-02",
              "wealth": 130.80023213185427
            },
            {
              "date": "2021-06-03",
              "wealth": 130.33806109736494
            },
            {
              "date": "2021-06-04",
              "wealth": 131.33503771640187
            },
            {
              "date": "2021-06-07",
              "wealth": 131.21909534118817
            },
            {
              "date": "2021-06-08",
              "wealth": 131.48326466024966
            },
            {
              "date": "2021-06-09",
              "wealth": 131.64961701317378
            },
            {
              "date": "2021-06-10",
              "wealth": 132.22371044651806
            },
            {
              "date": "2021-06-11",
              "wealth": 132.31401405767588
            },
            {
              "date": "2021-06-14",
              "wealth": 132.18809032628633
            },
            {
              "date": "2021-06-15",
              "wealth": 132.12007048006967
            },
            {
              "date": "2021-06-16",
              "wealth": 131.46860023383127
            },
            {
              "date": "2021-06-17",
              "wealth": 131.80244724791493
            },
            {
              "date": "2021-06-18",
              "wealth": 131.42278725061382
            },
            {
              "date": "2021-06-21",
              "wealth": 131.88235365478369
            },
            {
              "date": "2021-06-22",
              "wealth": 132.31856151758186
            },
            {
              "date": "2021-06-23",
              "wealth": 132.1197666708428
            },
            {
              "date": "2021-06-24",
              "wealth": 132.54598351114572
            },
            {
              "date": "2021-06-25",
              "wealth": 132.57489125235847
            },
            {
              "date": "2021-06-28",
              "wealth": 132.97606251505357
            },
            {
              "date": "2021-06-29",
              "wealth": 133.07681276525372
            },
            {
              "date": "2021-06-30",
              "wealth": 133.22215376389804
            },
            {
              "date": "2021-07-01",
              "wealth": 133.48728526323455
            },
            {
              "date": "2021-07-01",
              "wealth": 133.48688670815002
            },
            {
              "date": "2021-07-02",
              "wealth": 134.17149599015755
            },
            {
              "date": "2021-07-06",
              "wealth": 134.38498678166295
            },
            {
              "date": "2021-07-07",
              "wealth": 134.83615235150856
            },
            {
              "date": "2021-07-08",
              "wealth": 134.4532115934222
            },
            {
              "date": "2021-07-09",
              "wealth": 134.73757399928854
            },
            {
              "date": "2021-07-12",
              "wealth": 134.91148175317772
            },
            {
              "date": "2021-07-13",
              "wealth": 134.44709464408817
            },
            {
              "date": "2021-07-14",
              "wealth": 134.87311685855047
            },
            {
              "date": "2021-07-15",
              "wealth": 134.89282442421018
            },
            {
              "date": "2021-07-16",
              "wealth": 134.35805830452856
            },
            {
              "date": "2021-07-19",
              "wealth": 134.07204960284722
            },
            {
              "date": "2021-07-20",
              "wealth": 134.80047462648957
            },
            {
              "date": "2021-07-21",
              "wealth": 134.94099787538624
            },
            {
              "date": "2021-07-22",
              "wealth": 135.32358384832983
            },
            {
              "date": "2021-07-23",
              "wealth": 135.8687549682595
            },
            {
              "date": "2021-07-26",
              "wealth": 135.8941245837625
            },
            {
              "date": "2021-07-27",
              "wealth": 135.94364278892706
            },
            {
              "date": "2021-07-28",
              "wealth": 136.02584980252482
            },
            {
              "date": "2021-07-29",
              "wealth": 136.05042199309105
            },
            {
              "date": "2021-07-30",
              "wealth": 135.87969452719037
            },
            {
              "date": "2021-08-02",
              "wealth": 136.01899068203906
            },
            {
              "date": "2021-08-02",
              "wealth": 136.01881023943164
            },
            {
              "date": "2021-08-03",
              "wealth": 136.5608366817601
            },
            {
              "date": "2021-08-04",
              "wealth": 136.26666165134705
            },
            {
              "date": "2021-08-05",
              "wealth": 136.3477521000086
            },
            {
              "date": "2021-08-06",
              "wealth": 135.89583146306614
            },
            {
              "date": "2021-08-09",
              "wealth": 135.5862839397256
            },
            {
              "date": "2021-08-10",
              "wealth": 135.5038677216328
            },
            {
              "date": "2021-08-11",
              "wealth": 135.758567827777
            },
            {
              "date": "2021-08-12",
              "wealth": 135.97462156243859
            },
            {
              "date": "2021-08-13",
              "wealth": 136.56077188957954
            },
            {
              "date": "2021-08-16",
              "wealth": 136.79743115652767
            },
            {
              "date": "2021-08-17",
              "wealth": 136.2999711272775
            },
            {
              "date": "2021-08-18",
              "wealth": 135.5895154701212
            },
            {
              "date": "2021-08-19",
              "wealth": 135.8536710744971
            },
            {
              "date": "2021-08-20",
              "wealth": 136.33504330727007
            },
            {
              "date": "2021-08-23",
              "wealth": 136.90999585033677
            },
            {
              "date": "2021-08-24",
              "wealth": 136.82077533553692
            },
            {
              "date": "2021-08-25",
              "wealth": 136.71395003900304
            },
            {
              "date": "2021-08-26",
              "wealth": 136.33793729211985
            },
            {
              "date": "2021-08-27",
              "wealth": 137.23461066714316
            },
            {
              "date": "2021-08-30",
              "wealth": 137.64180460080092
            },
            {
              "date": "2021-08-31",
              "wealth": 137.3891294448984
            },
            {
              "date": "2021-09-01",
              "wealth": 137.4938461843048
            },
            {
              "date": "2021-09-01",
              "wealth": 137.49255171509546
            },
            {
              "date": "2021-09-02",
              "wealth": 137.7977906279401
            },
            {
              "date": "2021-09-03",
              "wealth": 137.54139413015392
            },
            {
              "date": "2021-09-07",
              "wealth": 136.98444473725434
            },
            {
              "date": "2021-09-08",
              "wealth": 137.14207549997826
            },
            {
              "date": "2021-09-09",
              "wealth": 137.27305095341336
            },
            {
              "date": "2021-09-10",
              "wealth": 136.5686928553626
            },
            {
              "date": "2021-09-13",
              "wealth": 136.87153746667659
            },
            {
              "date": "2021-09-14",
              "wealth": 136.80419101345618
            },
            {
              "date": "2021-09-15",
              "wealth": 137.19401869204947
            },
            {
              "date": "2021-09-16",
              "wealth": 136.93771477345624
            },
            {
              "date": "2021-09-17",
              "wealth": 136.16294859893253
            },
            {
              "date": "2021-09-20",
              "wealth": 135.47180957741656
            },
            {
              "date": "2021-09-21",
              "wealth": 135.3952017685026
            },
            {
              "date": "2021-09-22",
              "wealth": 136.12317592704443
            },
            {
              "date": "2021-09-23",
              "wealth": 136.23919787678426
            },
            {
              "date": "2021-09-24",
              "wealth": 136.14661371650303
            },
            {
              "date": "2021-09-27",
              "wealth": 135.8717797394133
            },
            {
              "date": "2021-09-28",
              "wealth": 134.0621797704538
            },
            {
              "date": "2021-09-29",
              "wealth": 134.1808586387389
            },
            {
              "date": "2021-09-30",
              "wealth": 133.3827526896683
            },
            {
              "date": "2021-10-01",
              "wealth": 134.5234601492161
            },
            {
              "date": "2021-10-01",
              "wealth": 134.52260149928003
            },
            {
              "date": "2021-10-04",
              "wealth": 133.64822172014073
            },
            {
              "date": "2021-10-05",
              "wealth": 133.97588816665427
            },
            {
              "date": "2021-10-06",
              "wealth": 134.24261796174207
            },
            {
              "date": "2021-10-07",
              "wealth": 134.43559409803146
            },
            {
              "date": "2021-10-08",
              "wealth": 134.05394317916654
            },
            {
              "date": "2021-10-11",
              "wealth": 133.4646640898915
            },
            {
              "date": "2021-10-12",
              "wealth": 133.73920413207986
            },
            {
              "date": "2021-10-13",
              "wealth": 134.2372998295643
            },
            {
              "date": "2021-10-14",
              "wealth": 135.51963662324383
            },
            {
              "date": "2021-10-15",
              "wealth": 135.66891221330425
            },
            {
              "date": "2021-10-18",
              "wealth": 135.77028531891114
            },
            {
              "date": "2021-10-19",
              "wealth": 135.88592687444046
            },
            {
              "date": "2021-10-20",
              "wealth": 136.0049640985693
            },
            {
              "date": "2021-10-21",
              "wealth": 135.99322479137774
            },
            {
              "date": "2021-10-22",
              "wealth": 136.18466210888465
            },
            {
              "date": "2021-10-25",
              "wealth": 136.57225947288362
            },
            {
              "date": "2021-10-26",
              "wealth": 136.85889316282717
            },
            {
              "date": "2021-10-27",
              "wealth": 137.0243989697943
            },
            {
              "date": "2021-10-28",
              "wealth": 137.4762399166787
            },
            {
              "date": "2021-10-29",
              "wealth": 137.59187434265567
            },
            {
              "date": "2021-11-01",
              "wealth": 137.61568421497907
            },
            {
              "date": "2021-11-01",
              "wealth": 137.61475055988765
            },
            {
              "date": "2021-11-02",
              "wealth": 138.11329664545482
            },
            {
              "date": "2021-11-03",
              "wealth": 138.28164985178708
            },
            {
              "date": "2021-11-04",
              "wealth": 138.97937356270583
            },
            {
              "date": "2021-11-05",
              "wealth": 139.69862443924248
            },
            {
              "date": "2021-11-08",
              "wealth": 139.5144686231082
            },
            {
              "date": "2021-11-09",
              "wealth": 139.5688540277522
            },
            {
              "date": "2021-11-10",
              "wealth": 138.3297550967734
            },
            {
              "date": "2021-11-11",
              "wealth": 138.1223748448321
            },
            {
              "date": "2021-11-12",
              "wealth": 138.6091422749137
            },
            {
              "date": "2021-11-15",
              "wealth": 138.1668283220597
            },
            {
              "date": "2021-11-16",
              "wealth": 138.3142798604831
            },
            {
              "date": "2021-11-17",
              "wealth": 138.4502000598637
            },
            {
              "date": "2021-11-18",
              "wealth": 138.78515227738842
            },
            {
              "date": "2021-11-19",
              "wealth": 138.92480617836767
            },
            {
              "date": "2021-11-22",
              "wealth": 138.12894480025642
            },
            {
              "date": "2021-11-23",
              "wealth": 137.76714981320842
            },
            {
              "date": "2021-11-24",
              "wealth": 138.243082033299
            },
            {
              "date": "2021-11-26",
              "wealth": 137.58766206646303
            },
            {
              "date": "2021-11-29",
              "wealth": 138.30754157547287
            },
            {
              "date": "2021-11-30",
              "wealth": 137.37206825968013
            },
            {
              "date": "2021-12-01",
              "wealth": 136.7550693786293
            },
            {
              "date": "2021-12-01",
              "wealth": 136.7540193173604
            },
            {
              "date": "2021-12-02",
              "wealth": 137.71927977781732
            },
            {
              "date": "2021-12-03",
              "wealth": 137.75267857285843
            },
            {
              "date": "2021-12-06",
              "wealth": 138.08139157864653
            },
            {
              "date": "2021-12-07",
              "wealth": 139.25577292935355
            },
            {
              "date": "2021-12-08",
              "wealth": 139.0138316059219
            },
            {
              "date": "2021-12-09",
              "wealth": 138.62718936372158
            },
            {
              "date": "2021-12-10",
              "wealth": 139.28682067164735
            },
            {
              "date": "2021-12-13",
              "wealth": 139.08257771579298
            },
            {
              "date": "2021-12-14",
              "wealth": 138.39191945519485
            },
            {
              "date": "2021-12-15",
              "wealth": 139.3743316680344
            },
            {
              "date": "2021-12-16",
              "wealth": 138.9059099246171
            },
            {
              "date": "2021-12-17",
              "wealth": 138.4190868427344
            },
            {
              "date": "2021-12-20",
              "wealth": 137.53426232670904
            },
            {
              "date": "2021-12-21",
              "wealth": 138.58897336225897
            },
            {
              "date": "2021-12-22",
              "wealth": 139.31177320559172
            },
            {
              "date": "2021-12-23",
              "wealth": 139.56935140869118
            },
            {
              "date": "2021-12-27",
              "wealth": 140.60918758250313
            },
            {
              "date": "2021-12-28",
              "wealth": 140.49209560371182
            },
            {
              "date": "2021-12-29",
              "wealth": 140.16461661350976
            },
            {
              "date": "2021-12-30",
              "wealth": 140.2722375613076
            },
            {
              "date": "2021-12-31",
              "wealth": 140.00750029969223
            },
            {
              "date": "2022-01-03",
              "wealth": 139.60369392746256
            },
            {
              "date": "2022-01-03",
              "wealth": 139.60248530110584
            },
            {
              "date": "2022-01-04",
              "wealth": 139.60390033093063
            },
            {
              "date": "2022-01-05",
              "wealth": 137.99804256862404
            },
            {
              "date": "2022-01-06",
              "wealth": 137.8049807538165
            },
            {
              "date": "2022-01-07",
              "wealth": 137.26520077373536
            },
            {
              "date": "2022-01-10",
              "wealth": 137.1386609750766
            },
            {
              "date": "2022-01-11",
              "wealth": 137.9060579474161
            },
            {
              "date": "2022-01-12",
              "wealth": 138.04683388268944
            },
            {
              "date": "2022-01-13",
              "wealth": 137.43448791646418
            },
            {
              "date": "2022-01-14",
              "wealth": 136.845127711986
            },
            {
              "date": "2022-01-18",
              "wealth": 135.1014960051569
            },
            {
              "date": "2022-01-19",
              "wealth": 134.62121733965253
            },
            {
              "date": "2022-01-20",
              "wealth": 134.0038144321745
            },
            {
              "date": "2022-01-21",
              "wealth": 133.32087800096383
            },
            {
              "date": "2022-01-24",
              "wealth": 133.39797822789092
            },
            {
              "date": "2022-01-25",
              "wealth": 132.52487303632876
            },
            {
              "date": "2022-01-26",
              "wealth": 131.8601640057762
            },
            {
              "date": "2022-01-27",
              "wealth": 131.80736606644174
            },
            {
              "date": "2022-01-28",
              "wealth": 133.33505961714346
            },
            {
              "date": "2022-01-31",
              "wealth": 134.40289526726266
            },
            {
              "date": "2022-02-01",
              "wealth": 134.83631626652172
            },
            {
              "date": "2022-02-01",
              "wealth": 134.83543825757846
            },
            {
              "date": "2022-02-02",
              "wealth": 135.47606848286162
            },
            {
              "date": "2022-02-03",
              "wealth": 133.57158106685264
            },
            {
              "date": "2022-02-04",
              "wealth": 133.16725746588435
            },
            {
              "date": "2022-02-07",
              "wealth": 133.0691068441223
            },
            {
              "date": "2022-02-08",
              "wealth": 133.28735201986854
            },
            {
              "date": "2022-02-09",
              "wealth": 134.34218618222147
            },
            {
              "date": "2022-02-10",
              "wealth": 132.3823773871485
            },
            {
              "date": "2022-02-11",
              "wealth": 131.8531914127041
            },
            {
              "date": "2022-02-14",
              "wealth": 131.06281682982888
            },
            {
              "date": "2022-02-15",
              "wealth": 131.68046171761728
            },
            {
              "date": "2022-02-16",
              "wealth": 131.87131505743835
            },
            {
              "date": "2022-02-17",
              "wealth": 130.8099029398199
            },
            {
              "date": "2022-02-18",
              "wealth": 130.64196773476627
            },
            {
              "date": "2022-02-22",
              "wealth": 129.97153201827211
            },
            {
              "date": "2022-02-23",
              "wealth": 128.41828324126098
            },
            {
              "date": "2022-02-24",
              "wealth": 129.52686786951952
            },
            {
              "date": "2022-02-25",
              "wealth": 130.93616863556272
            },
            {
              "date": "2022-02-28",
              "wealth": 131.59601033145677
            },
            {
              "date": "2022-03-01",
              "wealth": 131.1666257662748
            },
            {
              "date": "2022-03-01",
              "wealth": 131.16627678775973
            },
            {
              "date": "2022-03-02",
              "wealth": 131.07241629834954
            },
            {
              "date": "2022-03-03",
              "wealth": 131.07506844623904
            },
            {
              "date": "2022-03-04",
              "wealth": 130.94959592525112
            },
            {
              "date": "2022-03-07",
              "wealth": 128.61515985417952
            },
            {
              "date": "2022-03-08",
              "wealth": 127.74280022917614
            },
            {
              "date": "2022-03-09",
              "wealth": 129.09758427962208
            },
            {
              "date": "2022-03-10",
              "wealth": 128.21239064326846
            },
            {
              "date": "2022-03-11",
              "wealth": 127.47688548475242
            },
            {
              "date": "2022-03-14",
              "wealth": 126.07984395086555
            },
            {
              "date": "2022-03-15",
              "wealth": 127.60125059392604
            },
            {
              "date": "2022-03-16",
              "wealth": 129.16480299660844
            },
            {
              "date": "2022-03-17",
              "wealth": 130.24480873230996
            },
            {
              "date": "2022-03-18",
              "wealth": 131.04947271796618
            },
            {
              "date": "2022-03-21",
              "wealth": 130.0505415402762
            },
            {
              "date": "2022-03-22",
              "wealth": 130.47389875991723
            },
            {
              "date": "2022-03-23",
              "wealth": 130.02540440688884
            },
            {
              "date": "2022-03-24",
              "wealth": 130.76349126541646
            },
            {
              "date": "2022-03-25",
              "wealth": 130.42058819339056
            },
            {
              "date": "2022-03-28",
              "wealth": 131.1437932249629
            },
            {
              "date": "2022-03-29",
              "wealth": 132.38769374811503
            },
            {
              "date": "2022-03-30",
              "wealth": 132.2246392443874
            },
            {
              "date": "2022-03-31",
              "wealth": 131.24910148801484
            },
            {
              "date": "2022-04-01",
              "wealth": 131.37572913543633
            },
            {
              "date": "2022-04-01",
              "wealth": 131.3752530529046
            },
            {
              "date": "2022-04-04",
              "wealth": 132.0130903558684
            },
            {
              "date": "2022-04-05",
              "wealth": 130.15315447147876
            },
            {
              "date": "2022-04-06",
              "wealth": 129.2136006068315
            },
            {
              "date": "2022-04-07",
              "wealth": 129.23990810149618
            },
            {
              "date": "2022-04-08",
              "wealth": 128.60666034384457
            },
            {
              "date": "2022-04-11",
              "wealth": 127.06445665855449
            },
            {
              "date": "2022-04-12",
              "wealth": 127.01584894992207
            },
            {
              "date": "2022-04-13",
              "wealth": 127.94824996800149
            },
            {
              "date": "2022-04-14",
              "wealth": 126.48606969763223
            },
            {
              "date": "2022-04-18",
              "wealth": 126.1131979668303
            },
            {
              "date": "2022-04-19",
              "wealth": 126.52594663292372
            },
            {
              "date": "2022-04-20",
              "wealth": 127.1221487642654
            },
            {
              "date": "2022-04-21",
              "wealth": 125.66285549770512
            },
            {
              "date": "2022-04-22",
              "wealth": 124.06092669361797
            },
            {
              "date": "2022-04-25",
              "wealth": 125.01332350830228
            },
            {
              "date": "2022-04-26",
              "wealth": 123.55895772487764
            },
            {
              "date": "2022-04-27",
              "wealth": 123.1606684937553
            },
            {
              "date": "2022-04-28",
              "wealth": 124.61750292848579
            },
            {
              "date": "2022-04-29",
              "wealth": 121.95367980279876
            },
            {
              "date": "2022-05-02",
              "wealth": 121.83085022644944
            },
            {
              "date": "2022-05-02",
              "wealth": 121.82999868884163
            },
            {
              "date": "2022-05-03",
              "wealth": 122.37207300750183
            },
            {
              "date": "2022-05-04",
              "wealth": 124.61880280099095
            },
            {
              "date": "2022-05-05",
              "wealth": 121.70442477630877
            },
            {
              "date": "2022-05-06",
              "wealth": 120.88319905617006
            },
            {
              "date": "2022-05-09",
              "wealth": 119.47883520673264
            },
            {
              "date": "2022-05-10",
              "wealth": 119.85912030547594
            },
            {
              "date": "2022-05-11",
              "wealth": 119.37340129585152
            },
            {
              "date": "2022-05-12",
              "wealth": 119.42658985153017
            },
            {
              "date": "2022-05-13",
              "wealth": 120.31287188103367
            },
            {
              "date": "2022-05-16",
              "wealth": 120.26437404596585
            },
            {
              "date": "2022-05-17",
              "wealth": 120.9174295174003
            },
            {
              "date": "2022-05-18",
              "wealth": 119.07982314484353
            },
            {
              "date": "2022-05-19",
              "wealth": 118.9676835741796
            },
            {
              "date": "2022-05-20",
              "wealth": 119.3143689035891
            },
            {
              "date": "2022-05-23",
              "wealth": 119.96893763891298
            },
            {
              "date": "2022-05-24",
              "wealth": 120.33142873128456
            },
            {
              "date": "2022-05-25",
              "wealth": 121.26812526794393
            },
            {
              "date": "2022-05-26",
              "wealth": 122.31601917808995
            },
            {
              "date": "2022-05-27",
              "wealth": 123.88758087896126
            },
            {
              "date": "2022-05-31",
              "wealth": 122.9867245643915
            },
            {
              "date": "2022-06-01",
              "wealth": 122.15161102514662
            },
            {
              "date": "2022-06-01",
              "wealth": 122.15081949834507
            },
            {
              "date": "2022-06-02",
              "wealth": 123.25468044729018
            },
            {
              "date": "2022-06-03",
              "wealth": 122.15514389932238
            },
            {
              "date": "2022-06-06",
              "wealth": 121.83711839870661
            },
            {
              "date": "2022-06-07",
              "wealth": 122.68766354521152
            },
            {
              "date": "2022-06-08",
              "wealth": 121.75071100349959
            },
            {
              "date": "2022-06-09",
              "wealth": 120.15183126860916
            },
            {
              "date": "2022-06-10",
              "wealth": 117.94424875486776
            },
            {
              "date": "2022-06-13",
              "wealth": 114.58363999728923
            },
            {
              "date": "2022-06-14",
              "wealth": 114.02619452358458
            },
            {
              "date": "2022-06-15",
              "wealth": 115.69693421539048
            },
            {
              "date": "2022-06-16",
              "wealth": 114.22556320746543
            },
            {
              "date": "2022-06-17",
              "wealth": 114.41762452222656
            },
            {
              "date": "2022-06-21",
              "wealth": 115.13212755666994
            },
            {
              "date": "2022-06-22",
              "wealth": 115.65103302177727
            },
            {
              "date": "2022-06-23",
              "wealth": 116.59328100240728
            },
            {
              "date": "2022-06-24",
              "wealth": 118.16524534406228
            },
            {
              "date": "2022-06-27",
              "wealth": 117.45642284520643
            },
            {
              "date": "2022-06-28",
              "wealth": 116.409659132651
            },
            {
              "date": "2022-06-29",
              "wealth": 116.8108637758506
            },
            {
              "date": "2022-06-30",
              "wealth": 116.71584162472804
            },
            {
              "date": "2022-07-01",
              "wealth": 118.03478596359949
            },
            {
              "date": "2022-07-01",
              "wealth": 118.03416611826957
            },
            {
              "date": "2022-07-05",
              "wealth": 118.2216646073013
            },
            {
              "date": "2022-07-06",
              "wealth": 117.97319207694926
            },
            {
              "date": "2022-07-07",
              "wealth": 118.58596298726364
            },
            {
              "date": "2022-07-08",
              "wealth": 118.31624661393096
            },
            {
              "date": "2022-07-11",
              "wealth": 118.03041928929474
            },
            {
              "date": "2022-07-12",
              "wealth": 117.6864561534412
            },
            {
              "date": "2022-07-13",
              "wealth": 117.82064478397614
            },
            {
              "date": "2022-07-14",
              "wealth": 117.296554316767
            },
            {
              "date": "2022-07-15",
              "wealth": 118.68413342764096
            },
            {
              "date": "2022-07-18",
              "wealth": 117.8986120049101
            },
            {
              "date": "2022-07-19",
              "wealth": 119.28954691185358
            },
            {
              "date": "2022-07-20",
              "wealth": 119.56175918698622
            },
            {
              "date": "2022-07-21",
              "wealth": 120.94725070501896
            },
            {
              "date": "2022-07-22",
              "wealth": 121.05844290302647
            },
            {
              "date": "2022-07-25",
              "wealth": 120.69005352007483
            },
            {
              "date": "2022-07-26",
              "wealth": 120.0559850811307
            },
            {
              "date": "2022-07-27",
              "wealth": 121.75681953781877
            },
            {
              "date": "2022-07-28",
              "wealth": 123.04238314616953
            },
            {
              "date": "2022-07-29",
              "wealth": 123.95399621278224
            },
            {
              "date": "2022-08-01",
              "wealth": 124.02896513936906
            },
            {
              "date": "2022-08-01",
              "wealth": 124.02825558284621
            },
            {
              "date": "2022-08-02",
              "wealth": 122.78062653558067
            },
            {
              "date": "2022-08-03",
              "wealth": 124.19113906240382
            },
            {
              "date": "2022-08-04",
              "wealth": 124.35860066713703
            },
            {
              "date": "2022-08-05",
              "wealth": 123.31591154061653
            },
            {
              "date": "2022-08-08",
              "wealth": 123.57136460910077
            },
            {
              "date": "2022-08-09",
              "wealth": 123.0881155044587
            },
            {
              "date": "2022-08-10",
              "wealth": 124.6489647918282
            },
            {
              "date": "2022-08-11",
              "wealth": 124.08146901994304
            },
            {
              "date": "2022-08-12",
              "wealth": 125.6121358778515
            },
            {
              "date": "2022-08-15",
              "wealth": 125.91270680715918
            },
            {
              "date": "2022-08-16",
              "wealth": 125.84199833719087
            },
            {
              "date": "2022-08-17",
              "wealth": 124.86778162857199
            },
            {
              "date": "2022-08-18",
              "wealth": 125.19077315526143
            },
            {
              "date": "2022-08-19",
              "wealth": 123.70483114950706
            },
            {
              "date": "2022-08-22",
              "wealth": 122.12910436414698
            },
            {
              "date": "2022-08-23",
              "wealth": 121.96726023766726
            },
            {
              "date": "2022-08-24",
              "wealth": 121.9404600489792
            },
            {
              "date": "2022-08-25",
              "wealth": 123.3044837239391
            },
            {
              "date": "2022-08-26",
              "wealth": 121.11055533610794
            },
            {
              "date": "2022-08-29",
              "wealth": 120.30564357607118
            },
            {
              "date": "2022-08-30",
              "wealth": 119.74546730213277
            },
            {
              "date": "2022-08-31",
              "wealth": 118.81843641864751
            },
            {
              "date": "2022-09-01",
              "wealth": 118.54224639818108
            },
            {
              "date": "2022-09-01",
              "wealth": 118.54172748476981
            },
            {
              "date": "2022-09-02",
              "wealth": 118.16002132844605
            },
            {
              "date": "2022-09-06",
              "wealth": 117.14053500465674
            },
            {
              "date": "2022-09-07",
              "wealth": 118.77380266984845
            },
            {
              "date": "2022-09-08",
              "wealth": 118.93520242547666
            },
            {
              "date": "2022-09-09",
              "wealth": 119.86247435106044
            },
            {
              "date": "2022-09-12",
              "wealth": 120.30099761464426
            },
            {
              "date": "2022-09-13",
              "wealth": 117.47041938323008
            },
            {
              "date": "2022-09-14",
              "wealth": 117.86451558532991
            },
            {
              "date": "2022-09-15",
              "wealth": 116.986819644809
            },
            {
              "date": "2022-09-16",
              "wealth": 116.52058308663818
            },
            {
              "date": "2022-09-19",
              "wealth": 116.9112693456277
            },
            {
              "date": "2022-09-20",
              "wealth": 115.76750765176219
            },
            {
              "date": "2022-09-21",
              "wealth": 115.10870539293067
            },
            {
              "date": "2022-09-22",
              "wealth": 113.75136474916492
            },
            {
              "date": "2022-09-23",
              "wealth": 112.83184152147327
            },
            {
              "date": "2022-09-26",
              "wealth": 111.26345736563424
            },
            {
              "date": "2022-09-27",
              "wealth": 110.41765123477542
            },
            {
              "date": "2022-09-28",
              "wealth": 112.67917136073292
            },
            {
              "date": "2022-09-29",
              "wealth": 111.24098170967488
            },
            {
              "date": "2022-09-30",
              "wealth": 110.32369969709714
            },
            {
              "date": "2022-10-03",
              "wealth": 112.57237777284354
            },
            {
              "date": "2022-10-03",
              "wealth": 112.57185289953198
            },
            {
              "date": "2022-10-04",
              "wealth": 114.32866401351943
            },
            {
              "date": "2022-10-05",
              "wealth": 113.67972912953414
            },
            {
              "date": "2022-10-06",
              "wealth": 112.92331229761695
            },
            {
              "date": "2022-10-07",
              "wealth": 111.0290938941082
            },
            {
              "date": "2022-10-10",
              "wealth": 110.18011886677431
            },
            {
              "date": "2022-10-11",
              "wealth": 109.86620229312248
            },
            {
              "date": "2022-10-12",
              "wealth": 109.75161366567386
            },
            {
              "date": "2022-10-13",
              "wealth": 110.97384555731533
            },
            {
              "date": "2022-10-14",
              "wealth": 109.36336479903876
            },
            {
              "date": "2022-10-17",
              "wealth": 110.7991260346561
            },
            {
              "date": "2022-10-18",
              "wealth": 111.65614540517348
            },
            {
              "date": "2022-10-19",
              "wealth": 110.54343981430317
            },
            {
              "date": "2022-10-20",
              "wealth": 109.62952455067837
            },
            {
              "date": "2022-10-21",
              "wealth": 110.98480081075375
            },
            {
              "date": "2022-10-24",
              "wealth": 111.55279817914185
            },
            {
              "date": "2022-10-25",
              "wealth": 113.15418770477265
            },
            {
              "date": "2022-10-26",
              "wealth": 113.05549305921483
            },
            {
              "date": "2022-10-27",
              "wealth": 113.12938638544435
            },
            {
              "date": "2022-10-28",
              "wealth": 114.28693116285615
            },
            {
              "date": "2022-10-31",
              "wealth": 113.59695332135205
            },
            {
              "date": "2022-11-01",
              "wealth": 113.61644782460442
            },
            {
              "date": "2022-11-01",
              "wealth": 113.61435109113002
            },
            {
              "date": "2022-11-02",
              "wealth": 112.14193085803865
            },
            {
              "date": "2022-11-03",
              "wealth": 111.39189092449986
            },
            {
              "date": "2022-11-04",
              "wealth": 112.0950301705314
            },
            {
              "date": "2022-11-07",
              "wealth": 112.33551022777397
            },
            {
              "date": "2022-11-08",
              "wealth": 112.93432336825653
            },
            {
              "date": "2022-11-09",
              "wealth": 111.91767556301416
            },
            {
              "date": "2022-11-10",
              "wealth": 116.39667237231497
            },
            {
              "date": "2022-11-11",
              "wealth": 116.92989406152992
            },
            {
              "date": "2022-11-14",
              "wealth": 116.23636836351392
            },
            {
              "date": "2022-11-15",
              "wealth": 117.39042023310923
            },
            {
              "date": "2022-11-16",
              "wealth": 117.52077362278942
            },
            {
              "date": "2022-11-17",
              "wealth": 116.96717538466423
            },
            {
              "date": "2022-11-18",
              "wealth": 117.09388677836643
            },
            {
              "date": "2022-11-21",
              "wealth": 116.83322509554117
            },
            {
              "date": "2022-11-22",
              "wealth": 118.01471863829347
            },
            {
              "date": "2022-11-23",
              "wealth": 118.86946268443582
            },
            {
              "date": "2022-11-25",
              "wealth": 118.88678755154268
            },
            {
              "date": "2022-11-28",
              "wealth": 117.79425965703456
            },
            {
              "date": "2022-11-29",
              "wealth": 117.3988037679288
            },
            {
              "date": "2022-11-30",
              "wealth": 119.72961819294628
            },
            {
              "date": "2022-12-01",
              "wealth": 120.4787384772744
            },
            {
              "date": "2022-12-01",
              "wealth": 120.47712202136623
            },
            {
              "date": "2022-12-02",
              "wealth": 120.69891830216066
            },
            {
              "date": "2022-12-05",
              "wealth": 119.11929118346846
            },
            {
              "date": "2022-12-06",
              "wealth": 118.67026965178877
            },
            {
              "date": "2022-12-07",
              "wealth": 119.25874417381574
            },
            {
              "date": "2022-12-08",
              "wealth": 119.36510612750014
            },
            {
              "date": "2022-12-09",
              "wealth": 118.47523636894977
            },
            {
              "date": "2022-12-12",
              "wealth": 119.12198066771916
            },
            {
              "date": "2022-12-13",
              "wealth": 120.11056769721509
            },
            {
              "date": "2022-12-14",
              "wealth": 119.89526378140555
            },
            {
              "date": "2022-12-15",
              "wealth": 118.71580158370338
            },
            {
              "date": "2022-12-16",
              "wealth": 117.88087982657625
            },
            {
              "date": "2022-12-19",
              "wealth": 116.8344196825673
            },
            {
              "date": "2022-12-20",
              "wealth": 116.2528089457537
            },
            {
              "date": "2022-12-21",
              "wealth": 117.27819604532601
            },
            {
              "date": "2022-12-22",
              "wealth": 116.53834014126237
            },
            {
              "date": "2022-12-23",
              "wealth": 116.57439490378187
            },
            {
              "date": "2022-12-27",
              "wealth": 115.65887818043878
            },
            {
              "date": "2022-12-28",
              "wealth": 114.85594111027474
            },
            {
              "date": "2022-12-29",
              "wealth": 116.14203050109927
            },
            {
              "date": "2022-12-30",
              "wealth": 115.65920091390015
            },
            {
              "date": "2023-01-03",
              "wealth": 115.93109637492607
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": [
                0.009449139014679322,
                0.0011432225889978283,
                0.0024293575773394896
              ],
              "posterior": [
                0.0013414301606224845,
                0.00021862774389667136,
                0.0004959663082062247
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.002284331060030629,
                0.00014103421951494697,
                0.00017036012975793724
              ],
              "gross_return": 0.045291764353720836,
              "turnover": 5.551115123125783e-17,
              "cost": 2.7755575615628914e-20,
              "net_return": 0.04529176435372073,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": [
                0.008078569812386185,
                0.00183864037205298,
                0.0027800216563857384
              ],
              "posterior": [
                0.001290724160249737,
                0.0002577315734668845,
                0.000525597786136182
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.0024703093491708944,
                0.0001957058467018907,
                0.00016881252525478146
              ],
              "gross_return": 0.004901080866017163,
              "turnover": 0.011647252739553138,
              "cost": 5.823626369776569e-06,
              "net_return": 0.004895228697583631,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": [
                0.009528950808906377,
                0.0019213886980788898,
                0.003338215576674997
              ],
              "posterior": [
                0.001488540396387791,
                0.00025766147063359965,
                0.0005848323183150035
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.0026963712053909602,
                0.00018118477671136564,
                0.00019364710516498165
              ],
              "gross_return": 0.009744684267359742,
              "turnover": 0.007025682359355995,
              "cost": 3.5128411796779974e-06,
              "net_return": 0.009741137194651639,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.45,
                0.34,
                0.21000000000000002
              ],
              "forecast": [
                0.009292375638668164,
                0.0021344892651383664,
                0.0034428413716485495
              ],
              "posterior": [
                0.001492215755381558,
                0.00028487645802259336,
                0.0006133488137189554
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0025143220779873083,
                0.00016916126211714632,
                0.00017995590546134786
              ],
              "gross_return": 0.0009734716431592549,
              "turnover": 0.013718538660965063,
              "cost": 6.859269330482532e-06,
              "net_return": 0.000966605696524514,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.42,
                0.33,
                0.25000000000000006
              ],
              "forecast": [
                0.00885466201307534,
                0.002662434717145479,
                0.0039347072203165185
              ],
              "posterior": [
                0.0014140885053733968,
                0.00038200370743429903,
                0.0007082947903767297
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.002383680098866275,
                0.0001841344087961989,
                0.00019009281108952643
              ],
              "gross_return": 0.018632244711198516,
              "turnover": 0.08270898506861357,
              "cost": 4.135449253430679e-05,
              "net_return": 0.018590119691639595,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.43,
                0.32,
                0.25000000000000006
              ],
              "forecast": [
                0.008936183232306782,
                0.0024039413813850326,
                0.003760309463210452
              ],
              "posterior": [
                0.0013758703206062858,
                0.0003037496315740089,
                0.0006305147194564641
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.002235942522475437,
                0.00020217205122813556,
                0.00019613746982967152
              ],
              "gross_return": 0.004835853980348423,
              "turnover": 0.007042676953342014,
              "cost": 3.521338476671007e-06,
              "net_return": 0.004832315613193083,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.43,
                0.31,
                0.26000000000000006
              ],
              "forecast": [
                0.009573550606055227,
                0.002309806312694299,
                0.0037698392737644678
              ],
              "posterior": [
                0.0014042671623889832,
                0.00030285621778624764,
                0.0006373755205031691
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.0021744214904958203,
                0.00019981136954534342,
                0.00018744359467963846
              ],
              "gross_return": 0.02317893768791273,
              "turnover": 0.022700871055176403,
              "cost": 1.1350435527588201e-05,
              "net_return": 0.02316732416134748,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.009723405280801681,
                0.0021155870701334866,
                0.0036919491051956477
              ],
              "posterior": [
                0.001494501196663525,
                0.00018966652211968203,
                0.0005541497531601251
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.0020565165582236093,
                0.00020558450802295305,
                0.00018394102072895666
              ],
              "gross_return": 0.01327839015490086,
              "turnover": 0.005789915117198119,
              "cost": 2.8949575585990596e-06,
              "net_return": 0.013275456756966397,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "posterior": [
                0.0015097989705315695,
                0.00023926150453485606,
                0.0005963353261593078
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020130903979194994,
                0.00019919414179824898,
                0.00017437437363159426
              ],
              "gross_return": -0.008682882795842013,
              "turnover": 0.01353699632678218,
              "cost": 6.76849816339109e-06,
              "net_return": -0.008689592523929202,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.43,
                0.3,
                0.2700000000000001
              ],
              "forecast": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "posterior": [
                0.0015092072747103474,
                0.00026831762001320827,
                0.0006270057785933761
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001924374553396311,
                0.00021099761920416728,
                0.00017165799717482692
              ],
              "gross_return": -0.09336816429022943,
              "turnover": 0.023286454200084017,
              "cost": 1.1643227100042009e-05,
              "net_return": -0.0933787204105887,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.41,
                0.19,
                0.4000000000000001
              ],
              "forecast": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "posterior": [
                0.0023836730172460555,
                3.815261070808449e-05,
                0.0010403883053425793
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019953213903779,
                0.000221363714754344,
                0.00016348648502223547
              ],
              "gross_return": 0.08492412391913665,
              "turnover": 0.309692215082799,
              "cost": 0.0001548461075413995,
              "net_return": 0.08475612764157003,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.37,
                0.24,
                0.39
              ],
              "forecast": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "posterior": [
                0.0024438394719595692,
                1.2595366310040837e-05,
                0.0009496281644615447
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038118963965141444,
                0.0002561986999438758,
                0.00048554726217747577
              ],
              "gross_return": 0.04114376841652374,
              "turnover": 0.1297216450927195,
              "cost": 6.486082254635975e-05,
              "net_return": 0.041076238975315205,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "posterior": [
                0.0025057038832779427,
                1.0480031345514219e-05,
                0.0009760272752421431
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004564006045775604,
                0.00025088032063042145,
                0.0005776981511456985
              ],
              "gross_return": 0.01775712119475992,
              "turnover": 0.00968182154611072,
              "cost": 4.84091077305536e-06,
              "net_return": 0.017752194323347625,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "posterior": [
                0.0026053306174315095,
                -1.0849390476714882e-06,
                0.0010285667256953695
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004613071272342252,
                0.0002448804719761615,
                0.0005693324253064911
              ],
              "gross_return": 0.03561642540985119,
              "turnover": 0.008360487290513502,
              "cost": 4.180243645256751e-06,
              "net_return": 0.03561209628086992,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "posterior": [
                0.0027431747574685177,
                6.618443479618997e-06,
                0.0011005304431495847
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004434226731190618,
                0.00024091043436589004,
                0.0005559578346522653
              ],
              "gross_return": 0.021115744989392476,
              "turnover": 0.01704021108517717,
              "cost": 8.520105542588586e-06,
              "net_return": 0.021107044975473777,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "posterior": [
                0.0028114914668707467,
                6.2930992476320275e-06,
                0.001108396679567089
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004351209087945964,
                0.00023172097368411262,
                0.0005455285522801368
              ],
              "gross_return": -0.01858841920699709,
              "turnover": 0.018182891836156734,
              "cost": 9.091445918078366e-06,
              "net_return": -0.018597341657307198,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "posterior": [
                0.002943647274438305,
                -1.91881037515267e-05,
                0.0011151641764029822
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0043195344219980345,
                0.00023334386139210286,
                0.00054764739163653
              ],
              "gross_return": -0.012340775625182519,
              "turnover": 0.017258004018756573,
              "cost": 8.629002009378286e-06,
              "net_return": -0.012349298138614295,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "posterior": [
                0.002914802612403412,
                -1.581938468595629e-05,
                0.001106169681294233
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004271214704893395,
                0.00022836501806894455,
                0.0005411692623369727
              ],
              "gross_return": 0.05276732933416523,
              "turnover": 0.006436911287147906,
              "cost": 3.2184556435739532e-06,
              "net_return": 0.05276394104921289,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "posterior": [
                0.003385880595056384,
                4.084651478546693e-06,
                0.0012393446134991216
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.0041635326118996474,
                0.0002375425052074508,
                0.000529622983491164
              ],
              "gross_return": 0.005650912833993366,
              "turnover": 0.004657480483540755,
              "cost": 2.3287402417703773e-06,
              "net_return": 0.005648570934243535,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.011377522762221598,
                0.003044668345313592,
                0.00473394298056868
              ],
              "posterior": [
                0.003460490150818096,
                -3.850455123668707e-06,
                0.001261025867310997
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.004323497277450795,
                0.00023491819810199434,
                0.0005246004357016747
              ],
              "gross_return": 0.001879199239953347,
              "turnover": 0.0050652189389426006,
              "cost": 2.5326094694713e-06,
              "net_return": 0.0018766618712060534,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.011384557437168654,
                0.0030469466022562414,
                0.004668574694946331
              ],
              "posterior": [
                0.0034635745262953633,
                -1.2825640687429788e-07,
                0.0012655145959843642
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.004184316159423871,
                0.00022821510707452544,
                0.0005109578198584981
              ],
              "gross_return": 0.00010670857097882722,
              "turnover": 0.014973511004174295,
              "cost": 7.486755502087148e-06,
              "net_return": 9.922101657555693e-05,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.42,
                0.22,
                0.3600000000000001
              ],
              "forecast": [
                0.01151011937955465,
                0.00286149528519026,
                0.00443946860758825
              ],
              "posterior": [
                0.0035233435516418654,
                1.5833954104865896e-05,
                0.0013014718245592952
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.004054023891512432,
                0.00023107939065600166,
                0.0005095114043404819
              ],
              "gross_return": 0.005806229828823551,
              "turnover": 0.01146197166321719,
              "cost": 5.7309858316085955e-06,
              "net_return": 0.005800465567570967,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.43,
                0.22,
                0.3500000000000001
              ],
              "forecast": [
                0.011847779169611099,
                0.002455755819502458,
                0.004044485784722325
              ],
              "posterior": [
                0.0033502395005160657,
                -1.106583159410044e-05,
                0.0012359032204142834
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.00394191816151615,
                0.0002573321914781148,
                0.0005268768182008655
              ],
              "gross_return": 0.022772612224542646,
              "turnover": 0.010602099427612893,
              "cost": 5.3010497138064465e-06,
              "net_return": 0.022767190456079334,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012123231353302894,
                0.0021656848255170924,
                0.0038554013682363924
              ],
              "posterior": [
                0.0034322337434320063,
                -4.8629099993393534e-05,
                0.001201252645795854
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.003832087159877765,
                0.00026752722378908724,
                0.0005207936912342351
              ],
              "gross_return": 0.003405035249477604,
              "turnover": 0.008897610016185137,
              "cost": 4.448805008092569e-06,
              "net_return": 0.0034005712961318046,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.01255863940261902,
                0.0022356044604627035,
                0.003892325579464033
              ],
              "posterior": [
                0.0034518822198900466,
                -4.412145671258887e-05,
                0.0012132937607454875
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.0037415116273233945,
                0.0002599820669959137,
                0.0005059485350143273
              ],
              "gross_return": 0.022059063617829586,
              "turnover": 0.00045952446792404955,
              "cost": 2.2976223396202478e-07,
              "net_return": 0.022058828787255846,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012436430808894694,
                0.002237246364093883,
                0.003892977084017058
              ],
              "posterior": [
                0.003452879876812891,
                -4.07676981075247e-05,
                0.0012229604528636747
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.003643907388248334,
                0.0002529710362858945,
                0.0004922268737572425
              ],
              "gross_return": 0.018968934225165362,
              "turnover": 0.005971431417654022,
              "cost": 2.985715708827011e-06,
              "net_return": 0.01896589187361175,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012657204634274213,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "posterior": [
                0.0034737861539322233,
                -3.221735582053061e-05,
                0.0012422101942015536
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.00354813853538122,
                0.00024667669684644923,
                0.0004838631347981958
              ],
              "gross_return": 0.010844352647083524,
              "turnover": 0.0026531972706591578,
              "cost": 1.326598635329579e-06,
              "net_return": 0.010843011662344804,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012709536999339896,
                0.00263624278501586,
                0.00430506821201751
              ],
              "posterior": [
                0.003467905756445061,
                8.32434176138685e-08,
                0.0012702402251154132
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.0034549077809220606,
                0.0002502868472786057,
                0.00047383067898701755
              ],
              "gross_return": -0.021594562969721905,
              "turnover": 0.018829485759063375,
              "cost": 9.414742879531687e-06,
              "net_return": -0.021603774405343557,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012966212281406193,
                0.002499780621963,
                0.004183753095451194
              ],
              "posterior": [
                0.0036892184395208496,
                4.239379079192898e-05,
                0.0013301734762043178
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.0033707632244652794,
                0.00024859192527792664,
                0.00046609001742616354
              ],
              "gross_return": 0.022993033744709266,
              "turnover": 0.012765802115550284,
              "cost": 6.382901057775142e-06,
              "net_return": 0.022986504081392134,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.01234115965292572,
                0.0023090716777044453,
                0.004012269216495717
              ],
              "posterior": [
                0.003669649130893474,
                3.25424650537966e-05,
                0.0013132124535136624
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.003361125225730227,
                0.0002504602570083213,
                0.00046172605971457994
              ],
              "gross_return": -0.006247013330771273,
              "turnover": 0.013569021536437825,
              "cost": 6.784510768218912e-06,
              "net_return": -0.006253755458610288,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.012937023117167235,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "posterior": [
                0.003484623666208895,
                -2.8226127082077094e-05,
                0.0012174965945824083
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.0033191286668093297,
                0.000248887961474351,
                0.00045349323299076705
              ],
              "gross_return": 0.020837958725651883,
              "turnover": 0.01535681673316211,
              "cost": 7.678408366581055e-06,
              "net_return": 0.020830120314928813,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "posterior": [
                0.0031978295262512202,
                3.739943340502391e-05,
                0.0012465656904111079
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0032764302461115724,
                0.00024451673465336707,
                0.00044363862352685655
              ],
              "gross_return": -0.03414100418272705,
              "turnover": 0.017315105678333026,
              "cost": 8.657552839166514e-06,
              "net_return": -0.03414936615801856,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "posterior": [
                0.003361672163139723,
                0.0001135777374139338,
                0.0013347965393171494
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032476210024675665,
                0.0002489786103387489,
                0.0004406718214149692
              ],
              "gross_return": -0.02720955661741594,
              "turnover": 0.013023330324866217,
              "cost": 6.511665162433109e-06,
              "net_return": -0.027215891103056444,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.43,
                0.23,
                0.3400000000000001
              ],
              "forecast": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "posterior": [
                0.003414597133401693,
                0.00011607947432383907,
                0.0013613179046685004
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0032855518595273363,
                0.0002502883276403614,
                0.00045112358887561596
              ],
              "gross_return": 0.0015968460248019026,
              "turnover": 0.005321148013270965,
              "cost": 2.6605740066354826e-06,
              "net_return": 0.0015941812022681745,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "posterior": [
                0.003326263076109306,
                0.00014369527664298776,
                0.0013489411320356892
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033155997597466118,
                0.000245113280919398,
                0.00045485438388998597
              ],
              "gross_return": -0.07264992915074854,
              "turnover": 0.007247648174476262,
              "cost": 3.623824087238131e-06,
              "net_return": -0.07265328970427254,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "posterior": [
                0.003377032665552467,
                7.625486742627835e-05,
                0.0013022180369989828
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0032788902980091027,
                0.0003157842121727375,
                0.0004690922910954072
              ],
              "gross_return": 0.00263984519220424,
              "turnover": 0.013979014448936872,
              "cost": 6.989507224468436e-06,
              "net_return": 0.0026328372337627304,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "posterior": [
                0.0036951960735671476,
                0.0003244926948623435,
                0.0016142984212531375
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034209375311508813,
                0.0003525879849409948,
                0.0005901432905480582
              ],
              "gross_return": -0.03369632354207294,
              "turnover": 0.012959743959356562,
              "cost": 6.479871979678282e-06,
              "net_return": -0.03370258506618984,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "posterior": [
                0.003909340019371371,
                0.00032872347808605274,
                0.0016762905589702852
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003363669249505536,
                0.00034628626558352366,
                0.0005838083307800222
              ],
              "gross_return": 0.05078867601006912,
              "turnover": 0.010502756875802238,
              "cost": 5.251378437901119e-06,
              "net_return": 0.05078315792107313,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "posterior": [
                0.003852937795461138,
                0.00033005370137063184,
                0.0016551281107548964
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0034164345663132774,
                0.00034024678636983984,
                0.0005794159903071628
              ],
              "gross_return": -0.044231930529738894,
              "turnover": 0.011441787360716604,
              "cost": 5.720893680358302e-06,
              "net_return": -0.044237398377247494,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "posterior": [
                0.0044140684629787146,
                0.0005625329347689002,
                0.0019754048133773794
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0034349787871831823,
                0.00034466542085602285,
                0.0005886184442886172
              ],
              "gross_return": -0.05035652709458972,
              "turnover": 0.00875491104701634,
              "cost": 4.3774555235081695e-06,
              "net_return": -0.05036068411665551,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.44,
                0.24,
                0.32000000000000006
              ],
              "forecast": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "posterior": [
                0.004838814150708131,
                0.0007421407701926311,
                0.0021868157176626883
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.003408784686587119,
                0.00039193057879770586,
                0.0006315207792166824
              ],
              "gross_return": 0.009279361564784148,
              "turnover": 0.009325081728765255,
              "cost": 4.6625408643826275e-06,
              "net_return": 0.00927465575851727,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.44,
                0.25,
                0.31000000000000005
              ],
              "forecast": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "posterior": [
                0.004893196502687807,
                0.0006888558680253477,
                0.002120513660040904
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0034719803785461236,
                0.0004000910682184124,
                0.0006455299127750083
              ],
              "gross_return": 0.06041831265346458,
              "turnover": 0.03690897778548463,
              "cost": 1.8454488892742316e-05,
              "net_return": 0.06039874317549199,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.44,
                0.26,
                0.30000000000000004
              ],
              "forecast": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "posterior": [
                0.004987407222349821,
                0.0007870457089831197,
                0.002299057846040292
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0034356830935190325,
                0.0004047364127182998,
                0.0006392080543594396
              ],
              "gross_return": -0.037733517950685615,
              "turnover": 0.026833878385851023,
              "cost": 1.3416939192925512e-05,
              "net_return": -0.03774642862156263,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.009449139014679322,
                0.0011432225889978283,
                0.0024293575773394896
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009449139014679322,
                0.0011432225889978283,
                0.0024293575773394896
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.4599875329906389
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.008078569812386185,
                0.00183864037205298,
                0.0027800216563857384
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008078569812386185,
                0.00183864037205298,
                0.0027800216563857384
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2358985146996977
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                0.009528950808906377,
                0.0019213886980788898,
                0.003338215576674997
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009528950808906377,
                0.0019213886980788898,
                0.003338215576674997
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4034697849816735
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                0.009292375638668164,
                0.0021344892651383664,
                0.0034428413716485495
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009292375638668164,
                0.0021344892651383664,
                0.0034428413716485495
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.552412030313993
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                0.00885466201307534,
                0.002662434717145479,
                0.0039347072203165185
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00885466201307534,
                0.002662434717145479,
                0.0039347072203165185
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.758050096673829
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.008936183232306782,
                0.0024039413813850326,
                0.003760309463210452
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008936183232306782,
                0.0024039413813850326,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3701672872232513
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                0.009573550606055227,
                0.002309806312694299,
                0.0037698392737644678
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009573550606055227,
                0.002309806312694299,
                0.0037698392737644678
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0382213091601091
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.009723405280801681,
                0.0021155870701334866,
                0.0036919491051956477
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009723405280801681,
                0.0021155870701334866,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.011377522762221598,
                0.003044668345313592,
                0.00473394298056868
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011377522762221598,
                0.003044668345313592,
                0.00473394298056868
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.011384557437168654,
                0.0030469466022562414,
                0.004668574694946331
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011384557437168654,
                0.0030469466022562414,
                0.004668574694946331
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                0.01151011937955465,
                0.00286149528519026,
                0.00443946860758825
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01151011937955465,
                0.00286149528519026,
                0.00443946860758825
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0106105100051026
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.011847779169611099,
                0.002455755819502458,
                0.004044485784722325
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011847779169611099,
                0.002455755819502458,
                0.004044485784722325
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2192426547809219
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                0.012123231353302894,
                0.0021656848255170924,
                0.0038554013682363924
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012123231353302894,
                0.0021656848255170924,
                0.0038554013682363924
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2177873292024546
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                0.01255863940261902,
                0.0022356044604627035,
                0.003892325579464033
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01255863940261902,
                0.0022356044604627035,
                0.003892325579464033
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                0.012436430808894694,
                0.002237246364093883,
                0.003892977084017058
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012436430808894694,
                0.002237246364093883,
                0.003892977084017058
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.671122728377542
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                0.012657204634274213,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012657204634274213,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.7555595243462814
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.012709536999339896,
                0.00263624278501586,
                0.00430506821201751
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012709536999339896,
                0.00263624278501586,
                0.00430506821201751
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.5946353044718697
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.012966212281406193,
                0.002499780621963,
                0.004183753095451194
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012966212281406193,
                0.002499780621963,
                0.004183753095451194
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.1664646140637918
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.01234115965292572,
                0.0023090716777044453,
                0.004012269216495717
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01234115965292572,
                0.0023090716777044453,
                0.004012269216495717
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0236123843805298
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.012937023117167235,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012937023117167235,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1527107800924337
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ols": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.23181193652052645,
            "annualized_return": 0.05990808978362505,
            "annualized_volatility": 0.12101714692360384,
            "sharpe_zero_rf": 0.5405485577541652,
            "maximum_drawdown": -0.22084955755961988,
            "average_turnover": 0.23875302011546412,
            "cost_bps_sum": 51.331899324824796,
            "end_value": 123.18119365205266,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.04713245057033712,
              "rmse": 0.05950506625929757,
              "oos_r2_vs_mean": 0.04703599723184593,
              "forecast_min": -0.04615836625724597,
              "forecast_max": 0.056989422340854634,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 43,
              "mae": 0.017645100008745654,
              "rmse": 0.022932997977948344,
              "oos_r2_vs_mean": -0.07401048857340764,
              "forecast_min": -0.007844725222872842,
              "forecast_max": 0.008276199820592921,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.02214925114025322,
              "rmse": 0.02924396054513871,
              "oos_r2_vs_mean": 0.013410087277739735,
              "forecast_min": -0.009815156741613758,
              "forecast_max": 0.021507889224896517,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 99.991
            },
            {
              "date": "2019-06-04",
              "wealth": 101.0385120673515
            },
            {
              "date": "2019-06-05",
              "wealth": 101.50911067013219
            },
            {
              "date": "2019-06-06",
              "wealth": 101.88549775411964
            },
            {
              "date": "2019-06-07",
              "wealth": 102.63287515781752
            },
            {
              "date": "2019-06-10",
              "wealth": 102.67938415791053
            },
            {
              "date": "2019-06-11",
              "wealth": 102.67563593341745
            },
            {
              "date": "2019-06-12",
              "wealth": 102.68146011340379
            },
            {
              "date": "2019-06-13",
              "wealth": 103.0301761077987
            },
            {
              "date": "2019-06-14",
              "wealth": 102.99745567009313
            },
            {
              "date": "2019-06-17",
              "wealth": 103.0181388814692
            },
            {
              "date": "2019-06-18",
              "wealth": 103.75502367229394
            },
            {
              "date": "2019-06-19",
              "wealth": 104.05197035447414
            },
            {
              "date": "2019-06-20",
              "wealth": 104.72124147371659
            },
            {
              "date": "2019-06-21",
              "wealth": 104.45151692433897
            },
            {
              "date": "2019-06-24",
              "wealth": 104.53035994587293
            },
            {
              "date": "2019-06-25",
              "wealth": 103.98202035072444
            },
            {
              "date": "2019-06-26",
              "wealth": 103.75777232812243
            },
            {
              "date": "2019-06-27",
              "wealth": 104.13258056450502
            },
            {
              "date": "2019-06-28",
              "wealth": 104.4741469287568
            },
            {
              "date": "2019-07-01",
              "wealth": 104.97692846281478
            },
            {
              "date": "2019-07-01",
              "wealth": 104.9636432087728
            },
            {
              "date": "2019-07-02",
              "wealth": 105.2844562890473
            },
            {
              "date": "2019-07-03",
              "wealth": 105.77030234492406
            },
            {
              "date": "2019-07-05",
              "wealth": 105.30804101536043
            },
            {
              "date": "2019-07-08",
              "wealth": 104.99349172826976
            },
            {
              "date": "2019-07-09",
              "wealth": 104.99500656040362
            },
            {
              "date": "2019-07-10",
              "wealth": 105.26421383570634
            },
            {
              "date": "2019-07-11",
              "wealth": 105.0655203150558
            },
            {
              "date": "2019-07-12",
              "wealth": 105.33408338797602
            },
            {
              "date": "2019-07-15",
              "wealth": 105.47004679230515
            },
            {
              "date": "2019-07-16",
              "wealth": 105.1922283721516
            },
            {
              "date": "2019-07-17",
              "wealth": 105.16569343666767
            },
            {
              "date": "2019-07-18",
              "wealth": 105.47786072468595
            },
            {
              "date": "2019-07-19",
              "wealth": 105.1187585374505
            },
            {
              "date": "2019-07-22",
              "wealth": 105.28751585373124
            },
            {
              "date": "2019-07-23",
              "wealth": 105.53996877940632
            },
            {
              "date": "2019-07-24",
              "wealth": 105.85815159142889
            },
            {
              "date": "2019-07-25",
              "wealth": 105.51753864283151
            },
            {
              "date": "2019-07-26",
              "wealth": 105.8313637275074
            },
            {
              "date": "2019-07-29",
              "wealth": 105.78398219023744
            },
            {
              "date": "2019-07-30",
              "wealth": 105.68930332259333
            },
            {
              "date": "2019-07-31",
              "wealth": 105.32053161638632
            },
            {
              "date": "2019-08-01",
              "wealth": 105.56765603882756
            },
            {
              "date": "2019-08-01",
              "wealth": 105.550800131984
            },
            {
              "date": "2019-08-02",
              "wealth": 105.46654025464065
            },
            {
              "date": "2019-08-05",
              "wealth": 105.05669227742796
            },
            {
              "date": "2019-08-06",
              "wealth": 105.69801223215408
            },
            {
              "date": "2019-08-07",
              "wealth": 105.70988266008814
            },
            {
              "date": "2019-08-08",
              "wealth": 106.3379056321062
            },
            {
              "date": "2019-08-09",
              "wealth": 105.98580743860182
            },
            {
              "date": "2019-08-12",
              "wealth": 106.13362281585658
            },
            {
              "date": "2019-08-13",
              "wealth": 106.3687202530588
            },
            {
              "date": "2019-08-14",
              "wealth": 105.94531217681477
            },
            {
              "date": "2019-08-15",
              "wealth": 106.47434253000579
            },
            {
              "date": "2019-08-16",
              "wealth": 106.8014056397072
            },
            {
              "date": "2019-08-19",
              "wealth": 106.80562816435464
            },
            {
              "date": "2019-08-20",
              "wealth": 106.97673266019645
            },
            {
              "date": "2019-08-21",
              "wealth": 107.12597046010644
            },
            {
              "date": "2019-08-22",
              "wealth": 106.90068704804094
            },
            {
              "date": "2019-08-23",
              "wealth": 106.61459599400413
            },
            {
              "date": "2019-08-26",
              "wealth": 106.87320731512918
            },
            {
              "date": "2019-08-27",
              "wealth": 107.13578959668787
            },
            {
              "date": "2019-08-28",
              "wealth": 107.34856635118554
            },
            {
              "date": "2019-08-29",
              "wealth": 107.54507910048025
            },
            {
              "date": "2019-08-30",
              "wealth": 107.54108482359905
            },
            {
              "date": "2019-09-03",
              "wealth": 107.4577444379212
            },
            {
              "date": "2019-09-03",
              "wealth": 107.44410110263317
            },
            {
              "date": "2019-09-04",
              "wealth": 107.89921634740223
            },
            {
              "date": "2019-09-05",
              "wealth": 107.65298952420687
            },
            {
              "date": "2019-09-06",
              "wealth": 107.85154819101967
            },
            {
              "date": "2019-09-09",
              "wealth": 107.3269826220957
            },
            {
              "date": "2019-09-10",
              "wealth": 106.69928939449751
            },
            {
              "date": "2019-09-11",
              "wealth": 106.83430608478062
            },
            {
              "date": "2019-09-12",
              "wealth": 106.79721091289082
            },
            {
              "date": "2019-09-13",
              "wealth": 106.0729179788968
            },
            {
              "date": "2019-09-16",
              "wealth": 106.34825932236522
            },
            {
              "date": "2019-09-17",
              "wealth": 106.62131861858684
            },
            {
              "date": "2019-09-18",
              "wealth": 106.75524406664475
            },
            {
              "date": "2019-09-19",
              "wealth": 106.88990240994053
            },
            {
              "date": "2019-09-20",
              "wealth": 107.24954040584122
            },
            {
              "date": "2019-09-23",
              "wealth": 107.26389890265608
            },
            {
              "date": "2019-09-24",
              "wealth": 107.35130438927807
            },
            {
              "date": "2019-09-25",
              "wealth": 107.04211384572902
            },
            {
              "date": "2019-09-26",
              "wealth": 107.14954725118066
            },
            {
              "date": "2019-09-27",
              "wealth": 107.05639388133802
            },
            {
              "date": "2019-09-30",
              "wealth": 107.35811675648671
            },
            {
              "date": "2019-10-01",
              "wealth": 107.16613800583585
            },
            {
              "date": "2019-10-01",
              "wealth": 107.15926543204152
            },
            {
              "date": "2019-10-02",
              "wealth": 106.91233404703281
            },
            {
              "date": "2019-10-03",
              "wealth": 107.4777150180095
            },
            {
              "date": "2019-10-04",
              "wealth": 108.0271564589751
            },
            {
              "date": "2019-10-07",
              "wealth": 107.57082681355477
            },
            {
              "date": "2019-10-08",
              "wealth": 107.2925946846722
            },
            {
              "date": "2019-10-09",
              "wealth": 107.39931135949048
            },
            {
              "date": "2019-10-10",
              "wealth": 107.02049003261664
            },
            {
              "date": "2019-10-11",
              "wealth": 106.87211020138699
            },
            {
              "date": "2019-10-14",
              "wealth": 107.10742467217189
            },
            {
              "date": "2019-10-15",
              "wealth": 107.0015421837752
            },
            {
              "date": "2019-10-16",
              "wealth": 107.09733930378108
            },
            {
              "date": "2019-10-17",
              "wealth": 107.20703939166506
            },
            {
              "date": "2019-10-18",
              "wealth": 107.20324098098138
            },
            {
              "date": "2019-10-21",
              "wealth": 107.09718381026485
            },
            {
              "date": "2019-10-22",
              "wealth": 107.19859554420147
            },
            {
              "date": "2019-10-23",
              "wealth": 107.30097038034872
            },
            {
              "date": "2019-10-24",
              "wealth": 107.42344057361166
            },
            {
              "date": "2019-10-25",
              "wealth": 107.34791138052242
            },
            {
              "date": "2019-10-28",
              "wealth": 107.18432691797575
            },
            {
              "date": "2019-10-29",
              "wealth": 107.10468613168288
            },
            {
              "date": "2019-10-30",
              "wealth": 107.52975598877482
            },
            {
              "date": "2019-10-31",
              "wealth": 108.00008068194042
            },
            {
              "date": "2019-11-01",
              "wealth": 108.16684782970177
            },
            {
              "date": "2019-11-01",
              "wealth": 108.12540405955023
            },
            {
              "date": "2019-11-04",
              "wealth": 108.16696482995133
            },
            {
              "date": "2019-11-05",
              "wealth": 107.84835325432765
            },
            {
              "date": "2019-11-06",
              "wealth": 108.0657624742072
            },
            {
              "date": "2019-11-07",
              "wealth": 107.94379977768429
            },
            {
              "date": "2019-11-08",
              "wealth": 108.04298284675143
            },
            {
              "date": "2019-11-11",
              "wealth": 107.94621334764591
            },
            {
              "date": "2019-11-12",
              "wealth": 108.11537382790405
            },
            {
              "date": "2019-11-13",
              "wealth": 108.2457430592723
            },
            {
              "date": "2019-11-14",
              "wealth": 108.56605428194209
            },
            {
              "date": "2019-11-15",
              "wealth": 109.02421623108255
            },
            {
              "date": "2019-11-18",
              "wealth": 109.13050008634555
            },
            {
              "date": "2019-11-19",
              "wealth": 109.19722175392364
            },
            {
              "date": "2019-11-20",
              "wealth": 109.05451976915559
            },
            {
              "date": "2019-11-21",
              "wealth": 108.84366820050353
            },
            {
              "date": "2019-11-22",
              "wealth": 109.06175222144842
            },
            {
              "date": "2019-11-25",
              "wealth": 109.66817276708083
            },
            {
              "date": "2019-11-26",
              "wealth": 109.91929157462063
            },
            {
              "date": "2019-11-27",
              "wealth": 110.16689542412352
            },
            {
              "date": "2019-11-29",
              "wealth": 109.85274493659031
            },
            {
              "date": "2019-12-02",
              "wealth": 109.11590844607551
            },
            {
              "date": "2019-12-02",
              "wealth": 109.08588546307347
            },
            {
              "date": "2019-12-03",
              "wealth": 109.46070111591678
            },
            {
              "date": "2019-12-04",
              "wealth": 109.49795376689849
            },
            {
              "date": "2019-12-05",
              "wealth": 109.44106225268354
            },
            {
              "date": "2019-12-06",
              "wealth": 109.64269395793008
            },
            {
              "date": "2019-12-09",
              "wealth": 109.54969643710234
            },
            {
              "date": "2019-12-10",
              "wealth": 109.47474523703421
            },
            {
              "date": "2019-12-11",
              "wealth": 109.87268385875915
            },
            {
              "date": "2019-12-12",
              "wealth": 109.73150420950394
            },
            {
              "date": "2019-12-13",
              "wealth": 110.21664897578466
            },
            {
              "date": "2019-12-16",
              "wealth": 110.21819042067047
            },
            {
              "date": "2019-12-17",
              "wealth": 110.1944296723907
            },
            {
              "date": "2019-12-18",
              "wealth": 110.08323050677407
            },
            {
              "date": "2019-12-19",
              "wealth": 110.29703201176007
            },
            {
              "date": "2019-12-20",
              "wealth": 110.44084890742167
            },
            {
              "date": "2019-12-23",
              "wealth": 110.48911365801793
            },
            {
              "date": "2019-12-24",
              "wealth": 110.58735597765858
            },
            {
              "date": "2019-12-26",
              "wealth": 110.9031047240344
            },
            {
              "date": "2019-12-27",
              "wealth": 111.00014869971405
            },
            {
              "date": "2019-12-30",
              "wealth": 110.8596903756201
            },
            {
              "date": "2019-12-31",
              "wealth": 110.65480725391271
            },
            {
              "date": "2020-01-02",
              "wealth": 111.22710311030637
            },
            {
              "date": "2020-01-02",
              "wealth": 111.21772612384896
            },
            {
              "date": "2020-01-03",
              "wealth": 111.16630907720506
            },
            {
              "date": "2020-01-06",
              "wealth": 111.16686215347858
            },
            {
              "date": "2020-01-07",
              "wealth": 110.89410391459248
            },
            {
              "date": "2020-01-08",
              "wealth": 111.0234740959063
            },
            {
              "date": "2020-01-09",
              "wealth": 111.5591517554804
            },
            {
              "date": "2020-01-10",
              "wealth": 111.59790263391298
            },
            {
              "date": "2020-01-13",
              "wealth": 111.77996711858113
            },
            {
              "date": "2020-01-14",
              "wealth": 111.80727601807185
            },
            {
              "date": "2020-01-15",
              "wealth": 112.06170698369671
            },
            {
              "date": "2020-01-16",
              "wealth": 112.46346171132278
            },
            {
              "date": "2020-01-17",
              "wealth": 112.58392276335513
            },
            {
              "date": "2020-01-21",
              "wealth": 112.79174869804874
            },
            {
              "date": "2020-01-22",
              "wealth": 112.82546618707572
            },
            {
              "date": "2020-01-23",
              "wealth": 112.99124473722746
            },
            {
              "date": "2020-01-24",
              "wealth": 112.72982997463242
            },
            {
              "date": "2020-01-27",
              "wealth": 112.22185697724586
            },
            {
              "date": "2020-01-28",
              "wealth": 112.60091121946905
            },
            {
              "date": "2020-01-29",
              "wealth": 112.81176539674982
            },
            {
              "date": "2020-01-30",
              "wealth": 113.00930854933902
            },
            {
              "date": "2020-01-31",
              "wealth": 112.4008992167483
            },
            {
              "date": "2020-02-03",
              "wealth": 112.68198454801679
            },
            {
              "date": "2020-02-03",
              "wealth": 112.67113754290517
            },
            {
              "date": "2020-02-04",
              "wealth": 113.33515293181173
            },
            {
              "date": "2020-02-05",
              "wealth": 113.89870488340493
            },
            {
              "date": "2020-02-06",
              "wealth": 114.08712344420042
            },
            {
              "date": "2020-02-07",
              "wealth": 114.00888758032275
            },
            {
              "date": "2020-02-10",
              "wealth": 114.56618220588659
            },
            {
              "date": "2020-02-11",
              "wealth": 114.5695412799091
            },
            {
              "date": "2020-02-12",
              "wealth": 114.88380989397206
            },
            {
              "date": "2020-02-13",
              "wealth": 114.80891672980317
            },
            {
              "date": "2020-02-14",
              "wealth": 115.0409412037427
            },
            {
              "date": "2020-02-18",
              "wealth": 114.991916377156
            },
            {
              "date": "2020-02-19",
              "wealth": 115.21446562462509
            },
            {
              "date": "2020-02-20",
              "wealth": 115.15466800939792
            },
            {
              "date": "2020-02-21",
              "wealth": 114.69834860513667
            },
            {
              "date": "2020-02-24",
              "wealth": 112.91423471652281
            },
            {
              "date": "2020-02-25",
              "wealth": 111.30285844714471
            },
            {
              "date": "2020-02-26",
              "wealth": 110.9461722823521
            },
            {
              "date": "2020-02-27",
              "wealth": 108.38643796542236
            },
            {
              "date": "2020-02-28",
              "wealth": 108.8059487778137
            },
            {
              "date": "2020-03-02",
              "wealth": 110.98441107618005
            },
            {
              "date": "2020-03-02",
              "wealth": 110.96176350768462
            },
            {
              "date": "2020-03-03",
              "wealth": 110.99133564246526
            },
            {
              "date": "2020-03-04",
              "wealth": 112.2287518818798
            },
            {
              "date": "2020-03-05",
              "wealth": 111.52657219679205
            },
            {
              "date": "2020-03-06",
              "wealth": 111.71903688791565
            },
            {
              "date": "2020-03-09",
              "wealth": 108.76379315049937
            },
            {
              "date": "2020-03-10",
              "wealth": 108.53427848261198
            },
            {
              "date": "2020-03-11",
              "wealth": 105.4378969638304
            },
            {
              "date": "2020-03-12",
              "wealth": 101.02716283134907
            },
            {
              "date": "2020-03-13",
              "wealth": 104.44630007782102
            },
            {
              "date": "2020-03-16",
              "wealth": 102.01126126426192
            },
            {
              "date": "2020-03-17",
              "wealth": 100.77479263183659
            },
            {
              "date": "2020-03-18",
              "wealth": 97.16652875813803
            },
            {
              "date": "2020-03-19",
              "wealth": 95.69141075305059
            },
            {
              "date": "2020-03-20",
              "wealth": 96.17242630108355
            },
            {
              "date": "2020-03-23",
              "wealth": 98.45530404046762
            },
            {
              "date": "2020-03-24",
              "wealth": 100.93065935901384
            },
            {
              "date": "2020-03-25",
              "wealth": 103.02112770755532
            },
            {
              "date": "2020-03-26",
              "wealth": 104.60743069478316
            },
            {
              "date": "2020-03-27",
              "wealth": 104.04872518025608
            },
            {
              "date": "2020-03-30",
              "wealth": 105.42835746730441
            },
            {
              "date": "2020-03-31",
              "wealth": 104.9847549358141
            },
            {
              "date": "2020-04-01",
              "wealth": 103.43639443119132
            },
            {
              "date": "2020-04-01",
              "wealth": 103.39818637304937
            },
            {
              "date": "2020-04-02",
              "wealth": 104.92156964058026
            },
            {
              "date": "2020-04-03",
              "wealth": 103.8715550705076
            },
            {
              "date": "2020-04-06",
              "wealth": 108.56150095421431
            },
            {
              "date": "2020-04-07",
              "wealth": 108.6008156771143
            },
            {
              "date": "2020-04-08",
              "wealth": 111.31801179259952
            },
            {
              "date": "2020-04-09",
              "wealth": 113.6296318202843
            },
            {
              "date": "2020-04-13",
              "wealth": 112.68405158790561
            },
            {
              "date": "2020-04-14",
              "wealth": 114.65684506616516
            },
            {
              "date": "2020-04-15",
              "wealth": 113.42704954384668
            },
            {
              "date": "2020-04-16",
              "wealth": 113.65409533944123
            },
            {
              "date": "2020-04-17",
              "wealth": 115.63327953572092
            },
            {
              "date": "2020-04-20",
              "wealth": 114.2287728468457
            },
            {
              "date": "2020-04-21",
              "wealth": 111.98719235195422
            },
            {
              "date": "2020-04-22",
              "wealth": 113.50796368130081
            },
            {
              "date": "2020-04-23",
              "wealth": 113.62543851730132
            },
            {
              "date": "2020-04-24",
              "wealth": 114.60763567553118
            },
            {
              "date": "2020-04-27",
              "wealth": 115.35575550927354
            },
            {
              "date": "2020-04-28",
              "wealth": 115.15648904271421
            },
            {
              "date": "2020-04-29",
              "wealth": 117.23925553574706
            },
            {
              "date": "2020-04-30",
              "wealth": 116.32292256740523
            },
            {
              "date": "2020-05-01",
              "wealth": 114.26938483064845
            },
            {
              "date": "2020-05-01",
              "wealth": 114.26022806538785
            },
            {
              "date": "2020-05-04",
              "wealth": 114.51038274044598
            },
            {
              "date": "2020-05-05",
              "wealth": 115.21599692598545
            },
            {
              "date": "2020-05-06",
              "wealth": 114.41162841736583
            },
            {
              "date": "2020-05-07",
              "wealth": 115.5313592292428
            },
            {
              "date": "2020-05-08",
              "wealth": 116.73986761368016
            },
            {
              "date": "2020-05-11",
              "wealth": 116.56071891374454
            },
            {
              "date": "2020-05-12",
              "wealth": 115.12971614622165
            },
            {
              "date": "2020-05-13",
              "wealth": 113.76968748535748
            },
            {
              "date": "2020-05-14",
              "wealth": 114.8897934112032
            },
            {
              "date": "2020-05-15",
              "wealth": 115.30912753002023
            },
            {
              "date": "2020-05-18",
              "wealth": 117.76732859667247
            },
            {
              "date": "2020-05-19",
              "wealth": 116.97157396019807
            },
            {
              "date": "2020-05-20",
              "wealth": 118.56829032441966
            },
            {
              "date": "2020-05-21",
              "wealth": 117.98638096653866
            },
            {
              "date": "2020-05-22",
              "wealth": 118.17715659924244
            },
            {
              "date": "2020-05-26",
              "wealth": 119.13754526717139
            },
            {
              "date": "2020-05-27",
              "wealth": 120.48237617227151
            },
            {
              "date": "2020-05-28",
              "wealth": 120.32319932605475
            },
            {
              "date": "2020-05-29",
              "wealth": 120.87343289214783
            },
            {
              "date": "2020-06-01",
              "wealth": 121.20678320878626
            },
            {
              "date": "2020-06-01",
              "wealth": 121.18945165623897
            },
            {
              "date": "2020-06-02",
              "wealth": 121.83983275209366
            },
            {
              "date": "2020-06-03",
              "wealth": 122.63865216266689
            },
            {
              "date": "2020-06-04",
              "wealth": 122.27850986208077
            },
            {
              "date": "2020-06-05",
              "wealth": 124.16828676119643
            },
            {
              "date": "2020-06-08",
              "wealth": 125.17380351733948
            },
            {
              "date": "2020-06-09",
              "wealth": 124.62097236407499
            },
            {
              "date": "2020-06-10",
              "wealth": 124.5748931091014
            },
            {
              "date": "2020-06-11",
              "wealth": 120.07166315491335
            },
            {
              "date": "2020-06-12",
              "wealth": 121.0102239795228
            },
            {
              "date": "2020-06-15",
              "wealth": 122.12196825336461
            },
            {
              "date": "2020-06-16",
              "wealth": 123.32540428952761
            },
            {
              "date": "2020-06-17",
              "wealth": 122.99283257612942
            },
            {
              "date": "2020-06-18",
              "wealth": 123.13759929496956
            },
            {
              "date": "2020-06-19",
              "wealth": 122.76650943499018
            },
            {
              "date": "2020-06-22",
              "wealth": 123.16617720695224
            },
            {
              "date": "2020-06-23",
              "wealth": 123.42049373904284
            },
            {
              "date": "2020-06-24",
              "wealth": 121.55195152195915
            },
            {
              "date": "2020-06-25",
              "wealth": 122.33127389907948
            },
            {
              "date": "2020-06-26",
              "wealth": 120.75386845851972
            },
            {
              "date": "2020-06-29",
              "wealth": 121.93298643796977
            },
            {
              "date": "2020-06-30",
              "wealth": 122.88366604137778
            },
            {
              "date": "2020-07-01",
              "wealth": 123.48270098423099
            },
            {
              "date": "2020-07-01",
              "wealth": 123.47022731959241
            },
            {
              "date": "2020-07-02",
              "wealth": 123.92759067515438
            },
            {
              "date": "2020-07-06",
              "wealth": 124.92282759448909
            },
            {
              "date": "2020-07-07",
              "wealth": 124.43382728813616
            },
            {
              "date": "2020-07-08",
              "wealth": 124.77674685028285
            },
            {
              "date": "2020-07-09",
              "wealth": 124.76448761869447
            },
            {
              "date": "2020-07-10",
              "wealth": 125.24070002877986
            },
            {
              "date": "2020-07-13",
              "wealth": 124.62124860644474
            },
            {
              "date": "2020-07-14",
              "wealth": 125.65732211395361
            },
            {
              "date": "2020-07-15",
              "wealth": 126.29285389435425
            },
            {
              "date": "2020-07-16",
              "wealth": 126.24080605535339
            },
            {
              "date": "2020-07-17",
              "wealth": 126.5388855006587
            },
            {
              "date": "2020-07-20",
              "wealth": 127.16931631218995
            },
            {
              "date": "2020-07-21",
              "wealth": 127.38074878053342
            },
            {
              "date": "2020-07-22",
              "wealth": 127.88927208859313
            },
            {
              "date": "2020-07-23",
              "wealth": 127.21357210633842
            },
            {
              "date": "2020-07-24",
              "wealth": 126.70775320563395
            },
            {
              "date": "2020-07-27",
              "wealth": 126.96985061279123
            },
            {
              "date": "2020-07-28",
              "wealth": 126.58215406517796
            },
            {
              "date": "2020-07-29",
              "wealth": 127.60591312933148
            },
            {
              "date": "2020-07-30",
              "wealth": 127.36278339923815
            },
            {
              "date": "2020-07-31",
              "wealth": 127.91195334501184
            },
            {
              "date": "2020-08-03",
              "wealth": 128.3915772945732
            },
            {
              "date": "2020-08-03",
              "wealth": 128.37121726138008
            },
            {
              "date": "2020-08-04",
              "wealth": 128.8417572109672
            },
            {
              "date": "2020-08-05",
              "wealth": 128.90204943391385
            },
            {
              "date": "2020-08-06",
              "wealth": 129.43160498558976
            },
            {
              "date": "2020-08-07",
              "wealth": 129.24232918602263
            },
            {
              "date": "2020-08-10",
              "wealth": 129.22057234117787
            },
            {
              "date": "2020-08-11",
              "wealth": 128.43561779534744
            },
            {
              "date": "2020-08-12",
              "wealth": 128.7823424913678
            },
            {
              "date": "2020-08-13",
              "wealth": 128.1900340794811
            },
            {
              "date": "2020-08-14",
              "wealth": 127.99839070615755
            },
            {
              "date": "2020-08-17",
              "wealth": 128.29369491119007
            },
            {
              "date": "2020-08-18",
              "wealth": 128.58846290607212
            },
            {
              "date": "2020-08-19",
              "wealth": 128.23503258478004
            },
            {
              "date": "2020-08-20",
              "wealth": 128.6454830586165
            },
            {
              "date": "2020-08-21",
              "wealth": 128.91188098121034
            },
            {
              "date": "2020-08-24",
              "wealth": 129.20365299379904
            },
            {
              "date": "2020-08-25",
              "wealth": 129.05427857857055
            },
            {
              "date": "2020-08-26",
              "wealth": 129.48725075652322
            },
            {
              "date": "2020-08-27",
              "wealth": 129.06609634727985
            },
            {
              "date": "2020-08-28",
              "wealth": 129.5546656047897
            },
            {
              "date": "2020-08-31",
              "wealth": 129.6485687410652
            },
            {
              "date": "2020-09-01",
              "wealth": 130.4870414825088
            },
            {
              "date": "2020-09-01",
              "wealth": 130.48299849984835
            },
            {
              "date": "2020-09-02",
              "wealth": 131.3278722865884
            },
            {
              "date": "2020-09-03",
              "wealth": 129.85036054390005
            },
            {
              "date": "2020-09-04",
              "wealth": 128.75983383465598
            },
            {
              "date": "2020-09-08",
              "wealth": 127.81664070293087
            },
            {
              "date": "2020-09-09",
              "wealth": 128.58736850125646
            },
            {
              "date": "2020-09-10",
              "wealth": 127.99544361786887
            },
            {
              "date": "2020-09-11",
              "wealth": 128.11231467446726
            },
            {
              "date": "2020-09-14",
              "wealth": 128.7132321577043
            },
            {
              "date": "2020-09-15",
              "wealth": 128.94825717401264
            },
            {
              "date": "2020-09-16",
              "wealth": 128.80614067998857
            },
            {
              "date": "2020-09-17",
              "wealth": 128.488230634171
            },
            {
              "date": "2020-09-18",
              "wealth": 127.91464514700846
            },
            {
              "date": "2020-09-21",
              "wealth": 127.50931304645192
            },
            {
              "date": "2020-09-22",
              "wealth": 127.92354357788544
            },
            {
              "date": "2020-09-23",
              "wealth": 126.66562550213825
            },
            {
              "date": "2020-09-24",
              "wealth": 126.65296233714577
            },
            {
              "date": "2020-09-25",
              "wealth": 127.2327499466571
            },
            {
              "date": "2020-09-28",
              "wealth": 128.11606324445827
            },
            {
              "date": "2020-09-29",
              "wealth": 127.86920991853907
            },
            {
              "date": "2020-09-30",
              "wealth": 128.0493243209407
            },
            {
              "date": "2020-10-01",
              "wealth": 128.4620609120057
            },
            {
              "date": "2020-10-01",
              "wealth": 128.46105716592143
            },
            {
              "date": "2020-10-02",
              "wealth": 128.05387467813281
            },
            {
              "date": "2020-10-05",
              "wealth": 128.34633054151635
            },
            {
              "date": "2020-10-06",
              "wealth": 127.8193432956069
            },
            {
              "date": "2020-10-07",
              "wealth": 128.41640074017894
            },
            {
              "date": "2020-10-08",
              "wealth": 128.96630015521885
            },
            {
              "date": "2020-10-09",
              "wealth": 129.4288297435371
            },
            {
              "date": "2020-10-12",
              "wealth": 130.4252559220857
            },
            {
              "date": "2020-10-13",
              "wealth": 130.18654427436516
            },
            {
              "date": "2020-10-14",
              "wealth": 129.98837372834208
            },
            {
              "date": "2020-10-15",
              "wealth": 129.8444694403547
            },
            {
              "date": "2020-10-16",
              "wealth": 129.71053831715517
            },
            {
              "date": "2020-10-19",
              "wealth": 128.9263850535151
            },
            {
              "date": "2020-10-20",
              "wealth": 128.9020181222737
            },
            {
              "date": "2020-10-21",
              "wealth": 128.69240066816943
            },
            {
              "date": "2020-10-22",
              "wealth": 128.67172844492748
            },
            {
              "date": "2020-10-23",
              "wealth": 128.991568165637
            },
            {
              "date": "2020-10-26",
              "wealth": 128.44117778435123
            },
            {
              "date": "2020-10-27",
              "wealth": 128.5951930952708
            },
            {
              "date": "2020-10-28",
              "wealth": 126.97084530764839
            },
            {
              "date": "2020-10-29",
              "wealth": 127.07370895176032
            },
            {
              "date": "2020-10-30",
              "wealth": 126.28113118012323
            },
            {
              "date": "2020-11-02",
              "wealth": 126.97640832558055
            },
            {
              "date": "2020-11-02",
              "wealth": 126.96717202809685
            },
            {
              "date": "2020-11-03",
              "wealth": 127.80556437278526
            },
            {
              "date": "2020-11-04",
              "wealth": 129.89959265700276
            },
            {
              "date": "2020-11-05",
              "wealth": 131.06724937784878
            },
            {
              "date": "2020-11-06",
              "wealth": 130.79729308701715
            },
            {
              "date": "2020-11-09",
              "wealth": 130.84288776278484
            },
            {
              "date": "2020-11-10",
              "wealth": 130.55521481847657
            },
            {
              "date": "2020-11-11",
              "wealth": 131.07841964914576
            },
            {
              "date": "2020-11-12",
              "wealth": 130.9356077386606
            },
            {
              "date": "2020-11-13",
              "wealth": 131.67357761896363
            },
            {
              "date": "2020-11-16",
              "wealth": 132.47260832603996
            },
            {
              "date": "2020-11-17",
              "wealth": 132.4265317183606
            },
            {
              "date": "2020-11-18",
              "wealth": 131.89303493596537
            },
            {
              "date": "2020-11-19",
              "wealth": 132.4305328755352
            },
            {
              "date": "2020-11-20",
              "wealth": 132.07586416509722
            },
            {
              "date": "2020-11-23",
              "wealth": 132.39575565653132
            },
            {
              "date": "2020-11-24",
              "wealth": 133.07571106367612
            },
            {
              "date": "2020-11-25",
              "wealth": 133.03349864359842
            },
            {
              "date": "2020-11-27",
              "wealth": 133.45051014834385
            },
            {
              "date": "2020-11-30",
              "wealth": 133.37859816268167
            },
            {
              "date": "2020-12-01",
              "wealth": 133.6093417470632
            },
            {
              "date": "2020-12-01",
              "wealth": 133.60269894943204
            },
            {
              "date": "2020-12-02",
              "wealth": 133.5193839927584
            },
            {
              "date": "2020-12-03",
              "wealth": 133.76448727240023
            },
            {
              "date": "2020-12-04",
              "wealth": 133.91195445108204
            },
            {
              "date": "2020-12-07",
              "wealth": 133.89864070212235
            },
            {
              "date": "2020-12-08",
              "wealth": 134.0369179230741
            },
            {
              "date": "2020-12-09",
              "wealth": 133.27200833876947
            },
            {
              "date": "2020-12-10",
              "wealth": 133.5578481307164
            },
            {
              "date": "2020-12-11",
              "wealth": 133.58307475599767
            },
            {
              "date": "2020-12-14",
              "wealth": 133.26335661227048
            },
            {
              "date": "2020-12-15",
              "wealth": 134.15385415164064
            },
            {
              "date": "2020-12-16",
              "wealth": 134.18964016696944
            },
            {
              "date": "2020-12-17",
              "wealth": 134.58996660957823
            },
            {
              "date": "2020-12-18",
              "wealth": 134.29003568010214
            },
            {
              "date": "2020-12-21",
              "wealth": 133.98420553063772
            },
            {
              "date": "2020-12-22",
              "wealth": 134.06177616726575
            },
            {
              "date": "2020-12-23",
              "wealth": 134.08290002583013
            },
            {
              "date": "2020-12-24",
              "wealth": 134.52741079535585
            },
            {
              "date": "2020-12-28",
              "wealth": 135.0862502257627
            },
            {
              "date": "2020-12-29",
              "wealth": 134.9883215897398
            },
            {
              "date": "2020-12-30",
              "wealth": 135.15830541442745
            },
            {
              "date": "2020-12-31",
              "wealth": 135.4957049514789
            },
            {
              "date": "2021-01-04",
              "wealth": 134.3960034504621
            },
            {
              "date": "2021-01-04",
              "wealth": 134.39161534450636
            },
            {
              "date": "2021-01-05",
              "wealth": 134.55182375439006
            },
            {
              "date": "2021-01-06",
              "wealth": 134.31628341357305
            },
            {
              "date": "2021-01-07",
              "wealth": 135.073198436325
            },
            {
              "date": "2021-01-08",
              "wealth": 135.29613058207616
            },
            {
              "date": "2021-01-11",
              "wealth": 134.62954975123125
            },
            {
              "date": "2021-01-12",
              "wealth": 134.7511940733119
            },
            {
              "date": "2021-01-13",
              "wealth": 135.4006913818073
            },
            {
              "date": "2021-01-14",
              "wealth": 134.91189152129118
            },
            {
              "date": "2021-01-15",
              "wealth": 134.63612737821194
            },
            {
              "date": "2021-01-19",
              "wealth": 135.19562324265445
            },
            {
              "date": "2021-01-20",
              "wealth": 135.99208809006896
            },
            {
              "date": "2021-01-21",
              "wealth": 135.80012047613775
            },
            {
              "date": "2021-01-22",
              "wealth": 135.589155356033
            },
            {
              "date": "2021-01-25",
              "wealth": 136.14391362411573
            },
            {
              "date": "2021-01-26",
              "wealth": 136.04012703770186
            },
            {
              "date": "2021-01-27",
              "wealth": 134.53883040492613
            },
            {
              "date": "2021-01-28",
              "wealth": 134.8831019436565
            },
            {
              "date": "2021-01-29",
              "wealth": 133.60154075416162
            },
            {
              "date": "2021-02-01",
              "wealth": 134.6788449606941
            },
            {
              "date": "2021-02-01",
              "wealth": 134.67779019752786
            },
            {
              "date": "2021-02-02",
              "wealth": 135.29579859216292
            },
            {
              "date": "2021-02-03",
              "wealth": 135.1588920274344
            },
            {
              "date": "2021-02-04",
              "wealth": 135.91062006458057
            },
            {
              "date": "2021-02-05",
              "wealth": 135.95333043307107
            },
            {
              "date": "2021-02-08",
              "wealth": 136.62439771591156
            },
            {
              "date": "2021-02-09",
              "wealth": 136.51830704108153
            },
            {
              "date": "2021-02-10",
              "wealth": 136.6771159435323
            },
            {
              "date": "2021-02-11",
              "wealth": 136.61370331489317
            },
            {
              "date": "2021-02-12",
              "wealth": 136.66074693782585
            },
            {
              "date": "2021-02-16",
              "wealth": 136.06709655385376
            },
            {
              "date": "2021-02-17",
              "wealth": 136.36254832205609
            },
            {
              "date": "2021-02-18",
              "wealth": 136.00025309716915
            },
            {
              "date": "2021-02-19",
              "wealth": 135.41805700243546
            },
            {
              "date": "2021-02-22",
              "wealth": 134.58988445200814
            },
            {
              "date": "2021-02-23",
              "wealth": 134.7193229650196
            },
            {
              "date": "2021-02-24",
              "wealth": 135.42516705190735
            },
            {
              "date": "2021-02-25",
              "wealth": 132.8388972209158
            },
            {
              "date": "2021-02-26",
              "wealth": 133.42157768056452
            },
            {
              "date": "2021-03-01",
              "wealth": 134.86708775675234
            },
            {
              "date": "2021-03-01",
              "wealth": 134.855672169501
            },
            {
              "date": "2021-03-02",
              "wealth": 134.478379730946
            },
            {
              "date": "2021-03-03",
              "wealth": 133.26936859375877
            },
            {
              "date": "2021-03-04",
              "wealth": 132.08898555376763
            },
            {
              "date": "2021-03-05",
              "wealth": 132.83822027894354
            },
            {
              "date": "2021-03-08",
              "wealth": 131.9872783113489
            },
            {
              "date": "2021-03-09",
              "wealth": 133.21010999280014
            },
            {
              "date": "2021-03-10",
              "wealth": 133.8232406554353
            },
            {
              "date": "2021-03-11",
              "wealth": 134.33566005290552
            },
            {
              "date": "2021-03-12",
              "wealth": 133.56247906717337
            },
            {
              "date": "2021-03-15",
              "wealth": 134.07131168783772
            },
            {
              "date": "2021-03-16",
              "wealth": 133.96736349403588
            },
            {
              "date": "2021-03-17",
              "wealth": 134.12791634101657
            },
            {
              "date": "2021-03-18",
              "wealth": 132.9059497136431
            },
            {
              "date": "2021-03-19",
              "wealth": 132.87088690745708
            },
            {
              "date": "2021-03-22",
              "wealth": 133.55075284986196
            },
            {
              "date": "2021-03-23",
              "wealth": 133.47907710938824
            },
            {
              "date": "2021-03-24",
              "wealth": 133.43051765585275
            },
            {
              "date": "2021-03-25",
              "wealth": 133.59961162190476
            },
            {
              "date": "2021-03-26",
              "wealth": 134.23806214129263
            },
            {
              "date": "2021-03-29",
              "wealth": 133.97589572848807
            },
            {
              "date": "2021-03-30",
              "wealth": 133.9746679814536
            },
            {
              "date": "2021-03-31",
              "wealth": 134.26336902269364
            },
            {
              "date": "2021-04-01",
              "wealth": 135.2690643039141
            },
            {
              "date": "2021-04-01",
              "wealth": 135.26098466654574
            },
            {
              "date": "2021-04-05",
              "wealth": 135.78540981835323
            },
            {
              "date": "2021-04-06",
              "wealth": 136.20541268953093
            },
            {
              "date": "2021-04-07",
              "wealth": 136.16475488252286
            },
            {
              "date": "2021-04-08",
              "wealth": 136.72069158938865
            },
            {
              "date": "2021-04-09",
              "wealth": 136.9736848696466
            },
            {
              "date": "2021-04-12",
              "wealth": 136.96518251904385
            },
            {
              "date": "2021-04-13",
              "wealth": 137.47510390083514
            },
            {
              "date": "2021-04-14",
              "wealth": 137.16878628478509
            },
            {
              "date": "2021-04-15",
              "wealth": 138.29635042254316
            },
            {
              "date": "2021-04-16",
              "wealth": 138.10181357618217
            },
            {
              "date": "2021-04-19",
              "wealth": 137.65365046797257
            },
            {
              "date": "2021-04-20",
              "wealth": 137.39506153448735
            },
            {
              "date": "2021-04-21",
              "wealth": 138.1322776746127
            },
            {
              "date": "2021-04-22",
              "wealth": 137.65077561432474
            },
            {
              "date": "2021-04-23",
              "wealth": 138.29438214604363
            },
            {
              "date": "2021-04-26",
              "wealth": 138.36577804997518
            },
            {
              "date": "2021-04-27",
              "wealth": 138.02224840791436
            },
            {
              "date": "2021-04-28",
              "wealth": 138.05461845466144
            },
            {
              "date": "2021-04-29",
              "wealth": 138.32884457831747
            },
            {
              "date": "2021-04-30",
              "wealth": 138.04903824521458
            },
            {
              "date": "2021-05-03",
              "wealth": 138.34317553551162
            },
            {
              "date": "2021-05-03",
              "wealth": 138.3316043531238
            },
            {
              "date": "2021-05-04",
              "wealth": 138.1001654773797
            },
            {
              "date": "2021-05-05",
              "wealth": 138.22269820414064
            },
            {
              "date": "2021-05-06",
              "wealth": 138.73013592701665
            },
            {
              "date": "2021-05-07",
              "wealth": 139.1352715971565
            },
            {
              "date": "2021-05-10",
              "wealth": 138.30240280923206
            },
            {
              "date": "2021-05-11",
              "wealth": 137.61530932978334
            },
            {
              "date": "2021-05-12",
              "wealth": 136.092900097743
            },
            {
              "date": "2021-05-13",
              "wealth": 136.996515386457
            },
            {
              "date": "2021-05-14",
              "wealth": 138.09656349386037
            },
            {
              "date": "2021-05-17",
              "wealth": 137.87513679775486
            },
            {
              "date": "2021-05-18",
              "wealth": 137.2964700826421
            },
            {
              "date": "2021-05-19",
              "wealth": 136.95720002447942
            },
            {
              "date": "2021-05-20",
              "wealth": 137.97137949583458
            },
            {
              "date": "2021-05-21",
              "wealth": 137.97468162071033
            },
            {
              "date": "2021-05-24",
              "wealth": 138.65273034801095
            },
            {
              "date": "2021-05-25",
              "wealth": 138.86197983825576
            },
            {
              "date": "2021-05-26",
              "wealth": 138.89025612637937
            },
            {
              "date": "2021-05-27",
              "wealth": 138.70884500651718
            },
            {
              "date": "2021-05-28",
              "wealth": 138.83272018409258
            },
            {
              "date": "2021-06-01",
              "wealth": 138.78484307296918
            },
            {
              "date": "2021-06-01",
              "wealth": 138.74594262041018
            },
            {
              "date": "2021-06-02",
              "wealth": 138.9285477338564
            },
            {
              "date": "2021-06-03",
              "wealth": 138.50507935980164
            },
            {
              "date": "2021-06-04",
              "wealth": 139.41917175468478
            },
            {
              "date": "2021-06-07",
              "wealth": 139.30289144447963
            },
            {
              "date": "2021-06-08",
              "wealth": 139.64478238847144
            },
            {
              "date": "2021-06-09",
              "wealth": 139.9523152846081
            },
            {
              "date": "2021-06-10",
              "wealth": 140.50741608572147
            },
            {
              "date": "2021-06-11",
              "wealth": 140.45547877245488
            },
            {
              "date": "2021-06-14",
              "wealth": 140.16928240482798
            },
            {
              "date": "2021-06-15",
              "wealth": 140.14609714210872
            },
            {
              "date": "2021-06-16",
              "wealth": 139.3261540281843
            },
            {
              "date": "2021-06-17",
              "wealth": 139.75514899681204
            },
            {
              "date": "2021-06-18",
              "wealth": 139.94751838049302
            },
            {
              "date": "2021-06-21",
              "wealth": 139.96330453865428
            },
            {
              "date": "2021-06-22",
              "wealth": 140.3222232628115
            },
            {
              "date": "2021-06-23",
              "wealth": 140.07763094810076
            },
            {
              "date": "2021-06-24",
              "wealth": 140.29486480166958
            },
            {
              "date": "2021-06-25",
              "wealth": 140.16375247839127
            },
            {
              "date": "2021-06-28",
              "wealth": 140.59700445558988
            },
            {
              "date": "2021-06-29",
              "wealth": 140.68792223388445
            },
            {
              "date": "2021-06-30",
              "wealth": 140.87372090990226
            },
            {
              "date": "2021-07-01",
              "wealth": 140.96394138859353
            },
            {
              "date": "2021-07-01",
              "wealth": 140.95165170438528
            },
            {
              "date": "2021-07-02",
              "wealth": 141.6284479197562
            },
            {
              "date": "2021-07-06",
              "wealth": 142.03964076590833
            },
            {
              "date": "2021-07-07",
              "wealth": 142.4885433367119
            },
            {
              "date": "2021-07-08",
              "wealth": 142.35287025562852
            },
            {
              "date": "2021-07-09",
              "wealth": 142.33442586792887
            },
            {
              "date": "2021-07-12",
              "wealth": 142.44214861824744
            },
            {
              "date": "2021-07-13",
              "wealth": 141.97868163799217
            },
            {
              "date": "2021-07-14",
              "wealth": 142.47043773215648
            },
            {
              "date": "2021-07-15",
              "wealth": 142.70303998783908
            },
            {
              "date": "2021-07-16",
              "wealth": 142.322457343555
            },
            {
              "date": "2021-07-19",
              "wealth": 142.49894650709493
            },
            {
              "date": "2021-07-20",
              "wealth": 142.98900718847958
            },
            {
              "date": "2021-07-21",
              "wealth": 142.80248412269248
            },
            {
              "date": "2021-07-22",
              "wealth": 143.1484328328617
            },
            {
              "date": "2021-07-23",
              "wealth": 143.46713792374476
            },
            {
              "date": "2021-07-26",
              "wealth": 143.48748635149857
            },
            {
              "date": "2021-07-27",
              "wealth": 143.70502758829616
            },
            {
              "date": "2021-07-28",
              "wealth": 143.78409519663873
            },
            {
              "date": "2021-07-29",
              "wealth": 143.6682551520306
            },
            {
              "date": "2021-07-30",
              "wealth": 143.70053091217832
            },
            {
              "date": "2021-08-02",
              "wealth": 144.02086844991635
            },
            {
              "date": "2021-08-02",
              "wealth": 143.99466707153786
            },
            {
              "date": "2021-08-03",
              "wealth": 144.49612310123277
            },
            {
              "date": "2021-08-04",
              "wealth": 144.20901140279287
            },
            {
              "date": "2021-08-05",
              "wealth": 144.23245760747812
            },
            {
              "date": "2021-08-06",
              "wealth": 143.74659605709934
            },
            {
              "date": "2021-08-09",
              "wealth": 143.45279038242296
            },
            {
              "date": "2021-08-10",
              "wealth": 143.34997678916997
            },
            {
              "date": "2021-08-11",
              "wealth": 143.60052329698274
            },
            {
              "date": "2021-08-12",
              "wealth": 143.75145323464807
            },
            {
              "date": "2021-08-13",
              "wealth": 144.38053761949885
            },
            {
              "date": "2021-08-16",
              "wealth": 144.66216056550599
            },
            {
              "date": "2021-08-17",
              "wealth": 144.20536680196693
            },
            {
              "date": "2021-08-18",
              "wealth": 143.53265729547493
            },
            {
              "date": "2021-08-19",
              "wealth": 143.81541920693417
            },
            {
              "date": "2021-08-20",
              "wealth": 144.22862843549328
            },
            {
              "date": "2021-08-23",
              "wealth": 144.76527681338806
            },
            {
              "date": "2021-08-24",
              "wealth": 144.63093554218034
            },
            {
              "date": "2021-08-25",
              "wealth": 144.44768383360375
            },
            {
              "date": "2021-08-26",
              "wealth": 144.09913890511262
            },
            {
              "date": "2021-08-27",
              "wealth": 144.95969268155824
            },
            {
              "date": "2021-08-30",
              "wealth": 145.3773931843754
            },
            {
              "date": "2021-08-31",
              "wealth": 145.11588511709266
            },
            {
              "date": "2021-09-01",
              "wealth": 145.20856919340056
            },
            {
              "date": "2021-09-01",
              "wealth": 145.187750314817
            },
            {
              "date": "2021-09-02",
              "wealth": 145.51615935964494
            },
            {
              "date": "2021-09-03",
              "wealth": 145.27710756812297
            },
            {
              "date": "2021-09-07",
              "wealth": 144.7019884087533
            },
            {
              "date": "2021-09-08",
              "wealth": 144.83392363573995
            },
            {
              "date": "2021-09-09",
              "wealth": 144.87255512514957
            },
            {
              "date": "2021-09-10",
              "wealth": 144.0912288357456
            },
            {
              "date": "2021-09-13",
              "wealth": 144.40439575717204
            },
            {
              "date": "2021-09-14",
              "wealth": 144.27675664025975
            },
            {
              "date": "2021-09-15",
              "wealth": 144.75355576863342
            },
            {
              "date": "2021-09-16",
              "wealth": 144.47151813738552
            },
            {
              "date": "2021-09-17",
              "wealth": 143.59553393606342
            },
            {
              "date": "2021-09-20",
              "wealth": 142.73574011356723
            },
            {
              "date": "2021-09-21",
              "wealth": 142.64573126694293
            },
            {
              "date": "2021-09-22",
              "wealth": 143.4513754668003
            },
            {
              "date": "2021-09-23",
              "wealth": 143.69790964647402
            },
            {
              "date": "2021-09-24",
              "wealth": 143.6225807629537
            },
            {
              "date": "2021-09-27",
              "wealth": 143.30329136409972
            },
            {
              "date": "2021-09-28",
              "wealth": 141.36594310255168
            },
            {
              "date": "2021-09-29",
              "wealth": 141.51187932023578
            },
            {
              "date": "2021-09-30",
              "wealth": 140.62426860159087
            },
            {
              "date": "2021-10-01",
              "wealth": 141.84092596177112
            },
            {
              "date": "2021-10-01",
              "wealth": 141.82288965462396
            },
            {
              "date": "2021-10-04",
              "wealth": 141.0072675609133
            },
            {
              "date": "2021-10-05",
              "wealth": 141.25439473647535
            },
            {
              "date": "2021-10-06",
              "wealth": 141.5019293416857
            },
            {
              "date": "2021-10-07",
              "wealth": 141.6045800513161
            },
            {
              "date": "2021-10-08",
              "wealth": 141.23691254848575
            },
            {
              "date": "2021-10-11",
              "wealth": 140.64853694576638
            },
            {
              "date": "2021-10-12",
              "wealth": 140.96941113332943
            },
            {
              "date": "2021-10-13",
              "wealth": 141.4316932086484
            },
            {
              "date": "2021-10-14",
              "wealth": 142.62299281931408
            },
            {
              "date": "2021-10-15",
              "wealth": 142.65145321097685
            },
            {
              "date": "2021-10-18",
              "wealth": 142.7119229453212
            },
            {
              "date": "2021-10-19",
              "wealth": 142.76588316209495
            },
            {
              "date": "2021-10-20",
              "wealth": 142.8835998193954
            },
            {
              "date": "2021-10-21",
              "wealth": 142.8182020730519
            },
            {
              "date": "2021-10-22",
              "wealth": 143.02788577423755
            },
            {
              "date": "2021-10-25",
              "wealth": 143.41109597677422
            },
            {
              "date": "2021-10-26",
              "wealth": 143.66795839017556
            },
            {
              "date": "2021-10-27",
              "wealth": 143.92101764070546
            },
            {
              "date": "2021-10-28",
              "wealth": 144.2723146334324
            },
            {
              "date": "2021-10-29",
              "wealth": 144.394588477122
            },
            {
              "date": "2021-11-01",
              "wealth": 144.43014190364283
            },
            {
              "date": "2021-11-01",
              "wealth": 144.4280202444138
            },
            {
              "date": "2021-11-02",
              "wealth": 144.919931463154
            },
            {
              "date": "2021-11-03",
              "wealth": 145.03372748494564
            },
            {
              "date": "2021-11-04",
              "wealth": 145.77213501502533
            },
            {
              "date": "2021-11-05",
              "wealth": 146.5087254847723
            },
            {
              "date": "2021-11-08",
              "wealth": 146.2528931854904
            },
            {
              "date": "2021-11-09",
              "wealth": 146.38667893460726
            },
            {
              "date": "2021-11-10",
              "wealth": 145.1110666404291
            },
            {
              "date": "2021-11-11",
              "wealth": 144.86694903712012
            },
            {
              "date": "2021-11-12",
              "wealth": 145.39598935940788
            },
            {
              "date": "2021-11-15",
              "wealth": 144.9653155208321
            },
            {
              "date": "2021-11-16",
              "wealth": 145.10420273426283
            },
            {
              "date": "2021-11-17",
              "wealth": 145.27540281854624
            },
            {
              "date": "2021-11-18",
              "wealth": 145.5843723886078
            },
            {
              "date": "2021-11-19",
              "wealth": 145.74038008502225
            },
            {
              "date": "2021-11-22",
              "wealth": 144.90140083456455
            },
            {
              "date": "2021-11-23",
              "wealth": 144.53732477019787
            },
            {
              "date": "2021-11-24",
              "wealth": 145.01204985737417
            },
            {
              "date": "2021-11-26",
              "wealth": 144.60585800134854
            },
            {
              "date": "2021-11-29",
              "wealth": 145.23074641995885
            },
            {
              "date": "2021-11-30",
              "wealth": 144.45834567386763
            },
            {
              "date": "2021-12-01",
              "wealth": 143.91334383573303
            },
            {
              "date": "2021-12-01",
              "wealth": 143.8937550207379
            },
            {
              "date": "2021-12-02",
              "wealth": 144.95252915716253
            },
            {
              "date": "2021-12-03",
              "wealth": 144.9062967631202
            },
            {
              "date": "2021-12-06",
              "wealth": 145.32605822701018
            },
            {
              "date": "2021-12-07",
              "wealth": 146.63851413794035
            },
            {
              "date": "2021-12-08",
              "wealth": 146.4348407266067
            },
            {
              "date": "2021-12-09",
              "wealth": 146.0107957603456
            },
            {
              "date": "2021-12-10",
              "wealth": 146.74079334291514
            },
            {
              "date": "2021-12-13",
              "wealth": 146.46708788430834
            },
            {
              "date": "2021-12-14",
              "wealth": 145.73714109396923
            },
            {
              "date": "2021-12-15",
              "wealth": 146.8267939289062
            },
            {
              "date": "2021-12-16",
              "wealth": 146.30271342401
            },
            {
              "date": "2021-12-17",
              "wealth": 145.73254495422884
            },
            {
              "date": "2021-12-20",
              "wealth": 144.78349131770602
            },
            {
              "date": "2021-12-21",
              "wealth": 145.9454266754236
            },
            {
              "date": "2021-12-22",
              "wealth": 146.74182019428352
            },
            {
              "date": "2021-12-23",
              "wealth": 147.04571744595302
            },
            {
              "date": "2021-12-27",
              "wealth": 148.18371673386034
            },
            {
              "date": "2021-12-28",
              "wealth": 148.06548583993754
            },
            {
              "date": "2021-12-29",
              "wealth": 147.75173006305405
            },
            {
              "date": "2021-12-30",
              "wealth": 147.83296186818595
            },
            {
              "date": "2021-12-31",
              "wealth": 147.5504836551472
            },
            {
              "date": "2022-01-03",
              "wealth": 147.20196521258643
            },
            {
              "date": "2022-01-03",
              "wealth": 147.20054187119214
            },
            {
              "date": "2022-01-04",
              "wealth": 147.19484276035047
            },
            {
              "date": "2022-01-05",
              "wealth": 145.44519226374015
            },
            {
              "date": "2022-01-06",
              "wealth": 145.24157046865267
            },
            {
              "date": "2022-01-07",
              "wealth": 144.675679596694
            },
            {
              "date": "2022-01-10",
              "wealth": 144.5418924381991
            },
            {
              "date": "2022-01-11",
              "wealth": 145.37622547963636
            },
            {
              "date": "2022-01-12",
              "wealth": 145.54070348638496
            },
            {
              "date": "2022-01-13",
              "wealth": 144.82127541229042
            },
            {
              "date": "2022-01-14",
              "wealth": 144.24316180475688
            },
            {
              "date": "2022-01-18",
              "wealth": 142.3728070154014
            },
            {
              "date": "2022-01-19",
              "wealth": 141.81707809538952
            },
            {
              "date": "2022-01-20",
              "wealth": 141.12609474337629
            },
            {
              "date": "2022-01-21",
              "wealth": 140.29559359361338
            },
            {
              "date": "2022-01-24",
              "wealth": 140.41075531189858
            },
            {
              "date": "2022-01-25",
              "wealth": 139.4547179247824
            },
            {
              "date": "2022-01-26",
              "wealth": 138.77248878127668
            },
            {
              "date": "2022-01-27",
              "wealth": 138.69008595296404
            },
            {
              "date": "2022-01-28",
              "wealth": 140.39700141958002
            },
            {
              "date": "2022-01-31",
              "wealth": 141.5938464470968
            },
            {
              "date": "2022-02-01",
              "wealth": 142.06745282008103
            },
            {
              "date": "2022-02-01",
              "wealth": 142.05255666496575
            },
            {
              "date": "2022-02-02",
              "wealth": 142.6652294070044
            },
            {
              "date": "2022-02-03",
              "wealth": 140.8792195976082
            },
            {
              "date": "2022-02-04",
              "wealth": 140.346687454384
            },
            {
              "date": "2022-02-07",
              "wealth": 140.26666017965246
            },
            {
              "date": "2022-02-08",
              "wealth": 140.38729950869345
            },
            {
              "date": "2022-02-09",
              "wealth": 141.3531113849758
            },
            {
              "date": "2022-02-10",
              "wealth": 139.4091303314605
            },
            {
              "date": "2022-02-11",
              "wealth": 139.1679960161373
            },
            {
              "date": "2022-02-14",
              "wealth": 138.311786421882
            },
            {
              "date": "2022-02-15",
              "wealth": 138.7914469115085
            },
            {
              "date": "2022-02-16",
              "wealth": 139.00643941525215
            },
            {
              "date": "2022-02-17",
              "wealth": 138.1821937552245
            },
            {
              "date": "2022-02-18",
              "wealth": 138.1053549911878
            },
            {
              "date": "2022-02-22",
              "wealth": 137.50871297566593
            },
            {
              "date": "2022-02-23",
              "wealth": 136.01386045102404
            },
            {
              "date": "2022-02-24",
              "wealth": 137.0495834356713
            },
            {
              "date": "2022-02-25",
              "wealth": 138.29450990042182
            },
            {
              "date": "2022-02-28",
              "wealth": 139.1320956875953
            },
            {
              "date": "2022-03-01",
              "wealth": 138.96772022508424
            },
            {
              "date": "2022-03-01",
              "wealth": 138.94692210394828
            },
            {
              "date": "2022-03-02",
              "wealth": 137.92030669228328
            },
            {
              "date": "2022-03-03",
              "wealth": 138.1881980225542
            },
            {
              "date": "2022-03-04",
              "wealth": 138.64288768226385
            },
            {
              "date": "2022-03-07",
              "wealth": 136.95087974629993
            },
            {
              "date": "2022-03-08",
              "wealth": 136.04700342136226
            },
            {
              "date": "2022-03-09",
              "wealth": 136.51568680717784
            },
            {
              "date": "2022-03-10",
              "wealth": 135.64174237802828
            },
            {
              "date": "2022-03-11",
              "wealth": 135.2061991661746
            },
            {
              "date": "2022-03-14",
              "wealth": 133.59577224975075
            },
            {
              "date": "2022-03-15",
              "wealth": 134.52581397792238
            },
            {
              "date": "2022-03-16",
              "wealth": 135.44222852727844
            },
            {
              "date": "2022-03-17",
              "wealth": 136.07258409160468
            },
            {
              "date": "2022-03-18",
              "wealth": 136.70021115112527
            },
            {
              "date": "2022-03-21",
              "wealth": 135.3110012207553
            },
            {
              "date": "2022-03-22",
              "wealth": 135.24923756229472
            },
            {
              "date": "2022-03-23",
              "wealth": 135.36185603391846
            },
            {
              "date": "2022-03-24",
              "wealth": 135.50711365422478
            },
            {
              "date": "2022-03-25",
              "wealth": 134.71033003304353
            },
            {
              "date": "2022-03-28",
              "wealth": 135.295916260882
            },
            {
              "date": "2022-03-29",
              "wealth": 136.34514502690448
            },
            {
              "date": "2022-03-30",
              "wealth": 136.4746977814694
            },
            {
              "date": "2022-03-31",
              "wealth": 135.98712278075317
            },
            {
              "date": "2022-04-01",
              "wealth": 135.77458945753457
            },
            {
              "date": "2022-04-01",
              "wealth": 135.76739302006007
            },
            {
              "date": "2022-04-04",
              "wealth": 136.20512700866087
            },
            {
              "date": "2022-04-05",
              "wealth": 134.34622582836673
            },
            {
              "date": "2022-04-06",
              "wealth": 133.5262315071928
            },
            {
              "date": "2022-04-07",
              "wealth": 133.41972585155847
            },
            {
              "date": "2022-04-08",
              "wealth": 132.7401435763979
            },
            {
              "date": "2022-04-11",
              "wealth": 131.43338786704697
            },
            {
              "date": "2022-04-12",
              "wealth": 131.58472336185918
            },
            {
              "date": "2022-04-13",
              "wealth": 132.34370224594983
            },
            {
              "date": "2022-04-14",
              "wealth": 130.92103639517546
            },
            {
              "date": "2022-04-18",
              "wealth": 130.50660907288818
            },
            {
              "date": "2022-04-19",
              "wealth": 130.49469362860717
            },
            {
              "date": "2022-04-20",
              "wealth": 131.26015363498095
            },
            {
              "date": "2022-04-21",
              "wealth": 129.98077090792805
            },
            {
              "date": "2022-04-22",
              "wealth": 128.8878778909985
            },
            {
              "date": "2022-04-25",
              "wealth": 129.85272262204649
            },
            {
              "date": "2022-04-26",
              "wealth": 129.09622562324185
            },
            {
              "date": "2022-04-27",
              "wealth": 128.55095795904126
            },
            {
              "date": "2022-04-28",
              "wealth": 129.5196173977795
            },
            {
              "date": "2022-04-29",
              "wealth": 127.41534319727106
            },
            {
              "date": "2022-05-02",
              "wealth": 127.01704301515443
            },
            {
              "date": "2022-05-02",
              "wealth": 127.00096923618827
            },
            {
              "date": "2022-05-03",
              "wealth": 127.4526935477064
            },
            {
              "date": "2022-05-04",
              "wealth": 129.63861154928577
            },
            {
              "date": "2022-05-05",
              "wealth": 126.80650653056448
            },
            {
              "date": "2022-05-06",
              "wealth": 126.00508168221394
            },
            {
              "date": "2022-05-09",
              "wealth": 124.76387627186102
            },
            {
              "date": "2022-05-10",
              "wealth": 125.14792894637446
            },
            {
              "date": "2022-05-11",
              "wealth": 124.75247829484198
            },
            {
              "date": "2022-05-12",
              "wealth": 124.8794151746575
            },
            {
              "date": "2022-05-13",
              "wealth": 125.69663225646536
            },
            {
              "date": "2022-05-16",
              "wealth": 125.73191245769415
            },
            {
              "date": "2022-05-17",
              "wealth": 126.27124541883128
            },
            {
              "date": "2022-05-18",
              "wealth": 124.60075030019934
            },
            {
              "date": "2022-05-19",
              "wealth": 124.53773322753264
            },
            {
              "date": "2022-05-20",
              "wealth": 124.91141124428657
            },
            {
              "date": "2022-05-23",
              "wealth": 125.45367369920358
            },
            {
              "date": "2022-05-24",
              "wealth": 125.80828497775401
            },
            {
              "date": "2022-05-25",
              "wealth": 126.60027410043895
            },
            {
              "date": "2022-05-26",
              "wealth": 127.60332504268783
            },
            {
              "date": "2022-05-27",
              "wealth": 129.08142356738261
            },
            {
              "date": "2022-05-31",
              "wealth": 128.0642611950133
            },
            {
              "date": "2022-06-01",
              "wealth": 127.20778798591714
            },
            {
              "date": "2022-06-01",
              "wealth": 127.19722029184862
            },
            {
              "date": "2022-06-02",
              "wealth": 128.3094941864341
            },
            {
              "date": "2022-06-03",
              "wealth": 127.25666882417681
            },
            {
              "date": "2022-06-06",
              "wealth": 126.87190759251693
            },
            {
              "date": "2022-06-07",
              "wealth": 127.69827427516529
            },
            {
              "date": "2022-06-08",
              "wealth": 126.80979874382825
            },
            {
              "date": "2022-06-09",
              "wealth": 125.39771389484082
            },
            {
              "date": "2022-06-10",
              "wealth": 123.16345073442557
            },
            {
              "date": "2022-06-13",
              "wealth": 119.88222655907144
            },
            {
              "date": "2022-06-14",
              "wealth": 119.202028964688
            },
            {
              "date": "2022-06-15",
              "wealth": 120.90064732138629
            },
            {
              "date": "2022-06-16",
              "wealth": 119.66396815243434
            },
            {
              "date": "2022-06-17",
              "wealth": 119.80955755135754
            },
            {
              "date": "2022-06-21",
              "wealth": 120.58334985500767
            },
            {
              "date": "2022-06-22",
              "wealth": 121.33252843884674
            },
            {
              "date": "2022-06-23",
              "wealth": 122.24655742136237
            },
            {
              "date": "2022-06-24",
              "wealth": 123.62146455262094
            },
            {
              "date": "2022-06-27",
              "wealth": 122.97392551090606
            },
            {
              "date": "2022-06-28",
              "wealth": 122.0078276125767
            },
            {
              "date": "2022-06-29",
              "wealth": 122.5220406611011
            },
            {
              "date": "2022-06-30",
              "wealth": 122.61833808947384
            },
            {
              "date": "2022-07-01",
              "wealth": 123.94941250847765
            },
            {
              "date": "2022-07-01",
              "wealth": 123.90648215170033
            },
            {
              "date": "2022-07-05",
              "wealth": 124.122994989199
            },
            {
              "date": "2022-07-06",
              "wealth": 124.124745877205
            },
            {
              "date": "2022-07-07",
              "wealth": 125.24047935588301
            },
            {
              "date": "2022-07-08",
              "wealth": 125.02208904067889
            },
            {
              "date": "2022-07-11",
              "wealth": 124.27936498342272
            },
            {
              "date": "2022-07-12",
              "wealth": 123.62716181482841
            },
            {
              "date": "2022-07-13",
              "wealth": 123.45319779396806
            },
            {
              "date": "2022-07-14",
              "wealth": 123.00282741294541
            },
            {
              "date": "2022-07-15",
              "wealth": 124.80314092690836
            },
            {
              "date": "2022-07-18",
              "wealth": 123.90172956175445
            },
            {
              "date": "2022-07-19",
              "wealth": 126.0964987060088
            },
            {
              "date": "2022-07-20",
              "wealth": 126.5893446402102
            },
            {
              "date": "2022-07-21",
              "wealth": 127.9825347532974
            },
            {
              "date": "2022-07-22",
              "wealth": 127.58558930205102
            },
            {
              "date": "2022-07-25",
              "wealth": 127.41859027709454
            },
            {
              "date": "2022-07-26",
              "wealth": 126.41763233395085
            },
            {
              "date": "2022-07-27",
              "wealth": 128.79158233355494
            },
            {
              "date": "2022-07-28",
              "wealth": 130.2551151563396
            },
            {
              "date": "2022-07-29",
              "wealth": 131.5893875971781
            },
            {
              "date": "2022-08-01",
              "wealth": 131.4864342266257
            },
            {
              "date": "2022-08-01",
              "wealth": 131.47195397889934
            },
            {
              "date": "2022-08-02",
              "wealth": 130.24553918180422
            },
            {
              "date": "2022-08-03",
              "wealth": 131.87174226746205
            },
            {
              "date": "2022-08-04",
              "wealth": 131.98494358047535
            },
            {
              "date": "2022-08-05",
              "wealth": 131.05865300233904
            },
            {
              "date": "2022-08-08",
              "wealth": 131.2387177536049
            },
            {
              "date": "2022-08-09",
              "wealth": 130.71915683888673
            },
            {
              "date": "2022-08-10",
              "wealth": 132.62351860138193
            },
            {
              "date": "2022-08-11",
              "wealth": 132.13259411034062
            },
            {
              "date": "2022-08-12",
              "wealth": 133.90957987805695
            },
            {
              "date": "2022-08-15",
              "wealth": 134.2650648292439
            },
            {
              "date": "2022-08-16",
              "wealth": 134.2503477085757
            },
            {
              "date": "2022-08-17",
              "wealth": 133.22040237993366
            },
            {
              "date": "2022-08-18",
              "wealth": 133.57569183032496
            },
            {
              "date": "2022-08-19",
              "wealth": 131.9372047931389
            },
            {
              "date": "2022-08-22",
              "wealth": 130.03108571562947
            },
            {
              "date": "2022-08-23",
              "wealth": 129.84060234628296
            },
            {
              "date": "2022-08-24",
              "wealth": 129.90344436691473
            },
            {
              "date": "2022-08-25",
              "wealth": 131.44596178846348
            },
            {
              "date": "2022-08-26",
              "wealth": 128.66163750971393
            },
            {
              "date": "2022-08-29",
              "wealth": 127.80225635010447
            },
            {
              "date": "2022-08-30",
              "wealth": 127.04903479294066
            },
            {
              "date": "2022-08-31",
              "wealth": 126.04954063206105
            },
            {
              "date": "2022-09-01",
              "wealth": 125.90056014930047
            },
            {
              "date": "2022-09-01",
              "wealth": 125.89355406644403
            },
            {
              "date": "2022-09-02",
              "wealth": 125.19771063044043
            },
            {
              "date": "2022-09-06",
              "wealth": 124.30172214715546
            },
            {
              "date": "2022-09-07",
              "wealth": 126.19705096160055
            },
            {
              "date": "2022-09-08",
              "wealth": 126.57226859602262
            },
            {
              "date": "2022-09-09",
              "wealth": 127.86569220361373
            },
            {
              "date": "2022-09-12",
              "wealth": 128.6166192191183
            },
            {
              "date": "2022-09-13",
              "wealth": 124.78375433406778
            },
            {
              "date": "2022-09-14",
              "wealth": 125.2248803525184
            },
            {
              "date": "2022-09-15",
              "wealth": 124.1395420093244
            },
            {
              "date": "2022-09-16",
              "wealth": 123.50180391774643
            },
            {
              "date": "2022-09-19",
              "wealth": 124.08818552228063
            },
            {
              "date": "2022-09-20",
              "wealth": 122.80510845180544
            },
            {
              "date": "2022-09-21",
              "wealth": 121.66110211118901
            },
            {
              "date": "2022-09-22",
              "wealth": 120.35377049030775
            },
            {
              "date": "2022-09-23",
              "wealth": 119.05661414942398
            },
            {
              "date": "2022-09-26",
              "wealth": 117.5462529302156
            },
            {
              "date": "2022-09-27",
              "wealth": 116.82521386535909
            },
            {
              "date": "2022-09-28",
              "wealth": 119.18657534332996
            },
            {
              "date": "2022-09-29",
              "wealth": 117.36549448323676
            },
            {
              "date": "2022-09-30",
              "wealth": 116.13959536652175
            },
            {
              "date": "2022-10-03",
              "wealth": 118.72587956471719
            },
            {
              "date": "2022-10-03",
              "wealth": 118.72225955327445
            },
            {
              "date": "2022-10-04",
              "wealth": 121.03155449219626
            },
            {
              "date": "2022-10-05",
              "wealth": 120.44701615410568
            },
            {
              "date": "2022-10-06",
              "wealth": 119.5337828132725
            },
            {
              "date": "2022-10-07",
              "wealth": 117.19271302509833
            },
            {
              "date": "2022-10-10",
              "wealth": 116.29693472951853
            },
            {
              "date": "2022-10-11",
              "wealth": 115.86404069508518
            },
            {
              "date": "2022-10-12",
              "wealth": 115.67786862674042
            },
            {
              "date": "2022-10-13",
              "wealth": 117.4064631168793
            },
            {
              "date": "2022-10-14",
              "wealth": 115.45740845564724
            },
            {
              "date": "2022-10-17",
              "wealth": 117.33707707069418
            },
            {
              "date": "2022-10-18",
              "wealth": 118.36389562119531
            },
            {
              "date": "2022-10-19",
              "wealth": 117.27084268510508
            },
            {
              "date": "2022-10-20",
              "wealth": 116.29779833129213
            },
            {
              "date": "2022-10-21",
              "wealth": 118.08870944875684
            },
            {
              "date": "2022-10-24",
              "wealth": 118.90877438748169
            },
            {
              "date": "2022-10-25",
              "wealth": 120.66524582741629
            },
            {
              "date": "2022-10-26",
              "wealth": 120.35239314642746
            },
            {
              "date": "2022-10-27",
              "wealth": 120.24568099297115
            },
            {
              "date": "2022-10-28",
              "wealth": 121.89314497725367
            },
            {
              "date": "2022-10-31",
              "wealth": 121.11990037559912
            },
            {
              "date": "2022-11-01",
              "wealth": 120.99849816053279
            },
            {
              "date": "2022-11-01",
              "wealth": 120.99742561601072
            },
            {
              "date": "2022-11-02",
              "wealth": 119.03106207043989
            },
            {
              "date": "2022-11-03",
              "wealth": 118.12218859980072
            },
            {
              "date": "2022-11-04",
              "wealth": 119.12697606228654
            },
            {
              "date": "2022-11-07",
              "wealth": 119.6177130636141
            },
            {
              "date": "2022-11-08",
              "wealth": 120.2535288841911
            },
            {
              "date": "2022-11-09",
              "wealth": 118.78810060542106
            },
            {
              "date": "2022-11-10",
              "wealth": 124.03045323719691
            },
            {
              "date": "2022-11-11",
              "wealth": 124.77588818063892
            },
            {
              "date": "2022-11-14",
              "wealth": 123.94503162483164
            },
            {
              "date": "2022-11-15",
              "wealth": 125.13950467643139
            },
            {
              "date": "2022-11-16",
              "wealth": 124.98696773427704
            },
            {
              "date": "2022-11-17",
              "wealth": 124.45554198245934
            },
            {
              "date": "2022-11-18",
              "wealth": 124.7107561144896
            },
            {
              "date": "2022-11-21",
              "wealth": 124.38466500693363
            },
            {
              "date": "2022-11-22",
              "wealth": 125.75882265485285
            },
            {
              "date": "2022-11-23",
              "wealth": 126.64556430953292
            },
            {
              "date": "2022-11-25",
              "wealth": 126.65369367356077
            },
            {
              "date": "2022-11-28",
              "wealth": 125.24795123336183
            },
            {
              "date": "2022-11-29",
              "wealth": 124.88093925938506
            },
            {
              "date": "2022-11-30",
              "wealth": 127.75326848004484
            },
            {
              "date": "2022-12-01",
              "wealth": 128.31512899562819
            },
            {
              "date": "2022-12-01",
              "wealth": 128.290484800955
            },
            {
              "date": "2022-12-02",
              "wealth": 128.41928569078783
            },
            {
              "date": "2022-12-05",
              "wealth": 126.64414951729526
            },
            {
              "date": "2022-12-06",
              "wealth": 126.07305183463875
            },
            {
              "date": "2022-12-07",
              "wealth": 126.57069604308569
            },
            {
              "date": "2022-12-08",
              "wealth": 126.73525754242922
            },
            {
              "date": "2022-12-09",
              "wealth": 125.7914184283396
            },
            {
              "date": "2022-12-12",
              "wealth": 126.59541717225302
            },
            {
              "date": "2022-12-13",
              "wealth": 127.64052418985455
            },
            {
              "date": "2022-12-14",
              "wealth": 127.37899466840655
            },
            {
              "date": "2022-12-15",
              "wealth": 125.94608237284355
            },
            {
              "date": "2022-12-16",
              "wealth": 125.02644171427212
            },
            {
              "date": "2022-12-19",
              "wealth": 123.95423081914993
            },
            {
              "date": "2022-12-20",
              "wealth": 123.49252382866199
            },
            {
              "date": "2022-12-21",
              "wealth": 124.56988850616622
            },
            {
              "date": "2022-12-22",
              "wealth": 123.67922073119057
            },
            {
              "date": "2022-12-23",
              "wealth": 123.764224286858
            },
            {
              "date": "2022-12-27",
              "wealth": 122.91618988650434
            },
            {
              "date": "2022-12-28",
              "wealth": 122.00365212172863
            },
            {
              "date": "2022-12-29",
              "wealth": 123.4212132800499
            },
            {
              "date": "2022-12-30",
              "wealth": 122.96251986032445
            },
            {
              "date": "2023-01-03",
              "wealth": 123.18119365205266
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.54,
                0.35,
                0.10999999999999999
              ],
              "forecast": [
                0.012895109428979652,
                0.00027001692668419855,
                -0.0038135266977817224
              ],
              "posterior": [
                0.0013473834487072952,
                -0.00010674654357304145,
                0.00012852265956339714
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.0022953809453036197,
                0.0001797626507721692,
                0.00017936427781005125
              ],
              "gross_return": 0.04986377236766087,
              "turnover": 0.18000000000000005,
              "cost": 9.000000000000003e-05,
              "net_return": 0.04976928462814789,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.43,
                0.46,
                0.11000000000000004
              ],
              "forecast": [
                0.001670223454618795,
                0.0036571289322357096,
                -0.0011351644543328237
              ],
              "posterior": [
                0.0010200707831435022,
                0.00018143533256200788,
                0.00035263327701008445
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.0024793951793346896,
                0.00023179485322088217,
                0.00017854459850647844
              ],
              "gross_return": 0.005754495667165212,
              "turnover": 0.2531080731076633,
              "cost": 0.00012655403655383165,
              "net_return": 0.005627213375956286,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.27,
                0.46,
                0.26999999999999996
              ],
              "forecast": [
                -0.0115691387338175,
                0.005647089905099566,
                0.004456628234516103
              ],
              "posterior": [
                0.0009366872469553343,
                0.0004822266428839374,
                0.0006803245548944252
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.0026342382481103926,
                0.00021419807452102544,
                0.00021617286350375135
              ],
              "gross_return": 0.01806660208688791,
              "turnover": 0.3193384693009518,
              "cost": 0.0001596692346504759,
              "net_return": 0.01790404817170943,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.26,
                0.34,
                0.39999999999999997
              ],
              "forecast": [
                -0.0015708011732372008,
                0.0056935585286625925,
                0.007056443272181293
              ],
              "posterior": [
                0.0012208912368638146,
                0.0005696821911024445,
                0.0008488727877825132
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0024514893403790516,
                0.00019913320470320596,
                0.00020073602347463318
              ],
              "gross_return": -0.002587048464687738,
              "turnover": 0.2539293069923136,
              "cost": 0.0001269646534961568,
              "net_return": -0.0027136846544719706,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.2,
                0.4,
                0.4
              ],
              "forecast": [
                -0.007051199533321272,
                0.008276199820592921,
                0.008710321743963884
              ],
              "posterior": [
                0.0008864123528914854,
                0.00091629485107234,
                0.0011495199229001692
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.002290539431538944,
                0.00020365619153151404,
                0.00020124847829249267
              ],
              "gross_return": 0.009402662416524654,
              "turnover": 0.1282601747568785,
              "cost": 6.413008737843925e-05,
              "net_return": 0.00933792933558375,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.59,
                0.15,
                0.26
              ],
              "forecast": [
                0.026021587392604427,
                0.00035236069314577984,
                -0.0010174811718126598
              ],
              "posterior": [
                0.0018551078266613509,
                -6.485085266227768e-05,
                0.0003284132417514357
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.002154833752466706,
                0.00022959176385122285,
                0.00022147693758257177
              ],
              "gross_return": 0.0091606999774055,
              "turnover": 0.7662933880958305,
              "cost": 0.00038314669404791523,
              "net_return": 0.008774043391446051,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.32,
                0.28,
                0.3999999999999999
              ],
              "forecast": [
                0.0020982810521437403,
                0.005738693564848773,
                0.005485206385731325
              ],
              "posterior": [
                0.001104927734785152,
                0.0005168782507592939,
                0.0007881488399047492
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.002149805794857838,
                0.0002344673253652719,
                0.0002195148526093302
              ],
              "gross_return": 0.019628732334557936,
              "turnover": 0.5502952489621176,
              "cost": 0.00027514762448105877,
              "net_return": 0.019348183911003236,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.41,
                0.19,
                0.4000000000000001
              ],
              "forecast": [
                0.010804025551477565,
                0.002592086832173294,
                0.005744194301016562
              ],
              "posterior": [
                0.0015531903298315328,
                0.00023817005013218378,
                0.0006295805145333999
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.002042041563387594,
                0.00023335953775340288,
                0.0002111025188829111
              ],
              "gross_return": 0.013165692872890223,
              "turnover": 0.16860973980604416,
              "cost": 8.430486990302208e-05,
              "net_return": 0.013080278070962459,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.5,
                0.15,
                0.35
              ],
              "forecast": [
                0.018652817230144857,
                0.0011667062741396983,
                0.0020646171657861994
              ],
              "posterior": [
                0.0017457840189632951,
                7.992779088252423e-05,
                0.0004750331128939072
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.002012300451778962,
                0.0002285026524817596,
                0.00020022428258154322
              ],
              "gross_return": -0.014970350912475682,
              "turnover": 0.19252421148116355,
              "cost": 9.626210574058178e-05,
              "net_return": -0.015065171940713662,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.28,
                0.36,
                0.36
              ],
              "forecast": [
                -0.007465196310084609,
                0.005411786009023072,
                0.001982530646493442
              ],
              "posterior": [
                0.0008267318071290911,
                0.00036083763345414686,
                0.0005357955838510848
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0019329556724771604,
                0.00023949187729967338,
                0.0001928240039283546
              ],
              "gross_return": -0.06781947977937579,
              "turnover": 0.4081216141225254,
              "cost": 0.0002040608070612627,
              "net_return": -0.0680097012886588,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.61,
                0.15,
                0.24000000000000002
              ],
              "forecast": [
                0.02479040857726504,
                -0.002204608243850256,
                0.005595021988535925
              ],
              "posterior": [
                0.0034946818168068794,
                -0.0003308364430746412,
                0.0011380356653785512
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.002076806799380216,
                0.00025184756319890394,
                0.00018364208090761083
              ],
              "gross_return": 0.10513915996917957,
              "turnover": 0.738773975099388,
              "cost": 0.000369386987549694,
              "net_return": 0.10473093594405536,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.7,
                0.15,
                0.15000000000000005
              ],
              "forecast": [
                0.056989422340854634,
                -0.007844725222872842,
                0.015802325394981866
              ],
              "posterior": [
                0.0053264189099465524,
                -0.000645509875507333,
                0.0015696768678928024
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.003639450374491324,
                0.00027939858455349804,
                0.0005005645204098757
              ],
              "gross_return": 0.06079591526303527,
              "turnover": 0.16026629134595416,
              "cost": 8.013314567297709e-05,
              "net_return": 0.060710910349428104,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.57,
                0.15,
                0.28
              ],
              "forecast": [
                0.0346251463710439,
                0.0011018493525081414,
                0.021507889224896517
              ],
              "posterior": [
                0.0040902477909740605,
                -0.0001089367904015376,
                0.0016424959187431888
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.0041725372902776305,
                0.0002686674669321319,
                0.00057954262258668
              ],
              "gross_return": 0.01892284597917784,
              "turnover": 0.2859832113096971,
              "cost": 0.00014299160565484857,
              "net_return": 0.01877714856539292,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.47,
                0.15,
                0.38
              ],
              "forecast": [
                0.021494059304812296,
                0.00207116783958378,
                0.006663864820785747
              ],
              "posterior": [
                0.003193733282033356,
                -0.00011943592864684033,
                0.0011671908749204918
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004019610884030204,
                0.0002575606398668913,
                0.0005565747281444166
              ],
              "gross_return": 0.03985859653633198,
              "turnover": 0.20203096529571402,
              "cost": 0.000101015482647857,
              "net_return": 0.03975355471831743,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.32,
                0.3,
                0.37999999999999995
              ],
              "forecast": [
                -0.005579818570760212,
                0.0041628596474683425,
                0.0033096423902494515
              ],
              "posterior": [
                0.002229288524986161,
                8.903697583750955e-05,
                0.0009748748325419138
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.0038679740614505527,
                0.0002509228335430246,
                0.0005346466909692993
              ],
              "gross_return": 0.01648207648308443,
              "turnover": 0.3171552779730749,
              "cost": 0.00015857763898653745,
              "net_return": 0.016320885155323595,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.31,
                0.29,
                0.39999999999999997
              ],
              "forecast": [
                -0.009297834674813255,
                0.006162321970134364,
                0.014446910090352063
              ],
              "posterior": [
                0.00246141699424622,
                0.0002966982165435933,
                0.001418089907142412
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.0037682796682646856,
                0.00024127195842549553,
                0.0005219414484262891
              ],
              "gross_return": -0.01548812957302627,
              "turnover": 0.06196757340079562,
              "cost": 3.098378670039781e-05,
              "net_return": -0.01551863347882354,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.31,
                0.29,
                0.39999999999999997
              ],
              "forecast": [
                -0.0017207368564557905,
                0.005949998857594973,
                0.009099737163980947
              ],
              "posterior": [
                0.002589443893016602,
                0.0001855300424013321,
                0.001261507088699385
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0038334125725158603,
                0.00024349018811158869,
                0.000522907153180903
              ],
              "gross_return": -0.011557189961649587,
              "turnover": 0.015627120990554855,
              "cost": 7.813560495277428e-06,
              "net_return": -0.011564913219341943,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.22,
                0.4
              ],
              "forecast": [
                0.009575253391417854,
                0.003519326922538841,
                0.006079894689088306
              ],
              "posterior": [
                0.0029950293477869097,
                -5.842977309926568e-06,
                0.001169784127096017
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.0037411915129611705,
                0.0002401891030232724,
                0.0005334775773248862
              ],
              "gross_return": 0.05231407152627213,
              "turnover": 0.14548052832019218,
              "cost": 7.274026416009608e-05,
              "net_return": 0.05223752592273012,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.45,
                0.16,
                0.39
              ],
              "forecast": [
                0.020784324610693586,
                0.0035378739498593604,
                0.007136007876339572
              ],
              "posterior": [
                0.003961941431880699,
                -2.1058653324800676e-05,
                0.0014503734720591748
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.003628800380744013,
                0.00025291645024782617,
                0.0005269263961994063
              ],
              "gross_return": 0.005937787988327258,
              "turnover": 0.09943612541326041,
              "cost": 4.9718062706630206e-05,
              "net_return": 0.005887774710305216,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.42,
                0.18,
                0.4000000000000001
              ],
              "forecast": [
                0.00858406797051241,
                0.0022865769869368897,
                0.007482685954440033
              ],
              "posterior": [
                0.003612344523848755,
                -1.791479119122866e-05,
                0.0013482560645057266
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.003804488627251966,
                0.0002497942183029018,
                0.0005204243125382532
              ],
              "gross_return": 0.002137258455086149,
              "turnover": 0.06530113757967224,
              "cost": 3.265056878983612e-05,
              "net_return": 0.002104538103592013,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.43,
                0.17,
                0.4
              ],
              "forecast": [
                0.015241599648635543,
                0.0031110923493246037,
                0.009062313179828774
              ],
              "posterior": [
                0.0038957609151771696,
                7.24860465194783e-06,
                0.0014899067159655976
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.003688816095122425,
                0.00024270464798813602,
                0.0005086422652102328
              ],
              "gross_return": 0.0014055588449054905,
              "turnover": 0.015663383014237725,
              "cost": 7.831691507118863e-06,
              "net_return": 0.0013977161454952203,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.36,
                0.25,
                0.39
              ],
              "forecast": [
                0.0021046301328536115,
                0.004171738896022374,
                0.0035151907707274103
              ],
              "posterior": [
                0.003076328288681475,
                9.839662224455773e-05,
                0.001209278538379649
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.0035746161456760035,
                0.0002441662151849235,
                0.000510493909725229
              ],
              "gross_return": 0.003065441206607071,
              "turnover": 0.16928647961844095,
              "cost": 8.464323980922048e-05,
              "net_return": 0.00298053849792268,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.01120271047626855,
                0.0007867894845198346,
                0.0017095772467754207
              ],
              "posterior": [
                0.0033641647725295393,
                -0.00012377341494235097,
                0.001101137221627287
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.0034724183902284105,
                0.0002699523117554443,
                0.0005359047384990606
              ],
              "gross_return": 0.022786991212316497,
              "turnover": 0.11946023889412222,
              "cost": 5.973011944706111e-05,
              "net_return": 0.022725900023162326,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.37,
                0.32,
                0.31
              ],
              "forecast": [
                -0.004565357775972495,
                0.0012963336487590992,
                -7.807767092838855e-05
              ],
              "posterior": [
                0.0026789678355044625,
                -4.779763865491428e-05,
                0.0008930180256647963
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.003385850974181057,
                0.0002815445225270495,
                0.000528019222955559
              ],
              "gross_return": 0.0032764654322116416,
              "turnover": 0.16728230132096342,
              "cost": 8.364115066048171e-05,
              "net_return": 0.003192550234212277,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.22,
                0.6,
                0.18000000000000005
              ],
              "forecast": [
                -0.04615836625724597,
                -0.000858370226711301,
                -0.006341043120213465
              ],
              "posterior": [
                0.0008148236799860307,
                1.851246202714096e-05,
                0.00024618610666676295
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.003307604316426724,
                0.0002738776017288215,
                0.0005130226633553665
              ],
              "gross_return": 0.015986044177532917,
              "turnover": 0.5605864689208004,
              "cost": 0.00028029323446040024,
              "net_return": 0.0157012701630439,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.31,
                0.59,
                0.09999999999999998
              ],
              "forecast": [
                -0.019602013422494492,
                0.00233355698321021,
                -0.0040429463522828595
              ],
              "posterior": [
                0.001753729160828365,
                4.996064677898542e-05,
                0.0006101132849972515
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.0032157321352549624,
                0.00026636135164831247,
                0.0004987951309286034
              ],
              "gross_return": 0.021774961190011904,
              "turnover": 0.17436635336860673,
              "cost": 8.718317668430337e-05,
              "net_return": 0.021685879603039027,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.39,
                0.41,
                0.2
              ],
              "forecast": [
                -0.0058520861809159466,
                0.001439204652313203,
                0.0039902075771457
              ],
              "posterior": [
                0.0028087741295601838,
                1.2766805483833308e-05,
                0.0010668471996906103
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.003248791931865113,
                0.00026071968033443557,
                0.0005008694157371914
              ],
              "gross_return": 0.008430188051753388,
              "turnover": 0.363855303200069,
              "cost": 0.0001819276516000345,
              "net_return": 0.008246726715838593,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.49,
                0.26,
                0.25
              ],
              "forecast": [
                0.017161159439582886,
                0.001397573564968185,
                0.004613563230246059
              ],
              "posterior": [
                0.003784153946151862,
                -9.463790397042352e-05,
                0.0012923191523863656
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.003181750330832207,
                0.0002638366344975413,
                0.000496273899499276
              ],
              "gross_return": -0.023051699236256773,
              "turnover": 0.28674449034522914,
              "cost": 0.0001433722451726146,
              "net_return": -0.023191766507554834,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.38,
                0.39,
                0.22999999999999998
              ],
              "forecast": [
                0.0009914440189841452,
                0.00402245592517428,
                -0.002039180788425678
              ],
              "posterior": [
                0.0027444474822670957,
                9.547115948681203e-05,
                0.000962347984318208
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.0031200872572033824,
                0.00026121215055739086,
                0.00048794100469531313
              ],
              "gross_return": 0.01838386071083602,
              "turnover": 0.2543173914701451,
              "cost": 0.00012715869573507254,
              "net_return": 0.018254364347350283,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.41,
                0.37,
                0.22000000000000008
              ],
              "forecast": [
                0.004707961751121165,
                0.002048094762522547,
                0.0005302588749551639
              ],
              "posterior": [
                0.003176341831441245,
                7.423417859262003e-06,
                0.0010716582802171317
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.0031412164252556164,
                0.0002617391214154188,
                0.00048338571529005036
              ],
              "gross_return": -0.0035635495647575637,
              "turnover": 0.029379729204189325,
              "cost": 1.4689864602094663e-05,
              "net_return": -0.003578187081298978,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.012898271247345447,
                0.0008282108362375521,
                0.005718517547798743
              ],
              "posterior": [
                0.003696703312261392,
                -8.385762342132852e-05,
                0.0012688199978921
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.003122175689734716,
                0.0002610015021114934,
                0.00047222805489927067
              ],
              "gross_return": 0.022990644669546315,
              "turnover": 0.27223069762716867,
              "cost": 0.00013611534881358435,
              "net_return": 0.02285139994111396,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.48,
                0.23,
                0.29000000000000004
              ],
              "forecast": [
                0.012826324942976088,
                0.001636685630862478,
                0.0044624734222145435
              ],
              "posterior": [
                0.0033051219623282464,
                6.61126753827782e-07,
                0.0012606021019703967
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.003077751516907066,
                0.00025642882020241093,
                0.00046121213485869346
              ],
              "gross_return": -0.0348714005115744,
              "turnover": 0.019338619456816725,
              "cost": 9.669309728408362e-06,
              "net_return": -0.034880732638930656,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.37,
                0.34,
                0.29
              ],
              "forecast": [
                -4.6840193381313816e-05,
                0.0037243333810756613,
                0.0003547637495510854
              ],
              "posterior": [
                0.0025774916993719916,
                0.0001990831874868692,
                0.0010868857209493112
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.003045585364233844,
                0.0002594010010891634,
                0.0004596742170815405
              ],
              "gross_return": -0.02171616275205212,
              "turnover": 0.209705387399976,
              "cost": 0.000104852693699988,
              "net_return": -0.021818738447590746,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.23,
                0.5,
                0.27
              ],
              "forecast": [
                -0.01882810107403167,
                0.006937888677167117,
                -0.0020719724911023286
              ],
              "posterior": [
                0.001617255622362706,
                0.00041612930566189337,
                0.0009169436884968349
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0031019974473417635,
                0.00026001056109258664,
                0.0004708677686367846
              ],
              "gross_return": -0.02283125526192246,
              "turnover": 0.2993230528970465,
              "cost": 0.00014966152644852327,
              "net_return": -0.022977499827857795,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.3,
                0.43,
                0.26999999999999996
              ],
              "forecast": [
                -0.003178165230576362,
                0.007147979262221294,
                0.0012312227657878918
              ],
              "posterior": [
                0.002368470578153637,
                0.0004739231879870165,
                0.0012722795856396419
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003110093273296102,
                0.00025436693309190855,
                0.0004709939541547005
              ],
              "gross_return": -0.06445104240613016,
              "turnover": 0.10600565986998348,
              "cost": 5.300282993499174e-05,
              "net_return": -0.06450062914842547,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.4,
                0.18000000000000005
              ],
              "forecast": [
                0.0030376701974703536,
                0.0011762994248102263,
                -0.0011545993712503877
              ],
              "posterior": [
                0.002809754727577321,
                4.4431980848047255e-05,
                0.0010211741847366302
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003140533074099792,
                0.00033834829719153904,
                0.0004781185419487415
              ],
              "gross_return": 0.001628481664137919,
              "turnover": 0.2530964126482517,
              "cost": 0.00012654820632412587,
              "net_return": 0.001501727376380213,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.42,
                0.48,
                0.10000000000000009
              ],
              "forecast": [
                -0.00674619665643535,
                -0.007617433129698318,
                -0.009815156741613758
              ],
              "posterior": [
                0.002370059093528309,
                -0.00021915803710842045,
                0.0005700639939199998
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0032451157750732844,
                0.0003849756389520937,
                0.000594333121440804
              ],
              "gross_return": -0.02553363804585522,
              "turnover": 0.16614853910800725,
              "cost": 8.307426955400363e-05,
              "net_return": -0.025614591127079422,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.66,
                0.15,
                0.18999999999999997
              ],
              "forecast": [
                0.02855771766063641,
                -0.007521542657440529,
                0.00902430416660251
              ],
              "posterior": [
                0.005283698230938259,
                6.96142569743922e-05,
                0.00203274643689533
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.0031873481983304957,
                0.00037807784153740497,
                0.0005905120973240071
              ],
              "gross_return": 0.061174782330154026,
              "turnover": 0.6927077088709992,
              "cost": 0.0003463538544354996,
              "net_return": 0.06080724035406426,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.56,
                0.16,
                0.2799999999999999
              ],
              "forecast": [
                0.01614653444240541,
                -0.004323307514209843,
                0.006280763063050068
              ],
              "posterior": [
                0.004527372795249173,
                0.0001765686602070807,
                0.0018261769278297907
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.003207117892193895,
                0.0003752903916490947,
                0.0005798489223750833
              ],
              "gross_return": -0.042377051994625776,
              "turnover": 0.22025462644175153,
              "cost": 0.00011012731322087577,
              "net_return": -0.04248251243696832,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.62,
                0.15,
                0.23
              ],
              "forecast": [
                0.034042595087787536,
                0.000948325045247606,
                0.009075678217201778
              ],
              "posterior": [
                0.006088787840603039,
                0.0007111035072126289,
                0.0027348144784395557
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.003180128369823836,
                0.0003882070026780693,
                0.0005802743631776285
              ],
              "gross_return": -0.056934404266193554,
              "turnover": 0.11129549937095368,
              "cost": 5.564774968547684e-05,
              "net_return": -0.05698688374440197,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.58,
                0.18,
                0.24000000000000005
              ],
              "forecast": [
                0.02086089997163848,
                -0.006093665796070994,
                0.004856688274929774
              ],
              "posterior": [
                0.005570719048868874,
                0.0005456925463180371,
                0.002335875566416665
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0031809252384231612,
                0.000424787200327502,
                0.0006343619630069636
              ],
              "gross_return": 0.019172803952884173,
              "turnover": 0.060981000199808594,
              "cost": 3.0490500099904296e-05,
              "net_return": 0.01914172886440335,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.59,
                0.17,
                0.24000000000000002
              ],
              "forecast": [
                0.023123158733254885,
                -0.007408538345902973,
                0.005646982389858176
              ],
              "posterior": [
                0.005862600494717815,
                0.00047836606045959396,
                0.0023386856501894366
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0033504028904253044,
                0.0004323535188318146,
                0.0006598700783902421
              ],
              "gross_return": 0.060478174162485354,
              "turnover": 0.017728228670112728,
              "cost": 8.864114335056365e-06,
              "net_return": 0.06046877396269967,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.5,
                0.36,
                0.14
              ],
              "forecast": [
                0.011197876499734149,
                -0.004414978339234797,
                -0.00221715556312037
              ],
              "posterior": [
                0.004720692816570312,
                0.0004899789941298264,
                0.001943028414139341
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0032987210449084486,
                0.0004310563728882791,
                0.0006559846938637775
              ],
              "gross_return": -0.03982595557908673,
              "turnover": 0.38411985969348583,
              "cost": 0.0001920599298467429,
              "net_return": -0.04001036653869883,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.012895109428979652,
                0.00027001692668419855,
                -0.0038135266977817224
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.020377847817272643,
                  -0.13058916106288238,
                  0.1725186767078378,
                  -0.08796728963315698
                ],
                [
                  -0.05388299289578923,
                  0.12415860168606493,
                  -0.07171426646073785,
                  0.04630095222121741
                ],
                [
                  0.027012216318502338,
                  0.19689238512204602,
                  0.10798794839538445,
                  -0.035358469791055544
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009449139014679328,
                0.0011432225889978272,
                0.002429357577339491
              ],
              "feature_contributions": [
                [
                  0.001063935511372097,
                  0.006824241230262273,
                  -0.00855721850844672,
                  0.0041150121811126756
                ],
                [
                  0.001075686243279803,
                  -0.002480852622263968,
                  0.0013601254850466227,
                  -0.0008281647683760861
                ],
                [
                  -0.0005716531204128306,
                  -0.004170532671571248,
                  -0.0021711366734841107,
                  0.000670438190346976
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.4599875329906389
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.001670223454618795,
                0.0036571289322357096,
                -0.0011351644543328237
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.025264685113363366,
                  -0.1181174425540597,
                  0.21690215493944093,
                  -0.055105663067742124
                ],
                [
                  -0.04323508044628247,
                  0.105961557288419,
                  -0.13308176678456077,
                  0.0016019959555516913
                ],
                [
                  0.030878711936947925,
                  0.18817864114015911,
                  0.07108321011142046,
                  -0.06014787029563981
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00807856981238619,
                0.0018386403720529782,
                0.0027800216563857393
              ],
              "feature_contributions": [
                [
                  0.0008265295635868459,
                  0.003156043598680319,
                  -0.009840582851426232,
                  -0.0005503366686083282
                ],
                [
                  0.000554702390072431,
                  -0.001110341454944474,
                  0.002367853215017416,
                  6.274410037358597e-06
                ],
                [
                  -0.0004009663677461242,
                  -0.0019957381302903743,
                  -0.001280053895551284,
                  -0.00023842771713078034
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2358985146996977
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                -0.0115691387338175,
                0.005647089905099566,
                0.004456628234516103
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.07743081260682876,
                  -0.16151148034597634,
                  0.1880293615577558,
                  -0.10243982699032352
                ],
                [
                  -0.04965837989155793,
                  0.10353726297286936,
                  -0.1377988629693358,
                  -0.003666999514821234
                ],
                [
                  -0.029198088894805598,
                  0.13414156573561165,
                  0.04213068251324223,
                  -0.11421547630107051
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00952895080890638,
                0.001921388698078889,
                0.0033382155766749967
              ],
              "feature_contributions": [
                [
                  -0.0028490099285999135,
                  -0.008560805976036688,
                  -0.008519770723502719,
                  -0.001168502914584561
                ],
                [
                  -0.0006902134141903615,
                  0.002073092306340569,
                  0.0023586232401515018,
                  -1.5800925281033624e-05
                ],
                [
                  -0.0004254792187697345,
                  0.0028159076570391317,
                  -0.0007560395446520254,
                  -0.0005159762357762645
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4034697849816735
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                -0.0015708011732372008,
                0.0056935585286625925,
                0.007056443272181293
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.07513921981066139,
                  -0.1603504725810158,
                  0.1955848100929074,
                  -0.10440508386171088
                ],
                [
                  -0.056807519119396514,
                  0.09859193105451436,
                  -0.15189412343285674,
                  0.0014265622587958124
                ],
                [
                  -0.03506636390543682,
                  0.13065304995776744,
                  0.03218066425352118,
                  -0.11009676461016378
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009292375638668167,
                0.0021344892651383655,
                0.0034428413716485495
              ],
              "feature_contributions": [
                [
                  0.0007226706558473235,
                  -0.00931990478114172,
                  -0.004022929881020247,
                  0.0017569871944092747
                ],
                [
                  0.00020737313358745732,
                  0.0021749813227735135,
                  0.0011858267420495245,
                  -9.111934886268452e-06
                ],
                [
                  0.0001336033742184403,
                  0.0030082486845993996,
                  -0.00026221365041105793,
                  0.0007339634921259615
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.552412030313993
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                -0.007051199533321272,
                0.008276199820592921,
                0.008710321743963884
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.07672520377732808,
                  -0.16465047820420425,
                  0.1992483439880382,
                  -0.1047708614293401
                ],
                [
                  -0.020226405228506297,
                  0.1458354957296137,
                  -0.20190548386045548,
                  0.022450043238985733
                ],
                [
                  0.0003804038866264691,
                  0.1776914770786442,
                  -0.021147256824039097,
                  -0.0862566250163006
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00885466201307534,
                0.0026624347171454793,
                0.00393470722031652
              ],
              "feature_contributions": [
                [
                  -5.130807115720626e-05,
                  -0.010773568778070754,
                  -0.004644709031576433,
                  -0.0004362756655922192
                ],
                [
                  -5.299110435795191e-06,
                  0.003738492064621547,
                  0.0018439474315834507,
                  3.6624717678240336e-05
                ],
                [
                  1.0329529160295959e-07,
                  0.004721186235597413,
                  0.00020017312744483054,
                  -0.0001458481346864812
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.758050096673829
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.026021587392604427,
                0.00035236069314577984,
                -0.0010174811718126598
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.07959816160184735,
                  -0.1561371717744487,
                  0.19486655821026153,
                  -0.1077278038369962
                ],
                [
                  -0.011115219951557932,
                  0.10965033876169905,
                  -0.18514547729189157,
                  0.031035119675053083
                ],
                [
                  0.007034421300840626,
                  0.15262899137399222,
                  -0.009557670575470703,
                  -0.07969376495689492
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008936183232306784,
                0.002403941381385031,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  0.005486753101887092,
                  0.013647338265337315,
                  -0.0045833503149561505,
                  0.0025346631080293875
                ],
                [
                  0.0003026669144828753,
                  -0.0037860481542154197,
                  0.0017202570780738898,
                  -0.00028845652658059643
                ],
                [
                  -0.0001975733194847506,
                  -0.005435834465956258,
                  9.159786192302861e-05,
                  0.0007640192884948678
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3701672872232513
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                0.0020982810521437403,
                0.005738693564848773,
                0.005485206385731325
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.07885953152183295,
                  -0.1153862231601292,
                  0.17181018693792,
                  -0.10013636134804166
                ],
                [
                  -0.011167449180838862,
                  0.09108387853157873,
                  -0.17452148412805632,
                  0.027540436561202468
                ],
                [
                  0.007024765317147611,
                  0.1495231567942321,
                  -0.005769365918503119,
                  -0.0809863550598907
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00957355060605523,
                0.002309806312694299,
                0.0037698392737644678
              ],
              "feature_contributions": [
                [
                  0.0010302170747191555,
                  -0.002698656690519505,
                  -0.006571365200364563,
                  0.0007645352622534225
                ],
                [
                  5.7229846928626484e-05,
                  0.000835659289376286,
                  0.0026184822810662286,
                  -8.248416521666734e-05
                ],
                [
                  -3.70902827267299e-05,
                  0.0014133701395073212,
                  8.918432937219794e-05,
                  0.00024990292581406786
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0382213091601091
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.010804025551477565,
                0.002592086832173294,
                0.005744194301016562
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0762871450132498,
                  -0.11405698915704707,
                  0.1711407371834284,
                  -0.09780113693899423
                ],
                [
                  0.006392924930380209,
                  0.11177079981109984,
                  -0.17324891368389508,
                  0.03490873620699614
                ],
                [
                  0.007269291867674513,
                  0.14373129092273712,
                  -0.0030124086455906754,
                  -0.08232709747924734
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009723405280801687,
                0.0021155870701334853,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  -0.0017101588637411362,
                  0.0001087369086581817,
                  -0.0032495888154258903,
                  0.005931631041184722
                ],
                [
                  5.6475874636175806e-05,
                  -4.199153058432376e-05,
                  0.001296354561769201,
                  -0.0008343391437812444
                ],
                [
                  6.58813346654499e-05,
                  -5.539768212590771e-05,
                  2.3124592426793895e-05,
                  0.0020186369508545777
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.018652817230144857,
                0.0011667062741396983,
                0.0020646171657861994
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0815384615067453,
                  -0.09542029793084439,
                  0.147759661380106,
                  -0.09783997480062799
                ],
                [
                  0.008607394126139903,
                  0.10533065785778425,
                  -0.16576781087193143,
                  0.03508473306155175
                ],
                [
                  0.005151519124264932,
                  0.15021282988313073,
                  -0.011142458085875277,
                  -0.08268996493814659
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010387525651718382,
                0.0020589932350944373,
                0.0038339570290854895
              ],
              "feature_contributions": [
                [
                  0.0024720174526175667,
                  0.0060576950443459385,
                  -0.00598533131364905,
                  0.0057209103951120195
                ],
                [
                  -0.00010192401493857999,
                  -0.0026117839479935716,
                  0.0026226982358693394,
                  -0.0008012772338919271
                ],
                [
                  -6.271876004992548e-05,
                  -0.0038295416178758816,
                  0.00018125351811474355,
                  0.0019416669965117734
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                -0.007465196310084609,
                0.005411786009023072,
                0.001982530646493442
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.08572456738189978,
                  -0.09508697085157085,
                  0.1500412029929966,
                  -0.09043252890112378
                ],
                [
                  0.0256728138375765,
                  0.10083332179271041,
                  -0.17061654704649326,
                  -0.011451310148409078
                ],
                [
                  0.015008684498862094,
                  0.14744414041433934,
                  -0.016644407256137608,
                  -0.10940607452055333
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.0025237639619469744,
                0.00413851498427031
              ],
              "feature_contributions": [
                [
                  -0.004257051269183873,
                  -0.0014367255428014583,
                  -0.00466676664395933,
                  -0.007273275976807894
                ],
                [
                  0.0005125078108436573,
                  0.0006124636434040821,
                  0.00213329116353665,
                  -0.0003702405707082921
                ],
                [
                  0.0003027091626764577,
                  0.0009048147638698407,
                  0.00021025834472763666,
                  -0.0035737666090508028
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.02479040857726504,
                -0.002204608243850256,
                0.005595021988535925
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.06777663767604314,
                  -0.05372202022030846,
                  0.1626336391974411,
                  -0.05072570137942167
                ],
                [
                  0.007673761136696199,
                  0.056797794709940494,
                  -0.18198392518793846,
                  -0.05278861176961377
                ],
                [
                  0.010001544059481941,
                  0.13811513760590427,
                  -0.020892049244488703,
                  -0.12362819576497877
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574576,
                0.002985918554965634,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -0.0010396622002840756,
                  0.0005526337002325062,
                  0.01345360540233413,
                  0.0026135158284079046
                ],
                [
                  4.7729305967026736e-05,
                  -0.0002369087555040863,
                  -0.006104160467795693,
                  0.0011028131185168634
                ],
                [
                  6.116770666303678e-05,
                  -0.0005664599647346551,
                  -0.0006890524124690377,
                  0.0025395543777630195
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.056989422340854634,
                -0.007844725222872842,
                0.015802325394981866
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.16960409123003722,
                  -0.054528672791915714,
                  0.24050920677586596,
                  -0.21375989576109838
                ],
                [
                  0.07203181310804395,
                  0.06013797865126186,
                  -0.2346636672807484,
                  0.04488824388625019
                ],
                [
                  -0.10680584869950598,
                  0.10174482455896977,
                  0.09251287396287529,
                  -0.27799664924773276
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.003638845441139984,
                0.002915445302629305
              ],
              "feature_contributions": [
                [
                  0.01596163054369849,
                  0.0002085775251522578,
                  0.024633615018808546,
                  0.010444576580386434
                ],
                [
                  -0.002342165049117165,
                  -7.947739589656813e-05,
                  -0.008304137216820879,
                  -0.0007577910021782144
                ],
                [
                  0.0039587271203923025,
                  -0.00015327612455365763,
                  0.0037317987739920186,
                  0.005349630322521895
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.0346251463710439,
                0.0011018493525081414,
                0.021507889224896517
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1581935517409295,
                  -0.06837283317096403,
                  0.3601575774487973,
                  -0.24651803400173483
                ],
                [
                  0.06870797591401512,
                  0.053501440432000245,
                  -0.21646273101784885,
                  0.024376288762371308
                ],
                [
                  -0.10203536008363404,
                  0.07184566888034344,
                  0.2381264535534488,
                  -0.3207521700901664
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254535,
                0.003580289619655277,
                0.0038464182819645323
              ],
              "feature_contributions": [
                [
                  -0.021102238945051588,
                  -0.008078582461957943,
                  0.03528246648105908,
                  0.020436390373739812
                ],
                [
                  0.0029349962698784625,
                  0.0020243131693315655,
                  -0.006790631349368751,
                  -0.0006471183569884127
                ],
                [
                  -0.005366323516554622,
                  0.003346867882320067,
                  0.009197301330692513,
                  0.010483625246474025
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021494059304812296,
                0.00207116783958378,
                0.006663864820785747
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.11604163305208795,
                  -0.06858743823549562,
                  0.37564127534162606,
                  -0.2148720176440928
                ],
                [
                  0.01844723510745597,
                  0.0530233951894068,
                  -0.16657216808060946,
                  0.0018373872194674939
                ],
                [
                  -0.07886556400259782,
                  0.06843216570713072,
                  0.27720571698856133,
                  -0.3006557368868335
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705294,
                0.004239548243405851
              ],
              "feature_contributions": [
                [
                  -0.014245618760483273,
                  0.008885030682348876,
                  -0.0001493308928212953,
                  0.017749180595619033
                ],
                [
                  0.0007125028094821223,
                  -0.0021610742841724623,
                  2.0833709612122604e-05,
                  -4.7751492508531866e-05
                ],
                [
                  -0.0037990350807884394,
                  -0.003478508260996112,
                  -4.324112086071894e-05,
                  0.009745101040025165
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005579818570760212,
                0.0041628596474683425,
                0.0033096423902494515
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.12740132636102744,
                  -0.06224553681470768,
                  0.3854276805773482,
                  -0.22741693184716616
                ],
                [
                  0.0030768094677928156,
                  0.040275800390563186,
                  -0.17443576067396993,
                  0.013344462454617649
                ],
                [
                  -0.09475677869207512,
                  0.10827451309040881,
                  0.27867663585044317,
                  -0.30384818208416636
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.0045811661429380895
              ],
              "feature_contributions": [
                [
                  -0.026078844633994305,
                  0.000929331861709362,
                  -0.006957449146203062,
                  0.017090070925166047
                ],
                [
                  0.00019818957015701284,
                  -0.0001892224167227443,
                  0.0009908512404611777,
                  -0.00031556436010255807
                ],
                [
                  -0.007683730894523851,
                  -0.0006403778623566532,
                  -0.001992760741178344,
                  0.00904534574537021
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.009297834674813255,
                0.006162321970134364,
                0.014446910090352063
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00869650928240119,
                  -0.13994519045690867,
                  0.39487638971908673,
                  -0.23145444229609138
                ],
                [
                  0.05486452645603546,
                  0.025055306342751785,
                  -0.1726971561589512,
                  0.01386904080242903
                ],
                [
                  0.0705992897834423,
                  0.033217094175335415,
                  0.287035626656544,
                  -0.30670303566554813
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636417,
                0.004952101244192423
              ],
              "feature_contributions": [
                [
                  -5.49699172562207e-05,
                  -0.02786336968402201,
                  -0.010973828217742369,
                  0.019385397424717135
                ],
                [
                  -0.00010838789375824911,
                  0.0015591374387119764,
                  0.0014999997949011758,
                  -0.00036304849248418146
                ],
                [
                  -0.00017744491823517555,
                  0.0026297860248170545,
                  -0.003171873878283577,
                  0.010214341617861339
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.0017207368564557905,
                0.005949998857594973,
                0.009099737163980947
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.026999119611589094,
                  -0.14122443644749721,
                  0.38315858746472453,
                  -0.2510683220192996
                ],
                [
                  0.04153435940759976,
                  0.027345181476062325,
                  -0.16726657923261457,
                  0.027609896759028172
                ],
                [
                  0.04493158950585102,
                  0.036944714570823545,
                  0.29475496775035814,
                  -0.2853006632020744
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.004677468380949965
              ],
              "feature_contributions": [
                [
                  -0.0004702269781519478,
                  -0.013532146569577573,
                  -0.01951361842643299,
                  0.02062926824258388
                ],
                [
                  -0.000223948324268847,
                  0.0008111851915370338,
                  0.0026372468447285777,
                  -0.0007023264863015926
                ],
                [
                  -0.00030931236395228585,
                  0.0013992545143249016,
                  -0.0059334588757563615,
                  0.009265785508414727
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009575253391417854,
                0.003519326922538841,
                0.006079894689088306
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03947438987156458,
                  -0.19352079385065263,
                  0.3945321482289645,
                  -0.24016204352867015
                ],
                [
                  0.04376372318766332,
                  0.00884907535593233,
                  -0.16159337825783643,
                  0.03721688460973712
                ],
                [
                  0.053498464528629504,
                  -0.017628236872889558,
                  0.31317608232337996,
                  -0.26321385414281123
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555488,
                0.004486954481059276
              ],
              "feature_contributions": [
                [
                  -0.0010808873618856636,
                  -0.0028442709827709604,
                  -0.00781560655482452,
                  0.010929861286588773
                ],
                [
                  -0.0003679806131976883,
                  3.993805316409492e-05,
                  0.0009829909402634962,
                  -0.0005201109048466106
                ],
                [
                  -0.0005760260053677747,
                  -0.00010187977371336744,
                  -0.002439521436047857,
                  0.004710367423158029
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.020784324610693586,
                0.0035378739498593604,
                0.007136007876339572
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.041906405238889624,
                  -0.20290420161804668,
                  0.40443475547511953,
                  -0.23845688763771136
                ],
                [
                  0.05756742172087395,
                  -0.016204086611726287,
                  -0.14157211604761905,
                  0.06854265017223973
                ],
                [
                  0.058276431787919865,
                  -0.028602862919743233,
                  0.3238843662065253,
                  -0.2561943863023145
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224503,
                0.003144803511500967,
                0.004360646545640778
              ],
              "feature_contributions": [
                [
                  0.00042841460398921976,
                  0.008201308012507754,
                  -0.010691824293422057,
                  0.012918190899394168
                ],
                [
                  0.00018173272531839897,
                  0.00020225028406425618,
                  0.0011557224999147989,
                  -0.0011466350709390604
                ],
                [
                  0.0002339165871121035,
                  0.00045392676949898114,
                  -0.003361843839566203,
                  0.005449361813653911
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.00858406797051241,
                0.0022865769869368897,
                0.007482685954440033
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0162496178782548,
                  -0.19199874252991606,
                  0.3810594479904364,
                  -0.26423781028350835
                ],
                [
                  0.062454527812218004,
                  -0.017503187329003467,
                  -0.13917449811704624,
                  0.07523717327293811
                ],
                [
                  0.041541618175496065,
                  -0.02529359217364119,
                  0.31253781208247255,
                  -0.2743582793005813
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011377522762221584,
                0.003044668345313593,
                0.0047339429805686745
              ],
              "feature_contributions": [
                [
                  -0.00027776181942010036,
                  -0.00848247790576195,
                  -0.012609479615900835,
                  0.018576264549373712
                ],
                [
                  -0.00032054957467722936,
                  -0.00023218992636676183,
                  0.0013828210244804509,
                  -0.0015881728818131632
                ],
                [
                  -0.0002742085043213509,
                  -0.00043152203706759676,
                  -0.0039936970008537616,
                  0.007448170516114068
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.015241599648635543,
                0.0031110923493246037,
                0.009062313179828774
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01570335186308214,
                  -0.18982479075191644,
                  0.38325591235322237,
                  -0.2623097199871504
                ],
                [
                  0.06240294069061901,
                  -0.017662191311959938,
                  -0.13949906438336165,
                  0.07607006044531256
                ],
                [
                  0.04056639328033452,
                  -0.020211757292224852,
                  0.3155808515393247,
                  -0.269802172895832
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011384557437168649,
                0.003046946602256242,
                0.004668574694946329
              ],
              "feature_contributions": [
                [
                  0.0004522915250216518,
                  -0.004211529875602331,
                  -0.013744702545364825,
                  0.0213609831074124
                ],
                [
                  0.0005396759610769666,
                  -0.0001176612533262172,
                  0.0015021721522601595,
                  -0.001860041112942547
                ],
                [
                  0.00045137268997542436,
                  -0.00017323427566163688,
                  -0.004372198993966184,
                  0.008487799064534842
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                0.0021046301328536115,
                0.004171738896022374,
                0.0035151907707274103
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.012632537096007142,
                  -0.18835542213997808,
                  0.38169297137199576,
                  -0.2709537669801954
                ],
                [
                  0.07004512323028589,
                  -0.027134445606678603,
                  -0.13086748724918898,
                  0.0933586325583435
                ],
                [
                  0.04868928520147016,
                  -0.031561415049646324,
                  0.3248586592307117,
                  -0.2527327122704792
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011510119379554637,
                0.0028614952851902615,
                0.0044394686075882464
              ],
              "feature_contributions": [
                [
                  0.0005456707754367964,
                  -0.004260436037510994,
                  -0.01883301058397909,
                  0.013142286599352264
                ],
                [
                  0.0009132855353884038,
                  -0.00018526161206899495,
                  0.0019490631676341344,
                  -0.0013668434801214306
                ],
                [
                  0.0008164278169455593,
                  -0.00027712561593757923,
                  -0.006222205024636763,
                  0.004758624986767947
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0106105100051026
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.01120271047626855,
                0.0007867894845198346,
                0.0017095772467754207
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01332185743064805,
                  -0.1869458514830766,
                  0.3782605470919637,
                  -0.28412261205717243
                ],
                [
                  0.06163559676069643,
                  -0.033747260113342004,
                  -0.10896970811601997,
                  0.1332476364795283
                ],
                [
                  0.04100628613244071,
                  -0.03765326811766767,
                  0.33788220227446647,
                  -0.21789874494277917
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011847779169611094,
                0.0024557558195024585,
                0.004044485784722324
              ],
              "feature_contributions": [
                [
                  -0.0007887379637284692,
                  0.00239847213437562,
                  -0.017891096984410874,
                  0.01563629412042118
                ],
                [
                  -0.0011288464284037898,
                  0.0001339345610272595,
                  0.0015943622608323655,
                  -0.002268416728438459
                ],
                [
                  -0.0009552601198510598,
                  0.00019007489878656366,
                  -0.006288028274989169,
                  0.004718304958106763
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2192426547809219
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                -0.004565357775972495,
                0.0012963336487590992,
                -7.807767092838855e-05
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01873808144312397,
                  -0.18372424053608133,
                  0.3718574805703335,
                  -0.2911586395914576
                ],
                [
                  0.04656352870633341,
                  -0.041806069506762134,
                  -0.08854342130241338,
                  0.1451113352789143
                ],
                [
                  0.033511858376618776,
                  -0.041553881775056256,
                  0.34749199613064613,
                  -0.21338876465430656
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012123231353302892,
                0.0021656848255170924,
                0.0038554013682363907
              ],
              "feature_contributions": [
                [
                  0.0005550837550310216,
                  -0.01080142702828011,
                  -0.018859832116154312,
                  0.012417586260128016
                ],
                [
                  0.0004318821070412109,
                  -0.0007695554971634025,
                  0.0014060589537974349,
                  -0.0019377367404332367
                ],
                [
                  0.00039152411118634786,
                  -0.0009635025758595416,
                  -0.006950766683921842,
                  0.0035892661094302555
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2177873292024546
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                -0.04615836625724597,
                -0.000858370226711301,
                -0.006341043120213465
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0037274564908965874,
                  -0.18668845437478046,
                  0.3657725314402675,
                  -0.30647617984654435
                ],
                [
                  0.029745388293331277,
                  -0.04462350534456869,
                  -0.09293917274407172,
                  0.13454267461758954
                ],
                [
                  0.027456863558008374,
                  -0.04359056785802817,
                  0.34747733299239825,
                  -0.2213671628656321
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012558639402619014,
                0.0022356044604627035,
                0.003892325579464031
              ],
              "feature_contributions": [
                [
                  -0.00019142454883103437,
                  -0.04503489995916774,
                  -0.019109514935533672,
                  0.005618833783667473
                ],
                [
                  -0.00047724782015452354,
                  -0.0033630605490134937,
                  0.001516968767638981,
                  -0.0007706350856449682
                ],
                [
                  -0.0005545447682321592,
                  -0.004135470301085447,
                  -0.007139465384225827,
                  0.001596111753865936
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                -0.019602013422494492,
                0.00233355698321021,
                -0.0040429463522828595
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.004021821878242505,
                  -0.1861567916613295,
                  0.3658478139140888,
                  -0.30908976202365707
                ],
                [
                  0.029343372665427823,
                  -0.044357639494443823,
                  -0.09459524853903026,
                  0.1345521860960529
                ],
                [
                  0.02724577868680705,
                  -0.04113686742115005,
                  0.34687742883723455,
                  -0.22430841813250915
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012436430808894686,
                0.002237246364093884,
                0.0038929770840170556
              ],
              "feature_contributions": [
                [
                  -3.5606902645145116e-05,
                  -0.014861757691582253,
                  -0.018966583045811954,
                  0.0018255034086501725
                ],
                [
                  -8.114412664087221e-05,
                  -0.0011061026018887022,
                  0.0015317703240896033,
                  -0.00024821297644370263
                ],
                [
                  -9.484348172732487e-05,
                  -0.0012912769747406335,
                  -0.007070686359163631,
                  0.0005208833793316736
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.671122728377542
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                -0.0058520861809159466,
                0.001439204652313203,
                0.0039902075771457
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.01311271269643375,
                  -0.126544878234588,
                  0.34855990025783634,
                  -0.30543116789285574
                ],
                [
                  0.019623383227346178,
                  -0.008920402756901424,
                  -0.10496567511747486,
                  0.13644494041590238
                ],
                [
                  0.005246489102272652,
                  0.03766618285948378,
                  0.326482379763186,
                  -0.21936103662378673
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012657204634274217,
                0.002336548547778328,
                0.004122279255975176
              ],
              "feature_contributions": [
                [
                  -4.0446587561932585e-06,
                  -0.016560371538634766,
                  -0.017707272777660595,
                  0.015762398159861392
                ],
                [
                  1.892219264725415e-06,
                  -0.00036493725481897936,
                  0.0016669777074326392,
                  -0.00220127656734351
                ],
                [
                  6.393240351046957e-07,
                  0.0019473321336382068,
                  -0.006552347446019029,
                  0.004472304309516242
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.7555595243462814
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.017161159439582886,
                0.001397573564968185,
                0.004613563230246059
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.015562606457538498,
                  -0.11713937061375218,
                  0.3426815441661665,
                  -0.3047118414610641
                ],
                [
                  0.015235610472980145,
                  0.015803143370631073,
                  -0.12495980801282024,
                  0.13694930944903777
                ],
                [
                  0.0008496396473789173,
                  0.05600626324983851,
                  0.31297806174791953,
                  -0.21731078134784657
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012709536999339901,
                0.0026362427850158588,
                0.004305068212017512
              ],
              "feature_contributions": [
                [
                  0.00015592253385337816,
                  -0.0010433671460166707,
                  -0.017585982725890688,
                  0.022925049778296968
                ],
                [
                  -4.845039673457264e-05,
                  4.4677481105590865e-05,
                  0.0020354348442223054,
                  -0.003270331148640997
                ],
                [
                  -3.374931807238985e-06,
                  0.00019777643853727484,
                  -0.006367860007682444,
                  0.0064819535191809555
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.5946353044718697
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.0009914440189841452,
                0.00402245592517428,
                -0.002039180788425678
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.018326107274690716,
                  -0.09609232178869623,
                  0.3340056193565494,
                  -0.31251855737374373
                ],
                [
                  0.015526520103542971,
                  -0.007492514920136112,
                  -0.11716068906951735,
                  0.14257524018890783
                ],
                [
                  -0.00032115306570936353,
                  0.042218668864187014,
                  0.3212538000416706,
                  -0.21536695882774645
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012966212281406177,
                0.002499780621963001,
                0.004183753095451189
              ],
              "feature_contributions": [
                [
                  -0.00012973557941781984,
                  0.0022490427565596553,
                  -0.018282714038129783,
                  0.004188638598565913
                ],
                [
                  3.495937374046498e-05,
                  5.577470529073018e-05,
                  0.0020397148279189393,
                  -0.0006077736037388555
                ],
                [
                  -9.018046966672224e-07,
                  -0.0003919449835595523,
                  -0.006975040214323653,
                  0.0011449531187030055
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.1664646140637918
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.004707961751121165,
                0.002048094762522547,
                0.0005302588749551639
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.01129209759211373,
                  -0.09204098270603886,
                  0.34758605026908646,
                  -0.2904030317319007
                ],
                [
                  0.02033662102251518,
                  -0.005108184901626012,
                  -0.10733162847933204,
                  0.16328612911743418
                ],
                [
                  0.0025764594492448446,
                  0.0440877256104851,
                  0.33096046477239893,
                  -0.20254577554623462
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01234115965292572,
                0.002309071677704446,
                0.004012269216495718
              ],
              "feature_contributions": [
                [
                  0.00027572066595077746,
                  -0.0008700218316664134,
                  -0.016703046909439082,
                  0.009664150173350164
                ],
                [
                  -0.00015784747375339632,
                  -1.534898483667359e-05,
                  0.0016395521130965747,
                  -0.0017273325696884037
                ],
                [
                  -2.4864400133129878e-05,
                  0.00016471250703892527,
                  -0.006285928818311328,
                  0.0026640703698649795
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0236123843805298
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.012898271247345447,
                0.0008282108362375521,
                0.005718517547798743
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.00991730814846395,
                  -0.1012029615046785,
                  0.3289488469073078,
                  -0.29259799121550334
                ],
                [
                  0.01746013308494043,
                  0.0009323880160849451,
                  -0.09580571715528961,
                  0.16483007221881746
                ],
                [
                  0.00018230705419972204,
                  0.04444680777603907,
                  0.3342646831669294,
                  -0.20278298153935428
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012937023117167238,
                0.002171555245108767,
                0.003914301151573762
              ],
              "feature_contributions": [
                [
                  -0.0001817344987396588,
                  -0.005476351933254949,
                  -0.005304990179389008,
                  0.010924324741561825
                ],
                [
                  0.00010140535746799907,
                  1.599059384026728e-05,
                  0.0004896857014176112,
                  -0.0019504260615970921
                ],
                [
                  1.3135255853140122e-06,
                  0.0009456494985380036,
                  -0.002119523336678188,
                  0.0029767767087798525
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1527107800924337
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012826324942976088,
                0.001636685630862478,
                0.0044624734222145435
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.006265480967646178,
                  -0.10114206379917604,
                  0.33639053737878755,
                  -0.28757623785720454
                ],
                [
                  0.009924460539093079,
                  0.0012743751223915634,
                  -0.10452041710745345,
                  0.15768364164120338
                ],
                [
                  -0.0022624549535609512,
                  0.04436988727540689,
                  0.3362322394296311,
                  -0.20402841864573032
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345933,
                0.0023057298290726494,
                0.003874674440981429
              ],
              "feature_contributions": [
                [
                  0.00011361764964123576,
                  -0.0019668547879885603,
                  -0.0032383079646862993,
                  0.005401776450663779
                ],
                [
                  -5.7040600343729925e-05,
                  7.85459078307384e-06,
                  0.000318904982151435,
                  -0.0009387631708009503
                ],
                [
                  1.6082391724402745e-05,
                  0.00033822688110666306,
                  -0.001268799619775977,
                  0.0015022893281780255
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                -4.6840193381313816e-05,
                0.0037243333810756613,
                0.0003547637495510854
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.003556425898221739,
                  -0.08714288585149033,
                  0.33090395339779477,
                  -0.2934355612885578
                ],
                [
                  0.004442458477605144,
                  -0.013582343278442766,
                  -0.10023634190152657,
                  0.16347057691406652
                ],
                [
                  -0.0078047424434214896,
                  0.032882126474344825,
                  0.33774630089333696,
                  -0.19898666513190594
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174367,
                0.0020754213531283777,
                0.0036895751635744405
              ],
              "feature_contributions": [
                [
                  0.00015405049815302946,
                  -0.001464506425911649,
                  -0.003981338194992833,
                  -0.007908287780804229
                ],
                [
                  -6.11254566837891e-05,
                  -7.250758540849188e-05,
                  0.0003830907978762844,
                  0.00139945427216328
                ],
                [
                  0.0001320792474362749,
                  0.00021589665115808742,
                  -0.0015876120356552576,
                  -0.00209517527696246
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.01882810107403167,
                0.006937888677167117,
                -0.0020719724911023286
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00375850168373361,
                  -0.09168836974602429,
                  0.3292922049150891,
                  -0.2836918265147911
                ],
                [
                  0.00876064763335415,
                  -0.01756943749711881,
                  -0.09806101418331967,
                  0.16702583661071269
                ],
                [
                  -0.0011064423282912445,
                  0.026256392638875137,
                  0.3356761877671518,
                  -0.18954762939160968
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01236075434663782,
                0.001888255048334471,
                0.0033527365973884567
              ],
              "feature_contributions": [
                [
                  0.00017125017553855165,
                  -0.005604217802540793,
                  0.00511971973913348,
                  -0.03087560753280073
                ],
                [
                  0.00012614350848153745,
                  -0.0003393681093829662,
                  -0.0004818074769357827,
                  0.0057446657066698575
                ],
                [
                  -1.9737107859534178e-05,
                  0.0006283104299967253,
                  0.002043260447942704,
                  -0.00807654285857068
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.003178165230576362,
                0.007147979262221294,
                0.0012312227657878918
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.013371529448414559,
                  -0.09681553461952436,
                  0.3292655315264072,
                  -0.28826120238673225
                ],
                [
                  0.004206480487257898,
                  -0.015914884605488733,
                  -0.09897629927475672,
                  0.16881042033471894
                ],
                [
                  0.007132713449321364,
                  0.019737734917698507,
                  0.3362070886071418,
                  -0.1956074761912007
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635868,
                0.0019622614099607492,
                0.0030762306184562724
              ],
              "feature_contributions": [
                [
                  4.506155292505601e-05,
                  0.0023241023663405423,
                  0.021508444820611556,
                  -0.03865661614508938
                ],
                [
                  4.436722615427846e-06,
                  0.00011957269791160705,
                  -0.002023542269167927,
                  0.007085250700901437
                ],
                [
                  9.397064500955405e-06,
                  -0.00018523364741345003,
                  0.008585823713981956,
                  -0.010254994983737843
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.0030376701974703536,
                0.0011762994248102263,
                -0.0011545993712503877
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03881878485589434,
                  -0.06536529396405022,
                  0.3285318387074238,
                  -0.24336074335838354
                ],
                [
                  -0.06131262857811605,
                  -0.09210479503332948,
                  -0.09321311144715753,
                  0.03229936323802886
                ],
                [
                  -0.018052050907719185,
                  -0.00815052536887445,
                  0.3298370380017938,
                  -0.24433875298260146
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0121368285908151,
                0.0012716456558544344,
                0.0026943718079549604
              ],
              "feature_contributions": [
                [
                  -0.00018383941500488987,
                  0.0009770874763395053,
                  0.021600367540626074,
                  -0.031492773995305444
                ],
                [
                  9.829925131592967e-05,
                  0.00046609243101917026,
                  -0.002074742786702319,
                  0.001415004873323011
                ],
                [
                  3.3833064506360695e-05,
                  4.82158609559783e-05,
                  0.008582250620842185,
                  -0.012513270725509873
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.00674619665643535,
                -0.007617433129698318,
                -0.009815156741613758
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.026739990655170114,
                  -0.0642231209269537,
                  0.30771476723996455,
                  -0.31526011561159567
                ],
                [
                  -0.07672498346963656,
                  -0.08869034309281548,
                  -0.11740726246145705,
                  -0.06331707451492252
                ],
                [
                  -0.040117485557171546,
                  -0.008135962530518681,
                  0.2691083865228111,
                  -0.3641770646276642
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688452,
                0.0007485961137346224,
                0.001772960507766212
              ],
              "feature_contributions": [
                [
                  -5.4487056512338614e-05,
                  -0.0019272545935099638,
                  0.03188734862210451,
                  -0.04764735657620601
                ],
                [
                  5.395539960214141e-05,
                  -0.0009185229921113079,
                  -0.004198856640949405,
                  -0.00330260500997437
                ],
                [
                  3.4678356974170325e-05,
                  -0.00010357366276661957,
                  0.011830143580667505,
                  -0.023349365524255025
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.02855771766063641,
                -0.007521542657440529,
                0.00902430416660251
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03329261725576932,
                  -0.06173689217294026,
                  0.3253177201606834,
                  -0.347934648137765
                ],
                [
                  -0.0792145450482753,
                  -0.09115064994294929,
                  -0.10190621146360218,
                  -0.078985343206461
                ],
                [
                  -0.029862166411261607,
                  -0.0019904349318881076,
                  0.29964661263843256,
                  -0.3484093772790946
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878696,
                0.0008332400548810108,
                0.001970200155941273
              ],
              "feature_contributions": [
                [
                  -9.994851885455524e-05,
                  -0.002407547751548656,
                  0.04722239148268576,
                  -0.02688769054252483
                ],
                [
                  8.205751199048036e-05,
                  -0.0012265207616084428,
                  -0.00510417905877443,
                  -0.0021061404039291486
                ],
                [
                  3.81338448779878e-05,
                  -3.301710500128943e-05,
                  0.01850165120713789,
                  -0.011452663936353353
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.01614653444240541,
                -0.004323307514209843,
                0.006280763063050068
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.029642699371663167,
                  -0.07351946859464109,
                  0.3138939653077605,
                  -0.40107392752834803
                ],
                [
                  -0.0789557244228161,
                  -0.07967926905651314,
                  -0.09046953103779035,
                  -0.05197118265113695
                ],
                [
                  -0.03332689311976862,
                  -0.007413110983176208,
                  0.29944546646784465,
                  -0.385239702161157
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888558,
                0.0017369878073056429
              ],
              "feature_contributions": [
                [
                  -0.0005600963738701737,
                  -0.004394901795760662,
                  0.0324548972628405,
                  -0.02121117209000898
                ],
                [
                  0.0005080078281932779,
                  -0.0016219368012640274,
                  -0.0031852342873910757,
                  -0.0009359326694368737
                ],
                [
                  0.00026557533785962975,
                  -0.00018689394034363693,
                  0.01305758667071749,
                  -0.008592492812489055
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.034042595087787536,
                0.000948325045247606,
                0.009075678217201778
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02721067226157462,
                  -0.061020000153798604,
                  0.35852980481378366,
                  -0.39274205175277727
                ],
                [
                  -0.08225016043807462,
                  -0.05933915128444353,
                  -0.03980736387220771,
                  -0.03707526766512947
                ],
                [
                  -0.036960804007962214,
                  0.005851981121803074,
                  0.3464446445521515,
                  -0.37569801526723984
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007394,
                0.001181562815428451,
                0.0020973202574968005
              ],
              "feature_contributions": [
                [
                  0.0003889283230789434,
                  0.0050197209146752506,
                  0.029646388938976538,
                  -0.011638433255950589
                ],
                [
                  -0.0004005979667414463,
                  0.0016633758251731446,
                  -0.0011216352336320765,
                  -0.00037438039498046696
                ],
                [
                  -0.0002233751412005119,
                  -0.00020355108171140978,
                  0.01211277137490672,
                  -0.00470748719228982
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.02086089997163848,
                -0.006093665796070994,
                0.004856688274929774
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.032066763117687525,
                  -0.07775328669649934,
                  0.34191934599535734,
                  -0.4008509663768633
                ],
                [
                  -0.06547287111751016,
                  -0.09786768303823386,
                  -0.0961454067158226,
                  -0.053250659069063115
                ],
                [
                  -0.02389543220976418,
                  -0.03521800885634013,
                  0.284699899522984,
                  -0.3827694004487968
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425846,
                0.0005870809448610732,
                0.0014903942727466195
              ],
              "feature_contributions": [
                [
                  6.966485537153585e-05,
                  -0.00413499014604643,
                  0.03691104526904953,
                  -0.022098894266162
                ],
                [
                  -5.092043316719353e-05,
                  -0.001863232782697239,
                  -0.003715637163129388,
                  -0.0010509563619382455
                ],
                [
                  -2.2674138374165215e-05,
                  -0.0008180461544463408,
                  0.013423855542079057,
                  -0.009216841247075395
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.023123158733254885,
                -0.007408538345902973,
                0.005646982389858176
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02195020534465462,
                  -0.03839501931455247,
                  0.304152485496222,
                  -0.39438005244986424
                ],
                [
                  -0.07299008899155722,
                  -0.06808478993837155,
                  -0.12445770059726254,
                  -0.05176031690565869
                ],
                [
                  -0.034485902985618,
                  0.0030465210317837665,
                  0.24770463270745083,
                  -0.3764960783953372
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00920837284590796,
                0.0002659047796902833,
                0.0010671108897807055
              ],
              "feature_contributions": [
                [
                  -0.00011362027927871542,
                  -0.002076801935411676,
                  0.037474002375477246,
                  -0.021368794273439923
                ],
                [
                  0.0001352164695735566,
                  -0.0013180100618444084,
                  -0.005487934477666441,
                  -0.0010037150556559632
                ],
                [
                  7.813915552310585e-05,
                  7.213303678934018e-05,
                  0.013359268711937704,
                  -0.00892966940417268
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.011197876499734149,
                -0.004414978339234797,
                -0.00221715556312037
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.020735176859321646,
                  -0.03053881439941053,
                  0.32451387533271814,
                  -0.3925789078027908
                ],
                [
                  -0.07391268715756245,
                  -0.08109051362162027,
                  -0.1489987413555398,
                  -0.058525350982553154
                ],
                [
                  -0.03685416567220642,
                  -0.00966202184444337,
                  0.23185860715897996,
                  -0.38491168247123825
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207697,
                -2.574867835005457e-05,
                0.0008524269187974849
              ],
              "feature_contributions": [
                [
                  -6.21060485982429e-05,
                  0.001807880814112656,
                  0.028196450650618925,
                  -0.028388378446606886
                ],
                [
                  7.993301520924231e-05,
                  0.0017332799914739653,
                  -0.004674388675757271,
                  -0.0015280539918106795
                ],
                [
                  4.836551567998757e-05,
                  0.00025061595864354257,
                  0.008826885212320777,
                  -0.012195449168562163
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ridge": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.1727035458350914,
            "annualized_return": 0.04546222551402779,
            "annualized_volatility": 0.11940909435853546,
            "sharpe_zero_rf": 0.4316541495648045,
            "maximum_drawdown": -0.2216175741300025,
            "average_turnover": 0.09568566046619358,
            "cost_bps_sum": 20.572417000231628,
            "end_value": 117.27035458350913,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.04786925213694864,
              "rmse": 0.06115833838199752,
              "oos_r2_vs_mean": -0.006653399936836557,
              "forecast_min": -0.04538305728422671,
              "forecast_max": 0.05632733652451376,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 43,
              "mae": 0.016837158154637735,
              "rmse": 0.02217006614914037,
              "oos_r2_vs_mean": -0.003739083406321564,
              "forecast_min": -0.00055734089769398,
              "forecast_max": 0.0036493031074402945,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.02228911893671172,
              "rmse": 0.029412113527197754,
              "oos_r2_vs_mean": 0.0020316699746105726,
              "forecast_min": 0.0002992157639946808,
              "forecast_max": 0.006233173821428848,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406421
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481206
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956116
            },
            {
              "date": "2019-06-24",
              "wealth": 104.10025882383881
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168238
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.096405116439
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52752240473944
            },
            {
              "date": "2019-07-02",
              "wealth": 104.83644138163375
            },
            {
              "date": "2019-07-03",
              "wealth": 105.34161975868948
            },
            {
              "date": "2019-07-05",
              "wealth": 104.86638124617753
            },
            {
              "date": "2019-07-08",
              "wealth": 104.53982140180477
            },
            {
              "date": "2019-07-09",
              "wealth": 104.53006959819591
            },
            {
              "date": "2019-07-10",
              "wealth": 104.8248935194801
            },
            {
              "date": "2019-07-11",
              "wealth": 104.63231864872174
            },
            {
              "date": "2019-07-12",
              "wealth": 104.9056146821105
            },
            {
              "date": "2019-07-15",
              "wealth": 105.03308927470987
            },
            {
              "date": "2019-07-16",
              "wealth": 104.75512771111609
            },
            {
              "date": "2019-07-17",
              "wealth": 104.71064505873338
            },
            {
              "date": "2019-07-18",
              "wealth": 105.02274966871698
            },
            {
              "date": "2019-07-19",
              "wealth": 104.66028332346052
            },
            {
              "date": "2019-07-22",
              "wealth": 104.8597534824176
            },
            {
              "date": "2019-07-23",
              "wealth": 105.15269178182452
            },
            {
              "date": "2019-07-24",
              "wealth": 105.49066184584974
            },
            {
              "date": "2019-07-25",
              "wealth": 105.12936623594902
            },
            {
              "date": "2019-07-26",
              "wealth": 105.47268374100628
            },
            {
              "date": "2019-07-29",
              "wealth": 105.40344767198503
            },
            {
              "date": "2019-07-30",
              "wealth": 105.29485415161864
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88158282593476
            },
            {
              "date": "2019-08-01",
              "wealth": 105.05189496621117
            },
            {
              "date": "2019-08-01",
              "wealth": 105.05092702958272
            },
            {
              "date": "2019-08-02",
              "wealth": 104.80098234057161
            },
            {
              "date": "2019-08-05",
              "wealth": 103.74716719608148
            },
            {
              "date": "2019-08-06",
              "wealth": 104.57328916422664
            },
            {
              "date": "2019-08-07",
              "wealth": 104.59623806001689
            },
            {
              "date": "2019-08-08",
              "wealth": 105.54809056407719
            },
            {
              "date": "2019-08-09",
              "wealth": 105.11139234841876
            },
            {
              "date": "2019-08-12",
              "wealth": 104.92959042228685
            },
            {
              "date": "2019-08-13",
              "wealth": 105.48459747875117
            },
            {
              "date": "2019-08-14",
              "wealth": 104.43846557154853
            },
            {
              "date": "2019-08-15",
              "wealth": 104.90253223104449
            },
            {
              "date": "2019-08-16",
              "wealth": 105.50687819224264
            },
            {
              "date": "2019-08-19",
              "wealth": 105.80088755098586
            },
            {
              "date": "2019-08-20",
              "wealth": 105.74757235835749
            },
            {
              "date": "2019-08-21",
              "wealth": 106.06349071905554
            },
            {
              "date": "2019-08-22",
              "wealth": 105.88198195991887
            },
            {
              "date": "2019-08-23",
              "wealth": 105.0362374444413
            },
            {
              "date": "2019-08-26",
              "wealth": 105.49649899079807
            },
            {
              "date": "2019-08-27",
              "wealth": 105.60471355222346
            },
            {
              "date": "2019-08-28",
              "wealth": 105.93428326307905
            },
            {
              "date": "2019-08-29",
              "wealth": 106.39014807345612
            },
            {
              "date": "2019-08-30",
              "wealth": 106.37573184388994
            },
            {
              "date": "2019-09-03",
              "wealth": 106.16583754218051
            },
            {
              "date": "2019-09-03",
              "wealth": 106.16514096344098
            },
            {
              "date": "2019-09-04",
              "wealth": 106.78593534926968
            },
            {
              "date": "2019-09-05",
              "wealth": 106.90949009279767
            },
            {
              "date": "2019-09-06",
              "wealth": 107.05527246598747
            },
            {
              "date": "2019-09-09",
              "wealth": 106.67845780236824
            },
            {
              "date": "2019-09-10",
              "wealth": 106.20437815835736
            },
            {
              "date": "2019-09-11",
              "wealth": 106.48345342861184
            },
            {
              "date": "2019-09-12",
              "wealth": 106.53525712879845
            },
            {
              "date": "2019-09-13",
              "wealth": 105.96610267407016
            },
            {
              "date": "2019-09-16",
              "wealth": 106.09182672575844
            },
            {
              "date": "2019-09-17",
              "wealth": 106.36381541846963
            },
            {
              "date": "2019-09-18",
              "wealth": 106.46371911376718
            },
            {
              "date": "2019-09-19",
              "wealth": 106.5449056512635
            },
            {
              "date": "2019-09-20",
              "wealth": 106.68959339653064
            },
            {
              "date": "2019-09-23",
              "wealth": 106.71208215280222
            },
            {
              "date": "2019-09-24",
              "wealth": 106.59626263738829
            },
            {
              "date": "2019-09-25",
              "wealth": 106.5011479884683
            },
            {
              "date": "2019-09-26",
              "wealth": 106.53066548460185
            },
            {
              "date": "2019-09-27",
              "wealth": 106.33461924684117
            },
            {
              "date": "2019-09-30",
              "wealth": 106.65912479996355
            },
            {
              "date": "2019-10-01",
              "wealth": 106.22869991564482
            },
            {
              "date": "2019-10-01",
              "wealth": 106.2243022708671
            },
            {
              "date": "2019-10-02",
              "wealth": 105.58390467128058
            },
            {
              "date": "2019-10-03",
              "wealth": 106.22212868253007
            },
            {
              "date": "2019-10-04",
              "wealth": 106.97949011585388
            },
            {
              "date": "2019-10-07",
              "wealth": 106.5307253711952
            },
            {
              "date": "2019-10-08",
              "wealth": 105.92137557658732
            },
            {
              "date": "2019-10-09",
              "wealth": 106.23939240386932
            },
            {
              "date": "2019-10-10",
              "wealth": 106.13484320839592
            },
            {
              "date": "2019-10-11",
              "wealth": 106.28379818586465
            },
            {
              "date": "2019-10-14",
              "wealth": 106.42712171950116
            },
            {
              "date": "2019-10-15",
              "wealth": 106.60698056972136
            },
            {
              "date": "2019-10-16",
              "wealth": 106.63744471180132
            },
            {
              "date": "2019-10-17",
              "wealth": 106.79305846425773
            },
            {
              "date": "2019-10-18",
              "wealth": 106.67042310527499
            },
            {
              "date": "2019-10-21",
              "wealth": 106.77017338501604
            },
            {
              "date": "2019-10-22",
              "wealth": 106.75866780845259
            },
            {
              "date": "2019-10-23",
              "wealth": 106.91293820317894
            },
            {
              "date": "2019-10-24",
              "wealth": 107.04079399125658
            },
            {
              "date": "2019-10-25",
              "wealth": 107.09474365576348
            },
            {
              "date": "2019-10-28",
              "wealth": 107.12470729893464
            },
            {
              "date": "2019-10-29",
              "wealth": 107.0684344700244
            },
            {
              "date": "2019-10-30",
              "wealth": 107.47270305565831
            },
            {
              "date": "2019-10-31",
              "wealth": 107.74982889377625
            },
            {
              "date": "2019-11-01",
              "wealth": 108.11914262566017
            },
            {
              "date": "2019-11-01",
              "wealth": 108.11875389916915
            },
            {
              "date": "2019-11-04",
              "wealth": 107.98360885839473
            },
            {
              "date": "2019-11-05",
              "wealth": 107.58208262047064
            },
            {
              "date": "2019-11-06",
              "wealth": 107.85351659336482
            },
            {
              "date": "2019-11-07",
              "wealth": 107.5086078878199
            },
            {
              "date": "2019-11-08",
              "wealth": 107.53345068346934
            },
            {
              "date": "2019-11-11",
              "wealth": 107.4942044423434
            },
            {
              "date": "2019-11-12",
              "wealth": 107.63124653440406
            },
            {
              "date": "2019-11-13",
              "wealth": 107.80696829170168
            },
            {
              "date": "2019-11-14",
              "wealth": 108.19604473242667
            },
            {
              "date": "2019-11-15",
              "wealth": 108.49719107672327
            },
            {
              "date": "2019-11-18",
              "wealth": 108.62118764020688
            },
            {
              "date": "2019-11-19",
              "wealth": 108.73017715099107
            },
            {
              "date": "2019-11-20",
              "wealth": 108.7299494205854
            },
            {
              "date": "2019-11-21",
              "wealth": 108.50245520391101
            },
            {
              "date": "2019-11-22",
              "wealth": 108.67635293275747
            },
            {
              "date": "2019-11-25",
              "wealth": 109.14146434536967
            },
            {
              "date": "2019-11-26",
              "wealth": 109.38464733750236
            },
            {
              "date": "2019-11-27",
              "wealth": 109.49561727024057
            },
            {
              "date": "2019-11-29",
              "wealth": 109.23890126326575
            },
            {
              "date": "2019-12-02",
              "wealth": 108.60147229751185
            },
            {
              "date": "2019-12-02",
              "wealth": 108.60083713546005
            },
            {
              "date": "2019-12-03",
              "wealth": 108.82133106173735
            },
            {
              "date": "2019-12-04",
              "wealth": 108.93125193136882
            },
            {
              "date": "2019-12-05",
              "wealth": 108.90204461540782
            },
            {
              "date": "2019-12-06",
              "wealth": 109.19989682241815
            },
            {
              "date": "2019-12-09",
              "wealth": 109.07767481324649
            },
            {
              "date": "2019-12-10",
              "wealth": 108.98704788847925
            },
            {
              "date": "2019-12-11",
              "wealth": 109.3721827303832
            },
            {
              "date": "2019-12-12",
              "wealth": 109.36579339410842
            },
            {
              "date": "2019-12-13",
              "wealth": 109.78225745910994
            },
            {
              "date": "2019-12-16",
              "wealth": 109.87672080912486
            },
            {
              "date": "2019-12-17",
              "wealth": 109.86691050163797
            },
            {
              "date": "2019-12-18",
              "wealth": 109.75810188706953
            },
            {
              "date": "2019-12-19",
              "wealth": 110.00508981022045
            },
            {
              "date": "2019-12-20",
              "wealth": 110.20175134283944
            },
            {
              "date": "2019-12-23",
              "wealth": 110.25734045232724
            },
            {
              "date": "2019-12-24",
              "wealth": 110.34659604193295
            },
            {
              "date": "2019-12-26",
              "wealth": 110.69990477616045
            },
            {
              "date": "2019-12-27",
              "wealth": 110.7783710343781
            },
            {
              "date": "2019-12-30",
              "wealth": 110.54851315715297
            },
            {
              "date": "2019-12-31",
              "wealth": 110.41914819440095
            },
            {
              "date": "2020-01-02",
              "wealth": 111.0792189065491
            },
            {
              "date": "2020-01-02",
              "wealth": 111.07889534697823
            },
            {
              "date": "2020-01-03",
              "wealth": 111.0428327182607
            },
            {
              "date": "2020-01-06",
              "wealth": 111.08697709434333
            },
            {
              "date": "2020-01-07",
              "wealth": 110.82784772094608
            },
            {
              "date": "2020-01-08",
              "wealth": 110.9603945387877
            },
            {
              "date": "2020-01-09",
              "wealth": 111.45058151968901
            },
            {
              "date": "2020-01-10",
              "wealth": 111.46880060360368
            },
            {
              "date": "2020-01-13",
              "wealth": 111.68652590976433
            },
            {
              "date": "2020-01-14",
              "wealth": 111.71663345143199
            },
            {
              "date": "2020-01-15",
              "wealth": 111.97517279093042
            },
            {
              "date": "2020-01-16",
              "wealth": 112.34945213966417
            },
            {
              "date": "2020-01-17",
              "wealth": 112.4691163853129
            },
            {
              "date": "2020-01-21",
              "wealth": 112.65097599399701
            },
            {
              "date": "2020-01-22",
              "wealth": 112.67924684182205
            },
            {
              "date": "2020-01-23",
              "wealth": 112.85917050338554
            },
            {
              "date": "2020-01-24",
              "wealth": 112.5972728840219
            },
            {
              "date": "2020-01-27",
              "wealth": 112.10960351112736
            },
            {
              "date": "2020-01-28",
              "wealth": 112.4773205153271
            },
            {
              "date": "2020-01-29",
              "wealth": 112.69835765019403
            },
            {
              "date": "2020-01-30",
              "wealth": 112.90602984415047
            },
            {
              "date": "2020-01-31",
              "wealth": 112.28230100883634
            },
            {
              "date": "2020-02-03",
              "wealth": 112.58028896490005
            },
            {
              "date": "2020-02-03",
              "wealth": 112.57840728440003
            },
            {
              "date": "2020-02-04",
              "wealth": 113.06956583519052
            },
            {
              "date": "2020-02-05",
              "wealth": 113.49111214620063
            },
            {
              "date": "2020-02-06",
              "wealth": 113.6712474374071
            },
            {
              "date": "2020-02-07",
              "wealth": 113.6704949408905
            },
            {
              "date": "2020-02-10",
              "wealth": 114.18475758732937
            },
            {
              "date": "2020-02-11",
              "wealth": 114.1517245152757
            },
            {
              "date": "2020-02-12",
              "wealth": 114.38468499016814
            },
            {
              "date": "2020-02-13",
              "wealth": 114.33741097187877
            },
            {
              "date": "2020-02-14",
              "wealth": 114.57471467369552
            },
            {
              "date": "2020-02-18",
              "wealth": 114.55156548949618
            },
            {
              "date": "2020-02-19",
              "wealth": 114.75001631915569
            },
            {
              "date": "2020-02-20",
              "wealth": 114.73461130015188
            },
            {
              "date": "2020-02-21",
              "wealth": 114.39677305074417
            },
            {
              "date": "2020-02-24",
              "wealth": 112.96651082832594
            },
            {
              "date": "2020-02-25",
              "wealth": 111.5954278615515
            },
            {
              "date": "2020-02-26",
              "wealth": 111.28847122506092
            },
            {
              "date": "2020-02-27",
              "wealth": 109.14822047421349
            },
            {
              "date": "2020-02-28",
              "wealth": 109.67216323600158
            },
            {
              "date": "2020-03-02",
              "wealth": 111.57941564580621
            },
            {
              "date": "2020-03-02",
              "wealth": 111.57889497207894
            },
            {
              "date": "2020-03-03",
              "wealth": 110.98189732759037
            },
            {
              "date": "2020-03-04",
              "wealth": 112.86599175690208
            },
            {
              "date": "2020-03-05",
              "wealth": 111.5776333431405
            },
            {
              "date": "2020-03-06",
              "wealth": 111.38622485007875
            },
            {
              "date": "2020-03-09",
              "wealth": 107.3997122312882
            },
            {
              "date": "2020-03-10",
              "wealth": 108.21357196895376
            },
            {
              "date": "2020-03-11",
              "wealth": 104.74279612752375
            },
            {
              "date": "2020-03-12",
              "wealth": 99.37802559289818
            },
            {
              "date": "2020-03-13",
              "wealth": 103.58580578174012
            },
            {
              "date": "2020-03-16",
              "wealth": 99.58913340534642
            },
            {
              "date": "2020-03-17",
              "wealth": 99.50986454878742
            },
            {
              "date": "2020-03-18",
              "wealth": 95.72234338622816
            },
            {
              "date": "2020-03-19",
              "wealth": 94.61312357875289
            },
            {
              "date": "2020-03-20",
              "wealth": 94.2891437162569
            },
            {
              "date": "2020-03-23",
              "wealth": 95.67191034375426
            },
            {
              "date": "2020-03-24",
              "wealth": 99.0755413869156
            },
            {
              "date": "2020-03-25",
              "wealth": 100.97912417419566
            },
            {
              "date": "2020-03-26",
              "wealth": 103.28342888680815
            },
            {
              "date": "2020-03-27",
              "wealth": 102.29215192846647
            },
            {
              "date": "2020-03-30",
              "wealth": 103.98082901154649
            },
            {
              "date": "2020-03-31",
              "wealth": 103.35170553175314
            },
            {
              "date": "2020-04-01",
              "wealth": 101.29837112335694
            },
            {
              "date": "2020-04-01",
              "wealth": 101.28171986053145
            },
            {
              "date": "2020-04-02",
              "wealth": 102.37308435890715
            },
            {
              "date": "2020-04-03",
              "wealth": 101.54727777898083
            },
            {
              "date": "2020-04-06",
              "wealth": 105.14328381098598
            },
            {
              "date": "2020-04-07",
              "wealth": 105.17257159627786
            },
            {
              "date": "2020-04-08",
              "wealth": 107.43228523004086
            },
            {
              "date": "2020-04-09",
              "wealth": 110.16723246552196
            },
            {
              "date": "2020-04-13",
              "wealth": 109.26225147923145
            },
            {
              "date": "2020-04-14",
              "wealth": 110.47762957921451
            },
            {
              "date": "2020-04-15",
              "wealth": 109.88748219122327
            },
            {
              "date": "2020-04-16",
              "wealth": 109.92161114928761
            },
            {
              "date": "2020-04-17",
              "wealth": 111.32022544427528
            },
            {
              "date": "2020-04-20",
              "wealth": 110.24848241207776
            },
            {
              "date": "2020-04-21",
              "wealth": 108.66828833176253
            },
            {
              "date": "2020-04-22",
              "wealth": 109.68537362828984
            },
            {
              "date": "2020-04-23",
              "wealth": 109.87741211070549
            },
            {
              "date": "2020-04-24",
              "wealth": 110.52413205987881
            },
            {
              "date": "2020-04-27",
              "wealth": 110.7816146412496
            },
            {
              "date": "2020-04-28",
              "wealth": 110.74955110733606
            },
            {
              "date": "2020-04-29",
              "wealth": 112.31687408052966
            },
            {
              "date": "2020-04-30",
              "wealth": 111.50803152387878
            },
            {
              "date": "2020-05-01",
              "wealth": 110.03367366719235
            },
            {
              "date": "2020-05-01",
              "wealth": 110.01652371695904
            },
            {
              "date": "2020-05-04",
              "wealth": 110.24418549800804
            },
            {
              "date": "2020-05-05",
              "wealth": 110.80708824068408
            },
            {
              "date": "2020-05-06",
              "wealth": 109.9846300332998
            },
            {
              "date": "2020-05-07",
              "wealth": 110.95847653939215
            },
            {
              "date": "2020-05-08",
              "wealth": 111.88462899327618
            },
            {
              "date": "2020-05-11",
              "wealth": 111.61464512816008
            },
            {
              "date": "2020-05-12",
              "wealth": 110.56732826160167
            },
            {
              "date": "2020-05-13",
              "wealth": 109.47991651490672
            },
            {
              "date": "2020-05-14",
              "wealth": 110.51732639218996
            },
            {
              "date": "2020-05-15",
              "wealth": 110.90869110653779
            },
            {
              "date": "2020-05-18",
              "wealth": 112.99892583811089
            },
            {
              "date": "2020-05-19",
              "wealth": 112.3591771290212
            },
            {
              "date": "2020-05-20",
              "wealth": 113.82534779387468
            },
            {
              "date": "2020-05-21",
              "wealth": 113.33623796129037
            },
            {
              "date": "2020-05-22",
              "wealth": 113.49814200769742
            },
            {
              "date": "2020-05-26",
              "wealth": 114.26582459420408
            },
            {
              "date": "2020-05-27",
              "wealth": 115.43387361362302
            },
            {
              "date": "2020-05-28",
              "wealth": 115.31181596828947
            },
            {
              "date": "2020-05-29",
              "wealth": 115.86196394108315
            },
            {
              "date": "2020-06-01",
              "wealth": 116.1300972585803
            },
            {
              "date": "2020-06-01",
              "wealth": 116.11567837054287
            },
            {
              "date": "2020-06-02",
              "wealth": 116.69155035613548
            },
            {
              "date": "2020-06-03",
              "wealth": 117.32663249220006
            },
            {
              "date": "2020-06-04",
              "wealth": 116.9782725871527
            },
            {
              "date": "2020-06-05",
              "wealth": 118.59430853101081
            },
            {
              "date": "2020-06-08",
              "wealth": 119.47143136880882
            },
            {
              "date": "2020-06-09",
              "wealth": 118.9952476118003
            },
            {
              "date": "2020-06-10",
              "wealth": 119.0669102151588
            },
            {
              "date": "2020-06-11",
              "wealth": 115.19910628542338
            },
            {
              "date": "2020-06-12",
              "wealth": 116.034091115058
            },
            {
              "date": "2020-06-15",
              "wealth": 117.14561300873712
            },
            {
              "date": "2020-06-16",
              "wealth": 118.09287524718178
            },
            {
              "date": "2020-06-17",
              "wealth": 117.79540836518483
            },
            {
              "date": "2020-06-18",
              "wealth": 117.95163680864646
            },
            {
              "date": "2020-06-19",
              "wealth": 117.65730753414005
            },
            {
              "date": "2020-06-22",
              "wealth": 117.97060691855336
            },
            {
              "date": "2020-06-23",
              "wealth": 118.15296838486859
            },
            {
              "date": "2020-06-24",
              "wealth": 116.57961050163024
            },
            {
              "date": "2020-06-25",
              "wealth": 117.23663831885467
            },
            {
              "date": "2020-06-26",
              "wealth": 115.95664633410595
            },
            {
              "date": "2020-06-29",
              "wealth": 116.99549215602742
            },
            {
              "date": "2020-06-30",
              "wealth": 117.81409808644148
            },
            {
              "date": "2020-07-01",
              "wealth": 118.35958082433726
            },
            {
              "date": "2020-07-01",
              "wealth": 118.35331336087478
            },
            {
              "date": "2020-07-02",
              "wealth": 118.77367350404302
            },
            {
              "date": "2020-07-06",
              "wealth": 119.65764027133463
            },
            {
              "date": "2020-07-07",
              "wealth": 119.24211906092776
            },
            {
              "date": "2020-07-08",
              "wealth": 119.53800141395539
            },
            {
              "date": "2020-07-09",
              "wealth": 119.55245953026338
            },
            {
              "date": "2020-07-10",
              "wealth": 119.96494462371737
            },
            {
              "date": "2020-07-13",
              "wealth": 119.41526255472456
            },
            {
              "date": "2020-07-14",
              "wealth": 120.34737759181382
            },
            {
              "date": "2020-07-15",
              "wealth": 120.9163782221017
            },
            {
              "date": "2020-07-16",
              "wealth": 120.87631029603332
            },
            {
              "date": "2020-07-17",
              "wealth": 121.14344347784825
            },
            {
              "date": "2020-07-20",
              "wealth": 121.71523562468859
            },
            {
              "date": "2020-07-21",
              "wealth": 121.91318206019423
            },
            {
              "date": "2020-07-22",
              "wealth": 122.37351663140969
            },
            {
              "date": "2020-07-23",
              "wealth": 121.77449864776763
            },
            {
              "date": "2020-07-24",
              "wealth": 121.31595216568861
            },
            {
              "date": "2020-07-27",
              "wealth": 121.53856044584874
            },
            {
              "date": "2020-07-28",
              "wealth": 121.20694926014525
            },
            {
              "date": "2020-07-29",
              "wealth": 122.137727568711
            },
            {
              "date": "2020-07-30",
              "wealth": 121.92884540840332
            },
            {
              "date": "2020-07-31",
              "wealth": 122.42410820640973
            },
            {
              "date": "2020-08-03",
              "wealth": 122.8517176351705
            },
            {
              "date": "2020-08-03",
              "wealth": 122.83957634998171
            },
            {
              "date": "2020-08-04",
              "wealth": 123.29080515998989
            },
            {
              "date": "2020-08-05",
              "wealth": 123.37896026447063
            },
            {
              "date": "2020-08-06",
              "wealth": 123.89869005648202
            },
            {
              "date": "2020-08-07",
              "wealth": 123.72979803803426
            },
            {
              "date": "2020-08-10",
              "wealth": 123.72682077839185
            },
            {
              "date": "2020-08-11",
              "wealth": 122.96431035145959
            },
            {
              "date": "2020-08-12",
              "wealth": 123.3577499441908
            },
            {
              "date": "2020-08-13",
              "wealth": 122.80866963870173
            },
            {
              "date": "2020-08-14",
              "wealth": 122.63545865595414
            },
            {
              "date": "2020-08-17",
              "wealth": 122.92305037340537
            },
            {
              "date": "2020-08-18",
              "wealth": 123.20426514506116
            },
            {
              "date": "2020-08-19",
              "wealth": 122.85825826233959
            },
            {
              "date": "2020-08-20",
              "wealth": 123.25075839737143
            },
            {
              "date": "2020-08-21",
              "wealth": 123.51378117008943
            },
            {
              "date": "2020-08-24",
              "wealth": 123.8375043197628
            },
            {
              "date": "2020-08-25",
              "wealth": 123.72140759701895
            },
            {
              "date": "2020-08-26",
              "wealth": 124.17400408370632
            },
            {
              "date": "2020-08-27",
              "wealth": 123.80301641133101
            },
            {
              "date": "2020-08-28",
              "wealth": 124.28646074321976
            },
            {
              "date": "2020-08-31",
              "wealth": 124.35011855828415
            },
            {
              "date": "2020-09-01",
              "wealth": 125.1701177167078
            },
            {
              "date": "2020-09-01",
              "wealth": 125.1653165068573
            },
            {
              "date": "2020-09-02",
              "wealth": 126.0020382775696
            },
            {
              "date": "2020-09-03",
              "wealth": 124.50286157723995
            },
            {
              "date": "2020-09-04",
              "wealth": 123.46341491130481
            },
            {
              "date": "2020-09-08",
              "wealth": 122.48981911204467
            },
            {
              "date": "2020-09-09",
              "wealth": 123.27419682735182
            },
            {
              "date": "2020-09-10",
              "wealth": 122.66266875284788
            },
            {
              "date": "2020-09-11",
              "wealth": 122.77414566240932
            },
            {
              "date": "2020-09-14",
              "wealth": 123.37556035582493
            },
            {
              "date": "2020-09-15",
              "wealth": 123.61039106522283
            },
            {
              "date": "2020-09-16",
              "wealth": 123.46282613552145
            },
            {
              "date": "2020-09-17",
              "wealth": 123.13616290845613
            },
            {
              "date": "2020-09-18",
              "wealth": 122.56309979231861
            },
            {
              "date": "2020-09-21",
              "wealth": 122.15044636532399
            },
            {
              "date": "2020-09-22",
              "wealth": 122.5700604759236
            },
            {
              "date": "2020-09-23",
              "wealth": 121.32682545997324
            },
            {
              "date": "2020-09-24",
              "wealth": 121.3270582802184
            },
            {
              "date": "2020-09-25",
              "wealth": 121.92307086943678
            },
            {
              "date": "2020-09-28",
              "wealth": 122.7968014817929
            },
            {
              "date": "2020-09-29",
              "wealth": 122.55016250658714
            },
            {
              "date": "2020-09-30",
              "wealth": 122.7412657270336
            },
            {
              "date": "2020-10-01",
              "wealth": 123.14561688173957
            },
            {
              "date": "2020-10-01",
              "wealth": 123.14461869405503
            },
            {
              "date": "2020-10-02",
              "wealth": 122.73053804977873
            },
            {
              "date": "2020-10-05",
              "wealth": 123.06237226133268
            },
            {
              "date": "2020-10-06",
              "wealth": 122.52390942272241
            },
            {
              "date": "2020-10-07",
              "wealth": 123.13812950183667
            },
            {
              "date": "2020-10-08",
              "wealth": 123.68131000596078
            },
            {
              "date": "2020-10-09",
              "wealth": 124.14146671007498
            },
            {
              "date": "2020-10-12",
              "wealth": 125.12317769922785
            },
            {
              "date": "2020-10-13",
              "wealth": 124.8799144917334
            },
            {
              "date": "2020-10-14",
              "wealth": 124.6714923207966
            },
            {
              "date": "2020-10-15",
              "wealth": 124.53295999311958
            },
            {
              "date": "2020-10-16",
              "wealth": 124.40724034555316
            },
            {
              "date": "2020-10-19",
              "wealth": 123.62170715566695
            },
            {
              "date": "2020-10-20",
              "wealth": 123.61347604580594
            },
            {
              "date": "2020-10-21",
              "wealth": 123.41180398513137
            },
            {
              "date": "2020-10-22",
              "wealth": 123.41120613591985
            },
            {
              "date": "2020-10-23",
              "wealth": 123.72014675066126
            },
            {
              "date": "2020-10-26",
              "wealth": 123.14072520854471
            },
            {
              "date": "2020-10-27",
              "wealth": 123.26976528681007
            },
            {
              "date": "2020-10-28",
              "wealth": 121.6404111596834
            },
            {
              "date": "2020-10-29",
              "wealth": 121.76967372533686
            },
            {
              "date": "2020-10-30",
              "wealth": 120.99755075992779
            },
            {
              "date": "2020-11-02",
              "wealth": 121.6812212140117
            },
            {
              "date": "2020-11-02",
              "wealth": 121.67479534811712
            },
            {
              "date": "2020-11-03",
              "wealth": 122.47041315600599
            },
            {
              "date": "2020-11-04",
              "wealth": 124.46109588224154
            },
            {
              "date": "2020-11-05",
              "wealth": 125.57041097658998
            },
            {
              "date": "2020-11-06",
              "wealth": 125.31121723531784
            },
            {
              "date": "2020-11-09",
              "wealth": 125.35560093375749
            },
            {
              "date": "2020-11-10",
              "wealth": 125.07939256317907
            },
            {
              "date": "2020-11-11",
              "wealth": 125.58009383191259
            },
            {
              "date": "2020-11-12",
              "wealth": 125.44719405180108
            },
            {
              "date": "2020-11-13",
              "wealth": 126.14825768628587
            },
            {
              "date": "2020-11-16",
              "wealth": 126.90416810210219
            },
            {
              "date": "2020-11-17",
              "wealth": 126.85829536284952
            },
            {
              "date": "2020-11-18",
              "wealth": 126.34095929239066
            },
            {
              "date": "2020-11-19",
              "wealth": 126.84487937557638
            },
            {
              "date": "2020-11-20",
              "wealth": 126.51142635125753
            },
            {
              "date": "2020-11-23",
              "wealth": 126.81003663097238
            },
            {
              "date": "2020-11-24",
              "wealth": 127.46343347146296
            },
            {
              "date": "2020-11-25",
              "wealth": 127.42233733725053
            },
            {
              "date": "2020-11-27",
              "wealth": 127.82035352932498
            },
            {
              "date": "2020-11-30",
              "wealth": 127.74110155204121
            },
            {
              "date": "2020-12-01",
              "wealth": 127.95879816313519
            },
            {
              "date": "2020-12-01",
              "wealth": 127.95502801892204
            },
            {
              "date": "2020-12-02",
              "wealth": 127.86984692087535
            },
            {
              "date": "2020-12-03",
              "wealth": 128.1089370388631
            },
            {
              "date": "2020-12-04",
              "wealth": 128.22210328648873
            },
            {
              "date": "2020-12-07",
              "wealth": 128.22825933093029
            },
            {
              "date": "2020-12-08",
              "wealth": 128.36124600174998
            },
            {
              "date": "2020-12-09",
              "wealth": 127.6539062642012
            },
            {
              "date": "2020-12-10",
              "wealth": 127.92740948181115
            },
            {
              "date": "2020-12-11",
              "wealth": 127.96223832571697
            },
            {
              "date": "2020-12-14",
              "wealth": 127.66636894774805
            },
            {
              "date": "2020-12-15",
              "wealth": 128.47460276021695
            },
            {
              "date": "2020-12-16",
              "wealth": 128.5025866189067
            },
            {
              "date": "2020-12-17",
              "wealth": 128.86406916448877
            },
            {
              "date": "2020-12-18",
              "wealth": 128.5847924794754
            },
            {
              "date": "2020-12-21",
              "wealth": 128.30961444531428
            },
            {
              "date": "2020-12-22",
              "wealth": 128.38973796500792
            },
            {
              "date": "2020-12-23",
              "wealth": 128.39639338241065
            },
            {
              "date": "2020-12-24",
              "wealth": 128.81059400982824
            },
            {
              "date": "2020-12-28",
              "wealth": 129.32230304924994
            },
            {
              "date": "2020-12-29",
              "wealth": 129.23152665349633
            },
            {
              "date": "2020-12-30",
              "wealth": 129.39067552907719
            },
            {
              "date": "2020-12-31",
              "wealth": 129.70340721202527
            },
            {
              "date": "2021-01-04",
              "wealth": 128.70025521982265
            },
            {
              "date": "2021-01-04",
              "wealth": 128.69734895695916
            },
            {
              "date": "2021-01-05",
              "wealth": 128.842248408603
            },
            {
              "date": "2021-01-06",
              "wealth": 128.6100924250669
            },
            {
              "date": "2021-01-07",
              "wealth": 129.29810931762958
            },
            {
              "date": "2021-01-08",
              "wealth": 129.49228124641763
            },
            {
              "date": "2021-01-11",
              "wealth": 128.86933511917564
            },
            {
              "date": "2021-01-12",
              "wealth": 128.97654182818505
            },
            {
              "date": "2021-01-13",
              "wealth": 129.5830506057941
            },
            {
              "date": "2021-01-14",
              "wealth": 129.1245968790261
            },
            {
              "date": "2021-01-15",
              "wealth": 128.87797933590952
            },
            {
              "date": "2021-01-19",
              "wealth": 129.39973498469965
            },
            {
              "date": "2021-01-20",
              "wealth": 130.14743544259773
            },
            {
              "date": "2021-01-21",
              "wealth": 129.97025528731962
            },
            {
              "date": "2021-01-22",
              "wealth": 129.78350804452188
            },
            {
              "date": "2021-01-25",
              "wealth": 130.31379373504015
            },
            {
              "date": "2021-01-26",
              "wealth": 130.21506417431604
            },
            {
              "date": "2021-01-27",
              "wealth": 128.8228580688167
            },
            {
              "date": "2021-01-28",
              "wealth": 129.13418835756445
            },
            {
              "date": "2021-01-29",
              "wealth": 127.93019828728711
            },
            {
              "date": "2021-02-01",
              "wealth": 128.9391969173031
            },
            {
              "date": "2021-02-01",
              "wealth": 128.93824201564632
            },
            {
              "date": "2021-02-02",
              "wealth": 129.5089174187408
            },
            {
              "date": "2021-02-03",
              "wealth": 129.37334563825144
            },
            {
              "date": "2021-02-04",
              "wealth": 130.06986505981456
            },
            {
              "date": "2021-02-05",
              "wealth": 130.10495468267573
            },
            {
              "date": "2021-02-08",
              "wealth": 130.7234534497566
            },
            {
              "date": "2021-02-09",
              "wealth": 130.63267724962884
            },
            {
              "date": "2021-02-10",
              "wealth": 130.7892056153283
            },
            {
              "date": "2021-02-11",
              "wealth": 130.73269509230556
            },
            {
              "date": "2021-02-12",
              "wealth": 130.76672778356607
            },
            {
              "date": "2021-02-16",
              "wealth": 130.18971002436396
            },
            {
              "date": "2021-02-17",
              "wealth": 130.4566260967492
            },
            {
              "date": "2021-02-18",
              "wealth": 130.12247739882525
            },
            {
              "date": "2021-02-19",
              "wealth": 129.57470833268383
            },
            {
              "date": "2021-02-22",
              "wealth": 128.80753103393397
            },
            {
              "date": "2021-02-23",
              "wealth": 128.9309005269279
            },
            {
              "date": "2021-02-24",
              "wealth": 129.57937522484468
            },
            {
              "date": "2021-02-25",
              "wealth": 127.12823794929965
            },
            {
              "date": "2021-02-26",
              "wealth": 127.68823767406668
            },
            {
              "date": "2021-03-01",
              "wealth": 129.03120755619966
            },
            {
              "date": "2021-03-01",
              "wealth": 129.0253242443086
            },
            {
              "date": "2021-03-02",
              "wealth": 128.6385335988023
            },
            {
              "date": "2021-03-03",
              "wealth": 127.45963075576682
            },
            {
              "date": "2021-03-04",
              "wealth": 126.31472996069996
            },
            {
              "date": "2021-03-05",
              "wealth": 127.10540658083772
            },
            {
              "date": "2021-03-08",
              "wealth": 126.3077253442415
            },
            {
              "date": "2021-03-09",
              "wealth": 127.50341959770638
            },
            {
              "date": "2021-03-10",
              "wealth": 128.096119471235
            },
            {
              "date": "2021-03-11",
              "wealth": 128.62328573973141
            },
            {
              "date": "2021-03-12",
              "wealth": 127.93274096958926
            },
            {
              "date": "2021-03-15",
              "wealth": 128.43003532585902
            },
            {
              "date": "2021-03-16",
              "wealth": 128.32825044985995
            },
            {
              "date": "2021-03-17",
              "wealth": 128.49175900720238
            },
            {
              "date": "2021-03-18",
              "wealth": 127.28687271493158
            },
            {
              "date": "2021-03-19",
              "wealth": 127.24056169469684
            },
            {
              "date": "2021-03-22",
              "wealth": 127.90856085046354
            },
            {
              "date": "2021-03-23",
              "wealth": 127.79804981953137
            },
            {
              "date": "2021-03-24",
              "wealth": 127.72042817875725
            },
            {
              "date": "2021-03-25",
              "wealth": 127.90833537576823
            },
            {
              "date": "2021-03-26",
              "wealth": 128.58442148731461
            },
            {
              "date": "2021-03-29",
              "wealth": 128.3406774908759
            },
            {
              "date": "2021-03-30",
              "wealth": 128.31731692685273
            },
            {
              "date": "2021-03-31",
              "wealth": 128.59952391309088
            },
            {
              "date": "2021-04-01",
              "wealth": 129.58051235231406
            },
            {
              "date": "2021-04-01",
              "wealth": 129.57929836931837
            },
            {
              "date": "2021-04-05",
              "wealth": 130.03179835512498
            },
            {
              "date": "2021-04-06",
              "wealth": 130.45297452904424
            },
            {
              "date": "2021-04-07",
              "wealth": 130.40582544026168
            },
            {
              "date": "2021-04-08",
              "wealth": 130.93544868653072
            },
            {
              "date": "2021-04-09",
              "wealth": 131.15324427487593
            },
            {
              "date": "2021-04-12",
              "wealth": 131.14353209411712
            },
            {
              "date": "2021-04-13",
              "wealth": 131.6356506123358
            },
            {
              "date": "2021-04-14",
              "wealth": 131.34775058544054
            },
            {
              "date": "2021-04-15",
              "wealth": 132.41542884871677
            },
            {
              "date": "2021-04-16",
              "wealth": 132.20221486154844
            },
            {
              "date": "2021-04-19",
              "wealth": 131.77939155319882
            },
            {
              "date": "2021-04-20",
              "wealth": 131.5562912695062
            },
            {
              "date": "2021-04-21",
              "wealth": 132.2462406225658
            },
            {
              "date": "2021-04-22",
              "wealth": 131.81212556542192
            },
            {
              "date": "2021-04-23",
              "wealth": 132.40196351156578
            },
            {
              "date": "2021-04-26",
              "wealth": 132.46354098536196
            },
            {
              "date": "2021-04-27",
              "wealth": 132.1233180108082
            },
            {
              "date": "2021-04-28",
              "wealth": 132.15550120943283
            },
            {
              "date": "2021-04-29",
              "wealth": 132.39782491408343
            },
            {
              "date": "2021-04-30",
              "wealth": 132.15298444482465
            },
            {
              "date": "2021-05-03",
              "wealth": 132.43520643640764
            },
            {
              "date": "2021-05-03",
              "wealth": 132.4287472266393
            },
            {
              "date": "2021-05-04",
              "wealth": 132.20345181556632
            },
            {
              "date": "2021-05-05",
              "wealth": 132.32071796418472
            },
            {
              "date": "2021-05-06",
              "wealth": 132.81427264168883
            },
            {
              "date": "2021-05-07",
              "wealth": 133.20228186973395
            },
            {
              "date": "2021-05-10",
              "wealth": 132.38696792438503
            },
            {
              "date": "2021-05-11",
              "wealth": 131.71863218769204
            },
            {
              "date": "2021-05-12",
              "wealth": 130.25805706802643
            },
            {
              "date": "2021-05-13",
              "wealth": 131.125254739163
            },
            {
              "date": "2021-05-14",
              "wealth": 132.19542060196852
            },
            {
              "date": "2021-05-17",
              "wealth": 131.9824915616478
            },
            {
              "date": "2021-05-18",
              "wealth": 131.4111586268871
            },
            {
              "date": "2021-05-19",
              "wealth": 131.09286431134404
            },
            {
              "date": "2021-05-20",
              "wealth": 132.07787781630154
            },
            {
              "date": "2021-05-21",
              "wealth": 132.08281822804068
            },
            {
              "date": "2021-05-24",
              "wealth": 132.74135752652208
            },
            {
              "date": "2021-05-25",
              "wealth": 132.9419666779644
            },
            {
              "date": "2021-05-26",
              "wealth": 132.97224499208028
            },
            {
              "date": "2021-05-27",
              "wealth": 132.79171049092085
            },
            {
              "date": "2021-05-28",
              "wealth": 132.91520444711836
            },
            {
              "date": "2021-06-01",
              "wealth": 132.87103311361506
            },
            {
              "date": "2021-06-01",
              "wealth": 132.84840859951902
            },
            {
              "date": "2021-06-02",
              "wealth": 133.0324792790163
            },
            {
              "date": "2021-06-03",
              "wealth": 132.59812078189026
            },
            {
              "date": "2021-06-04",
              "wealth": 133.49903597498877
            },
            {
              "date": "2021-06-07",
              "wealth": 133.387080331148
            },
            {
              "date": "2021-06-08",
              "wealth": 133.742224247344
            },
            {
              "date": "2021-06-09",
              "wealth": 134.0603738441509
            },
            {
              "date": "2021-06-10",
              "wealth": 134.6110758892997
            },
            {
              "date": "2021-06-11",
              "wealth": 134.6054343076017
            },
            {
              "date": "2021-06-14",
              "wealth": 134.30397584808142
            },
            {
              "date": "2021-06-15",
              "wealth": 134.3004075371866
            },
            {
              "date": "2021-06-16",
              "wealth": 133.60278186653107
            },
            {
              "date": "2021-06-17",
              "wealth": 134.07007027651747
            },
            {
              "date": "2021-06-18",
              "wealth": 134.29721736120143
            },
            {
              "date": "2021-06-21",
              "wealth": 134.20512494628468
            },
            {
              "date": "2021-06-22",
              "wealth": 134.53567738580068
            },
            {
              "date": "2021-06-23",
              "wealth": 134.3087387070695
            },
            {
              "date": "2021-06-24",
              "wealth": 134.54900563156048
            },
            {
              "date": "2021-06-25",
              "wealth": 134.39560269164394
            },
            {
              "date": "2021-06-28",
              "wealth": 134.84012722308628
            },
            {
              "date": "2021-06-29",
              "wealth": 134.94273566288052
            },
            {
              "date": "2021-06-30",
              "wealth": 135.11274459170846
            },
            {
              "date": "2021-07-01",
              "wealth": 135.17841386831938
            },
            {
              "date": "2021-07-01",
              "wealth": 135.1679039679349
            },
            {
              "date": "2021-07-02",
              "wealth": 135.7734927844835
            },
            {
              "date": "2021-07-06",
              "wealth": 136.1415505602518
            },
            {
              "date": "2021-07-07",
              "wealth": 136.58594314644156
            },
            {
              "date": "2021-07-08",
              "wealth": 136.42949036210211
            },
            {
              "date": "2021-07-09",
              "wealth": 136.37683492482898
            },
            {
              "date": "2021-07-12",
              "wealth": 136.4632924359405
            },
            {
              "date": "2021-07-13",
              "wealth": 135.99958557641634
            },
            {
              "date": "2021-07-14",
              "wealth": 136.49247361616997
            },
            {
              "date": "2021-07-15",
              "wealth": 136.67636184968285
            },
            {
              "date": "2021-07-16",
              "wealth": 136.3007616071806
            },
            {
              "date": "2021-07-19",
              "wealth": 136.51680480397448
            },
            {
              "date": "2021-07-20",
              "wealth": 136.92012776172368
            },
            {
              "date": "2021-07-21",
              "wealth": 136.76267633550574
            },
            {
              "date": "2021-07-22",
              "wealth": 137.15746810549734
            },
            {
              "date": "2021-07-23",
              "wealth": 137.45216301981776
            },
            {
              "date": "2021-07-26",
              "wealth": 137.4064870023845
            },
            {
              "date": "2021-07-27",
              "wealth": 137.65138167241733
            },
            {
              "date": "2021-07-28",
              "wealth": 137.763664892822
            },
            {
              "date": "2021-07-29",
              "wealth": 137.6298808227122
            },
            {
              "date": "2021-07-30",
              "wealth": 137.62365102617574
            },
            {
              "date": "2021-08-02",
              "wealth": 137.90567024163647
            },
            {
              "date": "2021-08-02",
              "wealth": 137.89715290492882
            },
            {
              "date": "2021-08-03",
              "wealth": 138.33904289202448
            },
            {
              "date": "2021-08-04",
              "wealth": 138.10634553026543
            },
            {
              "date": "2021-08-05",
              "wealth": 138.05010887802808
            },
            {
              "date": "2021-08-06",
              "wealth": 137.48522240713058
            },
            {
              "date": "2021-08-09",
              "wealth": 137.15060876133913
            },
            {
              "date": "2021-08-10",
              "wealth": 137.02357671385892
            },
            {
              "date": "2021-08-11",
              "wealth": 137.26290789687576
            },
            {
              "date": "2021-08-12",
              "wealth": 137.42935740353886
            },
            {
              "date": "2021-08-13",
              "wealth": 138.07756811230902
            },
            {
              "date": "2021-08-16",
              "wealth": 138.31252935217017
            },
            {
              "date": "2021-08-17",
              "wealth": 137.89179349514927
            },
            {
              "date": "2021-08-18",
              "wealth": 137.31747124863605
            },
            {
              "date": "2021-08-19",
              "wealth": 137.594297346859
            },
            {
              "date": "2021-08-20",
              "wealth": 137.96137543071904
            },
            {
              "date": "2021-08-23",
              "wealth": 138.4255305758876
            },
            {
              "date": "2021-08-24",
              "wealth": 138.2759552900709
            },
            {
              "date": "2021-08-25",
              "wealth": 138.08616237401512
            },
            {
              "date": "2021-08-26",
              "wealth": 137.78806389677217
            },
            {
              "date": "2021-08-27",
              "wealth": 138.61889303632393
            },
            {
              "date": "2021-08-30",
              "wealth": 138.99580753725886
            },
            {
              "date": "2021-08-31",
              "wealth": 138.73450249450337
            },
            {
              "date": "2021-09-01",
              "wealth": 138.840123474444
            },
            {
              "date": "2021-09-01",
              "wealth": 138.8268682681007
            },
            {
              "date": "2021-09-02",
              "wealth": 139.13587349297615
            },
            {
              "date": "2021-09-03",
              "wealth": 138.87527724446704
            },
            {
              "date": "2021-09-07",
              "wealth": 138.3118047718285
            },
            {
              "date": "2021-09-08",
              "wealth": 138.47158678536084
            },
            {
              "date": "2021-09-09",
              "wealth": 138.60895538036664
            },
            {
              "date": "2021-09-10",
              "wealth": 137.8981441094917
            },
            {
              "date": "2021-09-13",
              "wealth": 138.20565605193875
            },
            {
              "date": "2021-09-14",
              "wealth": 138.13664991607232
            },
            {
              "date": "2021-09-15",
              "wealth": 138.53098888819025
            },
            {
              "date": "2021-09-16",
              "wealth": 138.27463174440587
            },
            {
              "date": "2021-09-17",
              "wealth": 137.4932962065809
            },
            {
              "date": "2021-09-20",
              "wealth": 136.7927698504901
            },
            {
              "date": "2021-09-21",
              "wealth": 136.71614539064404
            },
            {
              "date": "2021-09-22",
              "wealth": 137.45378082194316
            },
            {
              "date": "2021-09-23",
              "wealth": 137.57384255903366
            },
            {
              "date": "2021-09-24",
              "wealth": 137.48153065599027
            },
            {
              "date": "2021-09-27",
              "wealth": 137.20698457722088
            },
            {
              "date": "2021-09-28",
              "wealth": 135.37025611138998
            },
            {
              "date": "2021-09-29",
              "wealth": 135.48835684833608
            },
            {
              "date": "2021-09-30",
              "wealth": 134.67725313391026
            },
            {
              "date": "2021-10-01",
              "wealth": 135.83338231101783
            },
            {
              "date": "2021-10-01",
              "wealth": 135.8274595693524
            },
            {
              "date": "2021-10-04",
              "wealth": 135.02277841383568
            },
            {
              "date": "2021-10-05",
              "wealth": 135.2600070145466
            },
            {
              "date": "2021-10-06",
              "wealth": 135.5030434811899
            },
            {
              "date": "2021-10-07",
              "wealth": 135.61088951516234
            },
            {
              "date": "2021-10-08",
              "wealth": 135.21684727560861
            },
            {
              "date": "2021-10-11",
              "wealth": 134.65648153884302
            },
            {
              "date": "2021-10-12",
              "wealth": 134.9858098562119
            },
            {
              "date": "2021-10-13",
              "wealth": 135.4857036799269
            },
            {
              "date": "2021-10-14",
              "wealth": 136.6883080108406
            },
            {
              "date": "2021-10-15",
              "wealth": 136.75648471346202
            },
            {
              "date": "2021-10-18",
              "wealth": 136.83032355985404
            },
            {
              "date": "2021-10-19",
              "wealth": 136.86385241023294
            },
            {
              "date": "2021-10-20",
              "wealth": 136.9481009130805
            },
            {
              "date": "2021-10-21",
              "wealth": 136.90153097209514
            },
            {
              "date": "2021-10-22",
              "wealth": 137.1231609505958
            },
            {
              "date": "2021-10-25",
              "wealth": 137.48266752423984
            },
            {
              "date": "2021-10-26",
              "wealth": 137.78218027976786
            },
            {
              "date": "2021-10-27",
              "wealth": 138.0198961787917
            },
            {
              "date": "2021-10-28",
              "wealth": 138.39298040419348
            },
            {
              "date": "2021-10-29",
              "wealth": 138.49553383096196
            },
            {
              "date": "2021-11-01",
              "wealth": 138.50205561447248
            },
            {
              "date": "2021-11-01",
              "wealth": 138.50109647376934
            },
            {
              "date": "2021-11-02",
              "wealth": 138.99563663422924
            },
            {
              "date": "2021-11-03",
              "wealth": 139.10248025803534
            },
            {
              "date": "2021-11-04",
              "wealth": 139.80880524751078
            },
            {
              "date": "2021-11-05",
              "wealth": 140.5515709071835
            },
            {
              "date": "2021-11-08",
              "wealth": 140.33561214198733
            },
            {
              "date": "2021-11-09",
              "wealth": 140.44040579464394
            },
            {
              "date": "2021-11-10",
              "wealth": 139.18526806296626
            },
            {
              "date": "2021-11-11",
              "wealth": 138.95295544047625
            },
            {
              "date": "2021-11-12",
              "wealth": 139.3959624058427
            },
            {
              "date": "2021-11-15",
              "wealth": 138.9110286060893
            },
            {
              "date": "2021-11-16",
              "wealth": 139.02336944915984
            },
            {
              "date": "2021-11-17",
              "wealth": 139.2032387041668
            },
            {
              "date": "2021-11-18",
              "wealth": 139.52520310789353
            },
            {
              "date": "2021-11-19",
              "wealth": 139.70006002744395
            },
            {
              "date": "2021-11-22",
              "wealth": 138.8643091725751
            },
            {
              "date": "2021-11-23",
              "wealth": 138.4542204067384
            },
            {
              "date": "2021-11-24",
              "wealth": 138.94022160021262
            },
            {
              "date": "2021-11-26",
              "wealth": 138.5138001531189
            },
            {
              "date": "2021-11-29",
              "wealth": 139.14600959258166
            },
            {
              "date": "2021-11-30",
              "wealth": 138.37166377897267
            },
            {
              "date": "2021-12-01",
              "wealth": 137.83516970438302
            },
            {
              "date": "2021-12-01",
              "wealth": 137.83015216234443
            },
            {
              "date": "2021-12-02",
              "wealth": 138.78511486076638
            },
            {
              "date": "2021-12-03",
              "wealth": 138.8424701099735
            },
            {
              "date": "2021-12-06",
              "wealth": 139.15028500059523
            },
            {
              "date": "2021-12-07",
              "wealth": 140.3054960136806
            },
            {
              "date": "2021-12-08",
              "wealth": 140.04862289031618
            },
            {
              "date": "2021-12-09",
              "wealth": 139.6674950386316
            },
            {
              "date": "2021-12-10",
              "wealth": 140.3204421044166
            },
            {
              "date": "2021-12-13",
              "wealth": 140.13357523582212
            },
            {
              "date": "2021-12-14",
              "wealth": 139.44107804842795
            },
            {
              "date": "2021-12-15",
              "wealth": 140.4108337460907
            },
            {
              "date": "2021-12-16",
              "wealth": 139.95138178908982
            },
            {
              "date": "2021-12-17",
              "wealth": 139.479138394001
            },
            {
              "date": "2021-12-20",
              "wealth": 138.59633525065743
            },
            {
              "date": "2021-12-21",
              "wealth": 139.63724118650285
            },
            {
              "date": "2021-12-22",
              "wealth": 140.3536969555221
            },
            {
              "date": "2021-12-23",
              "wealth": 140.6022885635977
            },
            {
              "date": "2021-12-27",
              "wealth": 141.63391340037995
            },
            {
              "date": "2021-12-28",
              "wealth": 141.51533099353583
            },
            {
              "date": "2021-12-29",
              "wealth": 141.17581312930253
            },
            {
              "date": "2021-12-30",
              "wealth": 141.2938428110104
            },
            {
              "date": "2021-12-31",
              "wealth": 141.0286279987596
            },
            {
              "date": "2022-01-03",
              "wealth": 140.59854301170284
            },
            {
              "date": "2022-01-03",
              "wealth": 140.59824182477877
            },
            {
              "date": "2022-01-04",
              "wealth": 140.6015859133381
            },
            {
              "date": "2022-01-05",
              "wealth": 138.98194074465923
            },
            {
              "date": "2022-01-06",
              "wealth": 138.7891347601207
            },
            {
              "date": "2022-01-07",
              "wealth": 138.24406484022998
            },
            {
              "date": "2022-01-10",
              "wealth": 138.11570633488816
            },
            {
              "date": "2022-01-11",
              "wealth": 138.88942694193608
            },
            {
              "date": "2022-01-12",
              "wealth": 139.02999525007365
            },
            {
              "date": "2022-01-13",
              "wealth": 138.413235239342
            },
            {
              "date": "2022-01-14",
              "wealth": 137.8169646163107
            },
            {
              "date": "2022-01-18",
              "wealth": 136.05819553904092
            },
            {
              "date": "2022-01-19",
              "wealth": 135.5733044277678
            },
            {
              "date": "2022-01-20",
              "wealth": 134.94778517897612
            },
            {
              "date": "2022-01-21",
              "wealth": 134.26096351551266
            },
            {
              "date": "2022-01-24",
              "wealth": 134.33555861005414
            },
            {
              "date": "2022-01-25",
              "wealth": 133.4542161039894
            },
            {
              "date": "2022-01-26",
              "wealth": 132.78530926360625
            },
            {
              "date": "2022-01-27",
              "wealth": 132.72944361398186
            },
            {
              "date": "2022-01-28",
              "wealth": 134.26632759337642
            },
            {
              "date": "2022-01-31",
              "wealth": 135.3424227223576
            },
            {
              "date": "2022-02-01",
              "wealth": 135.78309033585543
            },
            {
              "date": "2022-02-01",
              "wealth": 135.77605582104513
            },
            {
              "date": "2022-02-02",
              "wealth": 136.36643317323086
            },
            {
              "date": "2022-02-03",
              "wealth": 134.57561935904343
            },
            {
              "date": "2022-02-04",
              "wealth": 134.08202133691225
            },
            {
              "date": "2022-02-07",
              "wealth": 134.00866352991767
            },
            {
              "date": "2022-02-08",
              "wealth": 134.15087300706256
            },
            {
              "date": "2022-02-09",
              "wealth": 135.1258621549749
            },
            {
              "date": "2022-02-10",
              "wealth": 133.20807986428446
            },
            {
              "date": "2022-02-11",
              "wealth": 132.87290424109128
            },
            {
              "date": "2022-02-14",
              "wealth": 132.04956410113525
            },
            {
              "date": "2022-02-15",
              "wealth": 132.54285337751486
            },
            {
              "date": "2022-02-16",
              "wealth": 132.74057853537232
            },
            {
              "date": "2022-02-17",
              "wealth": 131.84423663397854
            },
            {
              "date": "2022-02-18",
              "wealth": 131.73814312585938
            },
            {
              "date": "2022-02-22",
              "wealth": 131.13068941493745
            },
            {
              "date": "2022-02-23",
              "wealth": 129.64086174304907
            },
            {
              "date": "2022-02-24",
              "wealth": 130.6807425690792
            },
            {
              "date": "2022-02-25",
              "wealth": 131.96210464079886
            },
            {
              "date": "2022-02-28",
              "wealth": 132.7182970461727
            },
            {
              "date": "2022-03-01",
              "wealth": 132.44293014661952
            },
            {
              "date": "2022-03-01",
              "wealth": 132.43480925507745
            },
            {
              "date": "2022-03-02",
              "wealth": 131.85287214188057
            },
            {
              "date": "2022-03-03",
              "wealth": 131.9903805051038
            },
            {
              "date": "2022-03-04",
              "wealth": 132.1148650327394
            },
            {
              "date": "2022-03-07",
              "wealth": 130.1173863986069
            },
            {
              "date": "2022-03-08",
              "wealth": 129.25112537053377
            },
            {
              "date": "2022-03-09",
              "wealth": 130.16234359006475
            },
            {
              "date": "2022-03-10",
              "wealth": 129.2595348829823
            },
            {
              "date": "2022-03-11",
              "wealth": 128.69616665468146
            },
            {
              "date": "2022-03-14",
              "wealth": 127.20726517839684
            },
            {
              "date": "2022-03-15",
              "wealth": 128.4367077474362
            },
            {
              "date": "2022-03-16",
              "wealth": 129.6884591277345
            },
            {
              "date": "2022-03-17",
              "wealth": 130.58218262017314
            },
            {
              "date": "2022-03-18",
              "wealth": 131.27096188953186
            },
            {
              "date": "2022-03-21",
              "wealth": 130.08261780357458
            },
            {
              "date": "2022-03-22",
              "wealth": 130.2611903753312
            },
            {
              "date": "2022-03-23",
              "wealth": 130.0930406863501
            },
            {
              "date": "2022-03-24",
              "wealth": 130.54118393816915
            },
            {
              "date": "2022-03-25",
              "wealth": 129.98133123545261
            },
            {
              "date": "2022-03-28",
              "wealth": 130.63718995115073
            },
            {
              "date": "2022-03-29",
              "wealth": 131.77420369387397
            },
            {
              "date": "2022-03-30",
              "wealth": 131.75857428667203
            },
            {
              "date": "2022-03-31",
              "wealth": 131.0339905680032
            },
            {
              "date": "2022-04-01",
              "wealth": 131.04070690249347
            },
            {
              "date": "2022-04-01",
              "wealth": 131.0396214577381
            },
            {
              "date": "2022-04-04",
              "wealth": 131.56037799364427
            },
            {
              "date": "2022-04-05",
              "wealth": 129.70864094073622
            },
            {
              "date": "2022-04-06",
              "wealth": 128.85348306250933
            },
            {
              "date": "2022-04-07",
              "wealth": 128.77991548215462
            },
            {
              "date": "2022-04-08",
              "wealth": 128.11433247230437
            },
            {
              "date": "2022-04-11",
              "wealth": 126.72977617421719
            },
            {
              "date": "2022-04-12",
              "wealth": 126.78460573230016
            },
            {
              "date": "2022-04-13",
              "wealth": 127.60131362884935
            },
            {
              "date": "2022-04-14",
              "wealth": 126.18390755671832
            },
            {
              "date": "2022-04-18",
              "wealth": 125.76408535459944
            },
            {
              "date": "2022-04-19",
              "wealth": 125.88618815462901
            },
            {
              "date": "2022-04-20",
              "wealth": 126.59164965706282
            },
            {
              "date": "2022-04-21",
              "wealth": 125.25224520100679
            },
            {
              "date": "2022-04-22",
              "wealth": 124.00630231476453
            },
            {
              "date": "2022-04-25",
              "wealth": 124.97142003769531
            },
            {
              "date": "2022-04-26",
              "wealth": 123.95546509230016
            },
            {
              "date": "2022-04-27",
              "wealth": 123.44830247121405
            },
            {
              "date": "2022-04-28",
              "wealth": 124.5835667152746
            },
            {
              "date": "2022-04-29",
              "wealth": 122.30950894007242
            },
            {
              "date": "2022-05-02",
              "wealth": 122.02332160522191
            },
            {
              "date": "2022-05-02",
              "wealth": 122.01404313779085
            },
            {
              "date": "2022-05-03",
              "wealth": 122.54446747555716
            },
            {
              "date": "2022-05-04",
              "wealth": 124.70631138157454
            },
            {
              "date": "2022-05-05",
              "wealth": 121.8852175841076
            },
            {
              "date": "2022-05-06",
              "wealth": 121.06373394580008
            },
            {
              "date": "2022-05-09",
              "wealth": 119.80049405478344
            },
            {
              "date": "2022-05-10",
              "wealth": 120.18543916537199
            },
            {
              "date": "2022-05-11",
              "wealth": 119.77760333035327
            },
            {
              "date": "2022-05-12",
              "wealth": 119.84670347076471
            },
            {
              "date": "2022-05-13",
              "wealth": 120.63209436060312
            },
            {
              "date": "2022-05-16",
              "wealth": 120.61336143208027
            },
            {
              "date": "2022-05-17",
              "wealth": 121.16670619001783
            },
            {
              "date": "2022-05-18",
              "wealth": 119.4979063265877
            },
            {
              "date": "2022-05-19",
              "wealth": 119.42008209042524
            },
            {
              "date": "2022-05-20",
              "wealth": 119.78302761654749
            },
            {
              "date": "2022-05-23",
              "wealth": 120.35157772722778
            },
            {
              "date": "2022-05-24",
              "wealth": 120.77334145346924
            },
            {
              "date": "2022-05-25",
              "wealth": 121.68826139748536
            },
            {
              "date": "2022-05-26",
              "wealth": 122.66582065938113
            },
            {
              "date": "2022-05-27",
              "wealth": 124.15727271335075
            },
            {
              "date": "2022-05-31",
              "wealth": 123.23648574061711
            },
            {
              "date": "2022-06-01",
              "wealth": 122.40871231717578
            },
            {
              "date": "2022-06-01",
              "wealth": 122.40273809568866
            },
            {
              "date": "2022-06-02",
              "wealth": 123.38225981272595
            },
            {
              "date": "2022-06-03",
              "wealth": 122.39195562731055
            },
            {
              "date": "2022-06-06",
              "wealth": 121.99463652632477
            },
            {
              "date": "2022-06-07",
              "wealth": 122.80229349430621
            },
            {
              "date": "2022-06-08",
              "wealth": 121.92221259316561
            },
            {
              "date": "2022-06-09",
              "wealth": 120.50276956159061
            },
            {
              "date": "2022-06-10",
              "wealth": 118.42720778445585
            },
            {
              "date": "2022-06-13",
              "wealth": 115.20921571217369
            },
            {
              "date": "2022-06-14",
              "wealth": 114.60757094105216
            },
            {
              "date": "2022-06-15",
              "wealth": 116.28069183754575
            },
            {
              "date": "2022-06-16",
              "wealth": 115.09075397382405
            },
            {
              "date": "2022-06-17",
              "wealth": 115.26715624774884
            },
            {
              "date": "2022-06-21",
              "wealth": 115.79138252451231
            },
            {
              "date": "2022-06-22",
              "wealth": 116.42680854422537
            },
            {
              "date": "2022-06-23",
              "wealth": 117.34118797490332
            },
            {
              "date": "2022-06-24",
              "wealth": 118.66278030303698
            },
            {
              "date": "2022-06-27",
              "wealth": 117.9467158796927
            },
            {
              "date": "2022-06-28",
              "wealth": 117.05382753301353
            },
            {
              "date": "2022-06-29",
              "wealth": 117.52472426827278
            },
            {
              "date": "2022-06-30",
              "wealth": 117.55246860624248
            },
            {
              "date": "2022-07-01",
              "wealth": 118.87694068147289
            },
            {
              "date": "2022-07-01",
              "wealth": 118.85974952824247
            },
            {
              "date": "2022-07-05",
              "wealth": 119.04091000233609
            },
            {
              "date": "2022-07-06",
              "wealth": 118.89542828249529
            },
            {
              "date": "2022-07-07",
              "wealth": 119.69938467520596
            },
            {
              "date": "2022-07-08",
              "wealth": 119.46648021954702
            },
            {
              "date": "2022-07-11",
              "wealth": 119.00601715307413
            },
            {
              "date": "2022-07-12",
              "wealth": 118.55484444315753
            },
            {
              "date": "2022-07-13",
              "wealth": 118.59193526346691
            },
            {
              "date": "2022-07-14",
              "wealth": 118.09579940502384
            },
            {
              "date": "2022-07-15",
              "wealth": 119.6299460475244
            },
            {
              "date": "2022-07-18",
              "wealth": 118.79702526899858
            },
            {
              "date": "2022-07-19",
              "wealth": 120.48092176140851
            },
            {
              "date": "2022-07-20",
              "wealth": 120.82686706792391
            },
            {
              "date": "2022-07-21",
              "wealth": 122.20966578396016
            },
            {
              "date": "2022-07-22",
              "wealth": 122.12922767647513
            },
            {
              "date": "2022-07-25",
              "wealth": 121.81633195424423
            },
            {
              "date": "2022-07-26",
              "wealth": 121.05876727409667
            },
            {
              "date": "2022-07-27",
              "wealth": 122.9941037152165
            },
            {
              "date": "2022-07-28",
              "wealth": 124.32285520955976
            },
            {
              "date": "2022-07-29",
              "wealth": 125.37996171586978
            },
            {
              "date": "2022-08-01",
              "wealth": 125.37769323039699
            },
            {
              "date": "2022-08-01",
              "wealth": 125.37206819312969
            },
            {
              "date": "2022-08-02",
              "wealth": 124.14314515400436
            },
            {
              "date": "2022-08-03",
              "wealth": 125.60982180367164
            },
            {
              "date": "2022-08-04",
              "wealth": 125.7591551188234
            },
            {
              "date": "2022-08-05",
              "wealth": 124.76664042509276
            },
            {
              "date": "2022-08-08",
              "wealth": 124.994666783838
            },
            {
              "date": "2022-08-09",
              "wealth": 124.50468417085048
            },
            {
              "date": "2022-08-10",
              "wealth": 126.16308070648961
            },
            {
              "date": "2022-08-11",
              "wealth": 125.62989701370854
            },
            {
              "date": "2022-08-12",
              "wealth": 127.22554258758801
            },
            {
              "date": "2022-08-15",
              "wealth": 127.54477155379772
            },
            {
              "date": "2022-08-16",
              "wealth": 127.49603395615146
            },
            {
              "date": "2022-08-17",
              "wealth": 126.51406598345798
            },
            {
              "date": "2022-08-18",
              "wealth": 126.84459916061648
            },
            {
              "date": "2022-08-19",
              "wealth": 125.32282032535154
            },
            {
              "date": "2022-08-22",
              "wealth": 123.6498084067865
            },
            {
              "date": "2022-08-23",
              "wealth": 123.47731285391487
            },
            {
              "date": "2022-08-24",
              "wealth": 123.48163258110245
            },
            {
              "date": "2022-08-25",
              "wealth": 124.89134757288737
            },
            {
              "date": "2022-08-26",
              "wealth": 122.51780111466917
            },
            {
              "date": "2022-08-29",
              "wealth": 121.70317063292664
            },
            {
              "date": "2022-08-30",
              "wealth": 121.08061203834696
            },
            {
              "date": "2022-08-31",
              "wealth": 120.14190676639949
            },
            {
              "date": "2022-09-01",
              "wealth": 119.91131434419064
            },
            {
              "date": "2022-09-01",
              "wealth": 119.90584843913328
            },
            {
              "date": "2022-09-02",
              "wealth": 119.36299669134007
            },
            {
              "date": "2022-09-06",
              "wealth": 118.4209223575471
            },
            {
              "date": "2022-09-07",
              "wealth": 120.16881239385414
            },
            {
              "date": "2022-09-08",
              "wealth": 120.43778429238826
            },
            {
              "date": "2022-09-09",
              "wealth": 121.53602712150067
            },
            {
              "date": "2022-09-12",
              "wealth": 122.12379968967566
            },
            {
              "date": "2022-09-13",
              "wealth": 118.84039547011167
            },
            {
              "date": "2022-09-14",
              "wealth": 119.25932146797031
            },
            {
              "date": "2022-09-15",
              "wealth": 118.29131139211663
            },
            {
              "date": "2022-09-16",
              "wealth": 117.74123587873977
            },
            {
              "date": "2022-09-19",
              "wealth": 118.2323200970698
            },
            {
              "date": "2022-09-20",
              "wealth": 117.03292603777741
            },
            {
              "date": "2022-09-21",
              "wealth": 116.14204777369483
            },
            {
              "date": "2022-09-22",
              "wealth": 114.83877448624618
            },
            {
              "date": "2022-09-23",
              "wealth": 113.73860870945981
            },
            {
              "date": "2022-09-26",
              "wealth": 112.2290047308719
            },
            {
              "date": "2022-09-27",
              "wealth": 111.44630490283613
            },
            {
              "date": "2022-09-28",
              "wealth": 113.70823645234077
            },
            {
              "date": "2022-09-29",
              "wealth": 112.09988829492316
            },
            {
              "date": "2022-09-30",
              "wealth": 111.04533481372331
            },
            {
              "date": "2022-10-03",
              "wealth": 113.43271177204886
            },
            {
              "date": "2022-10-03",
              "wealth": 113.42983197420477
            },
            {
              "date": "2022-10-04",
              "wealth": 115.42100311257228
            },
            {
              "date": "2022-10-05",
              "wealth": 114.81697109004422
            },
            {
              "date": "2022-10-06",
              "wealth": 114.00320225967846
            },
            {
              "date": "2022-10-07",
              "wealth": 111.92478578222338
            },
            {
              "date": "2022-10-10",
              "wealth": 111.06565763232832
            },
            {
              "date": "2022-10-11",
              "wealth": 110.69560682297084
            },
            {
              "date": "2022-10-12",
              "wealth": 110.54400296284628
            },
            {
              "date": "2022-10-13",
              "wealth": 111.99218924329884
            },
            {
              "date": "2022-10-14",
              "wealth": 110.24534909804889
            },
            {
              "date": "2022-10-17",
              "wealth": 111.87070387707269
            },
            {
              "date": "2022-10-18",
              "wealth": 112.79673737878018
            },
            {
              "date": "2022-10-19",
              "wealth": 111.71040480977979
            },
            {
              "date": "2022-10-20",
              "wealth": 110.78383278971926
            },
            {
              "date": "2022-10-21",
              "wealth": 112.32277004877659
            },
            {
              "date": "2022-10-24",
              "wealth": 113.00154520222485
            },
            {
              "date": "2022-10-25",
              "wealth": 114.64836167029799
            },
            {
              "date": "2022-10-26",
              "wealth": 114.4485852980656
            },
            {
              "date": "2022-10-27",
              "wealth": 114.43212228144824
            },
            {
              "date": "2022-10-28",
              "wealth": 115.81034221601723
            },
            {
              "date": "2022-10-31",
              "wealth": 115.09236826265996
            },
            {
              "date": "2022-11-01",
              "wealth": 115.05234783668038
            },
            {
              "date": "2022-11-01",
              "wealth": 115.04682517581143
            },
            {
              "date": "2022-11-02",
              "wealth": 113.45892319722763
            },
            {
              "date": "2022-11-03",
              "wealth": 112.67044892124021
            },
            {
              "date": "2022-11-04",
              "wealth": 113.44202129779717
            },
            {
              "date": "2022-11-07",
              "wealth": 113.74519595680921
            },
            {
              "date": "2022-11-08",
              "wealth": 114.35427665218555
            },
            {
              "date": "2022-11-09",
              "wealth": 113.23553298389977
            },
            {
              "date": "2022-11-10",
              "wealth": 117.87665831662515
            },
            {
              "date": "2022-11-11",
              "wealth": 118.45526790788945
            },
            {
              "date": "2022-11-14",
              "wealth": 117.73321043327473
            },
            {
              "date": "2022-11-15",
              "wealth": 118.88429906467319
            },
            {
              "date": "2022-11-16",
              "wealth": 118.94071812277232
            },
            {
              "date": "2022-11-17",
              "wealth": 118.39304987816179
            },
            {
              "date": "2022-11-18",
              "wealth": 118.54727486312079
            },
            {
              "date": "2022-11-21",
              "wealth": 118.2722507037727
            },
            {
              "date": "2022-11-22",
              "wealth": 119.49359480632374
            },
            {
              "date": "2022-11-23",
              "wealth": 120.34663434419998
            },
            {
              "date": "2022-11-25",
              "wealth": 120.35973666126651
            },
            {
              "date": "2022-11-28",
              "wealth": 119.20256553650336
            },
            {
              "date": "2022-11-29",
              "wealth": 118.81696679772554
            },
            {
              "date": "2022-11-30",
              "wealth": 121.27145392542525
            },
            {
              "date": "2022-12-01",
              "wealth": 121.9676800426559
            },
            {
              "date": "2022-12-01",
              "wealth": 121.96245540141189
            },
            {
              "date": "2022-12-02",
              "wealth": 122.1595232634416
            },
            {
              "date": "2022-12-05",
              "wealth": 120.53353751118144
            },
            {
              "date": "2022-12-06",
              "wealth": 120.04455012741882
            },
            {
              "date": "2022-12-07",
              "wealth": 120.60329337148916
            },
            {
              "date": "2022-12-08",
              "wealth": 120.73123769315208
            },
            {
              "date": "2022-12-09",
              "wealth": 119.83137560324418
            },
            {
              "date": "2022-12-12",
              "wealth": 120.52285364848655
            },
            {
              "date": "2022-12-13",
              "wealth": 121.52089575753222
            },
            {
              "date": "2022-12-14",
              "wealth": 121.28975050609176
            },
            {
              "date": "2022-12-15",
              "wealth": 120.03787364732858
            },
            {
              "date": "2022-12-16",
              "wealth": 119.1800576522712
            },
            {
              "date": "2022-12-19",
              "wealth": 118.1307817011899
            },
            {
              "date": "2022-12-20",
              "wealth": 117.58464948929945
            },
            {
              "date": "2022-12-21",
              "wealth": 118.6270389851326
            },
            {
              "date": "2022-12-22",
              "wealth": 117.84552254497135
            },
            {
              "date": "2022-12-23",
              "wealth": 117.89912279344989
            },
            {
              "date": "2022-12-27",
              "wealth": 117.00522340103728
            },
            {
              "date": "2022-12-28",
              "wealth": 116.17301397490897
            },
            {
              "date": "2022-12-29",
              "wealth": 117.4936619836512
            },
            {
              "date": "2022-12-30",
              "wealth": 117.01902139196095
            },
            {
              "date": "2023-01-03",
              "wealth": 117.27035458350913
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": [
                0.00952758261137268,
                0.0010876036994417375,
                0.001724611922820416
              ],
              "posterior": [
                0.0013325767665837184,
                0.00018483911464202787,
                0.0004550470399933264
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.002285484809023172,
                0.00014369202124812512,
                0.00016914919190831685
              ],
              "gross_return": 0.045291764353720836,
              "turnover": 5.551115123125783e-17,
              "cost": 2.7755575615628914e-20,
              "net_return": 0.04529176435372073,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.45,
                0.34,
                0.21000000000000002
              ],
              "forecast": [
                0.007490146855116897,
                0.0020130170332134053,
                0.00234607960375328
              ],
              "posterior": [
                0.0012629641499287084,
                0.00024953649119682054,
                0.0005070851076720183
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.0024711444065262794,
                0.00019812556363493598,
                0.00016785790111141377
              ],
              "gross_return": 0.0050165980156049676,
              "turnover": 0.031647252739553156,
              "cost": 1.5823626369776577e-05,
              "net_return": 0.005000695008462452,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.44,
                0.34,
                0.22000000000000003
              ],
              "forecast": [
                0.00812456890616324,
                0.0021654037027047835,
                0.0034881848584621053
              ],
              "posterior": [
                0.001454165672872285,
                0.0002769918241024162,
                0.0005966926748207844
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.0026931108021921346,
                0.0001834082889973532,
                0.000194205758190031
              ],
              "gross_return": 0.010613047824735787,
              "turnover": 0.018427780455574888,
              "cost": 9.213890227787444e-06,
              "net_return": 0.010603736147050347,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.43,
                0.34,
                0.23000000000000004
              ],
              "forecast": [
                0.008505484465743349,
                0.0023974133790413163,
                0.0037610091475304636
              ],
              "posterior": [
                0.0014744061671637906,
                0.000310836566211347,
                0.0006367338927762587
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0025107602458062637,
                0.00017112688183089069,
                0.0001804502225582915
              ],
              "gross_return": 0.0005986800528595705,
              "turnover": 0.013122464922014326,
              "cost": 6.561232461007163e-06,
              "net_return": 0.000592114892319584,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.4,
                0.33,
                0.26999999999999996
              ],
              "forecast": [
                0.007678960979041806,
                0.003066541940102026,
                0.00434465207109931
              ],
              "posterior": [
                0.001377197607192939,
                0.000427126069779366,
                0.0007477869462892847
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.0023770369607054227,
                0.00018530252711675035,
                0.00018948395780681544
              ],
              "gross_return": 0.017838105916302718,
              "turnover": 0.0827957940033826,
              "cost": 4.1397897001691305e-05,
              "net_return": 0.017795969559229574,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.41,
                0.32,
                0.2700000000000001
              ],
              "forecast": [
                0.010209461217778548,
                0.0023575633935491924,
                0.0032710934288252397
              ],
              "posterior": [
                0.0014036627607075002,
                0.00027502727661905937,
                0.0006033023091932509
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.002229957858689465,
                0.0002039683393653079,
                0.00019682009042070234
              ],
              "gross_return": 0.004464705529189501,
              "turnover": 0.0071907061335917954,
              "cost": 3.5953530667958977e-06,
              "net_return": 0.004461094123930032,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.42,
                0.31,
                0.2700000000000001
              ],
              "forecast": [
                0.009018338723118281,
                0.0025982221008321446,
                0.003906954250993963
              ],
              "posterior": [
                0.0013800430773322474,
                0.00032386602439785756,
                0.000653423410968274
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.0021719530415972087,
                0.00020207805632028398,
                0.00018863186817451202
              ],
              "gross_return": 0.02282101903135136,
              "turnover": 0.011697116776698935,
              "cost": 5.848558388349468e-06,
              "net_return": 0.022815037002900773,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.43,
                0.3,
                0.2700000000000001
              ],
              "forecast": [
                0.00976149080167316,
                0.002190895761057246,
                0.0038892171888377037
              ],
              "posterior": [
                0.0014982215054088236,
                0.00019765971279872416,
                0.0005647202367880217
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.0020530100817607827,
                0.00020757079519182338,
                0.00018473067490078703
              ],
              "gross_return": 0.01351646154953098,
              "turnover": 0.0058257444381010215,
              "cost": 2.912872219050511e-06,
              "net_return": 0.01351350930558648,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.29,
                0.2700000000000001
              ],
              "forecast": [
                0.01108661453377139,
                0.00205365017502959,
                0.0036386591073755982
              ],
              "posterior": [
                0.001526413839361775,
                0.00022719222594291306,
                0.0005860350758393545
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020105566690507884,
                0.00020132106599984626,
                0.00017507426236064989
              ],
              "gross_return": -0.008873741090244271,
              "turnover": 0.03342824072176093,
              "cost": 1.6714120360880465e-05,
              "net_return": -0.008890306893828526,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.42,
                0.3,
                0.2800000000000001
              ],
              "forecast": [
                0.008981553218750667,
                0.002657728138614213,
                0.00399334606920644
              ],
              "posterior": [
                0.0014652553437152598,
                0.00027286000684147177,
                0.0006198791763461296
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001922556610131294,
                0.0002129550957659352,
                0.00017189874867680417
              ],
              "gross_return": -0.09213681360883319,
              "turnover": 0.009332791792172224,
              "cost": 4.666395896086112e-06,
              "net_return": -0.09214105005788042,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.42,
                0.18,
                0.4000000000000001
              ],
              "forecast": [
                0.010272037988163892,
                0.002577981789254176,
                0.004375929736100219
              ],
              "posterior": [
                0.002473867580290322,
                9.241171318330683e-06,
                0.0010514771538980923
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019992304293448095,
                0.00022332656937278252,
                0.00016371560147141482
              ],
              "gross_return": 0.08641197857533083,
              "turnover": 0.32875677349674715,
              "cost": 0.00016437838674837358,
              "net_return": 0.08623339592694856,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.6,
                0.15,
                0.25
              ],
              "forecast": [
                0.05632733652451376,
                0.0028025039729233383,
                0.0037646756649440637
              ],
              "posterior": [
                0.00401199350747889,
                -0.00025709340534849854,
                0.0012658930863694118
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0037991929306952247,
                0.0002578197575783356,
                0.00048608869881800533
              ],
              "gross_return": 0.05556959386709702,
              "turnover": 0.31172185135191954,
              "cost": 0.00015586092567595978,
              "net_return": 0.05540507181308141,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.49,
                0.15,
                0.36
              ],
              "forecast": [
                0.03434393814150955,
                0.003312659137849854,
                0.005464089426934521
              ],
              "posterior": [
                0.0032329613153877427,
                -9.538350658987635e-05,
                0.0011542296741384331
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004534819824833539,
                0.00025199107122645444,
                0.0005768642925251289
              ],
              "gross_return": 0.019324715536120404,
              "turnover": 0.24832301664810782,
              "cost": 0.0001241615083240539,
              "net_return": 0.019198154641967502,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.44,
                0.2,
                0.36000000000000004
              ],
              "forecast": [
                0.021311448600255644,
                0.003513519176936912,
                0.00442859426704856
              ],
              "posterior": [
                0.002936549138750757,
                -5.266518546296138e-05,
                0.0011017244529995225
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004373927099619921,
                0.0002452448874566751,
                0.0005669547816013
              ],
              "gross_return": 0.03800826649085415,
              "turnover": 0.10590546906004894,
              "cost": 5.295273453002447e-05,
              "net_return": 0.03795330111467865,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.35,
                0.29,
                0.36000000000000004
              ],
              "forecast": [
                -0.005485727021013166,
                0.003629317477480573,
                0.004985053996890267
              ],
              "posterior": [
                0.0023508735842204167,
                7.837653895796041e-05,
                0.0010313232889794563
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004204823574834752,
                0.00024101539442675137,
                0.0005516890450330942
              ],
              "gross_return": 0.018972235463317978,
              "turnover": 0.19765755697194665,
              "cost": 9.882877848597333e-05,
              "net_return": 0.01887153168197586,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.33,
                0.29,
                0.37999999999999995
              ],
              "forecast": [
                -0.008938338005200365,
                0.0036493031074402945,
                0.006233173821428848
              ],
              "posterior": [
                0.0023141203266122045,
                0.00010571705480955039,
                0.0010537849899061136
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004100211431170415,
                0.00023182010999033603,
                0.0005411030224909341
              ],
              "gross_return": -0.016136256284759756,
              "turnover": 0.07671495302675718,
              "cost": 3.835747651337859e-05,
              "net_return": -0.016173994815201653,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.33,
                0.29,
                0.37999999999999995
              ],
              "forecast": [
                -0.001512305299316282,
                0.003581960917800685,
                0.005239578667628483
              ],
              "posterior": [
                0.0025913354763195486,
                4.727695093858909e-05,
                0.0010688690038032594
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.004166710059687214,
                0.0002336426606120285,
                0.0005442134160665528
              ],
              "gross_return": -0.011883568243278646,
              "turnover": 0.016211501632172554,
              "cost": 8.105750816086278e-06,
              "net_return": -0.011891577668851738,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.24,
                0.38
              ],
              "forecast": [
                0.009576746298543317,
                0.003400287066890875,
                0.004635133080619639
              ],
              "posterior": [
                0.0029077130174941113,
                -1.2132240316589533e-05,
                0.0011098257943658121
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004057451520892233,
                0.0002287115992434924,
                0.0005396910947056901
              ],
              "gross_return": 0.051645887688072566,
              "turnover": 0.1056180375323102,
              "cost": 5.2809018766155095e-05,
              "net_return": 0.05159035130065437,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.43,
                0.2,
                0.37000000000000005
              ],
              "forecast": [
                0.0206346715762186,
                0.0032138649689360805,
                0.004561936547901191
              ],
              "posterior": [
                0.0037766069107028717,
                -4.023563127540405e-05,
                0.0013293700066424059
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.003931030157346285,
                0.00023812235080081448,
                0.0005287471618121653
              ],
              "gross_return": 0.005824133779177609,
              "turnover": 0.058927471455965635,
              "cost": 2.946373572798282e-05,
              "net_return": 0.00579449844271096,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.008611472800672886,
                0.002977708338108399,
                0.005068780290098729
              ],
              "posterior": [
                0.003405167576498407,
                5.360038286905313e-06,
                0.001257586827202622
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.004111310046158057,
                0.00023549386908710244,
                0.0005235971465303816
              ],
              "gross_return": 0.001879199239953347,
              "turnover": 0.0451632805004025,
              "cost": 2.2581640250201247e-05,
              "net_return": 0.0018565751643020434,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.42,
                0.21,
                0.3700000000000001
              ],
              "forecast": [
                0.015216434530916414,
                0.0030479468682570138,
                0.005206134979418983
              ],
              "posterior": [
                0.0036392752444756654,
                -1.4626799221916096e-05,
                0.0013187195706307736
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.00398365278287917,
                0.0002287958437241616,
                0.0005100981056573859
              ],
              "gross_return": 0.0007210082835008881,
              "turnover": 0.014811658201744932,
              "cost": 7.405829100872466e-06,
              "net_return": 0.0007135971147360642,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.39,
                0.25,
                0.36
              ],
              "forecast": [
                0.002239970942954377,
                0.0029533193038425638,
                0.0045121843531611755
              ],
              "posterior": [
                0.0032111097946345033,
                5.658570289520911e-05,
                0.0012370167547390825
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.0038611628887668214,
                0.0002315680965165196,
                0.0005090798301326907
              ],
              "gross_return": 0.0043029390645376265,
              "turnover": 0.09119207674605731,
              "cost": 4.5596038373028654e-05,
              "net_return": 0.004257146829189873,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.41,
                0.24,
                0.3500000000000001
              ],
              "forecast": [
                0.01112542441547254,
                0.0023852942377016084,
                0.0036897672482080826
              ],
              "posterior": [
                0.0033262687048576304,
                -1.7020696141879178e-05,
                0.0012165873907142985
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.0037522446021029474,
                0.00025781153317318024,
                0.0005274360233102236
              ],
              "gross_return": 0.022039848209005976,
              "turnover": 0.01873712294621055,
              "cost": 9.368561473105274e-06,
              "net_return": 0.022030273165860148,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.37,
                0.28,
                0.35
              ],
              "forecast": [
                -0.004334239854901207,
                0.0020189591214010033,
                0.003681823373699564
              ],
              "posterior": [
                0.0028481908001120955,
                2.12302099630943e-05,
                0.0010736178017765794
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.003660124558780329,
                0.000268125931825767,
                0.0005213516454422109
              ],
              "gross_return": 0.003339802695700355,
              "turnover": 0.09754520632616231,
              "cost": 4.877260316308116e-05,
              "net_return": 0.003290867201665826,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.2,
                0.45,
                0.35000000000000003
              ],
              "forecast": [
                -0.04538305728422671,
                0.0018208330893614314,
                0.0034263150013255092
              ],
              "posterior": [
                0.0013148919361569288,
                0.00021882653995392856,
                0.0007556835205934844
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.003577151875690042,
                0.00026057128609337395,
                0.0005064696466089808
              ],
              "gross_return": 0.017538827098970554,
              "turnover": 0.34054847871456745,
              "cost": 0.00017027423935728374,
              "net_return": 0.017365566449169645,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.28,
                0.37,
                0.35
              ],
              "forecast": [
                -0.019203247397997524,
                0.0021914413466716885,
                0.0033479758487523826
              ],
              "posterior": [
                0.0022341271818725078,
                0.00011198173582505952,
                0.0009580274800158089
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.003477914892240736,
                0.00025352246670676433,
                0.0004926930049968659
              ],
              "gross_return": 0.020254558910309306,
              "turnover": 0.15549672590045607,
              "cost": 7.774836295022803e-05,
              "net_return": 0.02017523578856162,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.34,
                0.31,
                0.3499999999999999
              ],
              "forecast": [
                -0.005603028958266637,
                0.0021722422900892478,
                0.004296570015734119
              ],
              "posterior": [
                0.0028080089344753086,
                5.345006661334284e-05,
                0.001108733956784458
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.0035079329233771205,
                0.0002473156035697495,
                0.00048468906837845075
              ],
              "gross_return": 0.006838216378298268,
              "turnover": 0.12352409719963026,
              "cost": 6.176204859981513e-05,
              "net_return": 0.0067760319874461405,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.44,
                0.21,
                0.3500000000000001
              ],
              "forecast": [
                0.016395978209286063,
                0.0025435500617079906,
                0.00432102304714043
              ],
              "posterior": [
                0.003619130234847851,
                -2.4214147768863774e-05,
                0.001297291157215423
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.0034361574632979733,
                0.0002509395971623601,
                0.0004749447094985354
              ],
              "gross_return": -0.02156272769405062,
              "turnover": 0.19094201318183593,
              "cost": 9.547100659091796e-05,
              "net_return": -0.021656140085323794,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.39,
                0.25,
                0.36
              ],
              "forecast": [
                0.0020442613045682408,
                0.0026334159396439916,
                0.0036337022859364815
              ],
              "posterior": [
                0.003204032460482966,
                9.486624520669534e-05,
                0.0012151650612973951
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.003370274474265424,
                0.00024912689629523835,
                0.0004672832152121979
              ],
              "gross_return": 0.01969112912514159,
              "turnover": 0.08720598080754274,
              "cost": 4.360299040377137e-05,
              "net_return": 0.019646667542623675,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.4,
                0.25,
                0.35
              ],
              "forecast": [
                0.005191095026279944,
                0.0022927743074680966,
                0.0036728364788140714
              ],
              "posterior": [
                0.0033586237798928294,
                6.17587630274449e-05,
                0.0012360577826639168
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.003377341868322478,
                0.00025091758579133864,
                0.0004628885021045104
              ],
              "gross_return": -0.004808097454394134,
              "turnover": 0.013850201701141457,
              "cost": 6.9251008505707286e-06,
              "net_return": -0.004814989258684954,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.43,
                0.22,
                0.3500000000000001
              ],
              "forecast": [
                0.013053978952980846,
                0.001999879906155392,
                0.004133222503226752
              ],
              "posterior": [
                0.0035099017379617223,
                -3.493742442459835e-05,
                0.0012239489468034998
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.003354148640704905,
                0.00024943697598305665,
                0.00045433041390413663
              ],
              "gross_return": 0.02008552414639754,
              "turnover": 0.07280496043699428,
              "cost": 3.640248021849714e-05,
              "net_return": 0.020048390503283553,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.21,
                0.3400000000000001
              ],
              "forecast": [
                0.012669299372405851,
                0.002250152732581321,
                0.0039049050279528334
              ],
              "posterior": [
                0.003205982496704015,
                3.425795661643544e-05,
                0.0012471613113980114
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0033021768530371335,
                0.00024505193821115816,
                0.00044435703915440985
              ],
              "gross_return": -0.03424759389896409,
              "turnover": 0.004284353416649372,
              "cost": 2.142176708324686e-06,
              "net_return": -0.0342496627112745,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.39,
                0.26,
                0.35
              ],
              "forecast": [
                0.001187423718719884,
                0.002238820015307345,
                0.0033726576900046422
              ],
              "posterior": [
                0.002891231189150632,
                0.00016568114798776087,
                0.0012188110319106044
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032677477039243837,
                0.000249354484782149,
                0.0004415572590323775
              ],
              "gross_return": -0.024548700094946876,
              "turnover": 0.1036140036713333,
              "cost": 5.1807001835666656e-05,
              "net_return": -0.024599235302231737,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.32,
                0.33,
                0.3499999999999999
              ],
              "forecast": [
                -0.014738341000297831,
                0.0022348748635325627,
                0.0030855759397517392
              ],
              "posterior": [
                0.0023762636926127913,
                0.0002336014383462138,
                0.0011118679209762355
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.003313130184351673,
                0.0002506290105518968,
                0.0004520288551318001
              ],
              "gross_return": -0.010526706388037673,
              "turnover": 0.12263231465892199,
              "cost": 6.1316157329461e-05,
              "net_return": -0.010587377088182137,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.0011987446928610652,
                0.0024470436882095426,
                0.0029945583259816905
              ],
              "posterior": [
                0.0028191282394658935,
                0.00022481023017709728,
                0.001248095032972721
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033155540682712407,
                0.000245413056798067,
                0.0004553937226226606
              ],
              "gross_return": -0.06880590581852421,
              "turnover": 0.01656652777658435,
              "cost": 8.283263888292176e-06,
              "net_return": -0.06881361914493744,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.008622312845660783,
                0.0013280042052815407,
                0.0024517455794791417
              ],
              "posterior": [
                0.003224492460020351,
                9.011871237537667e-05,
                0.0012592655868476396
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003334483455118141,
                0.0003170086306785072,
                0.0004692466127377923
              ],
              "gross_return": 0.0032346209439124956,
              "turnover": 0.1520769523236532,
              "cost": 7.603847616182661e-05,
              "net_return": 0.003158336512103066,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.39,
                0.3,
                0.31
              ],
              "forecast": [
                -0.004516211306178002,
                1.1644949444803918e-05,
                0.000827425609898587
              ],
              "posterior": [
                0.0030643912688003067,
                0.00029718027962553716,
                0.0013662424789561086
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034361535723066174,
                0.0003547349492170815,
                0.0005900615581414584
              ],
              "gross_return": -0.02880489006266727,
              "turnover": 0.0976110502925519,
              "cost": 4.880552514627595e-05,
              "net_return": -0.028852289750027293,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.52,
                0.17,
                0.30999999999999994
              ],
              "forecast": [
                0.026620593310401217,
                2.9425007467623224e-05,
                0.00244101774444615
              ],
              "posterior": [
                0.004588859385218684,
                0.0002750955493275048,
                0.0018675496024153921
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003378231919832325,
                0.00034837202464647627,
                0.0005838897765315216
              ],
              "gross_return": 0.054837266004887295,
              "turnover": 0.28922603714166306,
              "cost": 0.00014461301857083154,
              "net_return": 0.05468472280374925,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.49,
                0.21,
                0.30000000000000004
              ],
              "forecast": [
                0.015066136674284608,
                0.00039682539687373587,
                0.0019504160666568861
              ],
              "posterior": [
                0.004084790479341434,
                0.0003014249845367311,
                0.00171305255634805
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0033953729395635565,
                0.0003425124053930237,
                0.0005787929839520185
              ],
              "gross_return": -0.04355638323304212,
              "turnover": 0.08972947455581373,
              "cost": 4.486473727790687e-05,
              "net_return": -0.04359929382462957,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.54,
                0.17,
                0.2899999999999999
              ],
              "forecast": [
                0.030897732731850293,
                0.001135599876653027,
                0.002427090782531871
              ],
              "posterior": [
                0.0053177779100942795,
                0.0005766066830838927,
                0.0022904627805302668
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.003371188388915436,
                0.00034763907675929245,
                0.0005873658401381293
              ],
              "gross_return": -0.053985162119680144,
              "turnover": 0.09116579344075895,
              "cost": 4.5582896720379474e-05,
              "net_return": -0.05402828421633121,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.51,
                0.2,
                0.29
              ],
              "forecast": [
                0.01929147175597184,
                -0.00010672800854195973,
                0.0015721953418548235
              ],
              "posterior": [
                0.005265773705816201,
                0.0007299904616638854,
                0.0023190470491229855
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0033622957309822005,
                0.00039386061866108883,
                0.00063078379307648
              ],
              "gross_return": 0.014304137053157043,
              "turnover": 0.05077543856788644,
              "cost": 2.538771928394322e-05,
              "net_return": 0.014278386184457093,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.48,
                0.24,
                0.28
              ],
              "forecast": [
                0.013691056834362982,
                -0.0005300826482441923,
                0.001134671517663617
              ],
              "posterior": [
                0.005094688987704841,
                0.0006597736631827535,
                0.002164334819479043
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.003508795503675934,
                0.0004019761263911527,
                0.0006453027780999485
              ],
              "gross_return": 0.06015685227530804,
              "turnover": 0.09600257574538945,
              "cost": 4.800128787269473e-05,
              "net_return": 0.060105963381051675,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.46,
                0.28,
                0.26
              ],
              "forecast": [
                0.010493548361049808,
                -0.00055734089769398,
                0.0002992157639946808
              ],
              "posterior": [
                0.0049651068498674155,
                0.000745059514501961,
                0.0022516083621784834
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.003457177671342212,
                0.00040597138946147916,
                0.0006390489840895169
              ],
              "gross_return": -0.03847168214562237,
              "turnover": 0.08567255263354795,
              "cost": 4.2836276316773974e-05,
              "net_return": -0.03851287043833229,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.00952758261137268,
                0.0010876036994417375,
                0.001724611922820416
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014150218289281336,
                0.00014056588612097463,
                0.00015338767240842565
              ],
              "last_validation_exit": "2019-05-01",
              "validation_folds": 24,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0006370324599499203,
                  -0.009323774268557525,
                  0.012659547771228062,
                  -0.005395654890756202
                ],
                [
                  -0.005786103725299213,
                  0.009963243646007845,
                  -0.0049057552659785494,
                  0.003639175870253321
                ],
                [
                  0.004741606939280505,
                  0.0195076957093824,
                  0.012304296859641208,
                  -0.0029634259170413678
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009449139014679324,
                0.0011432225889978279,
                0.0024293575773394896
              ],
              "feature_contributions": [
                [
                  -3.3259717224061325e-05,
                  0.00048723557351371756,
                  -0.0006279350071759307,
                  0.0002524027475796303
                ],
                [
                  0.00011551014234735965,
                  -0.00019907874919493037,
                  9.304205550665612e-05,
                  -6.50923382151759e-05
                ],
                [
                  -0.00010034550185184936,
                  -0.0004132078660767869,
                  -0.0002473823287723856,
                  5.6190042181947926e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.4599875329906389
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.007490146855116897,
                0.0020130170332134053,
                0.00234607960375328
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015432622471191959,
                0.00018338309988630308,
                0.00016019534061354238
              ],
              "last_validation_exit": "2019-06-03",
              "validation_folds": 25,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0002739536740960618,
                  -0.0075996574724811455,
                  0.016922859864047235,
                  -0.0014770004436788617
                ],
                [
                  -0.004993387052122829,
                  0.00757845186031148,
                  -0.010969857673615076,
                  -0.001393152300098173
                ],
                [
                  0.004910976930268147,
                  0.018317733114120285,
                  0.00859768693332021,
                  -0.0053170035478462595
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008078569812386185,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "feature_contributions": [
                [
                  -8.962344461355027e-06,
                  0.0002030593433074869,
                  -0.000767769248865821,
                  -1.4750707249597982e-05
                ],
                [
                  6.406472946917868e-05,
                  -7.941247259985845e-05,
                  0.0001951808530074788,
                  -5.456448716373268e-06
                ],
                [
                  -6.377003632261162e-05,
                  -0.00019426964832371083,
                  -0.00015482562808399005,
                  -2.1076739902146492e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2358985146996977
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                0.00812456890616324,
                0.0021654037027047835,
                0.0034881848584621053
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0016861833541649757,
                0.00017728039767392418,
                0.00018755802840937833
              ],
              "last_validation_exit": "2019-07-01",
              "validation_folds": 26,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0046943231332046975,
                  -0.012062169949424146,
                  0.011628047992586491,
                  -0.005736428122268578
                ],
                [
                  -0.005619846236897559,
                  0.006760378529403657,
                  -0.011420163091172842,
                  -0.0020205770621642854
                ],
                [
                  -0.0002241865333801881,
                  0.012598945254487522,
                  0.0038415032846730477,
                  -0.009364651825136324
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749962
              ],
              "feature_contributions": [
                [
                  -0.0001727241748380792,
                  -0.000639347100068685,
                  -0.0005268767709360793,
                  -6.54338569002937e-05
                ],
                [
                  -7.811155472378475e-05,
                  0.00013536081904086183,
                  0.00019547231009558246,
                  -8.706569786766046e-06
                ],
                [
                  -3.266882001248614e-06,
                  0.00026447780162826707,
                  -6.893618191945032e-05,
                  -4.230545592045899e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4034697849816735
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                0.008505484465743349,
                0.0023974133790413163,
                0.0037610091475304636
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0016276332789055181,
                0.000175187469370413,
                0.0001821440028162341
              ],
              "last_validation_exit": "2019-08-01",
              "validation_folds": 27,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.004196297294436238,
                  -0.011641292023719055,
                  0.012140004137658924,
                  -0.005887045049146776
                ],
                [
                  -0.006648245383781767,
                  0.005833649510907146,
                  -0.012757866273703768,
                  -0.0016223308838932738
                ],
                [
                  -0.0007636051816309626,
                  0.012115531376208431,
                  0.0030378818739453845,
                  -0.009158438356029837
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009292375638668164,
                0.0021344892651383673,
                0.0034428413716485495
              ],
              "feature_contributions": [
                [
                  4.035896201134502e-05,
                  -0.000676616235949723,
                  -0.0002497043884844541,
                  9.907048949801884e-05
                ],
                [
                  2.4269102039036885e-05,
                  0.00012869287165918553,
                  9.959976500036948e-05,
                  1.036237520435743e-05
                ],
                [
                  2.909347234053086e-06,
                  0.0002789566055861904,
                  -2.4753189971759022e-05,
                  6.105501303342986e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.552412030313993
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                0.007678960979041806,
                0.003066541940102026,
                0.00434465207109931
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015868380061092053,
                0.00019683125166573208,
                0.00019982546600322325
              ],
              "last_validation_exit": "2019-09-03",
              "validation_folds": 28,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.005134216160404074,
                  -0.012834915949866592,
                  0.01315825092206783,
                  -0.006173501417478949
                ],
                [
                  -0.0031730376342074015,
                  0.010112691412710706,
                  -0.016049322272696433,
                  -0.0005359354272206022
                ],
                [
                  0.0021505999350584447,
                  0.015717216867826275,
                  -0.0005525472432398573,
                  -0.007965791628504781
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00885466201307534,
                0.0026624347171454793,
                0.003934707220316519
              ],
              "feature_contributions": [
                [
                  -3.4333793215982546e-06,
                  -0.0008398265905741792,
                  -0.00030673402686421557,
                  -2.5707037273541878e-05
                ],
                [
                  -8.313032716709317e-07,
                  0.0002592387841467625,
                  0.00014657406038484454,
                  -8.743183033890882e-07
                ],
                [
                  5.839762821122309e-07,
                  0.00041759970235060346,
                  5.2302343826747125e-06,
                  -1.3469062232600173e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.758050096673829
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.010209461217778548,
                0.0023575633935491924,
                0.0032710934288252397
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00153289790499912,
                0.00019651000835473807,
                0.00019588139764727523
              ],
              "last_validation_exit": "2019-10-01",
              "validation_folds": 29,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.005200870764088939,
                  -0.012277575936095138,
                  0.012996530323863742,
                  -0.006261712992114319
                ],
                [
                  -0.0026721355177796676,
                  0.0074315169939824345,
                  -0.014987467003406592,
                  0.0001932488871129831
                ],
                [
                  0.0024603716735457134,
                  0.01378643808627223,
                  5.342567871561483e-05,
                  -0.007447561235167026
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008936183232306782,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  0.0003584994078144212,
                  0.0010731347953471498,
                  -0.0003056843200819732,
                  0.00014732810239216903
                ],
                [
                  7.276212398595981e-05,
                  -0.00025659821497893697,
                  0.00013925425871657624,
                  -1.7961555594382139e-06
                ],
                [
                  -6.91035947264898e-05,
                  -0.0004909997415137242,
                  -5.12015757761767e-07,
                  7.13993176127636e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3701672872232513
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                0.009018338723118281,
                0.0025982221008321446,
                0.003906954250993963
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015257543886129836,
                0.00019109653949803354,
                0.00018935213853918305
              ],
              "last_validation_exit": "2019-11-01",
              "validation_folds": 30,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.005133707121093347,
                  -0.009238248992473289,
                  0.011816616329546442,
                  -0.005991650675399559
                ],
                [
                  -0.00267762028691774,
                  0.0062402039059511714,
                  -0.014511142964540832,
                  9.338631476277299e-05
                ],
                [
                  0.0024672982839182506,
                  0.013546501372655385,
                  5.992285274440033e-05,
                  -0.00746009317455596
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "feature_contributions": [
                [
                  6.70664995174797e-05,
                  -0.00021606446393192784,
                  -0.000451959820997685,
                  4.574590247518599e-05
                ],
                [
                  1.3722005506523048e-05,
                  5.7251452679437146e-05,
                  0.00021772202385574691,
                  -2.7969390386206514e-07
                ],
                [
                  -1.3027166999916512e-05,
                  0.00012804853071189727,
                  -9.26302736135842e-07,
                  2.3019916253650545e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0382213091601091
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.00976149080167316,
                0.002190895761057246,
                0.0038892171888377037
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001478476981838845,
                0.0001887816360737732,
                0.00018372541050195272
              ],
              "last_validation_exit": "2019-12-02",
              "validation_folds": 31,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.005588249223480443,
                  -0.009611842079004864,
                  0.011576272314229969,
                  -0.006166605383670664
                ],
                [
                  -0.00041345006637900634,
                  0.008207345861914028,
                  -0.013689836860286336,
                  0.000853165267779277
                ],
                [
                  0.00318954898462136,
                  0.012863865972134441,
                  0.00034636366686384803,
                  -0.007177009094629328
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009723405280801683,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  -0.00012527397559142822,
                  9.163506786440919e-06,
                  -0.00021980812783532094,
                  0.00037400411751178464
                ],
                [
                  -3.652468059835426e-06,
                  -3.083444113839652e-06,
                  0.0001024357503106126,
                  -2.0391147213178078e-05
                ],
                [
                  2.890676945055833e-05,
                  -4.95805995660095e-06,
                  -2.6588419998727597e-06,
                  0.00017597821614797162
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01108661453377139,
                0.00205365017502959,
                0.0036386591073755982
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014787392019133885,
                0.00018331198653454852,
                0.00017992416884243188
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.006043263534565343,
                  -0.008405175312207622,
                  0.009680835566936965,
                  -0.006403405249309709
                ],
                [
                  -0.00029487646181808184,
                  0.00792685210361758,
                  -0.013169884733442943,
                  0.0009040839850600316
                ],
                [
                  0.0029155280451180496,
                  0.013353247335014336,
                  -0.0005233035454081132,
                  -0.007329862466618527
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.00018321480013425333,
                  0.0005335970431838325,
                  -0.00039214361835886413,
                  0.0003744206570937879
                ],
                [
                  3.4917644595949662e-06,
                  -0.00019655459771551626,
                  0.00020836755504775704,
                  -2.0647781856683513e-05
                ],
                [
                  -3.549599632063468e-05,
                  -0.0003404290861374045,
                  8.51253896726578e-06,
                  0.00017211462178088295
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.008981553218750667,
                0.002657728138614213,
                0.00399334606920644
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014383438451218084,
                0.00019956222558711618,
                0.00018386829846886254
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0063569873841265966,
                  -0.00838624273477231,
                  0.009912961607226886,
                  -0.005425326861881802
                ],
                [
                  0.0014850646226425412,
                  0.007593172195762741,
                  -0.01412986235899214,
                  -0.0036643580599788617
                ],
                [
                  0.0040118183007306,
                  0.013114732851902199,
                  -0.0014000747052233375,
                  -0.009926477652651993
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0003156857134224042,
                  -0.00012671272454339085,
                  -0.0003083251643457913,
                  -0.0004363463016056948
                ],
                [
                  2.9646427677432135e-05,
                  4.612108205233824e-05,
                  0.00017667167126652152,
                  -0.00011847500432905387
                ],
                [
                  8.091409734919285e-05,
                  8.048067475088275e-05,
                  1.768626455031863e-05,
                  -0.00032424995171426494
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.010272037988163892,
                0.002577981789254176,
                0.004375929736100219
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014931406624548776,
                0.00021632081286292114,
                0.00017992905316438154
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.004289528220907889,
                  -0.004082002715225663,
                  0.012075004619215053,
                  -0.001681692634646495
                ],
                [
                  -0.0008006861847489326,
                  0.002567152583601892,
                  -0.016472359566862667,
                  -0.007671781615073489
                ],
                [
                  0.0034360734642524837,
                  0.011647106972374675,
                  -0.002093406346338265,
                  -0.010803097106960763
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -6.57993742570396e-05,
                  4.199120315325593e-05,
                  0.0009988852747804544,
                  8.66450379126471e-05
                ],
                [
                  -4.9801127784264594e-06,
                  -1.0707826366782915e-05,
                  -0.0005525209216996465,
                  0.00016027209513339767
                ],
                [
                  2.101442862062713e-05,
                  -4.776898404617795e-05,
                  -6.904381070243247e-05,
                  0.00022191582091464105
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.05632733652451376,
                0.0028025039729233383,
                0.0037646756649440637
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002602485286310172,
                0.00025472737529042217,
                0.00035675754339564264
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1674747328212842,
                  -0.05413292823557544,
                  0.23728361222630148,
                  -0.21110336381641376
                ],
                [
                  0.004444991429563291,
                  0.003974140084437558,
                  -0.01889272822448077,
                  0.0010658118485528862
                ],
                [
                  -0.006507466989706951,
                  0.0067212538641592,
                  0.004325489156349888,
                  -0.023055890399694783
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  0.01576123424447517,
                  0.00020706376338385895,
                  0.024303240745798753,
                  0.010314775098047055
                ],
                [
                  -0.00014453202162678695,
                  -5.2521603140486825e-06,
                  -0.0006685645434343895,
                  -1.799274284142142e-05
                ],
                [
                  0.00024119733489210806,
                  -1.0125406858827747e-05,
                  0.00017448225786456363,
                  0.00044367617641691623
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.03434393814150955,
                0.003312659137849854,
                0.005464089426934521
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029592002836973928,
                0.000247826762899222,
                0.00043188326600583334
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1560428230709782,
                  -0.0678562415046927,
                  0.3560239848557989,
                  -0.2438135829663969
                ],
                [
                  0.004293028078668837,
                  0.004006755414523423,
                  -0.018088913314438928,
                  0.0013241443249435566
                ],
                [
                  -0.0045024865916893685,
                  0.004806013957045555,
                  0.01925862088740385,
                  -0.02713053851907142
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254535,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  -0.020815342356664646,
                  -0.008017544646475035,
                  0.03487752333605597,
                  0.020212190885338727
                ],
                [
                  0.00018338513440047905,
                  0.00015160204447615245,
                  -0.0005674655459230724,
                  -3.515211475898387e-05
                ],
                [
                  -0.00023679829874810195,
                  0.00022388397248561956,
                  0.0007438373052293613,
                  0.0008867481660031117
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021311448600255644,
                0.003513519176936912,
                0.00442859426704856
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028949929626790843,
                0.00024117494160894693,
                0.0004363752362411545
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.11553553348508185,
                  -0.06787586587244626,
                  0.3720167892030364,
                  -0.2130076588019643
                ],
                [
                  0.004137649822094959,
                  0.003945440867053229,
                  -0.014943833922334074,
                  0.0013088154718672847
                ],
                [
                  -0.010014885548789498,
                  0.004690066159675569,
                  0.02764240751536465,
                  -0.02820452466943652
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  -0.014183488460376426,
                  0.008792851378950823,
                  -0.00014789002945876474,
                  0.017595178030991053
                ],
                [
                  0.00015981186913502878,
                  -0.00016080431603925787,
                  1.869072726957785e-06,
                  -3.401454605634745e-05
                ],
                [
                  -0.0004824273053912252,
                  -0.0002384030040912441,
                  -4.3119193111823565e-06,
                  0.0009141882524363627
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005485727021013166,
                0.003629317477480573,
                0.004985053996890267
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002823680480923294,
                0.000235260569437404,
                0.00043573335892435443
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1264418252738916,
                  -0.0612301678845074,
                  0.38160143401250524,
                  -0.22533804206535285
                ],
                [
                  0.001862759672327848,
                  0.0009805822917350502,
                  -0.015287965250349964,
                  0.0021782152663344114
                ],
                [
                  -0.002427457519299178,
                  0.011883486287859247,
                  0.029063873117525545,
                  -0.029521743046789523
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.025882436319479153,
                  0.0009141723057554335,
                  -0.006888380635462337,
                  0.016933845205611142
                ],
                [
                  0.00011998778040335057,
                  -4.606938887330173e-06,
                  8.684056109772856e-05,
                  -5.150953880863059e-05
                ],
                [
                  -0.00019684006351456158,
                  -7.02835905621635e-05,
                  -0.00020782992861402252,
                  0.0008788414366429262
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008938338005200365,
                0.0036493031074402945,
                0.006233173821428848
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002787383961686454,
                0.00023018550523672387,
                0.0004391978280520914
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.009206102717177573,
                  -0.13781367037607892,
                  0.3907541549259561,
                  -0.22935030591547043
                ],
                [
                  0.004383794634185191,
                  -0.0002489995384322436,
                  -0.015280688752596607,
                  0.0012945279014353263
                ],
                [
                  0.01308889972485204,
                  0.007507942694660978,
                  0.028700031184440717,
                  -0.03112921006824601
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -5.819101528927387e-05,
                  -0.027438979736735012,
                  -0.010859269085642328,
                  0.01920916611297604
                ],
                [
                  -8.66042774375896e-06,
                  -1.5494701891921653e-05,
                  0.0001327238415770263,
                  -3.3886727264692615e-05
                ],
                [
                  -3.289776354109292e-05,
                  0.0005944012642805883,
                  -0.0003171483633590129,
                  0.0010367174398559441
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.001512305299316282,
                0.003581960917800685,
                0.005239578667628483
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028694212505690287,
                0.00022673264250850544,
                0.0004362138982126902
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.027417438113505607,
                  -0.13911238533246847,
                  0.3791546384621629,
                  -0.2487489398665394
                ],
                [
                  0.002945185268301371,
                  1.3571932761501575e-05,
                  -0.014877854004844747,
                  0.002554431463277944
                ],
                [
                  0.010771274843639746,
                  0.00774063962278938,
                  0.02900884651749207,
                  -0.028544321609284606
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  -0.00047751257293766886,
                  -0.01332976951664004,
                  -0.01930970407976034,
                  0.020438693994898928
                ],
                [
                  -1.588008855571038e-05,
                  4.0260661229488877e-07,
                  0.0002345750939047044,
                  -6.497832606040436e-05
                ],
                [
                  -7.415024754982557e-05,
                  0.0002931711629599093,
                  -0.0005839521523872882,
                  0.0009270415236557205
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009576746298543317,
                0.003400287066890875,
                0.004635133080619639
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028234287447040417,
                0.00022143436035560517,
                0.0004304439553638516
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.039713141161841194,
                  -0.190747584257892,
                  0.39037828972799826,
                  -0.23763479513168476
                ],
                [
                  0.002964505534313292,
                  -0.0012918733862142034,
                  -0.014671171670570197,
                  0.0030548299009682737
                ],
                [
                  0.010889240076835617,
                  0.00464362706520252,
                  0.02946584336411116,
                  -0.02615812706222417
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.0010874248474081385,
                  -0.002803511747461506,
                  -0.007733319410738295,
                  0.01081484529984103
                ],
                [
                  -2.4926594103219655e-05,
                  -5.83054227754016e-06,
                  8.92464096654381e-05,
                  -4.269165354935155e-05
                ],
                [
                  -0.00011724608394309342,
                  2.683715212266454e-05,
                  -0.00022952760627407376,
                  0.00046811513765486327
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.0206346715762186,
                0.0032138649689360805,
                0.004561936547901191
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002764603638078076,
                0.00022245429199042212,
                0.0004222172169160943
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.042189297900023855,
                  -0.2000350625335745,
                  0.40017822105016626,
                  -0.23570458938105424
                ],
                [
                  0.0034891976423734915,
                  -0.003466956826191194,
                  -0.013014171613816204,
                  0.005467650515712777
                ],
                [
                  0.011095613021402693,
                  0.0035949195240824743,
                  0.029738761239762643,
                  -0.024563965634960157
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224503,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  0.0004313066522739723,
                  0.008085338539353247,
                  -0.010579296580226294,
                  0.012769087576593173
                ],
                [
                  1.1014934797629503e-05,
                  4.3272602753693876e-05,
                  0.00010624105488951496,
                  -9.146713500572323e-05
                ],
                [
                  4.453683676667974e-05,
                  -5.705128926269809e-05,
                  -0.00030868137428552417,
                  0.0005224858290419518
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.008611472800672886,
                0.002977708338108399,
                0.005068780290098729
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002927794470828199,
                0.00021844162545164145,
                0.00042706089977253273
              ],
              "last_validation_exit": "2020-12-01",
              "validation_folds": 43,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01686015179828962,
                  -0.1892232337810014,
                  0.37703278409041174,
                  -0.2611365125251141
                ],
                [
                  0.0038020369810445533,
                  -0.003622780766999164,
                  -0.012751684058301776,
                  0.005973164967686878
                ],
                [
                  0.009855243768919808,
                  0.003969021062356922,
                  0.028638972627374734,
                  -0.02571620040168664
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011377522762221584,
                0.003044668345313592,
                0.004733942980568679
              ],
              "feature_contributions": [
                [
                  -0.0002881979425164775,
                  -0.008359856312882252,
                  -0.012476234956477724,
                  0.018358239250327753
                ],
                [
                  -1.9514058946139463e-05,
                  -4.805828696917389e-05,
                  0.00012669919455015553,
                  -0.00012608685584003523
                ],
                [
                  -6.50526332937088e-05,
                  6.77135948992372e-05,
                  -0.00036595693278641773,
                  0.0006981332807109399
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.015216434530916414,
                0.0030479468682570138,
                0.005206134979418983
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002863002408027114,
                0.00021347704632604684,
                0.00041778273751253266
              ],
              "last_validation_exit": "2021-01-04",
              "validation_folds": 44,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01632061131946313,
                  -0.18709700448810743,
                  0.37917123744233844,
                  -0.25924034643740457
                ],
                [
                  0.003772043589695249,
                  -0.0036143164540570266,
                  -0.012738007733631158,
                  0.005918229435890521
                ],
                [
                  0.009731087679406406,
                  0.00417789893590521,
                  0.028743211931455525,
                  -0.025165736063889027
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011384557437168649,
                0.003046946602256241,
                0.0046685746949463305
              ],
              "feature_contributions": [
                [
                  0.00047006997278839486,
                  -0.004151010102084955,
                  -0.013598213894218144,
                  0.02111103111726247
                ],
                [
                  3.2621559608632625e-05,
                  -2.4077703405576353e-05,
                  0.00013716708837666948,
                  -0.00014471067857895295
                ],
                [
                  0.00010827551741874152,
                  3.58086278934034e-05,
                  -0.0003982213802804406,
                  0.0007916975194409482
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                0.002239970942954377,
                0.0029533193038425638,
                0.0045121843531611755
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002802351011631236,
                0.00021243819827492904,
                0.0004145030263731601
              ],
              "last_validation_exit": "2021-02-01",
              "validation_folds": 45,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.013319006111872093,
                  -0.18561011765872218,
                  0.3776038385303298,
                  -0.2676928082340205
                ],
                [
                  0.004152593256479783,
                  -0.004592493218770035,
                  -0.011884114162884296,
                  0.007373870490038166
                ],
                [
                  0.010056398207592014,
                  0.003091203086546752,
                  0.029259176848533585,
                  -0.02322861697001826
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011510119379554637,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "feature_contributions": [
                [
                  0.0005753232575434004,
                  -0.004198339634800638,
                  -0.01863124977656999,
                  0.012984117717226967
                ],
                [
                  5.4143717372384084e-05,
                  -3.135544795932199e-05,
                  0.00017699498692698014,
                  -0.0001079592376877389
                ],
                [
                  0.0001686269001688214,
                  2.7142368553497866e-05,
                  -0.0005604178679885099,
                  0.0004373643448391156
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0106105100051026
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.01112542441547254,
                0.0023852942377016084,
                0.0036897672482080826
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002750360180290906,
                0.00022609496240109638,
                0.0004235364789421233
              ],
              "last_validation_exit": "2021-03-01",
              "validation_folds": 46,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.014052193311280521,
                  -0.18418481145261678,
                  0.3741639046778733,
                  -0.28062681288572117
                ],
                [
                  0.002594203696224121,
                  -0.005509258127896651,
                  -0.009785648721916378,
                  0.011042615719708365
                ],
                [
                  0.00874229733326469,
                  0.002187845067279312,
                  0.030092651541092707,
                  -0.019396695991167584
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011847779169611094,
                0.002455755819502458,
                0.004044485784722326
              ],
              "feature_contributions": [
                [
                  -0.0008319784531517127,
                  0.0023630486279302095,
                  -0.01769733258760974,
                  0.015443907658692685
                ],
                [
                  -4.75124397416708e-05,
                  2.1864888185514593e-05,
                  0.00014317620272392254,
                  -0.00018799023296861572
                ],
                [
                  -0.00020365579978093382,
                  -1.1044311702884311e-05,
                  -0.0005600278513814067,
                  0.00042000942635098175
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2192426547809219
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                -0.004334239854901207,
                0.0020189591214010033,
                0.003681823373699564
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002710283051305456,
                0.0002310124906978583,
                0.00041874413749563014
              ],
              "last_validation_exit": "2021-04-01",
              "validation_folds": 47,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.019410326648709796,
                  -0.1810006996064611,
                  0.36781004032911,
                  -0.28754318623544445
                ],
                [
                  0.0009608232287641895,
                  -0.00622956915703274,
                  -0.007874355759722666,
                  0.012431916338279187
                ],
                [
                  0.007803598419112304,
                  0.0017111173584800168,
                  0.030700481802694062,
                  -0.018410328916566382
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012123231353302892,
                0.002165684825517092,
                0.003855401368236392
              ],
              "feature_contributions": [
                [
                  0.0005749978745288376,
                  -0.010641305922192045,
                  -0.01865455442930352,
                  0.012263391268762629
                ],
                [
                  8.9117464260473e-06,
                  -0.00011467232500722648,
                  0.0001250438288749825,
                  -0.00016600895440989184
                ],
                [
                  9.117062088176567e-05,
                  3.967537837784202e-05,
                  -0.0006140915142525641,
                  0.0003096675204561289
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2177873292024546
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                -0.04538305728422671,
                0.0018208330893614314,
                0.0034263150013255092
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026762083732498596,
                0.00022669678410226022,
                0.0004101908409232246
              ],
              "last_validation_exit": "2021-05-03",
              "validation_folds": 48,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.004366060291273412,
                  -0.18392755450834605,
                  0.36172637326049223,
                  -0.30269644508437094
                ],
                [
                  0.00014940696205596006,
                  -0.006354537008753904,
                  -0.008231768310492589,
                  0.011841068545136932
                ],
                [
                  0.006305366745568706,
                  0.0015963639261665045,
                  0.03036132177844417,
                  -0.018544604006064523
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012558639402619014,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "feature_contributions": [
                [
                  -0.0002242202218771102,
                  -0.04436888743204839,
                  -0.018898126398883608,
                  0.005549537365963375
                ],
                [
                  -2.3971496439702712e-06,
                  -0.00047891111548428776,
                  0.0001343603032043782,
                  -6.782340917739239e-05
                ],
                [
                  -0.00012734914653135255,
                  0.00015144825889598702,
                  -0.0006238208518231202,
                  0.00013371116131996233
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                -0.019203247397997524,
                0.0021914413466716885,
                0.0033479758487523826
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002622849299519537,
                0.00022207265264829223,
                0.00040182096524514184
              ],
              "last_validation_exit": "2021-06-01",
              "validation_folds": 49,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0046329043221563625,
                  -0.18342738619004292,
                  0.36181325494772043,
                  -0.30521445805598885
                ],
                [
                  6.829040960670386e-05,
                  -0.006288775451314663,
                  -0.008208294203358335,
                  0.011771448389164713
                ],
                [
                  0.0061661135149980555,
                  0.0015380597380675798,
                  0.030158174932534948,
                  -0.018483799443566977
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012436430808894686,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "feature_contributions": [
                [
                  -4.1017075881883897e-05,
                  -0.014643856628750567,
                  -0.01875742012402169,
                  0.0018026156217619336
                ],
                [
                  -1.8884556007470186e-07,
                  -0.00015681697603102277,
                  0.00013291599383993653,
                  -2.1715189671033624e-05
                ],
                [
                  -2.146445073972169e-05,
                  4.827934770067506e-05,
                  -0.0006147387474230952,
                  4.2922615197466354e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.671122728377542
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                -0.005603028958266637,
                0.0021722422900892478,
                0.004296570015734119
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002681032638021499,
                0.0002188680737526284,
                0.0004000251134799024
              ],
              "last_validation_exit": "2021-07-01",
              "validation_folds": 50,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.012207913362493406,
                  -0.12460318967209555,
                  0.3448275420060316,
                  -0.30165396012469947
                ],
                [
                  -0.0007156176860734609,
                  -0.0028793829756626334,
                  -0.008816558314755819,
                  0.011557486135684998
                ],
                [
                  0.004681890762256901,
                  0.007071974665257821,
                  0.028581515953742618,
                  -0.018722823096919215
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012657204634274217,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "feature_contributions": [
                [
                  -3.7655704673440005e-06,
                  -0.016306271298026184,
                  -0.017517664375719433,
                  0.01556746765167211
                ],
                [
                  -6.900469486216895e-08,
                  -0.0001177967124744295,
                  0.00014001725945676354,
                  -0.000186457799976552
                ],
                [
                  5.705234940350643e-07,
                  0.000365619302739205,
                  -0.0005736175508114658,
                  0.00038171848433716875
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.7555595243462814
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.016395978209286063,
                0.0025435500617079906,
                0.00432102304714043
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026520914557704557,
                0.00022487874071925047,
                0.0003963991171698368
              ],
              "last_validation_exit": "2021-08-02",
              "validation_folds": 51,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0076782902174479415,
                  -0.10148106156164945,
                  0.30947293721047,
                  -0.2710855375834525
                ],
                [
                  -0.0011234881189550018,
                  -0.0004699125727609819,
                  -0.010599078711771593,
                  0.011205355342960771
                ],
                [
                  0.004343603786631895,
                  0.008135174647204674,
                  0.02726401612945187,
                  -0.018747292844761017
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0127095369993399,
                0.002636242785015859,
                0.00430506821201751
              ],
              "feature_contributions": [
                [
                  7.692917440485419e-05,
                  -0.0009038976820649716,
                  -0.015881759086725025,
                  0.020395168804331305
                ],
                [
                  3.5727774207987603e-06,
                  -1.3285021592492189e-06,
                  0.00017264538470146664,
                  -0.0002675823832708848
                ],
                [
                  -1.725362819728442e-05,
                  2.8727963182001985e-05,
                  -0.0005547144007153394,
                  0.0005591949008535411
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.5946353044718697
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.0020442613045682408,
                0.0026334159396439916,
                0.0036337022859364815
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026261424652604852,
                0.00022249402687748627,
                0.0003904510671683342
              ],
              "last_validation_exit": "2021-09-01",
              "validation_folds": 52,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.009971994469765995,
                  -0.0825319467345386,
                  0.3015225615420602,
                  -0.2776757952335791
                ],
                [
                  -0.0012204464809249583,
                  -0.0025837557443810053,
                  -0.009653602078931879,
                  0.01194400395248809
                ],
                [
                  0.0041826660931912445,
                  0.006245653779406227,
                  0.027610496667693742,
                  -0.017994517940185667
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01296621228140618,
                0.0024997806219629994,
                0.004183753095451193
              ],
              "feature_contributions": [
                [
                  -7.059450548306473e-05,
                  0.0019316619011064049,
                  -0.016504664739886148,
                  0.0037216463674248695
                ],
                [
                  -2.7479463764166314e-06,
                  1.923362405309215e-05,
                  0.0001680648642442093,
                  -5.091522423989282e-05
                ],
                [
                  1.1745016100341812e-05,
                  -5.798270608111388e-05,
                  -0.0005994771877239506,
                  9.56640681900107e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.1664646140637918
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.005191095026279944,
                0.0022927743074680966,
                0.0036728364788140714
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00262797291661895,
                0.0002224956218966465,
                0.000386529377355748
              ],
              "last_validation_exit": "2021-10-01",
              "validation_folds": 53,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.00401760965698278,
                  -0.07929801351364985,
                  0.3133633283442202,
                  -0.2572208167204042
                ],
                [
                  -0.0010501092479576772,
                  -0.002701729425323609,
                  -0.008340267007313901,
                  0.013587128082874399
                ],
                [
                  0.004210250340311121,
                  0.006108440895669647,
                  0.028215628725913978,
                  -0.01629117282780213
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01234115965292572,
                0.0023090716777044457,
                0.004012269216495718
              ],
              "feature_contributions": [
                [
                  9.809851545448898e-05,
                  -0.0007495683002972446,
                  -0.015058493771483161,
                  0.008559898929680142
                ],
                [
                  8.150670250071749e-06,
                  -8.118109422563539e-06,
                  0.0001274023565035566,
                  -0.0001437322875674138
                ],
                [
                  -4.0631475551779024e-05,
                  2.2821241061833378e-05,
                  -0.000535899155982171,
                  0.00021427665279047067
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0236123843805298
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.013053978952980846,
                0.001999879906155392,
                0.004133222503226752
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002640257302488631,
                0.00022069337947616338,
                0.0003803748147926244
              ],
              "last_validation_exit": "2021-11-01",
              "validation_folds": 54,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0028382850827255697,
                  -0.08736957818146314,
                  0.29627605296943715,
                  -0.259131484412966
                ],
                [
                  -0.001295162928155711,
                  -0.0022534129503481285,
                  -0.007267681422082554,
                  0.013745830818585287
                ],
                [
                  0.003956702575505143,
                  0.006290478379153219,
                  0.028483251448977343,
                  -0.01615745395842532
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012937023117167238,
                0.002171555245108767,
                0.003914301151573761
              ],
              "feature_contributions": [
                [
                  -5.201152460602676e-05,
                  -0.004727792065251035,
                  -0.0047780728407109795,
                  0.009674832266381652
                ],
                [
                  -7.522076668602802e-06,
                  -3.8646368917007276e-05,
                  3.7146840298514954e-05,
                  -0.00016265373366628003
                ],
                [
                  2.8508112805718172e-05,
                  0.00013383610707847578,
                  -0.00018060812042303457,
                  0.00023718525219183182
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1527107800924337
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012669299372405851,
                0.002250152732581321,
                0.0039049050279528334
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002604475963748696,
                0.00021872859826356812,
                0.00037361485671833
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0004785340533964633,
                  -0.08744996961529072,
                  0.30282151593142137,
                  -0.2543481717052603
                ],
                [
                  -0.0018574428697942437,
                  -0.002083348529757629,
                  -0.008020749316144426,
                  0.01308219837617468
                ],
                [
                  0.003862833543781036,
                  0.006224904425195597,
                  0.028496022878853864,
                  -0.015994452494451385
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345933,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -8.677692056037882e-06,
                  -0.0017005920680915544,
                  -0.002915151343317597,
                  0.004777626880525108
                ],
                [
                  1.0675608611662248e-05,
                  -1.284068550322561e-05,
                  2.447231831151743e-05,
                  -7.788433791128075e-05
                ],
                [
                  -2.7458492430742593e-05,
                  4.745177727976692e-05,
                  -0.00010753205300940286,
                  0.00011776935513178106
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.001187423718719884,
                0.002238820015307345,
                0.0033726576900046422
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00260454350859501,
                0.00022083506641982367,
                0.0003710969304065573
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00300815084229922,
                  -0.07455725723592234,
                  0.2977304934048512,
                  -0.25974546789662484
                ],
                [
                  -0.0025146787248678973,
                  -0.0036209874612019312,
                  -0.007498719875871775,
                  0.013955231136890024
                ],
                [
                  0.0032889807852345293,
                  0.005077698903944073,
                  0.02864932041963553,
                  -0.015188973046457173
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174369,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.00013030136126479112,
                  -0.001252994794164126,
                  -0.003582204966230226,
                  -0.007000316869795338
                ],
                [
                  3.4600410165999276e-05,
                  -1.9330173904740156e-05,
                  2.8659172170515137e-05,
                  0.00011946925374719377
                ],
                [
                  -5.56592495005777e-05,
                  3.3339029633802276e-05,
                  -0.0001346691460165585,
                  -0.0001599281076864662
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.014738341000297831,
                0.0022348748635325627,
                0.0030855759397517392
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002631836653530499,
                0.0002211878533228661,
                0.0003781802831023736
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.009425492958695957,
                  -0.07884527436780772,
                  0.2963838918243154,
                  -0.25099832557447593
                ],
                [
                  -0.002171771882253272,
                  -0.004041871553805987,
                  -0.007229486737692202,
                  0.014289867634414958
                ],
                [
                  0.0037187384690922365,
                  0.004320612449987333,
                  0.028569218851728657,
                  -0.014334550921922212
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01236075434663782,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0004294576561452109,
                  -0.004819216346437887,
                  0.0046080728261558,
                  -0.027317409482798777
                ],
                [
                  -3.127108135315931e-05,
                  -7.80720673504129e-05,
                  -3.552095390443845e-05,
                  0.0004914839178061032
                ],
                [
                  6.633616627739177e-05,
                  0.00010339142560967761,
                  0.00017390079200032125,
                  -0.0006107890415241106
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.0011987446928610652,
                0.0024470436882095426,
                0.0029945583259816905
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026329006010191577,
                0.0002179526633681528,
                0.00038075677999353325
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01846789636489158,
                  -0.0835674247877785,
                  0.29642498036282067,
                  -0.2552603867911966
                ],
                [
                  -0.002707422534334799,
                  -0.0038738816332741692,
                  -0.007335079468521996,
                  0.014497788801960374
                ],
                [
                  0.004713624238667647,
                  0.0037529543665487633,
                  0.028632107881800786,
                  -0.01495141329399127
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635868,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  6.223611836413247e-05,
                  0.0020060752694443518,
                  0.01936321820273272,
                  -0.034231116458038134
                ],
                [
                  -2.85561357623997e-06,
                  2.910548770935247e-05,
                  -0.0001499636121073446,
                  0.0006084960162230246
                ],
                [
                  6.210011283747987e-06,
                  -3.522052701542316e-05,
                  0.0007311869355619317,
                  -0.0007838487123048373
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.008622312845660783,
                0.0013280042052815407,
                0.0024517455794791417
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026609522054356722,
                0.0002718359049388835,
                0.0003917520612406286
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.032012703917196274,
                  -0.025495659732850506,
                  0.15727290236503186,
                  -0.1088375535102237
                ],
                [
                  -0.006670634671351132,
                  -0.008725805367027713,
                  -0.007963420501848848,
                  0.004080378864348625
                ],
                [
                  0.00255091137738029,
                  0.0012208359941198702,
                  0.027528671425746002,
                  -0.018489718407021967
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815099,
                0.0012716456558544342,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -0.00015160692903473219,
                  0.0003811118762761556,
                  0.010340405692889463,
                  -0.0140844263852852
                ],
                [
                  1.069467105231793e-05,
                  4.4156570074840885e-05,
                  -0.00017725027077392005,
                  0.00017875757907386762
                ],
                [
                  -4.780905483931028e-06,
                  -7.222069238300648e-06,
                  0.0007162869241909826,
                  -0.0009469101779445681
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.004516211306178002,
                1.1644949444803918e-05,
                0.000827425609898587
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002746698713529698,
                0.00030201393233747286,
                0.00048824165221426403
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02966763036349715,
                  -0.05468298795772646,
                  0.2749131832550019,
                  -0.2798698174419981
                ],
                [
                  -0.006891093740340348,
                  -0.00702669614222357,
                  -0.011317174258314544,
                  -0.0050668729069494505
                ],
                [
                  0.0017111359329789104,
                  0.002993688783346195,
                  0.019458624574688513,
                  -0.02866046331943813
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688452,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -6.0452596003076587e-05,
                  -0.0016409672748268487,
                  0.02848824121732377,
                  -0.0422985856003603
                ],
                [
                  4.846031887423228e-06,
                  -7.277209378317322e-05,
                  -0.0004047380996291049,
                  -0.00026428700276496234
                ],
                [
                  -1.4791401278279994e-06,
                  3.8110710479727736e-05,
                  0.000855411180510933,
                  -0.0018375776487304612
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.026620593310401217,
                2.9425007467623224e-05,
                0.00244101774444615
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027059036809448573,
                0.0002977987795016326,
                0.00048458462424234177
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03518750278456562,
                  -0.05237694669944097,
                  0.28765679360694035,
                  -0.3069096277361373
                ],
                [
                  -0.007140702225411823,
                  -0.0071877505966893,
                  -0.010492843142398062,
                  -0.007085650595377868
                ],
                [
                  0.0015233029087600017,
                  0.0027650065122509482,
                  0.02046086029707222,
                  -0.02544642280641859
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878696,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -0.00010563719753509067,
                  -0.0020425388421883256,
                  0.04175561575204585,
                  -0.023717359392799918
                ],
                [
                  7.396978144923879e-06,
                  -9.671818403511923e-05,
                  -0.0005255553068378187,
                  -0.00018893853468537216
                ],
                [
                  -1.9452505898210676e-06,
                  4.586560900920254e-05,
                  0.0012633538463229469,
                  -0.0008364566162374532
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.015066136674284608,
                0.00039682539687373587,
                0.0019504160666568861
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027216455509531438,
                0.0002939407936435572,
                0.00048268158373305836
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03236696341769561,
                  -0.06309752301740237,
                  0.2730937522493207,
                  -0.3525434089682535
                ],
                [
                  -0.007340039297785032,
                  -0.006835952644379478,
                  -0.009326295051787455,
                  -0.005257440437198954
                ],
                [
                  0.0013375998305197743,
                  0.0020701591466706507,
                  0.017873519398415527,
                  -0.027236694909817352
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.0006115711196251534,
                  -0.003771890936075735,
                  0.02823638123684627,
                  -0.018644589946065496
                ],
                [
                  4.722643544568079e-05,
                  -0.0001391514166345243,
                  -0.00032835844767306626,
                  -9.46795899532091e-05
                ],
                [
                  -1.065906520702818e-05,
                  5.21913405772226e-05,
                  0.0007793907565490649,
                  -0.0006074947725680175
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.030897732731850293,
                0.001135599876653027,
                0.002427090782531871
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002719467533939285,
                0.0002988983687845085,
                0.00049027908271266
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03038556783644367,
                  -0.05133894616414373,
                  0.311469559897282,
                  -0.3422081859612729
                ],
                [
                  -0.007549400255894423,
                  -0.005486094755852259,
                  -0.004683311706202314,
                  -0.0030717887072211785
                ],
                [
                  0.0010116690390993214,
                  0.0033059065705505525,
                  0.021302064493866294,
                  -0.024432533114792994
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007392,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  0.00043430782712112397,
                  0.00422332319154372,
                  0.02575503512228971,
                  -0.010140923576111651
                ],
                [
                  -3.676922180480862e-05,
                  0.00015378442721148517,
                  -0.0001319596905894473,
                  -3.101845359265289e-05
                ],
                [
                  6.114090873356418e-06,
                  -0.00011499026474389684,
                  0.0007447857575090289,
                  -0.0003061390586034168
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.01929147175597184,
                -0.00010672800854195973,
                0.0015721953418548235
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027160393885440146,
                0.0003366800648258683,
                0.0005279610336210888
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03460394240367537,
                  -0.06599499421140788,
                  0.295077280146492,
                  -0.34903773625332113
                ],
                [
                  -0.006120356679560936,
                  -0.00895255598982617,
                  -0.01033439519816215,
                  -0.0060409535778728285
                ],
                [
                  0.001791375749304729,
                  -7.727776715821744e-05,
                  0.01506860614629012,
                  -0.026105431881589192
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425846,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  7.517686253488145e-05,
                  -0.0035096735115230696,
                  0.03185432755683577,
                  -0.019242433411301586
                ],
                [
                  -4.76000529595869e-06,
                  -0.0001704413069905826,
                  -0.00039938322763824653,
                  -0.00011922441347824533
                ],
                [
                  1.6998186625501582e-06,
                  -1.7950129010941768e-06,
                  0.0007104982912435243,
                  -0.00062860202789678
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.013691056834362982,
                -0.0005300826482441923,
                0.001134671517663617
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002835096234840898,
                0.00034484745053290115,
                0.0005432772133051779
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02527633391932849,
                  -0.009419462249424663,
                  0.11344141915282402,
                  -0.16340584542677952
                ],
                [
                  -0.006750597626670597,
                  -0.0059579551128588456,
                  -0.0127028333027786,
                  -0.006860100026048847
                ],
                [
                  0.0009613213903962264,
                  0.0028874815431587106,
                  0.011738957392275472,
                  -0.026635533820339972
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -0.00013083723245238546,
                  -0.0005095024766071114,
                  0.013976884008936501,
                  -0.00885386031142199
                ],
                [
                  1.2505697570742941e-05,
                  -0.00011533625636318023,
                  -0.0005601285939867467,
                  -0.00013302827515529234
                ],
                [
                  -2.1781897856404055e-06,
                  6.836742967083884e-05,
                  0.0006331084101548107,
                  -0.0006317370221571002
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.010493548361049808,
                -0.00055734089769398,
                0.0002992157639946808
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002805530983838085,
                0.00034999757137336117,
                0.0005411314182594115
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.024614150063595634,
                  -0.023699922653216656,
                  0.27842311709417594,
                  -0.34117848481711094
                ],
                [
                  -0.006936798606535189,
                  -0.007460493458707946,
                  -0.015327854995198736,
                  -0.008337800706861612
                ],
                [
                  0.0006839339416632574,
                  0.0018312947013155783,
                  0.009536106600695097,
                  -0.0273911226763471
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207699,
                -2.5748678350054732e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -7.37243579076048e-05,
                  0.0014030222293610504,
                  0.02419170420090176,
                  -0.024671483241513092
                ],
                [
                  7.5018139624341335e-06,
                  0.00015946531179762065,
                  -0.0004808654835696878,
                  -0.0002176938615342924
                ],
                [
                  -8.975598056893845e-07,
                  -4.750058367886912e-05,
                  0.00036304073145351854,
                  -0.0008678537427717652
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "elastic_net": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.16851563463414476,
            "annualized_return": 0.04441897115702642,
            "annualized_volatility": 0.11934793582040464,
            "sharpe_zero_rf": 0.42347298006279765,
            "maximum_drawdown": -0.22259463575025262,
            "average_turnover": 0.0944997281923055,
            "cost_bps_sum": 20.31744156134568,
            "end_value": 116.85156346341448,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.04765125029982398,
              "rmse": 0.06117347513518109,
              "oos_r2_vs_mean": -0.007151757155283711,
              "forecast_min": -0.044743256141055614,
              "forecast_max": 0.05582947340821941,
              "over_20pct": 0,
              "mean_nonzero_features": 2.9767441860465116
            },
            "treasury": {
              "months": 43,
              "mae": 0.0168198274695621,
              "rmse": 0.022128734157686875,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.574867835005561e-05,
              "forecast_max": 0.003638845441139985,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.02229002401784863,
              "rmse": 0.029442036984839607,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974868,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406421
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481206
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956116
            },
            {
              "date": "2019-06-24",
              "wealth": 104.10025882383881
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168238
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.096405116439
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52856769650379
            },
            {
              "date": "2019-07-02",
              "wealth": 104.83735211003247
            },
            {
              "date": "2019-07-03",
              "wealth": 105.3480547248995
            },
            {
              "date": "2019-07-05",
              "wealth": 104.8808631591579
            },
            {
              "date": "2019-07-08",
              "wealth": 104.54993192515526
            },
            {
              "date": "2019-07-09",
              "wealth": 104.54367582442744
            },
            {
              "date": "2019-07-10",
              "wealth": 104.84116756425313
            },
            {
              "date": "2019-07-11",
              "wealth": 104.6572061568655
            },
            {
              "date": "2019-07-12",
              "wealth": 104.934233158073
            },
            {
              "date": "2019-07-15",
              "wealth": 105.06029575455695
            },
            {
              "date": "2019-07-16",
              "wealth": 104.78109019033104
            },
            {
              "date": "2019-07-17",
              "wealth": 104.72392562144601
            },
            {
              "date": "2019-07-18",
              "wealth": 105.03744740397956
            },
            {
              "date": "2019-07-19",
              "wealth": 104.67070695650087
            },
            {
              "date": "2019-07-22",
              "wealth": 104.86956274323808
            },
            {
              "date": "2019-07-23",
              "wealth": 105.16944600081695
            },
            {
              "date": "2019-07-24",
              "wealth": 105.50946022978458
            },
            {
              "date": "2019-07-25",
              "wealth": 105.14643491958346
            },
            {
              "date": "2019-07-26",
              "wealth": 105.49543184444866
            },
            {
              "date": "2019-07-29",
              "wealth": 105.42492346592084
            },
            {
              "date": "2019-07-30",
              "wealth": 105.31404927533893
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88821665836312
            },
            {
              "date": "2019-08-01",
              "wealth": 105.04087065959331
            },
            {
              "date": "2019-08-01",
              "wealth": 105.0405016676973
            },
            {
              "date": "2019-08-02",
              "wealth": 104.77257692723546
            },
            {
              "date": "2019-08-05",
              "wealth": 103.65465151841
            },
            {
              "date": "2019-08-06",
              "wealth": 104.49594021409678
            },
            {
              "date": "2019-08-07",
              "wealth": 104.52043382508664
            },
            {
              "date": "2019-08-08",
              "wealth": 105.50673502289953
            },
            {
              "date": "2019-08-09",
              "wealth": 105.06204908186686
            },
            {
              "date": "2019-08-12",
              "wealth": 104.84169292419695
            },
            {
              "date": "2019-08-13",
              "wealth": 105.43024770381498
            },
            {
              "date": "2019-08-14",
              "wealth": 104.31636663166879
            },
            {
              "date": "2019-08-15",
              "wealth": 104.77530951791032
            },
            {
              "date": "2019-08-16",
              "wealth": 105.40565641754941
            },
            {
              "date": "2019-08-19",
              "wealth": 105.7314914185842
            },
            {
              "date": "2019-08-20",
              "wealth": 105.64978232825484
            },
            {
              "date": "2019-08-21",
              "wealth": 105.9786208067168
            },
            {
              "date": "2019-08-22",
              "wealth": 105.80438710278344
            },
            {
              "date": "2019-08-23",
              "wealth": 104.89731705896521
            },
            {
              "date": "2019-08-26",
              "wealth": 105.37980871967457
            },
            {
              "date": "2019-08-27",
              "wealth": 105.46836405254749
            },
            {
              "date": "2019-08-28",
              "wealth": 105.81229394659316
            },
            {
              "date": "2019-08-29",
              "wealth": 106.29911237369433
            },
            {
              "date": "2019-08-30",
              "wealth": 106.28410725668877
            },
            {
              "date": "2019-09-03",
              "wealth": 106.0640881917341
            },
            {
              "date": "2019-09-03",
              "wealth": 106.0633606695869
            },
            {
              "date": "2019-09-04",
              "wealth": 106.70366961556242
            },
            {
              "date": "2019-09-05",
              "wealth": 106.87022342606708
            },
            {
              "date": "2019-09-06",
              "wealth": 107.00994081197626
            },
            {
              "date": "2019-09-09",
              "wealth": 106.650119291576
            },
            {
              "date": "2019-09-10",
              "wealth": 106.19367082148095
            },
            {
              "date": "2019-09-11",
              "wealth": 106.48959926061093
            },
            {
              "date": "2019-09-12",
              "wealth": 106.55175006212572
            },
            {
              "date": "2019-09-13",
              "wealth": 106.00036200723551
            },
            {
              "date": "2019-09-16",
              "wealth": 106.1087655896245
            },
            {
              "date": "2019-09-17",
              "wealth": 106.38074972338866
            },
            {
              "date": "2019-09-18",
              "wealth": 106.47674629018687
            },
            {
              "date": "2019-09-19",
              "wealth": 106.55175862085188
            },
            {
              "date": "2019-09-20",
              "wealth": 106.67154679146982
            },
            {
              "date": "2019-09-23",
              "wealth": 106.69498966045506
            },
            {
              "date": "2019-09-24",
              "wealth": 106.55551756478742
            },
            {
              "date": "2019-09-25",
              "wealth": 106.48522277753642
            },
            {
              "date": "2019-09-26",
              "wealth": 106.50570449240445
            },
            {
              "date": "2019-09-27",
              "wealth": 106.29762243761098
            },
            {
              "date": "2019-09-30",
              "wealth": 106.6249167643386
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16661034357692
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16221987728207
            },
            {
              "date": "2019-10-02",
              "wealth": 105.48552345561335
            },
            {
              "date": "2019-10-03",
              "wealth": 106.13212176829298
            },
            {
              "date": "2019-10-04",
              "wealth": 106.90865708192662
            },
            {
              "date": "2019-10-07",
              "wealth": 106.46180013085154
            },
            {
              "date": "2019-10-08",
              "wealth": 105.82169726434658
            },
            {
              "date": "2019-10-09",
              "wealth": 106.15853310819547
            },
            {
              "date": "2019-10-10",
              "wealth": 106.08081899071021
            },
            {
              "date": "2019-10-11",
              "wealth": 106.25553523879326
            },
            {
              "date": "2019-10-14",
              "wealth": 106.38938051523417
            },
            {
              "date": "2019-10-15",
              "wealth": 106.59602044304346
            },
            {
              "date": "2019-10-16",
              "wealth": 106.62065515523358
            },
            {
              "date": "2019-10-17",
              "wealth": 106.77954778796654
            },
            {
              "date": "2019-10-18",
              "wealth": 106.64482959888365
            },
            {
              "date": "2019-10-21",
              "wealth": 106.7639856096988
            },
            {
              "date": "2019-10-22",
              "wealth": 106.74172126253757
            },
            {
              "date": "2019-10-23",
              "wealth": 106.90103247333553
            },
            {
              "date": "2019-10-24",
              "wealth": 107.0276917594776
            },
            {
              "date": "2019-10-25",
              "wealth": 107.09418491911788
            },
            {
              "date": "2019-10-28",
              "wealth": 107.14277887427558
            },
            {
              "date": "2019-10-29",
              "wealth": 107.09139153237727
            },
            {
              "date": "2019-10-30",
              "wealth": 107.49465196502011
            },
            {
              "date": "2019-10-31",
              "wealth": 107.75290753069547
            },
            {
              "date": "2019-11-01",
              "wealth": 108.14026033711967
            },
            {
              "date": "2019-11-01",
              "wealth": 108.13987953866007
            },
            {
              "date": "2019-11-04",
              "wealth": 108.02357671485915
            },
            {
              "date": "2019-11-05",
              "wealth": 107.63195462002226
            },
            {
              "date": "2019-11-06",
              "wealth": 107.89189003351173
            },
            {
              "date": "2019-11-07",
              "wealth": 107.57133996674571
            },
            {
              "date": "2019-11-08",
              "wealth": 107.60443964906385
            },
            {
              "date": "2019-11-11",
              "wealth": 107.56033907718123
            },
            {
              "date": "2019-11-12",
              "wealth": 107.69996383581578
            },
            {
              "date": "2019-11-13",
              "wealth": 107.87133815648171
            },
            {
              "date": "2019-11-14",
              "wealth": 108.252472886163
            },
            {
              "date": "2019-11-15",
              "wealth": 108.56916412676941
            },
            {
              "date": "2019-11-18",
              "wealth": 108.6924339831244
            },
            {
              "date": "2019-11-19",
              "wealth": 108.79656704783471
            },
            {
              "date": "2019-11-20",
              "wealth": 108.78509144460428
            },
            {
              "date": "2019-11-21",
              "wealth": 108.55910897988615
            },
            {
              "date": "2019-11-22",
              "wealth": 108.73197874033598
            },
            {
              "date": "2019-11-25",
              "wealth": 109.2067421515105
            },
            {
              "date": "2019-11-26",
              "wealth": 109.44939096943185
            },
            {
              "date": "2019-11-27",
              "wealth": 109.57044268312369
            },
            {
              "date": "2019-11-29",
              "wealth": 109.30982190474155
            },
            {
              "date": "2019-12-02",
              "wealth": 108.66282820556151
            },
            {
              "date": "2019-12-02",
              "wealth": 108.66159483513572
            },
            {
              "date": "2019-12-03",
              "wealth": 108.86654483024748
            },
            {
              "date": "2019-12-04",
              "wealth": 108.98464111951884
            },
            {
              "date": "2019-12-05",
              "wealth": 108.95856665208305
            },
            {
              "date": "2019-12-06",
              "wealth": 109.26712135787596
            },
            {
              "date": "2019-12-09",
              "wealth": 109.1415501018245
            },
            {
              "date": "2019-12-10",
              "wealth": 109.04965223820263
            },
            {
              "date": "2019-12-11",
              "wealth": 109.43383039029005
            },
            {
              "date": "2019-12-12",
              "wealth": 109.44193175986226
            },
            {
              "date": "2019-12-13",
              "wealth": 109.85219340928424
            },
            {
              "date": "2019-12-16",
              "wealth": 109.9567906998461
            },
            {
              "date": "2019-12-17",
              "wealth": 109.94807424917579
            },
            {
              "date": "2019-12-18",
              "wealth": 109.84004445605447
            },
            {
              "date": "2019-12-19",
              "wealth": 110.09065752060069
            },
            {
              "date": "2019-12-20",
              "wealth": 110.29267758621042
            },
            {
              "date": "2019-12-23",
              "wealth": 110.34950028241215
            },
            {
              "date": "2019-12-24",
              "wealth": 110.43772620455555
            },
            {
              "date": "2019-12-26",
              "wealth": 110.79525218263618
            },
            {
              "date": "2019-12-27",
              "wealth": 110.87193916577942
            },
            {
              "date": "2019-12-30",
              "wealth": 110.63374285977865
            },
            {
              "date": "2019-12-31",
              "wealth": 110.51158331923699
            },
            {
              "date": "2020-01-02",
              "wealth": 111.18025517088856
            },
            {
              "date": "2020-01-02",
              "wealth": 111.17993330876848
            },
            {
              "date": "2020-01-03",
              "wealth": 111.13160417670113
            },
            {
              "date": "2020-01-06",
              "wealth": 111.18372625124502
            },
            {
              "date": "2020-01-07",
              "wealth": 110.92410838982755
            },
            {
              "date": "2020-01-08",
              "wealth": 111.06422265902468
            },
            {
              "date": "2020-01-09",
              "wealth": 111.55709540863302
            },
            {
              "date": "2020-01-10",
              "wealth": 111.56899274213322
            },
            {
              "date": "2020-01-13",
              "wealth": 111.79727068867459
            },
            {
              "date": "2020-01-14",
              "wealth": 111.82430642183522
            },
            {
              "date": "2020-01-15",
              "wealth": 112.08318553474072
            },
            {
              "date": "2020-01-16",
              "wealth": 112.46558816897652
            },
            {
              "date": "2020-01-17",
              "wealth": 112.58905900145427
            },
            {
              "date": "2020-01-21",
              "wealth": 112.76348424554241
            },
            {
              "date": "2020-01-22",
              "wealth": 112.79131037008183
            },
            {
              "date": "2020-01-23",
              "wealth": 112.97122431616438
            },
            {
              "date": "2020-01-24",
              "wealth": 112.69708560953507
            },
            {
              "date": "2020-01-27",
              "wealth": 112.18876954881678
            },
            {
              "date": "2020-01-28",
              "wealth": 112.56902964170231
            },
            {
              "date": "2020-01-29",
              "wealth": 112.78570225579145
            },
            {
              "date": "2020-01-30",
              "wealth": 112.9964971927352
            },
            {
              "date": "2020-01-31",
              "wealth": 112.34889058185094
            },
            {
              "date": "2020-02-03",
              "wealth": 112.65622384063818
            },
            {
              "date": "2020-02-03",
              "wealth": 112.65546132719402
            },
            {
              "date": "2020-02-04",
              "wealth": 113.14318098692013
            },
            {
              "date": "2020-02-05",
              "wealth": 113.56085490734385
            },
            {
              "date": "2020-02-06",
              "wealth": 113.74242240614855
            },
            {
              "date": "2020-02-07",
              "wealth": 113.74270400462125
            },
            {
              "date": "2020-02-10",
              "wealth": 114.25682411156673
            },
            {
              "date": "2020-02-11",
              "wealth": 114.22273373360355
            },
            {
              "date": "2020-02-12",
              "wealth": 114.45349976795555
            },
            {
              "date": "2020-02-13",
              "wealth": 114.4079591020563
            },
            {
              "date": "2020-02-14",
              "wealth": 114.6454383605229
            },
            {
              "date": "2020-02-18",
              "wealth": 114.62190018452814
            },
            {
              "date": "2020-02-19",
              "wealth": 114.82184090412443
            },
            {
              "date": "2020-02-20",
              "wealth": 114.80589828080318
            },
            {
              "date": "2020-02-21",
              "wealth": 114.47014118905406
            },
            {
              "date": "2020-02-24",
              "wealth": 113.04753849177278
            },
            {
              "date": "2020-02-25",
              "wealth": 111.67756379337588
            },
            {
              "date": "2020-02-26",
              "wealth": 111.37402839756226
            },
            {
              "date": "2020-02-27",
              "wealth": 109.24389318327916
            },
            {
              "date": "2020-02-28",
              "wealth": 109.76838956676602
            },
            {
              "date": "2020-03-02",
              "wealth": 111.6772871601785
            },
            {
              "date": "2020-03-02",
              "wealth": 111.67598687616217
            },
            {
              "date": "2020-03-03",
              "wealth": 111.0337741744006
            },
            {
              "date": "2020-03-04",
              "wealth": 112.96349398341697
            },
            {
              "date": "2020-03-05",
              "wealth": 111.63686270646537
            },
            {
              "date": "2020-03-06",
              "wealth": 111.41933597844384
            },
            {
              "date": "2020-03-09",
              "wealth": 107.37306715700838
            },
            {
              "date": "2020-03-10",
              "wealth": 108.26391923195168
            },
            {
              "date": "2020-03-11",
              "wealth": 104.7750221909824
            },
            {
              "date": "2020-03-12",
              "wealth": 99.3608550755779
            },
            {
              "date": "2020-03-13",
              "wealth": 103.60559897893697
            },
            {
              "date": "2020-03-16",
              "wealth": 99.51381121861859
            },
            {
              "date": "2020-03-17",
              "wealth": 99.52340592778819
            },
            {
              "date": "2020-03-18",
              "wealth": 95.73569328514313
            },
            {
              "date": "2020-03-19",
              "wealth": 94.67364925224378
            },
            {
              "date": "2020-03-20",
              "wealth": 94.29760917580735
            },
            {
              "date": "2020-03-23",
              "wealth": 95.59341480748229
            },
            {
              "date": "2020-03-24",
              "wealth": 99.05349297855904
            },
            {
              "date": "2020-03-25",
              "wealth": 100.92447565878679
            },
            {
              "date": "2020-03-26",
              "wealth": 103.28230779086685
            },
            {
              "date": "2020-03-27",
              "wealth": 102.26401363319057
            },
            {
              "date": "2020-03-30",
              "wealth": 103.9714355728544
            },
            {
              "date": "2020-03-31",
              "wealth": 103.33106758703039
            },
            {
              "date": "2020-04-01",
              "wealth": 101.24900498623516
            },
            {
              "date": "2020-04-01",
              "wealth": 101.2333269719206
            },
            {
              "date": "2020-04-02",
              "wealth": 102.300976271026
            },
            {
              "date": "2020-04-03",
              "wealth": 101.4912818619552
            },
            {
              "date": "2020-04-06",
              "wealth": 105.01244174375084
            },
            {
              "date": "2020-04-07",
              "wealth": 105.03611739526058
            },
            {
              "date": "2020-04-08",
              "wealth": 107.2569030508166
            },
            {
              "date": "2020-04-09",
              "wealth": 109.97555387345474
            },
            {
              "date": "2020-04-13",
              "wealth": 109.07929147704975
            },
            {
              "date": "2020-04-14",
              "wealth": 110.26198160012501
            },
            {
              "date": "2020-04-15",
              "wealth": 109.70588959866842
            },
            {
              "date": "2020-04-16",
              "wealth": 109.7355717169324
            },
            {
              "date": "2020-04-17",
              "wealth": 111.09984903291027
            },
            {
              "date": "2020-04-20",
              "wealth": 110.05204611832553
            },
            {
              "date": "2020-04-21",
              "wealth": 108.51059594291334
            },
            {
              "date": "2020-04-22",
              "wealth": 109.49911438184665
            },
            {
              "date": "2020-04-23",
              "wealth": 109.69180822962207
            },
            {
              "date": "2020-04-24",
              "wealth": 110.32247081235445
            },
            {
              "date": "2020-04-27",
              "wealth": 110.55764877903134
            },
            {
              "date": "2020-04-28",
              "wealth": 110.53543355219644
            },
            {
              "date": "2020-04-29",
              "wealth": 112.07074645464218
            },
            {
              "date": "2020-04-30",
              "wealth": 111.27110849785859
            },
            {
              "date": "2020-05-01",
              "wealth": 109.83047857643048
            },
            {
              "date": "2020-05-01",
              "wealth": 109.81446078087029
            },
            {
              "date": "2020-05-04",
              "wealth": 110.03906887909125
            },
            {
              "date": "2020-05-05",
              "wealth": 110.57767966844685
            },
            {
              "date": "2020-05-06",
              "wealth": 109.74715675502084
            },
            {
              "date": "2020-05-07",
              "wealth": 110.6983936029089
            },
            {
              "date": "2020-05-08",
              "wealth": 111.57543804274935
            },
            {
              "date": "2020-05-11",
              "wealth": 111.28648808244697
            },
            {
              "date": "2020-05-12",
              "wealth": 110.30708085634515
            },
            {
              "date": "2020-05-13",
              "wealth": 109.2660056298371
            },
            {
              "date": "2020-05-14",
              "wealth": 110.29330632627982
            },
            {
              "date": "2020-05-15",
              "wealth": 110.68147778112876
            },
            {
              "date": "2020-05-18",
              "wealth": 112.71264168355114
            },
            {
              "date": "2020-05-19",
              "wealth": 112.09931173507424
            },
            {
              "date": "2020-05-20",
              "wealth": 113.54856720415458
            },
            {
              "date": "2020-05-21",
              "wealth": 113.0745669521115
            },
            {
              "date": "2020-05-22",
              "wealth": 113.2318244292431
            },
            {
              "date": "2020-05-26",
              "wealth": 113.96674741284146
            },
            {
              "date": "2020-05-27",
              "wealth": 115.10733092755468
            },
            {
              "date": "2020-05-28",
              "wealth": 114.99172744959566
            },
            {
              "date": "2020-05-29",
              "wealth": 115.54492760511549
            },
            {
              "date": "2020-06-01",
              "wealth": 115.80202063400502
            },
            {
              "date": "2020-06-01",
              "wealth": 115.79110305872761
            },
            {
              "date": "2020-06-02",
              "wealth": 116.33768245427184
            },
            {
              "date": "2020-06-03",
              "wealth": 116.95037181020282
            },
            {
              "date": "2020-06-04",
              "wealth": 116.59712427349996
            },
            {
              "date": "2020-06-05",
              "wealth": 118.16278016056899
            },
            {
              "date": "2020-06-08",
              "wealth": 119.03240252932645
            },
            {
              "date": "2020-06-09",
              "wealth": 118.59019497453335
            },
            {
              "date": "2020-06-10",
              "wealth": 118.65265396910394
            },
            {
              "date": "2020-06-11",
              "wealth": 114.84840215933248
            },
            {
              "date": "2020-06-12",
              "wealth": 115.63988240979029
            },
            {
              "date": "2020-06-15",
              "wealth": 116.63759632914017
            },
            {
              "date": "2020-06-16",
              "wealth": 117.61313077767839
            },
            {
              "date": "2020-06-17",
              "wealth": 117.33841477827751
            },
            {
              "date": "2020-06-18",
              "wealth": 117.49159318943423
            },
            {
              "date": "2020-06-19",
              "wealth": 117.18746209718167
            },
            {
              "date": "2020-06-22",
              "wealth": 117.50915069427754
            },
            {
              "date": "2020-06-23",
              "wealth": 117.70955662178724
            },
            {
              "date": "2020-06-24",
              "wealth": 116.14620203879326
            },
            {
              "date": "2020-06-25",
              "wealth": 116.80632468268331
            },
            {
              "date": "2020-06-26",
              "wealth": 115.5135639505747
            },
            {
              "date": "2020-06-29",
              "wealth": 116.53496086756803
            },
            {
              "date": "2020-06-30",
              "wealth": 117.3301745724428
            },
            {
              "date": "2020-07-01",
              "wealth": 117.83879439057783
            },
            {
              "date": "2020-07-01",
              "wealth": 117.8327256524135
            },
            {
              "date": "2020-07-02",
              "wealth": 118.25054159037703
            },
            {
              "date": "2020-07-06",
              "wealth": 119.13143184162665
            },
            {
              "date": "2020-07-07",
              "wealth": 118.71037437692708
            },
            {
              "date": "2020-07-08",
              "wealth": 119.0162341462792
            },
            {
              "date": "2020-07-09",
              "wealth": 119.00854807703853
            },
            {
              "date": "2020-07-10",
              "wealth": 119.43316893053887
            },
            {
              "date": "2020-07-13",
              "wealth": 118.89184358641441
            },
            {
              "date": "2020-07-14",
              "wealth": 119.80741025141984
            },
            {
              "date": "2020-07-15",
              "wealth": 120.37441762047172
            },
            {
              "date": "2020-07-16",
              "wealth": 120.31982469867185
            },
            {
              "date": "2020-07-17",
              "wealth": 120.57549583779236
            },
            {
              "date": "2020-07-20",
              "wealth": 121.14366976420773
            },
            {
              "date": "2020-07-21",
              "wealth": 121.34084739396125
            },
            {
              "date": "2020-07-22",
              "wealth": 121.79159635332398
            },
            {
              "date": "2020-07-23",
              "wealth": 121.1804055812288
            },
            {
              "date": "2020-07-24",
              "wealth": 120.72508399712291
            },
            {
              "date": "2020-07-27",
              "wealth": 120.96476091578806
            },
            {
              "date": "2020-07-28",
              "wealth": 120.64016129731458
            },
            {
              "date": "2020-07-29",
              "wealth": 121.56024824657659
            },
            {
              "date": "2020-07-30",
              "wealth": 121.35807297019694
            },
            {
              "date": "2020-07-31",
              "wealth": 121.85509568574562
            },
            {
              "date": "2020-08-03",
              "wealth": 122.2812052936736
            },
            {
              "date": "2020-08-03",
              "wealth": 122.26908202107523
            },
            {
              "date": "2020-08-04",
              "wealth": 122.71745598007726
            },
            {
              "date": "2020-08-05",
              "wealth": 122.8072872396978
            },
            {
              "date": "2020-08-06",
              "wealth": 123.3161708622674
            },
            {
              "date": "2020-08-07",
              "wealth": 123.1549786953805
            },
            {
              "date": "2020-08-10",
              "wealth": 123.1624589332366
            },
            {
              "date": "2020-08-11",
              "wealth": 122.41140694764607
            },
            {
              "date": "2020-08-12",
              "wealth": 122.82153389418018
            },
            {
              "date": "2020-08-13",
              "wealth": 122.30912852522587
            },
            {
              "date": "2020-08-14",
              "wealth": 122.15978239802597
            },
            {
              "date": "2020-08-17",
              "wealth": 122.44609181865017
            },
            {
              "date": "2020-08-18",
              "wealth": 122.72119861820822
            },
            {
              "date": "2020-08-19",
              "wealth": 122.37950491182454
            },
            {
              "date": "2020-08-20",
              "wealth": 122.7675758512624
            },
            {
              "date": "2020-08-21",
              "wealth": 123.02768593667344
            },
            {
              "date": "2020-08-24",
              "wealth": 123.36610250616195
            },
            {
              "date": "2020-08-25",
              "wealth": 123.26721023898448
            },
            {
              "date": "2020-08-26",
              "wealth": 123.72727141356472
            },
            {
              "date": "2020-08-27",
              "wealth": 123.38617888430254
            },
            {
              "date": "2020-08-28",
              "wealth": 123.86722225090827
            },
            {
              "date": "2020-08-31",
              "wealth": 123.908521448983
            },
            {
              "date": "2020-09-01",
              "wealth": 124.71854599295813
            },
            {
              "date": "2020-09-01",
              "wealth": 124.7137458479464
            },
            {
              "date": "2020-09-02",
              "wealth": 125.55092401680695
            },
            {
              "date": "2020-09-03",
              "wealth": 124.02952212494465
            },
            {
              "date": "2020-09-04",
              "wealth": 123.01609048003724
            },
            {
              "date": "2020-09-08",
              "wealth": 122.01612306014235
            },
            {
              "date": "2020-09-09",
              "wealth": 122.81580482438288
            },
            {
              "date": "2020-09-10",
              "wealth": 122.18655813044826
            },
            {
              "date": "2020-09-11",
              "wealth": 122.30040341296991
            },
            {
              "date": "2020-09-14",
              "wealth": 122.89937646492804
            },
            {
              "date": "2020-09-15",
              "wealth": 123.1320712604799
            },
            {
              "date": "2020-09-16",
              "wealth": 122.97481603461945
            },
            {
              "date": "2020-09-17",
              "wealth": 122.63891764107451
            },
            {
              "date": "2020-09-18",
              "wealth": 122.06002954458495
            },
            {
              "date": "2020-09-21",
              "wealth": 121.64731754824369
            },
            {
              "date": "2020-09-22",
              "wealth": 122.07431075725793
            },
            {
              "date": "2020-09-23",
              "wealth": 120.84426536049031
            },
            {
              "date": "2020-09-24",
              "wealth": 120.86185160400443
            },
            {
              "date": "2020-09-25",
              "wealth": 121.48248475793612
            },
            {
              "date": "2020-09-28",
              "wealth": 122.34692349435323
            },
            {
              "date": "2020-09-29",
              "wealth": 122.10370635317727
            },
            {
              "date": "2020-09-30",
              "wealth": 122.29366501758767
            },
            {
              "date": "2020-10-01",
              "wealth": 122.69258147443358
            },
            {
              "date": "2020-10-01",
              "wealth": 122.69033279868579
            },
            {
              "date": "2020-10-02",
              "wealth": 122.25133585293112
            },
            {
              "date": "2020-10-05",
              "wealth": 122.62591931135191
            },
            {
              "date": "2020-10-06",
              "wealth": 122.06392295254453
            },
            {
              "date": "2020-10-07",
              "wealth": 122.70981600125731
            },
            {
              "date": "2020-10-08",
              "wealth": 123.26539698824563
            },
            {
              "date": "2020-10-09",
              "wealth": 123.7337105102461
            },
            {
              "date": "2020-10-12",
              "wealth": 124.72664322097509
            },
            {
              "date": "2020-10-13",
              "wealth": 124.47770681048432
            },
            {
              "date": "2020-10-14",
              "wealth": 124.25010729697966
            },
            {
              "date": "2020-10-15",
              "wealth": 124.11143470066946
            },
            {
              "date": "2020-10-16",
              "wealth": 123.99161440942993
            },
            {
              "date": "2020-10-19",
              "wealth": 123.17597650570585
            },
            {
              "date": "2020-10-20",
              "wealth": 123.18270633005628
            },
            {
              "date": "2020-10-21",
              "wealth": 122.98183303193684
            },
            {
              "date": "2020-10-22",
              "wealth": 122.99738584528542
            },
            {
              "date": "2020-10-23",
              "wealth": 123.304750625854
            },
            {
              "date": "2020-10-26",
              "wealth": 122.67719808897239
            },
            {
              "date": "2020-10-27",
              "wealth": 122.78265551185483
            },
            {
              "date": "2020-10-28",
              "wealth": 121.09934322372237
            },
            {
              "date": "2020-10-29",
              "wealth": 121.25476946378626
            },
            {
              "date": "2020-10-30",
              "wealth": 120.47808190102768
            },
            {
              "date": "2020-11-02",
              "wealth": 121.17094524471398
            },
            {
              "date": "2020-11-02",
              "wealth": 121.165758709993
            },
            {
              "date": "2020-11-03",
              "wealth": 121.96657288018434
            },
            {
              "date": "2020-11-04",
              "wealth": 123.93431721940419
            },
            {
              "date": "2020-11-05",
              "wealth": 125.04451900583076
            },
            {
              "date": "2020-11-06",
              "wealth": 124.7892732963511
            },
            {
              "date": "2020-11-09",
              "wealth": 124.8599623260888
            },
            {
              "date": "2020-11-10",
              "wealth": 124.58538039397764
            },
            {
              "date": "2020-11-11",
              "wealth": 125.09033867524664
            },
            {
              "date": "2020-11-12",
              "wealth": 124.94632849979573
            },
            {
              "date": "2020-11-13",
              "wealth": 125.65177643365199
            },
            {
              "date": "2020-11-16",
              "wealth": 126.4022876968858
            },
            {
              "date": "2020-11-17",
              "wealth": 126.34290744919916
            },
            {
              "date": "2020-11-18",
              "wealth": 125.80011005322766
            },
            {
              "date": "2020-11-19",
              "wealth": 126.28386268243197
            },
            {
              "date": "2020-11-20",
              "wealth": 125.95350762118782
            },
            {
              "date": "2020-11-23",
              "wealth": 126.24527639881624
            },
            {
              "date": "2020-11-24",
              "wealth": 126.92254432017697
            },
            {
              "date": "2020-11-25",
              "wealth": 126.87788069889999
            },
            {
              "date": "2020-11-27",
              "wealth": 127.27109669329575
            },
            {
              "date": "2020-11-30",
              "wealth": 127.16648636537421
            },
            {
              "date": "2020-12-01",
              "wealth": 127.39743020044077
            },
            {
              "date": "2020-12-01",
              "wealth": 127.39375615049008
            },
            {
              "date": "2020-12-02",
              "wealth": 127.3222655431673
            },
            {
              "date": "2020-12-03",
              "wealth": 127.55018996867888
            },
            {
              "date": "2020-12-04",
              "wealth": 127.68698002176686
            },
            {
              "date": "2020-12-07",
              "wealth": 127.69783789320898
            },
            {
              "date": "2020-12-08",
              "wealth": 127.8437540071423
            },
            {
              "date": "2020-12-09",
              "wealth": 127.14103830292103
            },
            {
              "date": "2020-12-10",
              "wealth": 127.39637995021994
            },
            {
              "date": "2020-12-11",
              "wealth": 127.43204061143884
            },
            {
              "date": "2020-12-14",
              "wealth": 127.13322981205175
            },
            {
              "date": "2020-12-15",
              "wealth": 127.94125068594104
            },
            {
              "date": "2020-12-16",
              "wealth": 127.97200711438039
            },
            {
              "date": "2020-12-17",
              "wealth": 128.32891045061305
            },
            {
              "date": "2020-12-18",
              "wealth": 128.04620044183628
            },
            {
              "date": "2020-12-21",
              "wealth": 127.78018687248296
            },
            {
              "date": "2020-12-22",
              "wealth": 127.85008796594072
            },
            {
              "date": "2020-12-23",
              "wealth": 127.84876503694383
            },
            {
              "date": "2020-12-24",
              "wealth": 128.254148199314
            },
            {
              "date": "2020-12-28",
              "wealth": 128.77167547049993
            },
            {
              "date": "2020-12-29",
              "wealth": 128.6759496567889
            },
            {
              "date": "2020-12-30",
              "wealth": 128.83213655734087
            },
            {
              "date": "2020-12-31",
              "wealth": 129.15154768077716
            },
            {
              "date": "2021-01-04",
              "wealth": 128.1619249228581
            },
            {
              "date": "2021-01-04",
              "wealth": 128.15903472362845
            },
            {
              "date": "2021-01-05",
              "wealth": 128.31959062461186
            },
            {
              "date": "2021-01-06",
              "wealth": 128.11509521568885
            },
            {
              "date": "2021-01-07",
              "wealth": 128.80680890562874
            },
            {
              "date": "2021-01-08",
              "wealth": 129.00051138248202
            },
            {
              "date": "2021-01-11",
              "wealth": 128.38550129315135
            },
            {
              "date": "2021-01-12",
              "wealth": 128.48107981622545
            },
            {
              "date": "2021-01-13",
              "wealth": 129.06256606093234
            },
            {
              "date": "2021-01-14",
              "wealth": 128.61476744177787
            },
            {
              "date": "2021-01-15",
              "wealth": 128.362010350376
            },
            {
              "date": "2021-01-19",
              "wealth": 128.8851266685165
            },
            {
              "date": "2021-01-20",
              "wealth": 129.65100299027316
            },
            {
              "date": "2021-01-21",
              "wealth": 129.49047416105768
            },
            {
              "date": "2021-01-22",
              "wealth": 129.30928017205918
            },
            {
              "date": "2021-01-25",
              "wealth": 129.83634346311365
            },
            {
              "date": "2021-01-26",
              "wealth": 129.73503458908914
            },
            {
              "date": "2021-01-27",
              "wealth": 128.32949038249052
            },
            {
              "date": "2021-01-28",
              "wealth": 128.64898365158965
            },
            {
              "date": "2021-01-29",
              "wealth": 127.42486011903169
            },
            {
              "date": "2021-02-01",
              "wealth": 128.44581015460085
            },
            {
              "date": "2021-02-01",
              "wealth": 128.4449156940044
            },
            {
              "date": "2021-02-02",
              "wealth": 129.03547376765172
            },
            {
              "date": "2021-02-03",
              "wealth": 128.9041573217897
            },
            {
              "date": "2021-02-04",
              "wealth": 129.6028145748198
            },
            {
              "date": "2021-02-05",
              "wealth": 129.64848471751793
            },
            {
              "date": "2021-02-08",
              "wealth": 130.25382227377122
            },
            {
              "date": "2021-02-09",
              "wealth": 130.17338571420674
            },
            {
              "date": "2021-02-10",
              "wealth": 130.3263482603871
            },
            {
              "date": "2021-02-11",
              "wealth": 130.28292286341318
            },
            {
              "date": "2021-02-12",
              "wealth": 130.32742712334624
            },
            {
              "date": "2021-02-16",
              "wealth": 129.75985794046423
            },
            {
              "date": "2021-02-17",
              "wealth": 130.00327171752633
            },
            {
              "date": "2021-02-18",
              "wealth": 129.67422758975758
            },
            {
              "date": "2021-02-19",
              "wealth": 129.1476948314603
            },
            {
              "date": "2021-02-22",
              "wealth": 128.3984892957344
            },
            {
              "date": "2021-02-23",
              "wealth": 128.52212433764356
            },
            {
              "date": "2021-02-24",
              "wealth": 129.16992710782048
            },
            {
              "date": "2021-02-25",
              "wealth": 126.7251924261432
            },
            {
              "date": "2021-02-26",
              "wealth": 127.24420902350847
            },
            {
              "date": "2021-03-01",
              "wealth": 128.60439806449625
            },
            {
              "date": "2021-03-01",
              "wealth": 128.59864868399876
            },
            {
              "date": "2021-03-02",
              "wealth": 128.21215559833215
            },
            {
              "date": "2021-03-03",
              "wealth": 127.03506529075901
            },
            {
              "date": "2021-03-04",
              "wealth": 125.89692733436743
            },
            {
              "date": "2021-03-05",
              "wealth": 126.70926681600208
            },
            {
              "date": "2021-03-08",
              "wealth": 125.93323383192363
            },
            {
              "date": "2021-03-09",
              "wealth": 127.12665863130198
            },
            {
              "date": "2021-03-10",
              "wealth": 127.71288399771359
            },
            {
              "date": "2021-03-11",
              "wealth": 128.24812032867013
            },
            {
              "date": "2021-03-12",
              "wealth": 127.58693200540138
            },
            {
              "date": "2021-03-15",
              "wealth": 128.08060915957185
            },
            {
              "date": "2021-03-16",
              "wealth": 127.97969427705327
            },
            {
              "date": "2021-03-17",
              "wealth": 128.1393850188289
            },
            {
              "date": "2021-03-18",
              "wealth": 126.92520837581228
            },
            {
              "date": "2021-03-19",
              "wealth": 126.86955234090617
            },
            {
              "date": "2021-03-22",
              "wealth": 127.54044562501892
            },
            {
              "date": "2021-03-23",
              "wealth": 127.42143617044484
            },
            {
              "date": "2021-03-24",
              "wealth": 127.32946565069734
            },
            {
              "date": "2021-03-25",
              "wealth": 127.52501144462735
            },
            {
              "date": "2021-03-26",
              "wealth": 128.21383108710822
            },
            {
              "date": "2021-03-29",
              "wealth": 127.97060234339253
            },
            {
              "date": "2021-03-30",
              "wealth": 127.92993549866765
            },
            {
              "date": "2021-03-31",
              "wealth": 128.20301906433662
            },
            {
              "date": "2021-04-01",
              "wealth": 129.18226061143625
            },
            {
              "date": "2021-04-01",
              "wealth": 129.18107314083318
            },
            {
              "date": "2021-04-05",
              "wealth": 129.66242133634543
            },
            {
              "date": "2021-04-06",
              "wealth": 130.06824867149632
            },
            {
              "date": "2021-04-07",
              "wealth": 130.02887872107715
            },
            {
              "date": "2021-04-08",
              "wealth": 130.55774412767087
            },
            {
              "date": "2021-04-09",
              "wealth": 130.7856224790672
            },
            {
              "date": "2021-04-12",
              "wealth": 130.77572000446082
            },
            {
              "date": "2021-04-13",
              "wealth": 131.26376173941532
            },
            {
              "date": "2021-04-14",
              "wealth": 130.97434921666604
            },
            {
              "date": "2021-04-15",
              "wealth": 132.04560302444602
            },
            {
              "date": "2021-04-16",
              "wealth": 131.8571646702729
            },
            {
              "date": "2021-04-19",
              "wealth": 131.43638479290786
            },
            {
              "date": "2021-04-20",
              "wealth": 131.20449918319457
            },
            {
              "date": "2021-04-21",
              "wealth": 131.89291756340887
            },
            {
              "date": "2021-04-22",
              "wealth": 131.44607893568434
            },
            {
              "date": "2021-04-23",
              "wealth": 132.04183426138806
            },
            {
              "date": "2021-04-26",
              "wealth": 132.10507358562793
            },
            {
              "date": "2021-04-27",
              "wealth": 131.77285503358075
            },
            {
              "date": "2021-04-28",
              "wealth": 131.80737762213818
            },
            {
              "date": "2021-04-29",
              "wealth": 132.05772537081364
            },
            {
              "date": "2021-04-30",
              "wealth": 131.799003978269
            },
            {
              "date": "2021-05-03",
              "wealth": 132.0783202448836
            },
            {
              "date": "2021-05-03",
              "wealth": 132.0718716801542
            },
            {
              "date": "2021-05-04",
              "wealth": 131.84009170662125
            },
            {
              "date": "2021-05-05",
              "wealth": 131.9558598301623
            },
            {
              "date": "2021-05-06",
              "wealth": 132.45217860921258
            },
            {
              "date": "2021-05-07",
              "wealth": 132.8481907769407
            },
            {
              "date": "2021-05-10",
              "wealth": 132.03798799246562
            },
            {
              "date": "2021-05-11",
              "wealth": 131.36977233711485
            },
            {
              "date": "2021-05-12",
              "wealth": 129.89404872412493
            },
            {
              "date": "2021-05-13",
              "wealth": 130.76828960142598
            },
            {
              "date": "2021-05-14",
              "wealth": 131.8398145102954
            },
            {
              "date": "2021-05-17",
              "wealth": 131.62609589923994
            },
            {
              "date": "2021-05-18",
              "wealth": 131.05798103820612
            },
            {
              "date": "2021-05-19",
              "wealth": 130.73620842911228
            },
            {
              "date": "2021-05-20",
              "wealth": 131.71653120680156
            },
            {
              "date": "2021-05-21",
              "wealth": 131.7185910670373
            },
            {
              "date": "2021-05-24",
              "wealth": 132.3803918354472
            },
            {
              "date": "2021-05-25",
              "wealth": 132.5724469217403
            },
            {
              "date": "2021-05-26",
              "wealth": 132.6043693098532
            },
            {
              "date": "2021-05-27",
              "wealth": 132.43246555224226
            },
            {
              "date": "2021-05-28",
              "wealth": 132.55444266075796
            },
            {
              "date": "2021-06-01",
              "wealth": 132.50822139190228
            },
            {
              "date": "2021-06-01",
              "wealth": 132.484332399332
            },
            {
              "date": "2021-06-02",
              "wealth": 132.66607133624808
            },
            {
              "date": "2021-06-03",
              "wealth": 132.23853936670028
            },
            {
              "date": "2021-06-04",
              "wealth": 133.1307764713524
            },
            {
              "date": "2021-06-07",
              "wealth": 133.0193250224328
            },
            {
              "date": "2021-06-08",
              "wealth": 133.36985562922405
            },
            {
              "date": "2021-06-09",
              "wealth": 133.6851389595959
            },
            {
              "date": "2021-06-10",
              "wealth": 134.23044684446097
            },
            {
              "date": "2021-06-11",
              "wealth": 134.21558670308437
            },
            {
              "date": "2021-06-14",
              "wealth": 133.91724986090958
            },
            {
              "date": "2021-06-15",
              "wealth": 133.9113633716897
            },
            {
              "date": "2021-06-16",
              "wealth": 133.1996656529882
            },
            {
              "date": "2021-06-17",
              "wealth": 133.65755836031224
            },
            {
              "date": "2021-06-18",
              "wealth": 133.88552533406082
            },
            {
              "date": "2021-06-21",
              "wealth": 133.80439885157335
            },
            {
              "date": "2021-06-22",
              "wealth": 134.13469647311663
            },
            {
              "date": "2021-06-23",
              "wealth": 133.90673181882025
            },
            {
              "date": "2021-06-24",
              "wealth": 134.13778543657457
            },
            {
              "date": "2021-06-25",
              "wealth": 133.98703652618084
            },
            {
              "date": "2021-06-28",
              "wealth": 134.42562975117986
            },
            {
              "date": "2021-06-29",
              "wealth": 134.5252078835487
            },
            {
              "date": "2021-06-30",
              "wealth": 134.6964734396761
            },
            {
              "date": "2021-07-01",
              "wealth": 134.76261978350325
            },
            {
              "date": "2021-07-01",
              "wealth": 134.75080375278552
            },
            {
              "date": "2021-07-02",
              "wealth": 135.36317154673574
            },
            {
              "date": "2021-07-06",
              "wealth": 135.72709096630763
            },
            {
              "date": "2021-07-07",
              "wealth": 136.16897094304068
            },
            {
              "date": "2021-07-08",
              "wealth": 136.00681689687624
            },
            {
              "date": "2021-07-09",
              "wealth": 135.97213549170897
            },
            {
              "date": "2021-07-12",
              "wealth": 136.06391586095475
            },
            {
              "date": "2021-07-13",
              "wealth": 135.60365043939416
            },
            {
              "date": "2021-07-14",
              "wealth": 136.09003143822108
            },
            {
              "date": "2021-07-15",
              "wealth": 136.2713886557572
            },
            {
              "date": "2021-07-16",
              "wealth": 135.89153699638615
            },
            {
              "date": "2021-07-19",
              "wealth": 136.08107443934887
            },
            {
              "date": "2021-07-20",
              "wealth": 136.50444700511653
            },
            {
              "date": "2021-07-21",
              "wealth": 136.35699673873236
            },
            {
              "date": "2021-07-22",
              "wealth": 136.7428334600928
            },
            {
              "date": "2021-07-23",
              "wealth": 137.04824874366733
            },
            {
              "date": "2021-07-26",
              "wealth": 137.01327480445545
            },
            {
              "date": "2021-07-27",
              "wealth": 137.24530716752312
            },
            {
              "date": "2021-07-28",
              "wealth": 137.35177399212589
            },
            {
              "date": "2021-07-29",
              "wealth": 137.22745640764543
            },
            {
              "date": "2021-07-30",
              "wealth": 137.21893849908318
            },
            {
              "date": "2021-08-02",
              "wealth": 137.497394696537
            },
            {
              "date": "2021-08-02",
              "wealth": 137.488896248197
            },
            {
              "date": "2021-08-03",
              "wealth": 137.9371216198585
            },
            {
              "date": "2021-08-04",
              "wealth": 137.6966869054788
            },
            {
              "date": "2021-08-05",
              "wealth": 137.65630815657852
            },
            {
              "date": "2021-08-06",
              "wealth": 137.11295489356772
            },
            {
              "date": "2021-08-09",
              "wealth": 136.7899502300397
            },
            {
              "date": "2021-08-10",
              "wealth": 136.6689917817825
            },
            {
              "date": "2021-08-11",
              "wealth": 136.9077352107566
            },
            {
              "date": "2021-08-12",
              "wealth": 137.06932275073626
            },
            {
              "date": "2021-08-13",
              "wealth": 137.70648844016137
            },
            {
              "date": "2021-08-16",
              "wealth": 137.94768074167445
            },
            {
              "date": "2021-08-17",
              "wealth": 137.52485745044348
            },
            {
              "date": "2021-08-18",
              "wealth": 136.9382967060191
            },
            {
              "date": "2021-08-19",
              "wealth": 137.21309923979706
            },
            {
              "date": "2021-08-20",
              "wealth": 137.58480032776419
            },
            {
              "date": "2021-08-23",
              "wealth": 138.05750555861218
            },
            {
              "date": "2021-08-24",
              "wealth": 137.9125452652041
            },
            {
              "date": "2021-08-25",
              "wealth": 137.72616599534388
            },
            {
              "date": "2021-08-26",
              "wealth": 137.42183376167003
            },
            {
              "date": "2021-08-27",
              "wealth": 138.24886396076627
            },
            {
              "date": "2021-08-30",
              "wealth": 138.62926855625557
            },
            {
              "date": "2021-08-31",
              "wealth": 138.37090482208149
            },
            {
              "date": "2021-09-01",
              "wealth": 138.4728507560039
            },
            {
              "date": "2021-09-01",
              "wealth": 138.459685309297
            },
            {
              "date": "2021-09-02",
              "wealth": 138.76807179423952
            },
            {
              "date": "2021-09-03",
              "wealth": 138.51625837757564
            },
            {
              "date": "2021-09-07",
              "wealth": 137.95809421090718
            },
            {
              "date": "2021-09-08",
              "wealth": 138.11012613770455
            },
            {
              "date": "2021-09-09",
              "wealth": 138.22199008693488
            },
            {
              "date": "2021-09-10",
              "wealth": 137.50543987096316
            },
            {
              "date": "2021-09-13",
              "wealth": 137.80880591991337
            },
            {
              "date": "2021-09-14",
              "wealth": 137.7304056180113
            },
            {
              "date": "2021-09-15",
              "wealth": 138.1352569874072
            },
            {
              "date": "2021-09-16",
              "wealth": 137.87449245124697
            },
            {
              "date": "2021-09-17",
              "wealth": 137.0830521658278
            },
            {
              "date": "2021-09-20",
              "wealth": 136.3627962054525
            },
            {
              "date": "2021-09-21",
              "wealth": 136.28376633095937
            },
            {
              "date": "2021-09-22",
              "wealth": 137.02338628356011
            },
            {
              "date": "2021-09-23",
              "wealth": 137.16329743896492
            },
            {
              "date": "2021-09-24",
              "wealth": 137.07410796188864
            },
            {
              "date": "2021-09-27",
              "wealth": 136.79120608991886
            },
            {
              "date": "2021-09-28",
              "wealth": 134.96573721526028
            },
            {
              "date": "2021-09-29",
              "wealth": 135.0895278993609
            },
            {
              "date": "2021-09-30",
              "wealth": 134.27830400624916
            },
            {
              "date": "2021-10-01",
              "wealth": 135.42847640988384
            },
            {
              "date": "2021-10-01",
              "wealth": 135.4225707732236
            },
            {
              "date": "2021-10-04",
              "wealth": 134.6062276905876
            },
            {
              "date": "2021-10-05",
              "wealth": 134.86493249005517
            },
            {
              "date": "2021-10-06",
              "wealth": 135.1123475791085
            },
            {
              "date": "2021-10-07",
              "wealth": 135.2387422689048
            },
            {
              "date": "2021-10-08",
              "wealth": 134.85605252121462
            },
            {
              "date": "2021-10-11",
              "wealth": 134.28850532086372
            },
            {
              "date": "2021-10-12",
              "wealth": 134.60018165784547
            },
            {
              "date": "2021-10-13",
              "wealth": 135.08825098933812
            },
            {
              "date": "2021-10-14",
              "wealth": 136.29728650958566
            },
            {
              "date": "2021-10-15",
              "wealth": 136.3769979753684
            },
            {
              "date": "2021-10-18",
              "wealth": 136.45432578604516
            },
            {
              "date": "2021-10-19",
              "wealth": 136.51108350732002
            },
            {
              "date": "2021-10-20",
              "wealth": 136.60915055780666
            },
            {
              "date": "2021-10-21",
              "wealth": 136.56787784928994
            },
            {
              "date": "2021-10-22",
              "wealth": 136.77807478421198
            },
            {
              "date": "2021-10-25",
              "wealth": 137.14554472446844
            },
            {
              "date": "2021-10-26",
              "wealth": 137.43140882281514
            },
            {
              "date": "2021-10-27",
              "wealth": 137.6525042303999
            },
            {
              "date": "2021-10-28",
              "wealth": 138.03718369044407
            },
            {
              "date": "2021-10-29",
              "wealth": 138.1456279714934
            },
            {
              "date": "2021-11-01",
              "wealth": 138.16162695377557
            },
            {
              "date": "2021-11-01",
              "wealth": 138.16055649837048
            },
            {
              "date": "2021-11-02",
              "wealth": 138.6522476141775
            },
            {
              "date": "2021-11-03",
              "wealth": 138.77001989094293
            },
            {
              "date": "2021-11-04",
              "wealth": 139.474118321328
            },
            {
              "date": "2021-11-05",
              "wealth": 140.2071576959904
            },
            {
              "date": "2021-11-08",
              "wealth": 139.99334160082253
            },
            {
              "date": "2021-11-09",
              "wealth": 140.09213583324754
            },
            {
              "date": "2021-11-10",
              "wealth": 138.84552509065563
            },
            {
              "date": "2021-11-11",
              "wealth": 138.61766722056257
            },
            {
              "date": "2021-11-12",
              "wealth": 139.07590085255293
            },
            {
              "date": "2021-11-15",
              "wealth": 138.60819842252164
            },
            {
              "date": "2021-11-16",
              "wealth": 138.72918453333986
            },
            {
              "date": "2021-11-17",
              "wealth": 138.89912115128215
            },
            {
              "date": "2021-11-18",
              "wealth": 139.21967963112792
            },
            {
              "date": "2021-11-19",
              "wealth": 139.38493320472904
            },
            {
              "date": "2021-11-22",
              "wealth": 138.5612444370575
            },
            {
              "date": "2021-11-23",
              "wealth": 138.16789070476412
            },
            {
              "date": "2021-11-24",
              "wealth": 138.64758098591537
            },
            {
              "date": "2021-11-26",
              "wealth": 138.18626119835682
            },
            {
              "date": "2021-11-29",
              "wealth": 138.82881789632924
            },
            {
              "date": "2021-11-30",
              "wealth": 138.0315239063579
            },
            {
              "date": "2021-12-01",
              "wealth": 137.48339031379504
            },
            {
              "date": "2021-12-01",
              "wealth": 137.4797436004039
            },
            {
              "date": "2021-12-02",
              "wealth": 138.41993120863626
            },
            {
              "date": "2021-12-03",
              "wealth": 138.47029320034915
            },
            {
              "date": "2021-12-06",
              "wealth": 138.77764359440152
            },
            {
              "date": "2021-12-07",
              "wealth": 139.91823948116698
            },
            {
              "date": "2021-12-08",
              "wealth": 139.67166547716755
            },
            {
              "date": "2021-12-09",
              "wealth": 139.30066283035387
            },
            {
              "date": "2021-12-10",
              "wealth": 139.9507419758751
            },
            {
              "date": "2021-12-13",
              "wealth": 139.76497698395275
            },
            {
              "date": "2021-12-14",
              "wealth": 139.0819145009339
            },
            {
              "date": "2021-12-15",
              "wealth": 140.04165487149348
            },
            {
              "date": "2021-12-16",
              "wealth": 139.59142976254373
            },
            {
              "date": "2021-12-17",
              "wealth": 139.12013133200864
            },
            {
              "date": "2021-12-20",
              "wealth": 138.24922667871536
            },
            {
              "date": "2021-12-21",
              "wealth": 139.2711750223899
            },
            {
              "date": "2021-12-22",
              "wealth": 139.98406447526227
            },
            {
              "date": "2021-12-23",
              "wealth": 140.2304735896178
            },
            {
              "date": "2021-12-27",
              "wealth": 141.25233798869465
            },
            {
              "date": "2021-12-28",
              "wealth": 141.1371069079525
            },
            {
              "date": "2021-12-29",
              "wealth": 140.79958528143158
            },
            {
              "date": "2021-12-30",
              "wealth": 140.91534638139134
            },
            {
              "date": "2021-12-31",
              "wealth": 140.6518659897068
            },
            {
              "date": "2022-01-03",
              "wealth": 140.22671348265325
            },
            {
              "date": "2022-01-03",
              "wealth": 140.2265099342795
            },
            {
              "date": "2022-01-04",
              "wealth": 140.22601739730288
            },
            {
              "date": "2022-01-05",
              "wealth": 138.61530840968314
            },
            {
              "date": "2022-01-06",
              "wealth": 138.4197550222667
            },
            {
              "date": "2022-01-07",
              "wealth": 137.8789982105493
            },
            {
              "date": "2022-01-10",
              "wealth": 137.75280647912538
            },
            {
              "date": "2022-01-11",
              "wealth": 138.5227860254627
            },
            {
              "date": "2022-01-12",
              "wealth": 138.66539978055448
            },
            {
              "date": "2022-01-13",
              "wealth": 138.0503628023172
            },
            {
              "date": "2022-01-14",
              "wealth": 137.46106762558972
            },
            {
              "date": "2022-01-18",
              "wealth": 135.7123351215871
            },
            {
              "date": "2022-01-19",
              "wealth": 135.23109318200636
            },
            {
              "date": "2022-01-20",
              "wealth": 134.6146331913472
            },
            {
              "date": "2022-01-21",
              "wealth": 133.9276606174769
            },
            {
              "date": "2022-01-24",
              "wealth": 134.00815247869974
            },
            {
              "date": "2022-01-25",
              "wealth": 133.13314881439334
            },
            {
              "date": "2022-01-26",
              "wealth": 132.46492653765452
            },
            {
              "date": "2022-01-27",
              "wealth": 132.41457658902021
            },
            {
              "date": "2022-01-28",
              "wealth": 133.95080073817635
            },
            {
              "date": "2022-01-31",
              "wealth": 135.02276850350708
            },
            {
              "date": "2022-02-01",
              "wealth": 135.45398277598687
            },
            {
              "date": "2022-02-01",
              "wealth": 135.4483330581972
            },
            {
              "date": "2022-02-02",
              "wealth": 136.05300497292922
            },
            {
              "date": "2022-02-03",
              "wealth": 134.25042337373756
            },
            {
              "date": "2022-02-04",
              "wealth": 133.7806462980444
            },
            {
              "date": "2022-02-07",
              "wealth": 133.69864387419025
            },
            {
              "date": "2022-02-08",
              "wealth": 133.8571410230827
            },
            {
              "date": "2022-02-09",
              "wealth": 134.84241427395844
            },
            {
              "date": "2022-02-10",
              "wealth": 132.92864589246483
            },
            {
              "date": "2022-02-11",
              "wealth": 132.56202112373833
            },
            {
              "date": "2022-02-14",
              "wealth": 131.75061837012328
            },
            {
              "date": "2022-02-15",
              "wealth": 132.27305742089047
            },
            {
              "date": "2022-02-16",
              "wealth": 132.47075761602687
            },
            {
              "date": "2022-02-17",
              "wealth": 131.55325715511276
            },
            {
              "date": "2022-02-18",
              "wealth": 131.43693621963502
            },
            {
              "date": "2022-02-22",
              "wealth": 130.82028625358592
            },
            {
              "date": "2022-02-23",
              "wealth": 129.32802703482304
            },
            {
              "date": "2022-02-24",
              "wealth": 130.37522063277925
            },
            {
              "date": "2022-02-25",
              "wealth": 131.67078314463018
            },
            {
              "date": "2022-02-28",
              "wealth": 132.40900160242657
            },
            {
              "date": "2022-03-01",
              "wealth": 132.1185299374669
            },
            {
              "date": "2022-03-01",
              "wealth": 132.10783201078343
            },
            {
              "date": "2022-03-02",
              "wealth": 131.483632969702
            },
            {
              "date": "2022-03-03",
              "wealth": 131.63480559826115
            },
            {
              "date": "2022-03-04",
              "wealth": 131.80621512821452
            },
            {
              "date": "2022-03-07",
              "wealth": 129.8677034669
            },
            {
              "date": "2022-03-08",
              "wealth": 129.0032092759379
            },
            {
              "date": "2022-03-09",
              "wealth": 129.84927322388396
            },
            {
              "date": "2022-03-10",
              "wealth": 128.96613996588815
            },
            {
              "date": "2022-03-11",
              "wealth": 128.42079131465795
            },
            {
              "date": "2022-03-14",
              "wealth": 126.93273138210441
            },
            {
              "date": "2022-03-15",
              "wealth": 128.10955005509228
            },
            {
              "date": "2022-03-16",
              "wealth": 129.30235557060433
            },
            {
              "date": "2022-03-17",
              "wealth": 130.1448218736549
            },
            {
              "date": "2022-03-18",
              "wealth": 130.8231964714581
            },
            {
              "date": "2022-03-21",
              "wealth": 129.62416145918607
            },
            {
              "date": "2022-03-22",
              "wealth": 129.7717258623162
            },
            {
              "date": "2022-03-23",
              "wealth": 129.63987620915546
            },
            {
              "date": "2022-03-24",
              "wealth": 130.04421320028675
            },
            {
              "date": "2022-03-25",
              "wealth": 129.460504394616
            },
            {
              "date": "2022-03-28",
              "wealth": 130.09927594091366
            },
            {
              "date": "2022-03-29",
              "wealth": 131.21331679141102
            },
            {
              "date": "2022-03-30",
              "wealth": 131.21530635022688
            },
            {
              "date": "2022-03-31",
              "wealth": 130.52719790115492
            },
            {
              "date": "2022-04-01",
              "wealth": 130.4968524239808
            },
            {
              "date": "2022-04-01",
              "wealth": 130.49314591969465
            },
            {
              "date": "2022-04-04",
              "wealth": 131.01300042724804
            },
            {
              "date": "2022-04-05",
              "wealth": 129.18273056917593
            },
            {
              "date": "2022-04-06",
              "wealth": 128.32870533441198
            },
            {
              "date": "2022-04-07",
              "wealth": 128.2705994553072
            },
            {
              "date": "2022-04-08",
              "wealth": 127.61789445374328
            },
            {
              "date": "2022-04-11",
              "wealth": 126.23552417275052
            },
            {
              "date": "2022-04-12",
              "wealth": 126.28982184281419
            },
            {
              "date": "2022-04-13",
              "wealth": 127.10746927633961
            },
            {
              "date": "2022-04-14",
              "wealth": 125.69788201676675
            },
            {
              "date": "2022-04-18",
              "wealth": 125.29562506890404
            },
            {
              "date": "2022-04-19",
              "wealth": 125.44888061188367
            },
            {
              "date": "2022-04-20",
              "wealth": 126.134805856937
            },
            {
              "date": "2022-04-21",
              "wealth": 124.80114856359998
            },
            {
              "date": "2022-04-22",
              "wealth": 123.52918370755711
            },
            {
              "date": "2022-04-25",
              "wealth": 124.47831103449325
            },
            {
              "date": "2022-04-26",
              "wealth": 123.44057391549337
            },
            {
              "date": "2022-04-27",
              "wealth": 122.95550816987249
            },
            {
              "date": "2022-04-28",
              "wealth": 124.1072430391771
            },
            {
              "date": "2022-04-29",
              "wealth": 121.81754490559831
            },
            {
              "date": "2022-05-02",
              "wealth": 121.5447107962287
            },
            {
              "date": "2022-05-02",
              "wealth": 121.53786793893288
            },
            {
              "date": "2022-05-03",
              "wealth": 122.04927396457954
            },
            {
              "date": "2022-05-04",
              "wealth": 124.16516666655706
            },
            {
              "date": "2022-05-05",
              "wealth": 121.40082516481141
            },
            {
              "date": "2022-05-06",
              "wealth": 120.58971736652448
            },
            {
              "date": "2022-05-09",
              "wealth": 119.3883691103865
            },
            {
              "date": "2022-05-10",
              "wealth": 119.77104703435481
            },
            {
              "date": "2022-05-11",
              "wealth": 119.39461344977144
            },
            {
              "date": "2022-05-12",
              "wealth": 119.47571987749852
            },
            {
              "date": "2022-05-13",
              "wealth": 120.22406702236118
            },
            {
              "date": "2022-05-16",
              "wealth": 120.22230409608446
            },
            {
              "date": "2022-05-17",
              "wealth": 120.73538094839556
            },
            {
              "date": "2022-05-18",
              "wealth": 119.13855147563254
            },
            {
              "date": "2022-05-19",
              "wealth": 119.07477623809682
            },
            {
              "date": "2022-05-20",
              "wealth": 119.44100697150628
            },
            {
              "date": "2022-05-23",
              "wealth": 119.97212962344422
            },
            {
              "date": "2022-05-24",
              "wealth": 120.40097791355178
            },
            {
              "date": "2022-05-25",
              "wealth": 121.28416974607273
            },
            {
              "date": "2022-05-26",
              "wealth": 122.23218952968777
            },
            {
              "date": "2022-05-27",
              "wealth": 123.68095170003437
            },
            {
              "date": "2022-05-31",
              "wealth": 122.7500971953349
            },
            {
              "date": "2022-06-01",
              "wealth": 121.9290652318112
            },
            {
              "date": "2022-06-01",
              "wealth": 121.92557102144433
            },
            {
              "date": "2022-06-02",
              "wealth": 122.8798385376921
            },
            {
              "date": "2022-06-03",
              "wealth": 121.91140903849056
            },
            {
              "date": "2022-06-06",
              "wealth": 121.50276863176627
            },
            {
              "date": "2022-06-07",
              "wealth": 122.30039031411785
            },
            {
              "date": "2022-06-08",
              "wealth": 121.43268022807581
            },
            {
              "date": "2022-06-09",
              "wealth": 120.04681431197264
            },
            {
              "date": "2022-06-10",
              "wealth": 118.00211083928305
            },
            {
              "date": "2022-06-13",
              "wealth": 114.81945016782163
            },
            {
              "date": "2022-06-14",
              "wealth": 114.21412730309267
            },
            {
              "date": "2022-06-15",
              "wealth": 115.8811386237856
            },
            {
              "date": "2022-06-16",
              "wealth": 114.74092124296334
            },
            {
              "date": "2022-06-17",
              "wealth": 114.91463943714798
            },
            {
              "date": "2022-06-21",
              "wealth": 115.40310892814891
            },
            {
              "date": "2022-06-22",
              "wealth": 116.05306274007958
            },
            {
              "date": "2022-06-23",
              "wealth": 116.95967858000824
            },
            {
              "date": "2022-06-24",
              "wealth": 118.23590602081724
            },
            {
              "date": "2022-06-27",
              "wealth": 117.52031449373452
            },
            {
              "date": "2022-06-28",
              "wealth": 116.65618908662995
            },
            {
              "date": "2022-06-29",
              "wealth": 117.13580191925075
            },
            {
              "date": "2022-06-30",
              "wealth": 117.18194419774031
            },
            {
              "date": "2022-07-01",
              "wealth": 118.5023555393261
            },
            {
              "date": "2022-07-01",
              "wealth": 118.48404544116767
            },
            {
              "date": "2022-07-05",
              "wealth": 118.66463328465417
            },
            {
              "date": "2022-07-06",
              "wealth": 118.51961141835467
            },
            {
              "date": "2022-07-07",
              "wealth": 119.32102658324204
            },
            {
              "date": "2022-07-08",
              "wealth": 119.08885831587423
            },
            {
              "date": "2022-07-11",
              "wealth": 118.62985072828891
            },
            {
              "date": "2022-07-12",
              "wealth": 118.18010413134805
            },
            {
              "date": "2022-07-13",
              "wealth": 118.2170777111884
            },
            {
              "date": "2022-07-14",
              "wealth": 117.72251008985249
            },
            {
              "date": "2022-07-15",
              "wealth": 119.25180744429679
            },
            {
              "date": "2022-07-18",
              "wealth": 118.42151944719566
            },
            {
              "date": "2022-07-19",
              "wealth": 120.10009330686472
            },
            {
              "date": "2022-07-20",
              "wealth": 120.44494511397366
            },
            {
              "date": "2022-07-21",
              "wealth": 121.82337293800249
            },
            {
              "date": "2022-07-22",
              "wealth": 121.74318908753767
            },
            {
              "date": "2022-07-25",
              "wealth": 121.43128239819754
            },
            {
              "date": "2022-07-26",
              "wealth": 120.67611230619006
            },
            {
              "date": "2022-07-27",
              "wealth": 122.6053313373904
            },
            {
              "date": "2022-07-28",
              "wealth": 123.92988277772788
            },
            {
              "date": "2022-07-29",
              "wealth": 124.98364787337138
            },
            {
              "date": "2022-08-01",
              "wealth": 124.98138655836013
            },
            {
              "date": "2022-08-01",
              "wealth": 124.97577930128756
            },
            {
              "date": "2022-08-02",
              "wealth": 123.7507407681479
            },
            {
              "date": "2022-08-03",
              "wealth": 125.21278139583228
            },
            {
              "date": "2022-08-04",
              "wealth": 125.36164268292524
            },
            {
              "date": "2022-08-05",
              "wealth": 124.37226523143511
            },
            {
              "date": "2022-08-08",
              "wealth": 124.59957082107826
            },
            {
              "date": "2022-08-09",
              "wealth": 124.11113699538859
            },
            {
              "date": "2022-08-10",
              "wealth": 125.76429150116562
            },
            {
              "date": "2022-08-11",
              "wealth": 125.2327931500863
            },
            {
              "date": "2022-08-12",
              "wealth": 126.82339504377958
            },
            {
              "date": "2022-08-15",
              "wealth": 127.1416149583314
            },
            {
              "date": "2022-08-16",
              "wealth": 127.09303141548253
            },
            {
              "date": "2022-08-17",
              "wealth": 126.11416734787198
            },
            {
              "date": "2022-08-18",
              "wealth": 126.44365574186321
            },
            {
              "date": "2022-08-19",
              "wealth": 124.92668710122095
            },
            {
              "date": "2022-08-22",
              "wealth": 123.2589634103194
            },
            {
              "date": "2022-08-23",
              "wealth": 123.08701309908317
            },
            {
              "date": "2022-08-24",
              "wealth": 123.09131917203399
            },
            {
              "date": "2022-08-25",
              "wealth": 124.49657819208647
            },
            {
              "date": "2022-08-26",
              "wealth": 122.13053428295451
            },
            {
              "date": "2022-08-29",
              "wealth": 121.31847876879068
            },
            {
              "date": "2022-08-30",
              "wealth": 120.69788802126902
            },
            {
              "date": "2022-08-31",
              "wealth": 119.76214990522277
            },
            {
              "date": "2022-09-01",
              "wealth": 119.53228636319258
            },
            {
              "date": "2022-09-01",
              "wealth": 119.52444708960127
            },
            {
              "date": "2022-09-02",
              "wealth": 118.95053664857161
            },
            {
              "date": "2022-09-06",
              "wealth": 118.03214876887012
            },
            {
              "date": "2022-09-07",
              "wealth": 119.79292656294837
            },
            {
              "date": "2022-09-08",
              "wealth": 120.08390523881728
            },
            {
              "date": "2022-09-09",
              "wealth": 121.21328394684824
            },
            {
              "date": "2022-09-12",
              "wealth": 121.83105618688872
            },
            {
              "date": "2022-09-13",
              "wealth": 118.46564090605656
            },
            {
              "date": "2022-09-14",
              "wealth": 118.88605326950929
            },
            {
              "date": "2022-09-15",
              "wealth": 117.90391121674489
            },
            {
              "date": "2022-09-16",
              "wealth": 117.33944068934021
            },
            {
              "date": "2022-09-19",
              "wealth": 117.8484284940055
            },
            {
              "date": "2022-09-20",
              "wealth": 116.64494622613
            },
            {
              "date": "2022-09-21",
              "wealth": 115.70725575532242
            },
            {
              "date": "2022-09-22",
              "wealth": 114.42318357868899
            },
            {
              "date": "2022-09-23",
              "wealth": 113.29042803153462
            },
            {
              "date": "2022-09-26",
              "wealth": 111.80292225772172
            },
            {
              "date": "2022-09-27",
              "wealth": 111.04195804063875
            },
            {
              "date": "2022-09-28",
              "wealth": 113.29200659980549
            },
            {
              "date": "2022-09-29",
              "wealth": 111.65578656085007
            },
            {
              "date": "2022-09-30",
              "wealth": 110.5764777150469
            },
            {
              "date": "2022-10-03",
              "wealth": 112.97882170317261
            },
            {
              "date": "2022-10-03",
              "wealth": 112.97367849642207
            },
            {
              "date": "2022-10-04",
              "wealth": 114.9539584849326
            },
            {
              "date": "2022-10-05",
              "wealth": 114.35021548070638
            },
            {
              "date": "2022-10-06",
              "wealth": 113.53614994675299
            },
            {
              "date": "2022-10-07",
              "wealth": 111.47180292666205
            },
            {
              "date": "2022-10-10",
              "wealth": 110.61959803397045
            },
            {
              "date": "2022-10-11",
              "wealth": 110.25611292117185
            },
            {
              "date": "2022-10-12",
              "wealth": 110.11003532542432
            },
            {
              "date": "2022-10-13",
              "wealth": 111.54578026553996
            },
            {
              "date": "2022-10-14",
              "wealth": 109.8103252652296
            },
            {
              "date": "2022-10-17",
              "wealth": 111.42509550073396
            },
            {
              "date": "2022-10-18",
              "wealth": 112.34368453788137
            },
            {
              "date": "2022-10-19",
              "wealth": 111.26528240957629
            },
            {
              "date": "2022-10-20",
              "wealth": 110.3437290947257
            },
            {
              "date": "2022-10-21",
              "wealth": 111.87588328540232
            },
            {
              "date": "2022-10-24",
              "wealth": 112.55107423093098
            },
            {
              "date": "2022-10-25",
              "wealth": 114.19033825840947
            },
            {
              "date": "2022-10-26",
              "wealth": 113.99196267800289
            },
            {
              "date": "2022-10-27",
              "wealth": 113.97826866899301
            },
            {
              "date": "2022-10-28",
              "wealth": 115.34295353500717
            },
            {
              "date": "2022-10-31",
              "wealth": 114.62883128653526
            },
            {
              "date": "2022-11-01",
              "wealth": 114.58085139628211
            },
            {
              "date": "2022-11-01",
              "wealth": 114.57874473138575
            },
            {
              "date": "2022-11-02",
              "wealth": 112.92044867325622
            },
            {
              "date": "2022-11-03",
              "wealth": 112.11470555458293
            },
            {
              "date": "2022-11-04",
              "wealth": 112.93348787590887
            },
            {
              "date": "2022-11-07",
              "wealth": 113.2798052771092
            },
            {
              "date": "2022-11-08",
              "wealth": 113.88492054471934
            },
            {
              "date": "2022-11-09",
              "wealth": 112.69551822846759
            },
            {
              "date": "2022-11-10",
              "wealth": 117.41216304926031
            },
            {
              "date": "2022-11-11",
              "wealth": 118.02428146764672
            },
            {
              "date": "2022-11-14",
              "wealth": 117.28642056278431
            },
            {
              "date": "2022-11-15",
              "wealth": 118.42935285152458
            },
            {
              "date": "2022-11-16",
              "wealth": 118.4309598361401
            },
            {
              "date": "2022-11-17",
              "wealth": 117.89717686528674
            },
            {
              "date": "2022-11-18",
              "wealth": 118.07516139860925
            },
            {
              "date": "2022-11-21",
              "wealth": 117.79164408115578
            },
            {
              "date": "2022-11-22",
              "wealth": 119.03152365792832
            },
            {
              "date": "2022-11-23",
              "wealth": 119.87892161940526
            },
            {
              "date": "2022-11-25",
              "wealth": 119.89065700810971
            },
            {
              "date": "2022-11-28",
              "wealth": 118.68861302729802
            },
            {
              "date": "2022-11-29",
              "wealth": 118.31444509282208
            },
            {
              "date": "2022-11-30",
              "wealth": 120.83443897941248
            },
            {
              "date": "2022-12-01",
              "wealth": 121.48403200469157
            },
            {
              "date": "2022-12-01",
              "wealth": 121.47642437680312
            },
            {
              "date": "2022-12-02",
              "wealth": 121.68147965335599
            },
            {
              "date": "2022-12-05",
              "wealth": 120.07341400735521
            },
            {
              "date": "2022-12-06",
              "wealth": 119.60723667403904
            },
            {
              "date": "2022-12-07",
              "wealth": 120.17926621595984
            },
            {
              "date": "2022-12-08",
              "wealth": 120.29360701233408
            },
            {
              "date": "2022-12-09",
              "wealth": 119.39699827038352
            },
            {
              "date": "2022-12-12",
              "wealth": 120.06725013122924
            },
            {
              "date": "2022-12-13",
              "wealth": 121.06292004992154
            },
            {
              "date": "2022-12-14",
              "wealth": 120.8414766760248
            },
            {
              "date": "2022-12-15",
              "wealth": 119.62475234918718
            },
            {
              "date": "2022-12-16",
              "wealth": 118.77880603552366
            },
            {
              "date": "2022-12-19",
              "wealth": 117.73112432065835
            },
            {
              "date": "2022-12-20",
              "wealth": 117.17138241123236
            },
            {
              "date": "2022-12-21",
              "wealth": 118.20075105417179
            },
            {
              "date": "2022-12-22",
              "wealth": 117.4385187497294
            },
            {
              "date": "2022-12-23",
              "wealth": 117.48164807087095
            },
            {
              "date": "2022-12-27",
              "wealth": 116.5803739285826
            },
            {
              "date": "2022-12-28",
              "wealth": 115.76198287615611
            },
            {
              "date": "2022-12-29",
              "wealth": 117.06546060389053
            },
            {
              "date": "2022-12-30",
              "wealth": 116.58823088510931
            },
            {
              "date": "2023-01-03",
              "wealth": 116.85156346341448
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": [
                0.009449139014679322,
                0.001143222588997828,
                0.00242935757733949
              ],
              "posterior": [
                0.0013414301606224845,
                0.00021862774389667136,
                0.0004959663082062247
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.0022843310600306286,
                0.00014103421951494697,
                0.00017036012975793724
              ],
              "gross_return": 0.045291764353720836,
              "turnover": 5.551115123125783e-17,
              "cost": 2.7755575615628914e-20,
              "net_return": 0.04529176435372073,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": [
                0.008078569812386183,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "posterior": [
                0.0012907241602497373,
                0.0002577315734668846,
                0.0005255977861361821
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.0024703093491708944,
                0.00019570584670189077,
                0.00016881252525478146
              ],
              "gross_return": 0.004901080866017163,
              "turnover": 0.011647252739553138,
              "cost": 5.823626369776569e-06,
              "net_return": 0.004895228697583631,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749967
              ],
              "posterior": [
                0.001488540396387791,
                0.00025766147063359965,
                0.0005848323183150035
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.0026963712053909602,
                0.00018118477671136564,
                0.00019364710516498165
              ],
              "gross_return": 0.009744684267359742,
              "turnover": 0.007025682359355995,
              "cost": 3.5128411796779974e-06,
              "net_return": 0.009741137194651639,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.45,
                0.34,
                0.21000000000000002
              ],
              "forecast": [
                0.009292375638668162,
                0.002134489265138367,
                0.003442841371648549
              ],
              "posterior": [
                0.001492215755381558,
                0.00028487645802259336,
                0.0006133488137189554
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0025143220779873083,
                0.0001691612621171463,
                0.00017995590546134786
              ],
              "gross_return": 0.0009734716431592549,
              "turnover": 0.013718538660965063,
              "cost": 6.859269330482532e-06,
              "net_return": 0.000966605696524514,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.42,
                0.33,
                0.25000000000000006
              ],
              "forecast": [
                0.00885466201307534,
                0.0026624347171454784,
                0.0039347072203165185
              ],
              "posterior": [
                0.0014140885053733968,
                0.00038200370743429903,
                0.0007082947903767297
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.002383680098866275,
                0.0001841344087961989,
                0.00019009281108952646
              ],
              "gross_return": 0.018632244711198516,
              "turnover": 0.08270898506861357,
              "cost": 4.135449253430679e-05,
              "net_return": 0.018590119691639595,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.43,
                0.32,
                0.25000000000000006
              ],
              "forecast": [
                0.00893618323230678,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "posterior": [
                0.001375870320606286,
                0.0003037496315740088,
                0.0006305147194564641
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.002235942522475437,
                0.00020217205122813556,
                0.00019613746982967146
              ],
              "gross_return": 0.004835853980348423,
              "turnover": 0.007042676953342014,
              "cost": 3.521338476671007e-06,
              "net_return": 0.004832315613193083,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.43,
                0.31,
                0.26000000000000006
              ],
              "forecast": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "posterior": [
                0.0014042671623889836,
                0.0003028562177862476,
                0.0006373755205031691
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.0021744214904958203,
                0.0001998113695453434,
                0.00018744359467963846
              ],
              "gross_return": 0.02317893768791273,
              "turnover": 0.022700871055176403,
              "cost": 1.1350435527588201e-05,
              "net_return": 0.02316732416134748,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.009723405280801683,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "posterior": [
                0.001494501196663525,
                0.00018966652211968203,
                0.0005541497531601251
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.0020565165582236093,
                0.00020558450802295303,
                0.00018394102072895666
              ],
              "gross_return": 0.01327839015490086,
              "turnover": 0.005789915117198119,
              "cost": 2.8949575585990596e-06,
              "net_return": 0.013275456756966397,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "posterior": [
                0.0015097989705315695,
                0.00023926150453485606,
                0.0005963353261593078
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020130903979194994,
                0.000199194141798249,
                0.00017437437363159426
              ],
              "gross_return": -0.008682882795842013,
              "turnover": 0.01353699632678218,
              "cost": 6.76849816339109e-06,
              "net_return": -0.008689592523929202,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.43,
                0.3,
                0.2700000000000001
              ],
              "forecast": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "posterior": [
                0.001509207274710347,
                0.0002683176200132082,
                0.000627005778593376
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0019243745533963114,
                0.00021099761920416728,
                0.00017165799717482695
              ],
              "gross_return": -0.09336816429022943,
              "turnover": 0.023286454200084017,
              "cost": 1.1643227100042009e-05,
              "net_return": -0.0933787204105887,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.41,
                0.19,
                0.4000000000000001
              ],
              "forecast": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "posterior": [
                0.0023836730172460555,
                3.815261070808449e-05,
                0.0010403883053425793
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019953213903779,
                0.000221363714754344,
                0.00016348648502223547
              ],
              "gross_return": 0.08492412391913665,
              "turnover": 0.309692215082799,
              "cost": 0.0001548461075413995,
              "net_return": 0.08475612764157003,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.58,
                0.15,
                0.27
              ],
              "forecast": [
                0.05582947340821941,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "posterior": [
                0.0038942685123430094,
                -0.00022085391776728258,
                0.001242928560093013
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038118963965141444,
                0.0002561986999438758,
                0.00048554726217747566
              ],
              "gross_return": 0.05452432958790936,
              "turnover": 0.29168215904727346,
              "cost": 0.00014584107952363674,
              "net_return": 0.054370536621298315,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.5,
                0.21,
                0.29000000000000004
              ],
              "forecast": [
                0.034453471084966616,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "posterior": [
                0.003147251882244141,
                -9.238312520651498e-05,
                0.0011064107077572382
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004564006045775604,
                0.00025088032063042145,
                0.0005776981511456985
              ],
              "gross_return": 0.017684358104885202,
              "turnover": 0.18855586832843862,
              "cost": 9.427793416421932e-05,
              "net_return": 0.017588412925971797,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.021153634973983797,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "posterior": [
                0.002918073129234988,
                -5.0957568317459066e-05,
                0.0010939742905790788
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004403535534139145,
                0.0002448804719761615,
                0.0005693324253064911
              ],
              "gross_return": 0.03775249716604495,
              "turnover": 0.10300068319115818,
              "cost": 5.150034159557909e-05,
              "net_return": 0.03769905255794925,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.36,
                0.32,
                0.32
              ],
              "forecast": [
                -0.005394079164853762,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "posterior": [
                0.002346189947339462,
                6.75575491045855e-05,
                0.0010143527512013679
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004233130243607712,
                0.00024091043436589004,
                0.0005559578346522653
              ],
              "gross_return": 0.020033388092835204,
              "turnover": 0.19828513415844706,
              "cost": 9.914256707922354e-05,
              "net_return": 0.01993225936423304,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.34,
                0.32,
                0.3399999999999999
              ],
              "forecast": [
                -0.008579382230140646,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "posterior": [
                0.0022764289106412625,
                8.982354879476816e-05,
                0.0010049122505788497
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004128560430062097,
                0.00023172097368411262,
                0.0005455285522801368
              ],
              "gross_return": -0.016206428247108058,
              "turnover": 0.07697564100849447,
              "cost": 3.8487820504247234e-05,
              "net_return": -0.0162442923175109,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.001297028077113082,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "posterior": [
                0.0025845673424080124,
                3.451979266715131e-05,
                0.0010454119673438881
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0041946973965758015,
                0.00023334386139210286,
                0.00054764739163653
              ],
              "gross_return": -0.012383922345902139,
              "turnover": 0.0366554476359891,
              "cost": 1.832772381799455e-05,
              "net_return": -0.01240202310061167,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.39,
                0.27,
                0.33999999999999997
              ],
              "forecast": [
                0.009621757456695109,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "posterior": [
                0.0029015979754405427,
                -1.3845529377205234e-05,
                0.001103604138804787
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004084787076115967,
                0.00022836501806894455,
                0.0005411692623369727
              ],
              "gross_return": 0.0514309616577661,
              "turnover": 0.08560690370940977,
              "cost": 4.280345185470488e-05,
              "net_return": 0.05138595678322022,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.02049836029559722,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "posterior": [
                0.003761344543827004,
                -4.378582826441087e-05,
                0.001317935061133663
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.0039574227905187,
                0.0002375425052074508,
                0.000529622983491164
              ],
              "gross_return": 0.006029877723838921,
              "turnover": 0.05767855670104691,
              "cost": 2.8839278350523453e-05,
              "net_return": 0.006000864548166396,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.008678804972886039,
                0.003044668345313592,
                0.004733942980568681
              ],
              "posterior": [
                0.0033821729155112633,
                6.213036897074737e-06,
                0.001244825617879248
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.004137904446671058,
                0.00023491819810199434,
                0.0005246004357016747
              ],
              "gross_return": 0.002237652863029131,
              "turnover": 0.04510230681038596,
              "cost": 2.2551153405192983e-05,
              "net_return": 0.002215051247971056,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.015154929940786897,
                0.003046946602256242,
                0.004668574694946331
              ],
              "posterior": [
                0.0036039100499594074,
                -1.81509344678741e-05,
                0.001294537540487425
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.004009120202214602,
                0.0002282151070745255,
                0.0005109578198584981
              ],
              "gross_return": 0.0012416401975128997,
              "turnover": 0.013927439055687246,
              "cost": 6.963719527843623e-06,
              "net_return": 0.0012346678315509063,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.00221583256158245,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "posterior": [
                0.003211825768756275,
                5.1881404950864135e-05,
                0.0012320714844205529
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.003885899884961186,
                0.00023107939065600158,
                0.0005095114043404819
              ],
              "gross_return": 0.004538243079610899,
              "turnover": 0.08941187990502805,
              "cost": 4.470593995251403e-05,
              "net_return": 0.004493334253235615,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.42,
                0.26,
                0.32000000000000006
              ],
              "forecast": [
                0.011188657441707871,
                0.0024557558195024585,
                0.004044485784722325
              ],
              "posterior": [
                0.0033396971555737552,
                -9.625325521985683e-06,
                0.0012337517352754243
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.003776484303497835,
                0.0002573321914781148,
                0.0005268768182008655
              ],
              "gross_return": 0.02242779869843509,
              "turnover": 0.018384422094195163,
              "cost": 9.192211047097581e-06,
              "net_return": 0.022418400326329024,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.38,
                0.3,
                0.32
              ],
              "forecast": [
                -0.004248672894782866,
                0.002165684825517092,
                0.003855401368236392
              ],
              "posterior": [
                0.002851891766525595,
                2.9466290714216916e-05,
                0.0010849208109245893
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.003683958373653819,
                0.00026752722378908724,
                0.0005207936912342351
              ],
              "gross_return": 0.0033038807294623095,
              "turnover": 0.09764758845282095,
              "cost": 4.882379422641048e-05,
              "net_return": 0.003254895627242904,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.2,
                0.48,
                0.32000000000000006
              ],
              "forecast": [
                -0.044743256141055614,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "posterior": [
                0.0013457121126882157,
                0.00023918730655168917,
                0.0007912429387766717
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.0036004884768792997,
                0.00025998206699591377,
                0.0005059485350143273
              ],
              "gross_return": 0.017196655203757096,
              "turnover": 0.3605661946007448,
              "cost": 0.0001802830973003724,
              "net_return": 0.01701327184019341,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.29,
                0.39,
                0.31999999999999995
              ],
              "forecast": [
                -0.01895258896882946,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "posterior": [
                0.002275000575729281,
                0.00011808196765925101,
                0.0009868063536667905
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.0035006144102213027,
                0.00025297103628589454,
                0.0004922268737572425
              ],
              "gross_return": 0.020382742568202803,
              "turnover": 0.17536065619239066,
              "cost": 8.768032809619533e-05,
              "net_return": 0.02029327507455081,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.35,
                0.33,
                0.32
              ],
              "forecast": [
                -0.005371573098721031,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "posterior": [
                0.0027969487521175935,
                5.9007859355360295e-05,
                0.0011065121466758913
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.003528348113269331,
                0.00024667669684644923,
                0.0004838631347981958
              ],
              "gross_return": 0.00715661071298929,
              "turnover": 0.12361613627277035,
              "cost": 6.180806813638518e-05,
              "net_return": 0.007094360308570247,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.01696707523362718,
                0.002636242785015859,
                0.00430506821201751
              ],
              "posterior": [
                0.003630622214573473,
                -2.1746726339757306e-05,
                0.0013028192808229614
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.003455944576393624,
                0.0002502868472786057,
                0.00047383067898701755
              ],
              "gross_return": -0.021892357278163133,
              "turnover": 0.19015202814209084,
              "cost": 9.507601407104542e-05,
              "net_return": -0.02198535185416539,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.001119945857570026,
                0.002499780621963,
                0.004183753095451194
              ],
              "posterior": [
                0.003208781858557924,
                9.94086706944164e-05,
                0.0012318400196695363
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.003389491888074828,
                0.0002485919252779267,
                0.00046609001742616354
              ],
              "gross_return": 0.020225994565844733,
              "turnover": 0.08721410469617044,
              "cost": 4.360705234808522e-05,
              "net_return": 0.02018150551749276,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.41,
                0.26,
                0.33000000000000007
              ],
              "forecast": [
                0.004708296130537148,
                0.0023090716777044453,
                0.004012269216495718
              ],
              "posterior": [
                0.003358371188453937,
                6.95069010208961e-05,
                0.0012495337390473352
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.0033972179566831746,
                0.0002504602570083213,
                0.00046172605971457994
              ],
              "gross_return": -0.004901298907141053,
              "turnover": 0.015495697737371306,
              "cost": 7.747848868685652e-06,
              "net_return": -0.00490900878148659,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.013009231869742227,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "posterior": [
                0.0034810834986909634,
                -2.7744293867270545e-05,
                0.001216821216011645
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.0033762391088204943,
                0.000248887961474351,
                0.00045349323299076705
              ],
              "gross_return": 0.01998090635252897,
              "turnover": 0.05304951213109094,
              "cost": 2.652475606554547e-05,
              "net_return": 0.01995385160779639,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.012773344228008649,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "posterior": [
                0.0032022997251081506,
                3.6826545172782734e-05,
                0.0012475683034372115
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.003322694806641276,
                0.00024451673465336707,
                0.00044363862352685655
              ],
              "gross_return": -0.034034414466490005,
              "turnover": 0.0029031326298717963,
              "cost": 1.4515663149358981e-06,
              "net_return": -0.03403581662959532,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.00010634998338100374,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "posterior": [
                0.002881128669548127,
                0.00016616376630951523,
                0.0012221421062709906
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032881871502375773,
                0.0002489786103387489,
                0.0004406718214149692
              ],
              "gross_return": -0.02458356663052931,
              "turnover": 0.083418998451013,
              "cost": 4.17094992255065e-05,
              "net_return": -0.024624250761501543,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.31,
                0.36,
                0.32999999999999996
              ],
              "forecast": [
                -0.018147688964520743,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "posterior": [
                0.002290111002153204,
                0.00023192982761162362,
                0.001087416156544478
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0033329444976323906,
                0.0002502883276403614,
                0.00045112358887561596
              ],
              "gross_return": -0.012194429068150605,
              "turnover": 0.16194437961862257,
              "cost": 8.097218980931129e-05,
              "net_return": -0.01227441384833472,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.36,
                0.32,
                0.32
              ],
              "forecast": [
                -0.0028757832681340183,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "posterior": [
                0.0027905233896689955,
                0.00020406317025997207,
                0.0012232692508926035
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033317896512202196,
                0.000245113280919398,
                0.00045485438388998597
              ],
              "gross_return": -0.06857398570935523,
              "turnover": 0.05680603351437685,
              "cost": 2.8403016757188426e-05,
              "net_return": -0.0686004410180473,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.41,
                0.28,
                0.31000000000000005
              ],
              "forecast": [
                0.005293367938492536,
                0.001271645655854434,
                0.002694371807954959
              ],
              "posterior": [
                0.0031180899644579745,
                0.0001057445927815228,
                0.0012416977485823662
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003360469238421405,
                0.0003157842121727375,
                0.0004690922910954072
              ],
              "gross_return": 0.0032187276238453033,
              "turnover": 0.11259819124996612,
              "cost": 5.629909562498306e-05,
              "net_return": 0.0031622473167660647,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.38,
                0.31,
                0.31
              ],
              "forecast": [
                -0.006322466749372587,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "posterior": [
                0.003050208278282218,
                0.00035148228246434463,
                0.0014181631426189972
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034550977114451843,
                0.0003525879849409948,
                0.0005901432905480582
              ],
              "gross_return": -0.028076271888168063,
              "turnover": 0.05731546223591044,
              "cost": 2.8657731117955223e-05,
              "net_return": -0.02810412501703541,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.52,
                0.17,
                0.30999999999999994
              ],
              "forecast": [
                0.02834207777697844,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "posterior": [
                0.00460812021589027,
                0.0003010676331128444,
                0.0018875145971944825
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003393478536429554,
                0.00034628626558352366,
                0.0005838083307800222
              ],
              "gross_return": 0.054837266004887295,
              "turnover": 0.3090250497571571,
              "cost": 0.00015451252487857855,
              "net_return": 0.05467428043558087,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.49,
                0.21,
                0.30000000000000004
              ],
              "forecast": [
                0.0160962185739619,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "posterior": [
                0.004101154130704793,
                0.00032022579352262255,
                0.0017301461898863498
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0034057714721840793,
                0.00034024678636983984,
                0.0005794159903071628
              ],
              "gross_return": -0.04355638323304212,
              "turnover": 0.08972947455581373,
              "cost": 4.486473727790687e-05,
              "net_return": -0.04359929382462957,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.56,
                0.16,
                0.2799999999999999
              ],
              "forecast": [
                0.03338879761781488,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "posterior": [
                0.00539497380536457,
                0.0005732578248992564,
                0.002309220856175809
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0033780904153036303,
                0.00034466542085602285,
                0.0005886184442886172
              ],
              "gross_return": -0.05476390433767688,
              "turnover": 0.131165793440759,
              "cost": 6.558289672037949e-05,
              "net_return": -0.05482589565891516,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.51,
                0.21,
                0.28
              ],
              "forecast": [
                0.02068569233759992,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "posterior": [
                0.005334515584039674,
                0.0007648864601913363,
                0.0023641845187291617
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0033713582553542977,
                0.0003919305787977059,
                0.0006315207792166824
              ],
              "gross_return": 0.014226082758834163,
              "turnover": 0.09104727192250955,
              "cost": 4.552363596125478e-05,
              "net_return": 0.014179911499860198,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.51,
                0.22,
                0.27
              ],
              "forecast": [
                0.020789557410719906,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "posterior": [
                0.005429523021198694,
                0.0007088656944887963,
                0.002302916192370594
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0035278790393548235,
                0.0004000910682184124,
                0.0006455299127750083
              ],
              "gross_return": 0.06026673873495764,
              "turnover": 0.03677167468546269,
              "cost": 1.8385837342731347e-05,
              "net_return": 0.06024724484315924,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.28,
                0.27
              ],
              "forecast": [
                0.008982679621655549,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "posterior": [
                0.00495344965002637,
                0.000785383902602354,
                0.0022869648520102695
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.003474502649052102,
                0.0004047364127182998,
                0.0006392080543594396
              ],
              "gross_return": -0.038072086309051706,
              "turnover": 0.12524490277279965,
              "cost": 6.262245138639983e-05,
              "net_return": -0.03813232459306404,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.009449139014679322,
                0.001143222588997828,
                0.00242935757733949
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.001409277854780385,
                0.00013846002664666962,
                0.00014757271606550998
              ],
              "last_validation_exit": "2019-05-01",
              "validation_folds": 24,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009449139014679322,
                0.001143222588997828,
                0.00242935757733949
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.4599875329906389
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.008078569812386183,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0015394447003505348,
                0.0001812882843741462,
                0.0001541236469060719
              ],
              "last_validation_exit": "2019-06-03",
              "validation_folds": 25,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.008078569812386183,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2358985146996977
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749967
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0016829504698968325,
                0.00017524500229949459,
                0.00018013847031146215
              ],
              "last_validation_exit": "2019-07-01",
              "validation_folds": 26,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749967
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4034697849816735
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                0.009292375638668162,
                0.002134489265138367,
                0.003442841371648549
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0016249802916342333,
                0.00017337053557032098,
                0.00017479944640016865
              ],
              "last_validation_exit": "2019-08-01",
              "validation_folds": 27,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009292375638668162,
                0.002134489265138367,
                0.003442841371648549
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.552412030313993
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                0.00885466201307534,
                0.0026624347171454784,
                0.0039347072203165185
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.001586560204356522,
                0.00019556849682321787,
                0.00019302278502843063
              ],
              "last_validation_exit": "2019-09-03",
              "validation_folds": 28,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.00885466201307534,
                0.0026624347171454784,
                0.0039347072203165185
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.758050096673829
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.00893618323230678,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0015323931877501149,
                0.00019504487829697067,
                0.00018911394996026494
              ],
              "last_validation_exit": "2019-10-01",
              "validation_folds": 29,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.00893618323230678,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3701672872232513
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0015224664004414054,
                0.00018952835732796383,
                0.00018281422893968977
              ],
              "last_validation_exit": "2019-11-01",
              "validation_folds": 30,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0382213091601091
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.009723405280801683,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014759844836276718,
                0.00018729679592245768,
                0.00017752805014020266
              ],
              "last_validation_exit": "2019-12-02",
              "validation_folds": 31,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009723405280801683,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014749961692746446,
                0.00018180929805077908,
                0.00017398858789124288
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014346864208139437,
                0.00019822767773885512,
                0.00017832429094073238
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014872423405835411,
                0.00021501679951388598,
                0.0001744680469228279
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.05582947340821941,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026046029331138767,
                0.00025376353762124787,
                0.00035211518433131894
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1657800425403169,
                  -0.05237963156778861,
                  0.23492271885385368,
                  -0.20926431584308433
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.005741022672808912,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "feature_contributions": [
                [
                  0.015601745048462156,
                  0.00020035723155206102,
                  0.0240614315476522,
                  0.010224916907744085
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.034453471084966616,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002963675829205532,
                0.0002469512291838376,
                0.0004277579662892441
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.15437090430605147,
                  -0.06624514875729487,
                  0.3541974427723086,
                  -0.24230676016224514
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.008087110923254535,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "feature_contributions": [
                [
                  -0.020592316646160475,
                  -0.007827186210088884,
                  0.03469858802031587,
                  0.02008727499764557
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021153634973983797,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0029000043308051965,
                0.00024040108134946683,
                0.0004335035502569643
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1142589093709544,
                  -0.06627545057011142,
                  0.3708599977838052,
                  -0.2117041679521236
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "feature_contributions": [
                [
                  -0.014026766256870932,
                  0.00858552858877863,
                  -0.00014743016333972682,
                  0.017487505125266863
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005394079164853762,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028286387228106122,
                0.00023456605208389283,
                0.0004347342397505357
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1253927718727015,
                  -0.05948293604681247,
                  0.38019266761830744,
                  -0.22370879988748715
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                13,
                1,
                1
              ],
              "base_return": [
                0.009437072422561749,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.025667696791690623,
                  0.0008880859660810485,
                  -0.006862950649396393,
                  0.016811409887590455
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008579382230140646,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027925193968147107,
                0.00022949844082816148,
                0.0004384568727486255
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.007514659874409614,
                  -0.13583252194600284,
                  0.3893212549237044,
                  -0.22832340940839282
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.010208935719490213,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -4.749954471282792e-05,
                  -0.027044529088406898,
                  -0.010819448020399356,
                  0.019123158703888223
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.001297028077113082,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028740715277110443,
                0.00022599101580775784,
                0.0004351343866132276
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.025768222610730685,
                  -0.13714143332988876,
                  0.3776691521598908,
                  -0.24780017265541046
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "feature_contributions": [
                [
                  -0.00044878920590394087,
                  -0.013140912601707851,
                  -0.019234050776327855,
                  0.020360737631703724
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009621757456695109,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002828517935762615,
                0.0002206997277754567,
                0.0004285478221514824
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.038083946899506775,
                  -0.1887485282265916,
                  0.38898871585821365,
                  -0.23639314966375707
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01038615700431023,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.0010428142658654347,
                  -0.002774130630581896,
                  -0.007705792217596106,
                  0.010758337566428314
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.02049836029559722,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.00276976530413489,
                0.0002216184100490287,
                0.0004201270865837403
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.04060632095458176,
                  -0.19805199473279655,
                  0.39884472345871935,
                  -0.2343159844913755
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.009928235388224503,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "feature_contributions": [
                [
                  0.0004151236741029817,
                  0.008005183718929757,
                  -0.010544043621002494,
                  0.012693861135342478
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.008678804972886039,
                0.003044668345313592,
                0.004733942980568681
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0029326290875838624,
                0.00021761999749658105,
                0.00042519294430087677
              ],
              "last_validation_exit": "2020-12-01",
              "validation_folds": 43,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.015212560438055307,
                  -0.18721875800628193,
                  0.37565655772044587,
                  -0.2597862045160983
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011377522762221584,
                0.003044668345313592,
                0.004733942980568681
              ],
              "feature_contributions": [
                [
                  -0.000260034943404238,
                  -0.008271298850225726,
                  -0.012430694822384564,
                  0.018263310826678984
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.015154929940786897,
                0.003046946602256242,
                0.004668574694946331
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002867673219904507,
                0.00021267416247084818,
                0.0004159184619936343
              ],
              "last_validation_exit": "2021-01-04",
              "validation_folds": 44,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.01467107587061967,
                  -0.18510495393816886,
                  0.3777771971383451,
                  -0.25791184829714114
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011384557437168649,
                0.003046946602256242,
                0.004668574694946331
              ],
              "feature_contributions": [
                [
                  0.000422559676245358,
                  -0.00410681365982078,
                  -0.013548219442216111,
                  0.02100284592940978
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                0.00221583256158245,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028068835274187064,
                0.00021169168308911272,
                0.000412438051449572
              ],
              "last_validation_exit": "2021-02-01",
              "validation_folds": 45,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.01167278546879968,
                  -0.18360758543432285,
                  0.37621549954336786,
                  -0.2663150605241863
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011510119379554637,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "feature_contributions": [
                [
                  0.0005042136706078262,
                  -0.00415304409534562,
                  -0.018562748114771974,
                  0.01291729172153758
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0106105100051026
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.011188657441707871,
                0.0024557558195024585,
                0.004044485784722325
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027548484430190557,
                0.00022536341488602407,
                0.00042084931362794577
              ],
              "last_validation_exit": "2021-03-01",
              "validation_folds": 46,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.01240135568075994,
                  -0.18216662290463326,
                  0.37274781040943467,
                  -0.27925323436611477
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011847779169611094,
                0.0024557558195024585,
                0.004044485784722325
              ],
              "feature_contributions": [
                [
                  -0.0007342384557135481,
                  0.0023371557345824657,
                  -0.017630353675612484,
                  0.015368314668840345
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2192426547809219
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                -0.004248672894782866,
                0.002165684825517092,
                0.003855401368236392
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002714706071596825,
                0.000230213136647892,
                0.00041607068535446106
              ],
              "last_validation_exit": "2021-04-01",
              "validation_folds": 47,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.01775092562395959,
                  -0.17896511459708764,
                  0.36635912456494574,
                  -0.28617061403081173
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012123231353302889,
                0.002165684825517092,
                0.003855401368236392
              ],
              "feature_contributions": [
                [
                  0.0005258409448444129,
                  -0.010521630789098815,
                  -0.018580967022416205,
                  0.012204852618584854
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2177873292024546
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                -0.044743256141055614,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026804529579746313,
                0.0002258998462255924,
                0.0004075334201545429
              ],
              "last_validation_exit": "2021-05-03",
              "validation_folds": 48,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.002591778424104245,
                  -0.18187369418035532,
                  0.36021720196014917,
                  -0.30129921616885846
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                7,
                1,
                1
              ],
              "base_return": [
                0.012558639402619016,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "feature_contributions": [
                [
                  -0.00013310149071245824,
                  -0.04387343421984556,
                  -0.018819280862313038,
                  0.0055239210291964215
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                -0.01895258896882946,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026269799950804826,
                0.0002212903930742378,
                0.00039921655949958407
              ],
              "last_validation_exit": "2021-06-01",
              "validation_folds": 49,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0028322589745887264,
                  -0.1813585771181003,
                  0.3603100174030189,
                  -0.3037958945690357
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012436430808894687,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "feature_contributions": [
                [
                  -2.507519542811997e-05,
                  -0.014478694031872049,
                  -0.01867948804777356,
                  0.001794237497349578
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.671122728377542
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                -0.005371573098721031,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.00268318543356052,
                0.0002179744283150241,
                0.00039714786867458857
              ],
              "last_validation_exit": "2021-07-01",
              "validation_folds": 50,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.009798927106700918,
                  -0.12250279644031405,
                  0.3433168738198385,
                  -0.29931125199760295
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012657204634274215,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "feature_contributions": [
                [
                  -3.022510844319526e-06,
                  -0.016031402075495863,
                  -0.01744092056890268,
                  0.015446567422247613
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.7555595243462814
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.01696707523362718,
                0.002636242785015859,
                0.00430506821201751
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002655406079294632,
                0.00022396148489533762,
                0.0003932706568171876
              ],
              "last_validation_exit": "2021-08-02",
              "validation_folds": 51,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.012214352096813165,
                  -0.11328353187418011,
                  0.33754779260458667,
                  -0.29861974874479863
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012709536999339901,
                0.002636242785015859,
                0.00430506821201751
              ],
              "feature_contributions": [
                [
                  0.0001223762056509434,
                  -0.001009022967452888,
                  -0.017322525099362718,
                  0.022466710095451946
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 1.5946353044718697
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.001119945857570026,
                0.002499780621963,
                0.004183753095451194
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002631883887577479,
                0.00022165839990835934,
                0.00038732079158385665
              ],
              "last_validation_exit": "2021-09-01",
              "validation_folds": 52,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.014921950752242492,
                  -0.092408979397462,
                  0.32898001030924345,
                  -0.3062154995680188
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01296621228140618,
                0.002499780621963,
                0.004183753095451194
              ],
              "feature_contributions": [
                [
                  -0.0001056366143594466,
                  0.0021628340525681887,
                  -0.01800762353738809,
                  0.004104159675343193
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.1664646140637918
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.004708296130537148,
                0.0023090716777044453,
                0.004012269216495718
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002634736769810091,
                0.00022172810807518005,
                0.00038345003260840276
              ],
              "last_validation_exit": "2021-10-01",
              "validation_folds": 53,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.008003115027779046,
                  -0.08844310637480304,
                  0.3423334862099746,
                  -0.28421955890725176
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012341159652925718,
                0.0023090716777044453,
                0.004012269216495718
              ],
              "feature_contributions": [
                [
                  0.0001954131362344047,
                  -0.000836012731982978,
                  -0.016450637977014265,
                  0.009458374050374266
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0236123843805298
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.013009231869742227,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002648875723593346,
                0.00021988503436362174,
                0.00037750805615392816
              ],
              "last_validation_exit": "2021-11-01",
              "validation_folds": 54,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.006651631358966365,
                  -0.09750250892996168,
                  0.32380872089773954,
                  -0.28638357177335505
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012937023117167238,
                0.0021715552451087674,
                0.00391430115157376
              ],
              "feature_contributions": [
                [
                  -0.00012189102856605083,
                  -0.0052761109490962795,
                  -0.00522209486524533,
                  0.010692305595482648
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1527107800924337
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012773344228008649,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002612486716406052,
                0.0002179286657139594,
                0.000370838464400545
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0030317644202795405,
                  -0.0974614657616354,
                  0.33113304509303176,
                  -0.2813726318858844
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012516093595345935,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "feature_contributions": [
                [
                  5.497773426762046e-05,
                  -0.00189528019675645,
                  -0.003187696020379232,
                  0.005285249115530777
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.00010634998338100374,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026124928651137685,
                0.00022016244803935847,
                0.00036825172597601335
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0003446323752683714,
                  -0.08355522247383122,
                  0.32568378154558963,
                  -0.28715700304524605
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.013153241710174369,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "feature_contributions": [
                [
                  1.4928130265922457e-05,
                  -0.001404212851522297,
                  -0.003918530635983025,
                  -0.007739076369553964
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.018147688964520743,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026398822075870496,
                0.00022055735921474738,
                0.0003753554842069349
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.002748227345643732,
                  -0.08807064372933683,
                  0.32427673597648193,
                  -0.2783323558434801
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01236075434663782,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0001252186256555882,
                  -0.005383093524689687,
                  0.005041740986698027,
                  -0.0302923093988225
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.0028757832681340183,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026388928629020618,
                0.00021736613462654768,
                0.00037823343578647424
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.012332629941648769,
                  -0.09318136123222442,
                  0.3242717190988456,
                  -0.28289717075285975
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011600842174635868,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "feature_contributions": [
                [
                  4.156050053695452e-05,
                  0.0022368623278249435,
                  0.021182236551726664,
                  -0.03793728482285845
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.005293367938492536,
                0.001271645655854434,
                0.002694371807954959
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026866478321195676,
                0.00027057652300978367,
                0.00038956327089434894
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.023881188101117747,
                  -0.036599902002747264,
                  0.2824855294077343,
                  -0.19975900277417383
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                7,
                1,
                1
              ],
              "base_return": [
                0.012136828590815099,
                0.001271645655854434,
                0.002694371807954959
              ],
              "feature_contributions": [
                [
                  -0.00011309740030320885,
                  0.0005470992894456442,
                  0.018572906918617977,
                  -0.025850369460082977
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.006322466749372587,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027561643493891155,
                0.00030004202867906085,
                0.000486303489134577
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.025368006619692195,
                  -0.060966240030876216,
                  0.3025948289712441,
                  -0.3096111894886893
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01099555294768845,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "feature_contributions": [
                [
                  -5.1691417103217955e-05,
                  -0.0018295197189525697,
                  0.031356788265958106,
                  -0.04679359682696336
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.02834207777697844,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027147112133002727,
                0.00029587163455175816,
                0.0004825496622222629
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.031763010405332685,
                  -0.058504288273716655,
                  0.31953415702128724,
                  -0.3415520343563064
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.010730512990878696,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "feature_contributions": [
                [
                  -9.535645155157293e-05,
                  -0.0022814862026870435,
                  0.04638286241369285,
                  -0.02639445497335449
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.0160962185739619,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002726828127038407,
                0.00029187150472261827,
                0.0004812778595180613
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.02819145378739861,
                  -0.07023268916315167,
                  0.30755560241508817,
                  -0.39386719146738747
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "feature_contributions": [
                [
                  -0.000532675207560377,
                  -0.004198422235967231,
                  0.03179954564977401,
                  -0.020830037071489223
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.03338879761781488,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027218366133291783,
                0.0002962438658718911,
                0.0004893645807927067
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.02580268024385056,
                  -0.057748921807013735,
                  0.3514227951416271,
                  -0.38521389939448325
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.010625990167007394,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "feature_contributions": [
                [
                  0.00036880357316104967,
                  0.00475063044680387,
                  0.029058719043461842,
                  -0.011415345612619273
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.02068569233759992,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027199975545543357,
                0.00033490999485280684,
                0.0005267022426808205
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.030598293852900194,
                  -0.07426367578972207,
                  0.3346760531303873,
                  -0.3931539987253477
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.010114074259425846,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "feature_contributions": [
                [
                  6.647461448025838e-05,
                  -0.003949409480249189,
                  0.03612911375810331,
                  -0.021674560814160297
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.020789557410719906,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028440936368952312,
                0.0003431463005863599,
                0.0005416434100683052
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.008580096154545185,
                  -0.010930314497968491,
                  0.2426471481468448,
                  -0.3262859384656041
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.009208372845907958,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "feature_contributions": [
                [
                  -4.441292944692473e-05,
                  -0.0005912250783901932,
                  0.02989605622068996,
                  -0.017679233648040894
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.008982679621655549,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028142309724515,
                0.0003488796558651228,
                0.0005394727921573315
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.007538740865114412,
                  -0.002959186835132134,
                  0.2593211896307156,
                  -0.3228474945712285
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.009644029530207699,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "feature_contributions": [
                [
                  -2.258005367954564e-05,
                  0.00017518221351492286,
                  0.02253197068564624,
                  -0.023345922754033768
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ridge_lags": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.13388389476929463,
            "annualized_return": 0.03568680405308622,
            "annualized_volatility": 0.12859781390212707,
            "sharpe_zero_rf": 0.3369283360017931,
            "maximum_drawdown": -0.22396091011465902,
            "average_turnover": 0.09010873622629256,
            "cost_bps_sum": 19.3733782886529,
            "end_value": 113.38838947692946,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": "2020-07-15",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.048158549785272516,
              "rmse": 0.0621877942534195,
              "oos_r2_vs_mean": -0.04082787732634219,
              "forecast_min": -0.008191346992960716,
              "forecast_max": 0.030271866565741497,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 43,
              "mae": 0.016913999220591294,
              "rmse": 0.022227634649227234,
              "oos_r2_vs_mean": -0.008958623663161136,
              "forecast_min": -0.0012574316042070145,
              "forecast_max": 0.003960490262476653,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.022349571815116386,
              "rmse": 0.029488263492171145,
              "oos_r2_vs_mean": -0.0031426356222223895,
              "forecast_min": 0.0005410939426284448,
              "forecast_max": 0.0070143743022057625,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 99.98899999999999
            },
            {
              "date": "2019-06-04",
              "wealth": 101.12315124343965
            },
            {
              "date": "2019-06-05",
              "wealth": 101.60548387386532
            },
            {
              "date": "2019-06-06",
              "wealth": 102.0144114297816
            },
            {
              "date": "2019-06-07",
              "wealth": 102.77944473901094
            },
            {
              "date": "2019-06-10",
              "wealth": 102.85717409438095
            },
            {
              "date": "2019-06-11",
              "wealth": 102.86110747353078
            },
            {
              "date": "2019-06-12",
              "wealth": 102.84842677804113
            },
            {
              "date": "2019-06-13",
              "wealth": 103.20170460025483
            },
            {
              "date": "2019-06-14",
              "wealth": 103.16232198980342
            },
            {
              "date": "2019-06-17",
              "wealth": 103.19028582444342
            },
            {
              "date": "2019-06-18",
              "wealth": 103.98840361022424
            },
            {
              "date": "2019-06-19",
              "wealth": 104.31803064722304
            },
            {
              "date": "2019-06-20",
              "wealth": 105.03945134565157
            },
            {
              "date": "2019-06-21",
              "wealth": 104.77840384256173
            },
            {
              "date": "2019-06-24",
              "wealth": 104.83943121870628
            },
            {
              "date": "2019-06-25",
              "wealth": 104.22535447679616
            },
            {
              "date": "2019-06-26",
              "wealth": 104.02567899685846
            },
            {
              "date": "2019-06-27",
              "wealth": 104.42841557839475
            },
            {
              "date": "2019-06-28",
              "wealth": 104.7997515843634
            },
            {
              "date": "2019-07-01",
              "wealth": 105.3534674310284
            },
            {
              "date": "2019-07-01",
              "wealth": 105.33396726070663
            },
            {
              "date": "2019-07-02",
              "wealth": 105.63660044816883
            },
            {
              "date": "2019-07-03",
              "wealth": 106.12183235392651
            },
            {
              "date": "2019-07-05",
              "wealth": 105.56560795568461
            },
            {
              "date": "2019-07-08",
              "wealth": 105.25870737767535
            },
            {
              "date": "2019-07-09",
              "wealth": 105.2108839585151
            },
            {
              "date": "2019-07-10",
              "wealth": 105.5116431682315
            },
            {
              "date": "2019-07-11",
              "wealth": 105.25446477390754
            },
            {
              "date": "2019-07-12",
              "wealth": 105.50584259030227
            },
            {
              "date": "2019-07-15",
              "wealth": 105.6381369861889
            },
            {
              "date": "2019-07-16",
              "wealth": 105.36663019826254
            },
            {
              "date": "2019-07-17",
              "wealth": 105.40522711008654
            },
            {
              "date": "2019-07-18",
              "wealth": 105.70971780206689
            },
            {
              "date": "2019-07-19",
              "wealth": 105.3736789247258
            },
            {
              "date": "2019-07-22",
              "wealth": 105.60857178974969
            },
            {
              "date": "2019-07-23",
              "wealth": 105.88733878485476
            },
            {
              "date": "2019-07-24",
              "wealth": 106.23130648536248
            },
            {
              "date": "2019-07-25",
              "wealth": 105.86043593780313
            },
            {
              "date": "2019-07-26",
              "wealth": 106.19004549985151
            },
            {
              "date": "2019-07-29",
              "wealth": 106.10994327951957
            },
            {
              "date": "2019-07-30",
              "wealth": 106.00528938191327
            },
            {
              "date": "2019-07-31",
              "wealth": 105.64543050704967
            },
            {
              "date": "2019-08-01",
              "wealth": 105.88645194264029
            },
            {
              "date": "2019-08-01",
              "wealth": 105.88466359642938
            },
            {
              "date": "2019-08-02",
              "wealth": 105.68531634139995
            },
            {
              "date": "2019-08-05",
              "wealth": 104.76567773906393
            },
            {
              "date": "2019-08-06",
              "wealth": 105.59345205628236
            },
            {
              "date": "2019-08-07",
              "wealth": 105.60943171566105
            },
            {
              "date": "2019-08-08",
              "wealth": 106.47481670627478
            },
            {
              "date": "2019-08-09",
              "wealth": 106.04787098808848
            },
            {
              "date": "2019-08-12",
              "wealth": 105.99985702045096
            },
            {
              "date": "2019-08-13",
              "wealth": 106.47042353507514
            },
            {
              "date": "2019-08-14",
              "wealth": 105.6151315503796
            },
            {
              "date": "2019-08-15",
              "wealth": 106.08459068903562
            },
            {
              "date": "2019-08-16",
              "wealth": 106.64990906489047
            },
            {
              "date": "2019-08-19",
              "wealth": 106.84983469251961
            },
            {
              "date": "2019-08-20",
              "wealth": 106.91124985941508
            },
            {
              "date": "2019-08-21",
              "wealth": 107.23210071626526
            },
            {
              "date": "2019-08-22",
              "wealth": 107.0076027266112
            },
            {
              "date": "2019-08-23",
              "wealth": 106.33906851184787
            },
            {
              "date": "2019-08-26",
              "wealth": 106.73574040892218
            },
            {
              "date": "2019-08-27",
              "wealth": 106.9258152970457
            },
            {
              "date": "2019-08-28",
              "wealth": 107.20339802156893
            },
            {
              "date": "2019-08-29",
              "wealth": 107.55079671527105
            },
            {
              "date": "2019-08-30",
              "wealth": 107.53379403584694
            },
            {
              "date": "2019-09-03",
              "wealth": 107.3238409120733
            },
            {
              "date": "2019-09-03",
              "wealth": 107.30451854612924
            },
            {
              "date": "2019-09-04",
              "wealth": 108.04982894685865
            },
            {
              "date": "2019-09-05",
              "wealth": 108.42972942698766
            },
            {
              "date": "2019-09-06",
              "wealth": 108.60467509400075
            },
            {
              "date": "2019-09-09",
              "wealth": 108.29213883494879
            },
            {
              "date": "2019-09-10",
              "wealth": 107.88510845366571
            },
            {
              "date": "2019-09-11",
              "wealth": 108.2662203758246
            },
            {
              "date": "2019-09-12",
              "wealth": 108.39411837886367
            },
            {
              "date": "2019-09-13",
              "wealth": 107.91744142555828
            },
            {
              "date": "2019-09-16",
              "wealth": 107.96312470375972
            },
            {
              "date": "2019-09-17",
              "wealth": 108.238448761826
            },
            {
              "date": "2019-09-18",
              "wealth": 108.3603304904361
            },
            {
              "date": "2019-09-19",
              "wealth": 108.45671678295922
            },
            {
              "date": "2019-09-20",
              "wealth": 108.48901451919056
            },
            {
              "date": "2019-09-23",
              "wealth": 108.47426360692572
            },
            {
              "date": "2019-09-24",
              "wealth": 108.18843047383493
            },
            {
              "date": "2019-09-25",
              "wealth": 108.24777700021907
            },
            {
              "date": "2019-09-26",
              "wealth": 108.22748595545536
            },
            {
              "date": "2019-09-27",
              "wealth": 107.93749128410138
            },
            {
              "date": "2019-09-30",
              "wealth": 108.33336340507756
            },
            {
              "date": "2019-10-01",
              "wealth": 107.70847565714446
            },
            {
              "date": "2019-10-01",
              "wealth": 107.68530685578907
            },
            {
              "date": "2019-10-02",
              "wealth": 107.1413817775174
            },
            {
              "date": "2019-10-03",
              "wealth": 107.74885850153322
            },
            {
              "date": "2019-10-04",
              "wealth": 108.46127382679948
            },
            {
              "date": "2019-10-07",
              "wealth": 107.98930185430368
            },
            {
              "date": "2019-10-08",
              "wealth": 107.46266319128438
            },
            {
              "date": "2019-10-09",
              "wealth": 107.73676109014188
            },
            {
              "date": "2019-10-10",
              "wealth": 107.53838874172276
            },
            {
              "date": "2019-10-11",
              "wealth": 107.63012842410677
            },
            {
              "date": "2019-10-14",
              "wealth": 107.81230531521126
            },
            {
              "date": "2019-10-15",
              "wealth": 107.91291387282138
            },
            {
              "date": "2019-10-16",
              "wealth": 107.95891449524238
            },
            {
              "date": "2019-10-17",
              "wealth": 108.11613383819338
            },
            {
              "date": "2019-10-18",
              "wealth": 108.03734895558063
            },
            {
              "date": "2019-10-21",
              "wealth": 108.07817025770201
            },
            {
              "date": "2019-10-22",
              "wealth": 108.10097715786225
            },
            {
              "date": "2019-10-23",
              "wealth": 108.2404123780603
            },
            {
              "date": "2019-10-24",
              "wealth": 108.38937063120738
            },
            {
              "date": "2019-10-25",
              "wealth": 108.4020216693258
            },
            {
              "date": "2019-10-28",
              "wealth": 108.37100194084307
            },
            {
              "date": "2019-10-29",
              "wealth": 108.27423831236965
            },
            {
              "date": "2019-10-30",
              "wealth": 108.67866630456433
            },
            {
              "date": "2019-10-31",
              "wealth": 109.024368804724
            },
            {
              "date": "2019-11-01",
              "wealth": 109.35250114884211
            },
            {
              "date": "2019-11-01",
              "wealth": 109.33990963040054
            },
            {
              "date": "2019-11-04",
              "wealth": 109.24839116558759
            },
            {
              "date": "2019-11-05",
              "wealth": 108.85554719506473
            },
            {
              "date": "2019-11-06",
              "wealth": 109.1571569253664
            },
            {
              "date": "2019-11-07",
              "wealth": 108.86094468443264
            },
            {
              "date": "2019-11-08",
              "wealth": 108.90283657681029
            },
            {
              "date": "2019-11-11",
              "wealth": 108.83928324666202
            },
            {
              "date": "2019-11-12",
              "wealth": 108.99225403574977
            },
            {
              "date": "2019-11-13",
              "wealth": 109.1551003958829
            },
            {
              "date": "2019-11-14",
              "wealth": 109.53575642305636
            },
            {
              "date": "2019-11-15",
              "wealth": 109.88945929688616
            },
            {
              "date": "2019-11-18",
              "wealth": 110.00225185098702
            },
            {
              "date": "2019-11-19",
              "wealth": 110.10424605332005
            },
            {
              "date": "2019-11-20",
              "wealth": 110.03954970540298
            },
            {
              "date": "2019-11-21",
              "wealth": 109.81531546844322
            },
            {
              "date": "2019-11-22",
              "wealth": 110.04336521044004
            },
            {
              "date": "2019-11-25",
              "wealth": 110.58892676887463
            },
            {
              "date": "2019-11-26",
              "wealth": 110.84698325649063
            },
            {
              "date": "2019-11-27",
              "wealth": 111.02616613932351
            },
            {
              "date": "2019-11-29",
              "wealth": 110.73576869349202
            },
            {
              "date": "2019-12-02",
              "wealth": 110.05747037131701
            },
            {
              "date": "2019-12-02",
              "wealth": 110.03819955223197
            },
            {
              "date": "2019-12-03",
              "wealth": 110.48505999526381
            },
            {
              "date": "2019-12-04",
              "wealth": 110.47861189064261
            },
            {
              "date": "2019-12-05",
              "wealth": 110.40300529726159
            },
            {
              "date": "2019-12-06",
              "wealth": 110.55266526449729
            },
            {
              "date": "2019-12-09",
              "wealth": 110.47640436496187
            },
            {
              "date": "2019-12-10",
              "wealth": 110.40058973343928
            },
            {
              "date": "2019-12-11",
              "wealth": 110.80766992592719
            },
            {
              "date": "2019-12-12",
              "wealth": 110.59209175864093
            },
            {
              "date": "2019-12-13",
              "wealth": 111.10456012006091
            },
            {
              "date": "2019-12-16",
              "wealth": 111.05470729918216
            },
            {
              "date": "2019-12-17",
              "wealth": 111.03014643418868
            },
            {
              "date": "2019-12-18",
              "wealth": 110.9057989977797
            },
            {
              "date": "2019-12-19",
              "wealth": 111.1063791290152
            },
            {
              "date": "2019-12-20",
              "wealth": 111.23158084721803
            },
            {
              "date": "2019-12-23",
              "wealth": 111.26934478135865
            },
            {
              "date": "2019-12-24",
              "wealth": 111.37584418546757
            },
            {
              "date": "2019-12-26",
              "wealth": 111.67643352245113
            },
            {
              "date": "2019-12-27",
              "wealth": 111.781811540006
            },
            {
              "date": "2019-12-30",
              "wealth": 111.6626128081752
            },
            {
              "date": "2019-12-31",
              "wealth": 111.4289872473965
            },
            {
              "date": "2020-01-02",
              "wealth": 111.98380599964011
            },
            {
              "date": "2020-01-02",
              "wealth": 111.97326930788076
            },
            {
              "date": "2020-01-03",
              "wealth": 111.96939013569333
            },
            {
              "date": "2020-01-06",
              "wealth": 111.95358840341856
            },
            {
              "date": "2020-01-07",
              "wealth": 111.68353312677718
            },
            {
              "date": "2020-01-08",
              "wealth": 111.78810890155896
            },
            {
              "date": "2020-01-09",
              "wealth": 112.30710490740944
            },
            {
              "date": "2020-01-10",
              "wealth": 112.36312025461469
            },
            {
              "date": "2020-01-13",
              "wealth": 112.51931432768708
            },
            {
              "date": "2020-01-14",
              "wealth": 112.55865398975914
            },
            {
              "date": "2020-01-15",
              "wealth": 112.81565668487148
            },
            {
              "date": "2020-01-16",
              "wealth": 113.18493433719074
            },
            {
              "date": "2020-01-17",
              "wealth": 113.29283228852998
            },
            {
              "date": "2020-01-21",
              "wealth": 113.52213959762331
            },
            {
              "date": "2020-01-22",
              "wealth": 113.5562801255383
            },
            {
              "date": "2020-01-23",
              "wealth": 113.72774966138374
            },
            {
              "date": "2020-01-24",
              "wealth": 113.5071958183784
            },
            {
              "date": "2020-01-27",
              "wealth": 113.0733198771817
            },
            {
              "date": "2020-01-28",
              "wealth": 113.40836844805312
            },
            {
              "date": "2020-01-29",
              "wealth": 113.63982947945196
            },
            {
              "date": "2020-01-30",
              "wealth": 113.8310910861786
            },
            {
              "date": "2020-01-31",
              "wealth": 113.29736391687834
            },
            {
              "date": "2020-02-03",
              "wealth": 113.55270023697213
            },
            {
              "date": "2020-02-03",
              "wealth": 113.53496890821259
            },
            {
              "date": "2020-02-04",
              "wealth": 114.26433066495657
            },
            {
              "date": "2020-02-05",
              "wealth": 114.87422171086573
            },
            {
              "date": "2020-02-06",
              "wealth": 115.07741740939174
            },
            {
              "date": "2020-02-07",
              "wealth": 114.96684213726193
            },
            {
              "date": "2020-02-10",
              "wealth": 115.5463882745486
            },
            {
              "date": "2020-02-11",
              "wealth": 115.56082296930849
            },
            {
              "date": "2020-02-12",
              "wealth": 115.90176424050155
            },
            {
              "date": "2020-02-13",
              "wealth": 115.82485751067293
            },
            {
              "date": "2020-02-14",
              "wealth": 116.05599520540225
            },
            {
              "date": "2020-02-18",
              "wealth": 115.99093468307228
            },
            {
              "date": "2020-02-19",
              "wealth": 116.23680183325844
            },
            {
              "date": "2020-02-20",
              "wealth": 116.15046745278873
            },
            {
              "date": "2020-02-21",
              "wealth": 115.64740806364297
            },
            {
              "date": "2020-02-24",
              "wealth": 113.73286827559853
            },
            {
              "date": "2020-02-25",
              "wealth": 112.00307782813562
            },
            {
              "date": "2020-02-26",
              "wealth": 111.64434680419406
            },
            {
              "date": "2020-02-27",
              "wealth": 108.93622164289711
            },
            {
              "date": "2020-02-28",
              "wealth": 109.30749076055993
            },
            {
              "date": "2020-03-02",
              "wealth": 111.64090501315921
            },
            {
              "date": "2020-03-02",
              "wealth": 111.6396672229116
            },
            {
              "date": "2020-03-03",
              "wealth": 110.63636233168448
            },
            {
              "date": "2020-03-04",
              "wealth": 112.97858267737664
            },
            {
              "date": "2020-03-05",
              "wealth": 111.19867823282034
            },
            {
              "date": "2020-03-06",
              "wealth": 110.71880650584394
            },
            {
              "date": "2020-03-09",
              "wealth": 105.65465213507827
            },
            {
              "date": "2020-03-10",
              "wealth": 107.09926205477032
            },
            {
              "date": "2020-03-11",
              "wealth": 103.12567599907246
            },
            {
              "date": "2020-03-12",
              "wealth": 96.59551328161307
            },
            {
              "date": "2020-03-13",
              "wealth": 101.86512331189407
            },
            {
              "date": "2020-03-16",
              "wealth": 96.37574277424649
            },
            {
              "date": "2020-03-17",
              "wealth": 96.89671317018077
            },
            {
              "date": "2020-03-18",
              "wealth": 92.62825383894618
            },
            {
              "date": "2020-03-19",
              "wealth": 91.20293669107622
            },
            {
              "date": "2020-03-20",
              "wealth": 90.20430190586461
            },
            {
              "date": "2020-03-23",
              "wealth": 91.59608395956056
            },
            {
              "date": "2020-03-24",
              "wealth": 95.89891721425683
            },
            {
              "date": "2020-03-25",
              "wealth": 98.19736667819802
            },
            {
              "date": "2020-03-26",
              "wealth": 100.93769615649735
            },
            {
              "date": "2020-03-27",
              "wealth": 99.55143334945903
            },
            {
              "date": "2020-03-30",
              "wealth": 101.5458547930952
            },
            {
              "date": "2020-03-31",
              "wealth": 100.73653820040448
            },
            {
              "date": "2020-04-01",
              "wealth": 98.14075345941966
            },
            {
              "date": "2020-04-01",
              "wealth": 98.13755841159683
            },
            {
              "date": "2020-04-02",
              "wealth": 99.28255501351222
            },
            {
              "date": "2020-04-03",
              "wealth": 98.42725425487492
            },
            {
              "date": "2020-04-06",
              "wealth": 102.17144477142615
            },
            {
              "date": "2020-04-07",
              "wealth": 102.2156451344845
            },
            {
              "date": "2020-04-08",
              "wealth": 104.5327386690428
            },
            {
              "date": "2020-04-09",
              "wealth": 107.19515001997344
            },
            {
              "date": "2020-04-13",
              "wealth": 106.29438425313892
            },
            {
              "date": "2020-04-14",
              "wealth": 107.60299611813865
            },
            {
              "date": "2020-04-15",
              "wealth": 106.90187367245511
            },
            {
              "date": "2020-04-16",
              "wealth": 106.95842450626792
            },
            {
              "date": "2020-04-17",
              "wealth": 108.43812387405804
            },
            {
              "date": "2020-04-20",
              "wealth": 107.31736432213154
            },
            {
              "date": "2020-04-21",
              "wealth": 105.64537421948629
            },
            {
              "date": "2020-04-22",
              "wealth": 106.7360656876706
            },
            {
              "date": "2020-04-23",
              "wealth": 106.91544437869076
            },
            {
              "date": "2020-04-24",
              "wealth": 107.60412440455936
            },
            {
              "date": "2020-04-27",
              "wealth": 107.94287720362003
            },
            {
              "date": "2020-04-28",
              "wealth": 107.87512071881191
            },
            {
              "date": "2020-04-29",
              "wealth": 109.50765490081582
            },
            {
              "date": "2020-04-30",
              "wealth": 108.69450555563509
            },
            {
              "date": "2020-05-01",
              "wealth": 107.14334956295023
            },
            {
              "date": "2020-05-01",
              "wealth": 107.13648680752287
            },
            {
              "date": "2020-05-04",
              "wealth": 107.32758117400653
            },
            {
              "date": "2020-05-05",
              "wealth": 107.67466684013898
            },
            {
              "date": "2020-05-06",
              "wealth": 106.82996063536662
            },
            {
              "date": "2020-05-07",
              "wealth": 107.61387439463037
            },
            {
              "date": "2020-05-08",
              "wealth": 108.10737607025641
            },
            {
              "date": "2020-05-11",
              "wealth": 107.70494105312461
            },
            {
              "date": "2020-05-12",
              "wealth": 107.23153180584505
            },
            {
              "date": "2020-05-13",
              "wealth": 106.56080861869242
            },
            {
              "date": "2020-05-14",
              "wealth": 107.46356187033683
            },
            {
              "date": "2020-05-15",
              "wealth": 107.800652860626
            },
            {
              "date": "2020-05-18",
              "wealth": 109.28772584736821
            },
            {
              "date": "2020-05-19",
              "wealth": 108.89716816780037
            },
            {
              "date": "2020-05-20",
              "wealth": 110.14213064099155
            },
            {
              "date": "2020-05-21",
              "wealth": 109.79829896282166
            },
            {
              "date": "2020-05-22",
              "wealth": 109.92790011682222
            },
            {
              "date": "2020-05-26",
              "wealth": 110.39364842387677
            },
            {
              "date": "2020-05-27",
              "wealth": 111.29065606921617
            },
            {
              "date": "2020-05-28",
              "wealth": 111.21706568489212
            },
            {
              "date": "2020-05-29",
              "wealth": 111.77017125855329
            },
            {
              "date": "2020-06-01",
              "wealth": 111.93898109634034
            },
            {
              "date": "2020-06-01",
              "wealth": 111.93401842380287
            },
            {
              "date": "2020-06-02",
              "wealth": 112.38890282586557
            },
            {
              "date": "2020-06-03",
              "wealth": 112.79660431302983
            },
            {
              "date": "2020-06-04",
              "wealth": 112.4487345121439
            },
            {
              "date": "2020-06-05",
              "wealth": 113.68167275813254
            },
            {
              "date": "2020-06-08",
              "wealth": 114.40284988353169
            },
            {
              "date": "2020-06-09",
              "wealth": 114.0589571635408
            },
            {
              "date": "2020-06-10",
              "wealth": 114.27459388328843
            },
            {
              "date": "2020-06-11",
              "wealth": 111.2243559846767
            },
            {
              "date": "2020-06-12",
              "wealth": 111.88841877289052
            },
            {
              "date": "2020-06-15",
              "wealth": 112.88048711624002
            },
            {
              "date": "2020-06-16",
              "wealth": 113.55245212957819
            },
            {
              "date": "2020-06-17",
              "wealth": 113.32287630874136
            },
            {
              "date": "2020-06-18",
              "wealth": 113.49403984794158
            },
            {
              "date": "2020-06-19",
              "wealth": 113.28022699427783
            },
            {
              "date": "2020-06-22",
              "wealth": 113.49908746161262
            },
            {
              "date": "2020-06-23",
              "wealth": 113.61507163458154
            },
            {
              "date": "2020-06-24",
              "wealth": 112.40188408915536
            },
            {
              "date": "2020-06-25",
              "wealth": 112.9191528973528
            },
            {
              "date": "2020-06-26",
              "wealth": 111.98016183968025
            },
            {
              "date": "2020-06-29",
              "wealth": 112.83870190732772
            },
            {
              "date": "2020-06-30",
              "wealth": 113.474614912565
            },
            {
              "date": "2020-07-01",
              "wealth": 113.91602149547197
            },
            {
              "date": "2020-07-01",
              "wealth": 113.90931885982427
            },
            {
              "date": "2020-07-02",
              "wealth": 114.32153192079988
            },
            {
              "date": "2020-07-06",
              "wealth": 115.20096671151302
            },
            {
              "date": "2020-07-07",
              "wealth": 114.78113210500186
            },
            {
              "date": "2020-07-08",
              "wealth": 115.07632921436124
            },
            {
              "date": "2020-07-09",
              "wealth": 115.08553234229512
            },
            {
              "date": "2020-07-10",
              "wealth": 115.49682192425983
            },
            {
              "date": "2020-07-13",
              "wealth": 114.94794988490327
            },
            {
              "date": "2020-07-14",
              "wealth": 115.87367350941355
            },
            {
              "date": "2020-07-15",
              "wealth": 116.43774708925173
            },
            {
              "date": "2020-07-16",
              "wealth": 116.39919240202612
            },
            {
              "date": "2020-07-17",
              "wealth": 116.66680568155259
            },
            {
              "date": "2020-07-20",
              "wealth": 117.23084309532707
            },
            {
              "date": "2020-07-21",
              "wealth": 117.42327723761052
            },
            {
              "date": "2020-07-22",
              "wealth": 117.8795992835081
            },
            {
              "date": "2020-07-23",
              "wealth": 117.28708423167565
            },
            {
              "date": "2020-07-24",
              "wealth": 116.83456953074253
            },
            {
              "date": "2020-07-27",
              "wealth": 117.05564247988382
            },
            {
              "date": "2020-07-28",
              "wealth": 116.7184423860015
            },
            {
              "date": "2020-07-29",
              "wealth": 117.63694581139805
            },
            {
              "date": "2020-07-30",
              "wealth": 117.42433788351303
            },
            {
              "date": "2020-07-31",
              "wealth": 117.91276447635114
            },
            {
              "date": "2020-08-03",
              "wealth": 118.33746868178119
            },
            {
              "date": "2020-08-03",
              "wealth": 118.32461169984634
            },
            {
              "date": "2020-08-04",
              "wealth": 118.75988234402462
            },
            {
              "date": "2020-08-05",
              "wealth": 118.8494546075331
            },
            {
              "date": "2020-08-06",
              "wealth": 119.35748113144476
            },
            {
              "date": "2020-08-07",
              "wealth": 119.19313695910013
            },
            {
              "date": "2020-08-10",
              "wealth": 119.18764233296332
            },
            {
              "date": "2020-08-11",
              "wealth": 118.44636848488105
            },
            {
              "date": "2020-08-12",
              "wealth": 118.82647473812699
            },
            {
              "date": "2020-08-13",
              "wealth": 118.28117230604431
            },
            {
              "date": "2020-08-14",
              "wealth": 118.10289786472886
            },
            {
              "date": "2020-08-17",
              "wealth": 118.38085382973797
            },
            {
              "date": "2020-08-18",
              "wealth": 118.65435676421299
            },
            {
              "date": "2020-08-19",
              "wealth": 118.31799212995655
            },
            {
              "date": "2020-08-20",
              "wealth": 118.69752850103211
            },
            {
              "date": "2020-08-21",
              "wealth": 118.95342710174447
            },
            {
              "date": "2020-08-24",
              "wealth": 119.26442469302587
            },
            {
              "date": "2020-08-25",
              "wealth": 119.14808940704971
            },
            {
              "date": "2020-08-26",
              "wealth": 119.58587080512835
            },
            {
              "date": "2020-08-27",
              "wealth": 119.21832915366339
            },
            {
              "date": "2020-08-28",
              "wealth": 119.68716344890603
            },
            {
              "date": "2020-08-31",
              "wealth": 119.75624504964657
            },
            {
              "date": "2020-09-01",
              "wealth": 120.55308722929774
            },
            {
              "date": "2020-09-01",
              "wealth": 120.54664633357064
            },
            {
              "date": "2020-09-02",
              "wealth": 121.49117743510314
            },
            {
              "date": "2020-09-03",
              "wealth": 119.65854536615146
            },
            {
              "date": "2020-09-04",
              "wealth": 118.6373522684354
            },
            {
              "date": "2020-09-08",
              "wealth": 117.38995453179079
            },
            {
              "date": "2020-09-09",
              "wealth": 118.35179775669496
            },
            {
              "date": "2020-09-10",
              "wealth": 117.5685346885571
            },
            {
              "date": "2020-09-11",
              "wealth": 117.66521059057685
            },
            {
              "date": "2020-09-14",
              "wealth": 118.38551188680367
            },
            {
              "date": "2020-09-15",
              "wealth": 118.6677181934698
            },
            {
              "date": "2020-09-16",
              "wealth": 118.48879961295401
            },
            {
              "date": "2020-09-17",
              "wealth": 118.07906821399496
            },
            {
              "date": "2020-09-18",
              "wealth": 117.41910238216597
            },
            {
              "date": "2020-09-21",
              "wealth": 116.89172852073823
            },
            {
              "date": "2020-09-22",
              "wealth": 117.39802329731498
            },
            {
              "date": "2020-09-23",
              "wealth": 115.9727083399634
            },
            {
              "date": "2020-09-24",
              "wealth": 115.997752177381
            },
            {
              "date": "2020-09-25",
              "wealth": 116.72666837310526
            },
            {
              "date": "2020-09-28",
              "wealth": 117.73238874650048
            },
            {
              "date": "2020-09-29",
              "wealth": 117.43300959052219
            },
            {
              "date": "2020-09-30",
              "wealth": 117.72120877590352
            },
            {
              "date": "2020-10-01",
              "wealth": 118.16827664792885
            },
            {
              "date": "2020-10-01",
              "wealth": 118.16658116422997
            },
            {
              "date": "2020-10-02",
              "wealth": 117.67874296790694
            },
            {
              "date": "2020-10-05",
              "wealth": 118.25118506176901
            },
            {
              "date": "2020-10-06",
              "wealth": 117.55763693646084
            },
            {
              "date": "2020-10-07",
              "wealth": 118.36154995988711
            },
            {
              "date": "2020-10-08",
              "wealth": 118.9588591702463
            },
            {
              "date": "2020-10-09",
              "wealth": 119.50252648806102
            },
            {
              "date": "2020-10-12",
              "wealth": 120.60927365644334
            },
            {
              "date": "2020-10-13",
              "wealth": 120.27969487209656
            },
            {
              "date": "2020-10-14",
              "wealth": 120.00678279449892
            },
            {
              "date": "2020-10-15",
              "wealth": 119.87163329280774
            },
            {
              "date": "2020-10-16",
              "wealth": 119.75048457078832
            },
            {
              "date": "2020-10-19",
              "wealth": 118.84755750824161
            },
            {
              "date": "2020-10-20",
              "wealth": 118.90559167004027
            },
            {
              "date": "2020-10-21",
              "wealth": 118.70553235404323
            },
            {
              "date": "2020-10-22",
              "wealth": 118.80094737786554
            },
            {
              "date": "2020-10-23",
              "wealth": 119.11947794234388
            },
            {
              "date": "2020-10-26",
              "wealth": 118.33391145178516
            },
            {
              "date": "2020-10-27",
              "wealth": 118.39723762680114
            },
            {
              "date": "2020-10-28",
              "wealth": 116.46985947639259
            },
            {
              "date": "2020-10-29",
              "wealth": 116.74318525636149
            },
            {
              "date": "2020-10-30",
              "wealth": 115.92777669224303
            },
            {
              "date": "2020-11-02",
              "wealth": 116.68130058308599
            },
            {
              "date": "2020-11-02",
              "wealth": 116.68051717207217
            },
            {
              "date": "2020-11-03",
              "wealth": 117.51689819188964
            },
            {
              "date": "2020-11-04",
              "wealth": 119.48376889477306
            },
            {
              "date": "2020-11-05",
              "wealth": 120.62379587628956
            },
            {
              "date": "2020-11-06",
              "wealth": 120.38656859643402
            },
            {
              "date": "2020-11-09",
              "wealth": 120.50136358886341
            },
            {
              "date": "2020-11-10",
              "wealth": 120.24113472123362
            },
            {
              "date": "2020-11-11",
              "wealth": 120.74396480226542
            },
            {
              "date": "2020-11-12",
              "wealth": 120.55813735243845
            },
            {
              "date": "2020-11-13",
              "wealth": 121.28986987690766
            },
            {
              "date": "2020-11-16",
              "wealth": 122.06946558564911
            },
            {
              "date": "2020-11-17",
              "wealth": 121.99659964347248
            },
            {
              "date": "2020-11-18",
              "wealth": 121.4585686461592
            },
            {
              "date": "2020-11-19",
              "wealth": 121.95927799408246
            },
            {
              "date": "2020-11-20",
              "wealth": 121.60433954953224
            },
            {
              "date": "2020-11-23",
              "wealth": 121.92407361084162
            },
            {
              "date": "2020-11-24",
              "wealth": 122.61639015245662
            },
            {
              "date": "2020-11-25",
              "wealth": 122.57018741910596
            },
            {
              "date": "2020-11-27",
              "wealth": 122.9528637623516
            },
            {
              "date": "2020-11-30",
              "wealth": 122.8670836833163
            },
            {
              "date": "2020-12-01",
              "wealth": 123.138119248964
            },
            {
              "date": "2020-12-01",
              "wealth": 123.13551083482366
            },
            {
              "date": "2020-12-02",
              "wealth": 123.04218554373927
            },
            {
              "date": "2020-12-03",
              "wealth": 123.2810662969786
            },
            {
              "date": "2020-12-04",
              "wealth": 123.35707467036461
            },
            {
              "date": "2020-12-07",
              "wealth": 123.37299277717632
            },
            {
              "date": "2020-12-08",
              "wealth": 123.49350742471397
            },
            {
              "date": "2020-12-09",
              "wealth": 122.82892735285871
            },
            {
              "date": "2020-12-10",
              "wealth": 123.10179503357595
            },
            {
              "date": "2020-12-11",
              "wealth": 123.14192774782505
            },
            {
              "date": "2020-12-14",
              "wealth": 122.86662209085505
            },
            {
              "date": "2020-12-15",
              "wealth": 123.61242273307788
            },
            {
              "date": "2020-12-16",
              "wealth": 123.63343667738138
            },
            {
              "date": "2020-12-17",
              "wealth": 123.96827293667911
            },
            {
              "date": "2020-12-18",
              "wealth": 123.70758958422374
            },
            {
              "date": "2020-12-21",
              "wealth": 123.45010097925957
            },
            {
              "date": "2020-12-22",
              "wealth": 123.5368598080519
            },
            {
              "date": "2020-12-23",
              "wealth": 123.53872969954618
            },
            {
              "date": "2020-12-24",
              "wealth": 123.93362903735687
            },
            {
              "date": "2020-12-28",
              "wealth": 124.40555304395521
            },
            {
              "date": "2020-12-29",
              "wealth": 124.32332650243663
            },
            {
              "date": "2020-12-30",
              "wealth": 124.47533550247444
            },
            {
              "date": "2020-12-31",
              "wealth": 124.76460932254372
            },
            {
              "date": "2021-01-04",
              "wealth": 123.82767148308533
            },
            {
              "date": "2021-01-04",
              "wealth": 123.82611808631906
            },
            {
              "date": "2021-01-05",
              "wealth": 123.95304080101445
            },
            {
              "date": "2021-01-06",
              "wealth": 123.7122167444614
            },
            {
              "date": "2021-01-07",
              "wealth": 124.35537643526426
            },
            {
              "date": "2021-01-08",
              "wealth": 124.53404537668365
            },
            {
              "date": "2021-01-11",
              "wealth": 123.93808154498721
            },
            {
              "date": "2021-01-12",
              "wealth": 124.04357486669122
            },
            {
              "date": "2021-01-13",
              "wealth": 124.63316305141495
            },
            {
              "date": "2021-01-14",
              "wealth": 124.19121101057652
            },
            {
              "date": "2021-01-15",
              "wealth": 123.96508780959637
            },
            {
              "date": "2021-01-19",
              "wealth": 124.45935178923821
            },
            {
              "date": "2021-01-20",
              "wealth": 125.1607972914977
            },
            {
              "date": "2021-01-21",
              "wealth": 124.9842829117761
            },
            {
              "date": "2021-01-22",
              "wealth": 124.80826971916835
            },
            {
              "date": "2021-01-25",
              "wealth": 125.31863966738868
            },
            {
              "date": "2021-01-26",
              "wealth": 125.22557106402537
            },
            {
              "date": "2021-01-27",
              "wealth": 123.91539302580911
            },
            {
              "date": "2021-01-28",
              "wealth": 124.2021451834742
            },
            {
              "date": "2021-01-29",
              "wealth": 123.06721836885534
            },
            {
              "date": "2021-02-01",
              "wealth": 124.01975387685943
            },
            {
              "date": "2021-02-01",
              "wealth": 124.0188269162862
            },
            {
              "date": "2021-02-02",
              "wealth": 124.54689975923219
            },
            {
              "date": "2021-02-03",
              "wealth": 124.41258396053968
            },
            {
              "date": "2021-02-04",
              "wealth": 125.07032693770954
            },
            {
              "date": "2021-02-05",
              "wealth": 125.0957749234771
            },
            {
              "date": "2021-02-08",
              "wealth": 125.68675103913453
            },
            {
              "date": "2021-02-09",
              "wealth": 125.59837428699011
            },
            {
              "date": "2021-02-10",
              "wealth": 125.75241735014319
            },
            {
              "date": "2021-02-11",
              "wealth": 125.69269380645753
            },
            {
              "date": "2021-02-12",
              "wealth": 125.71504171159957
            },
            {
              "date": "2021-02-16",
              "wealth": 125.1524713324902
            },
            {
              "date": "2021-02-17",
              "wealth": 125.41503470486248
            },
            {
              "date": "2021-02-18",
              "wealth": 125.0967617987707
            },
            {
              "date": "2021-02-19",
              "wealth": 124.56329513349542
            },
            {
              "date": "2021-02-22",
              "wealth": 123.82768647015111
            },
            {
              "date": "2021-02-23",
              "wealth": 123.94571421341547
            },
            {
              "date": "2021-02-24",
              "wealth": 124.55720041989336
            },
            {
              "date": "2021-02-25",
              "wealth": 122.21149376168431
            },
            {
              "date": "2021-02-26",
              "wealth": 122.77244425850628
            },
            {
              "date": "2021-03-01",
              "wealth": 124.03496493070367
            },
            {
              "date": "2021-03-01",
              "wealth": 124.03304545547333
            },
            {
              "date": "2021-03-02",
              "wealth": 123.6336939727302
            },
            {
              "date": "2021-03-03",
              "wealth": 122.4785680889995
            },
            {
              "date": "2021-03-04",
              "wealth": 121.35621927609236
            },
            {
              "date": "2021-03-05",
              "wealth": 122.16398644849832
            },
            {
              "date": "2021-03-08",
              "wealth": 121.38813886659337
            },
            {
              "date": "2021-03-09",
              "wealth": 122.56398920780049
            },
            {
              "date": "2021-03-10",
              "wealth": 123.14710336931088
            },
            {
              "date": "2021-03-11",
              "wealth": 123.68106016162444
            },
            {
              "date": "2021-03-12",
              "wealth": 123.03325516656933
            },
            {
              "date": "2021-03-15",
              "wealth": 123.52589390390948
            },
            {
              "date": "2021-03-16",
              "wealth": 123.42466159285577
            },
            {
              "date": "2021-03-17",
              "wealth": 123.5976845745254
            },
            {
              "date": "2021-03-18",
              "wealth": 122.4185285889265
            },
            {
              "date": "2021-03-19",
              "wealth": 122.3734355840277
            },
            {
              "date": "2021-03-22",
              "wealth": 123.02786185424809
            },
            {
              "date": "2021-03-23",
              "wealth": 122.88742032391238
            },
            {
              "date": "2021-03-24",
              "wealth": 122.7989840400645
            },
            {
              "date": "2021-03-25",
              "wealth": 122.99696913523732
            },
            {
              "date": "2021-03-26",
              "wealth": 123.69840569227146
            },
            {
              "date": "2021-03-29",
              "wealth": 123.4724626749771
            },
            {
              "date": "2021-03-30",
              "wealth": 123.4502734827565
            },
            {
              "date": "2021-03-31",
              "wealth": 123.74012566091093
            },
            {
              "date": "2021-04-01",
              "wealth": 124.70204628106883
            },
            {
              "date": "2021-04-01",
              "wealth": 124.701396214081
            },
            {
              "date": "2021-04-05",
              "wealth": 125.15569017903967
            },
            {
              "date": "2021-04-06",
              "wealth": 125.55647126000918
            },
            {
              "date": "2021-04-07",
              "wealth": 125.51161803419858
            },
            {
              "date": "2021-04-08",
              "wealth": 126.02331409044866
            },
            {
              "date": "2021-04-09",
              "wealth": 126.24617738769459
            },
            {
              "date": "2021-04-12",
              "wealth": 126.23855130825406
            },
            {
              "date": "2021-04-13",
              "wealth": 126.71113948948893
            },
            {
              "date": "2021-04-14",
              "wealth": 126.43104969730298
            },
            {
              "date": "2021-04-15",
              "wealth": 127.46396789945466
            },
            {
              "date": "2021-04-16",
              "wealth": 127.26133425864234
            },
            {
              "date": "2021-04-19",
              "wealth": 126.84744025702493
            },
            {
              "date": "2021-04-20",
              "wealth": 126.61818144140295
            },
            {
              "date": "2021-04-21",
              "wealth": 127.29727545488777
            },
            {
              "date": "2021-04-22",
              "wealth": 126.86693363230688
            },
            {
              "date": "2021-04-23",
              "wealth": 127.45283290860765
            },
            {
              "date": "2021-04-26",
              "wealth": 127.51686815909275
            },
            {
              "date": "2021-04-27",
              "wealth": 127.19343974687348
            },
            {
              "date": "2021-04-28",
              "wealth": 127.22092897884036
            },
            {
              "date": "2021-04-29",
              "wealth": 127.46528207012463
            },
            {
              "date": "2021-04-30",
              "wealth": 127.2214456502487
            },
            {
              "date": "2021-05-03",
              "wealth": 127.4945878660811
            },
            {
              "date": "2021-05-03",
              "wealth": 127.48836155872753
            },
            {
              "date": "2021-05-04",
              "wealth": 127.2610322278862
            },
            {
              "date": "2021-05-05",
              "wealth": 127.37274618345965
            },
            {
              "date": "2021-05-06",
              "wealth": 127.85932073959422
            },
            {
              "date": "2021-05-07",
              "wealth": 128.24174483753248
            },
            {
              "date": "2021-05-10",
              "wealth": 127.44234566465354
            },
            {
              "date": "2021-05-11",
              "wealth": 126.78715246151715
            },
            {
              "date": "2021-05-12",
              "wealth": 125.35963028945038
            },
            {
              "date": "2021-05-13",
              "wealth": 126.20559231158175
            },
            {
              "date": "2021-05-14",
              "wealth": 127.25635268926833
            },
            {
              "date": "2021-05-17",
              "wealth": 127.04913557214387
            },
            {
              "date": "2021-05-18",
              "wealth": 126.48402557664632
            },
            {
              "date": "2021-05-19",
              "wealth": 126.17967602804121
            },
            {
              "date": "2021-05-20",
              "wealth": 127.13956149778589
            },
            {
              "date": "2021-05-21",
              "wealth": 127.14326269109081
            },
            {
              "date": "2021-05-24",
              "wealth": 127.79116843282249
            },
            {
              "date": "2021-05-25",
              "wealth": 127.97683625236745
            },
            {
              "date": "2021-05-26",
              "wealth": 128.01073970952652
            },
            {
              "date": "2021-05-27",
              "wealth": 127.83819338352775
            },
            {
              "date": "2021-05-28",
              "wealth": 127.96065909473145
            },
            {
              "date": "2021-06-01",
              "wealth": 127.91764266365992
            },
            {
              "date": "2021-06-01",
              "wealth": 127.91760918148171
            },
            {
              "date": "2021-06-02",
              "wealth": 128.10545141325983
            },
            {
              "date": "2021-06-03",
              "wealth": 127.6582250941515
            },
            {
              "date": "2021-06-04",
              "wealth": 128.61093127184975
            },
            {
              "date": "2021-06-07",
              "wealth": 128.4987033170433
            },
            {
              "date": "2021-06-08",
              "wealth": 128.78029247302413
            },
            {
              "date": "2021-06-09",
              "wealth": 128.98019694251684
            },
            {
              "date": "2021-06-10",
              "wealth": 129.53665706559448
            },
            {
              "date": "2021-06-11",
              "wealth": 129.60683334179092
            },
            {
              "date": "2021-06-14",
              "wealth": 129.4404744724965
            },
            {
              "date": "2021-06-15",
              "wealth": 129.39096196504462
            },
            {
              "date": "2021-06-16",
              "wealth": 128.75348692861823
            },
            {
              "date": "2021-06-17",
              "wealth": 129.11577458416795
            },
            {
              "date": "2021-06-18",
              "wealth": 128.89075795064073
            },
            {
              "date": "2021-06-21",
              "wealth": 129.20013464380702
            },
            {
              "date": "2021-06-22",
              "wealth": 129.59976001098354
            },
            {
              "date": "2021-06-23",
              "wealth": 129.40003236778455
            },
            {
              "date": "2021-06-24",
              "wealth": 129.77577011492176
            },
            {
              "date": "2021-06-25",
              "wealth": 129.75881926167565
            },
            {
              "date": "2021-06-28",
              "wealth": 130.16316482019474
            },
            {
              "date": "2021-06-29",
              "wealth": 130.26342036840808
            },
            {
              "date": "2021-06-30",
              "wealth": 130.4101366933541
            },
            {
              "date": "2021-07-01",
              "wealth": 130.62032978776267
            },
            {
              "date": "2021-07-01",
              "wealth": 130.61548557558572
            },
            {
              "date": "2021-07-02",
              "wealth": 131.27281032891904
            },
            {
              "date": "2021-07-06",
              "wealth": 131.49605700561509
            },
            {
              "date": "2021-07-07",
              "wealth": 131.93719954472598
            },
            {
              "date": "2021-07-08",
              "wealth": 131.58534522157703
            },
            {
              "date": "2021-07-09",
              "wealth": 131.8245597531728
            },
            {
              "date": "2021-07-12",
              "wealth": 131.98389623647483
            },
            {
              "date": "2021-07-13",
              "wealth": 131.52879138964812
            },
            {
              "date": "2021-07-14",
              "wealth": 131.95379232699187
            },
            {
              "date": "2021-07-15",
              "wealth": 131.98777266221703
            },
            {
              "date": "2021-07-16",
              "wealth": 131.48150088690568
            },
            {
              "date": "2021-07-19",
              "wealth": 131.25921629689657
            },
            {
              "date": "2021-07-20",
              "wealth": 131.93130665255282
            },
            {
              "date": "2021-07-21",
              "wealth": 132.03826896097118
            },
            {
              "date": "2021-07-22",
              "wealth": 132.41801963710046
            },
            {
              "date": "2021-07-23",
              "wealth": 132.92310451757228
            },
            {
              "date": "2021-07-26",
              "wealth": 132.935525074093
            },
            {
              "date": "2021-07-27",
              "wealth": 133.00748506205488
            },
            {
              "date": "2021-07-28",
              "wealth": 133.09369635830757
            },
            {
              "date": "2021-07-29",
              "wealth": 133.09908973035172
            },
            {
              "date": "2021-07-30",
              "wealth": 132.9471674157618
            },
            {
              "date": "2021-08-02",
              "wealth": 133.09672653128928
            },
            {
              "date": "2021-08-02",
              "wealth": 133.09655076310332
            },
            {
              "date": "2021-08-03",
              "wealth": 133.60801184919308
            },
            {
              "date": "2021-08-04",
              "wealth": 133.33394525735847
            },
            {
              "date": "2021-08-05",
              "wealth": 133.38543385698122
            },
            {
              "date": "2021-08-06",
              "wealth": 132.9170805808206
            },
            {
              "date": "2021-08-09",
              "wealth": 132.60503536313038
            },
            {
              "date": "2021-08-10",
              "wealth": 132.51517823054348
            },
            {
              "date": "2021-08-11",
              "wealth": 132.7618194087464
            },
            {
              "date": "2021-08-12",
              "wealth": 132.9688556864381
            },
            {
              "date": "2021-08-13",
              "wealth": 133.55508088904833
            },
            {
              "date": "2021-08-16",
              "wealth": 133.7818326011963
            },
            {
              "date": "2021-08-17",
              "wealth": 133.3081916038644
            },
            {
              "date": "2021-08-18",
              "wealth": 132.64080430140342
            },
            {
              "date": "2021-08-19",
              "wealth": 132.90120933909165
            },
            {
              "date": "2021-08-20",
              "wealth": 133.35270801533747
            },
            {
              "date": "2021-08-23",
              "wealth": 133.89353766024647
            },
            {
              "date": "2021-08-24",
              "wealth": 133.7958561332337
            },
            {
              "date": "2021-08-25",
              "wealth": 133.6787633680717
            },
            {
              "date": "2021-08-26",
              "wealth": 133.32616881669543
            },
            {
              "date": "2021-08-27",
              "wealth": 134.19396825161203
            },
            {
              "date": "2021-08-30",
              "wealth": 134.58486670376686
            },
            {
              "date": "2021-08-31",
              "wealth": 134.33563323618122
            },
            {
              "date": "2021-09-01",
              "wealth": 134.44004838340658
            },
            {
              "date": "2021-09-01",
              "wealth": 134.43923003511446
            },
            {
              "date": "2021-09-02",
              "wealth": 134.73671900709428
            },
            {
              "date": "2021-09-03",
              "wealth": 134.47981520521625
            },
            {
              "date": "2021-09-07",
              "wealth": 133.93260971707156
            },
            {
              "date": "2021-09-08",
              "wealth": 134.0932527992435
            },
            {
              "date": "2021-09-09",
              "wealth": 134.24077076087525
            },
            {
              "date": "2021-09-10",
              "wealth": 133.55908191737035
            },
            {
              "date": "2021-09-13",
              "wealth": 133.85676328519529
            },
            {
              "date": "2021-09-14",
              "wealth": 133.80118531975882
            },
            {
              "date": "2021-09-15",
              "wealth": 134.17043103491088
            },
            {
              "date": "2021-09-16",
              "wealth": 133.92239948532293
            },
            {
              "date": "2021-09-17",
              "wealth": 133.17573710410696
            },
            {
              "date": "2021-09-20",
              "wealth": 132.5234974375453
            },
            {
              "date": "2021-09-21",
              "wealth": 132.45041938957087
            },
            {
              "date": "2021-09-22",
              "wealth": 133.15589160144745
            },
            {
              "date": "2021-09-23",
              "wealth": 133.24693390678237
            },
            {
              "date": "2021-09-24",
              "wealth": 133.15247733355704
            },
            {
              "date": "2021-09-27",
              "wealth": 132.88970320138785
            },
            {
              "date": "2021-09-28",
              "wealth": 131.12333820020774
            },
            {
              "date": "2021-09-29",
              "wealth": 131.23522871831966
            },
            {
              "date": "2021-09-30",
              "wealth": 130.4621325599802
            },
            {
              "date": "2021-10-01",
              "wealth": 131.57610885405595
            },
            {
              "date": "2021-10-01",
              "wealth": 131.57537894155766
            },
            {
              "date": "2021-10-04",
              "wealth": 130.74919193297083
            },
            {
              "date": "2021-10-05",
              "wealth": 131.030514903826
            },
            {
              "date": "2021-10-06",
              "wealth": 131.28133075715306
            },
            {
              "date": "2021-10-07",
              "wealth": 131.4351167423397
            },
            {
              "date": "2021-10-08",
              "wealth": 131.05151745945832
            },
            {
              "date": "2021-10-11",
              "wealth": 130.49016720299673
            },
            {
              "date": "2021-10-12",
              "wealth": 130.7840496569809
            },
            {
              "date": "2021-10-13",
              "wealth": 131.27905064156437
            },
            {
              "date": "2021-10-14",
              "wealth": 132.50445432080133
            },
            {
              "date": "2021-10-15",
              "wealth": 132.6223565474777
            },
            {
              "date": "2021-10-18",
              "wealth": 132.7120844494206
            },
            {
              "date": "2021-10-19",
              "wealth": 132.78740681933024
            },
            {
              "date": "2021-10-20",
              "wealth": 132.88423421755982
            },
            {
              "date": "2021-10-21",
              "wealth": 132.86075053411497
            },
            {
              "date": "2021-10-22",
              "wealth": 133.06318415696623
            },
            {
              "date": "2021-10-25",
              "wealth": 133.42774190383057
            },
            {
              "date": "2021-10-26",
              "wealth": 133.72084010409256
            },
            {
              "date": "2021-10-27",
              "wealth": 133.91158462007948
            },
            {
              "date": "2021-10-28",
              "wealth": 134.32449394430944
            },
            {
              "date": "2021-10-29",
              "wealth": 134.4293257483582
            },
            {
              "date": "2021-11-01",
              "wealth": 134.44089034583217
            },
            {
              "date": "2021-11-01",
              "wealth": 134.44005221424734
            },
            {
              "date": "2021-11-02",
              "wealth": 134.92840647576318
            },
            {
              "date": "2021-11-03",
              "wealth": 135.07030731407568
            },
            {
              "date": "2021-11-04",
              "wealth": 135.75308873081923
            },
            {
              "date": "2021-11-05",
              "wealth": 136.4686079463238
            },
            {
              "date": "2021-11-08",
              "wealth": 136.28282923151767
            },
            {
              "date": "2021-11-09",
              "wealth": 136.34971608540897
            },
            {
              "date": "2021-11-10",
              "wealth": 135.13094498274475
            },
            {
              "date": "2021-11-11",
              "wealth": 134.9202896941226
            },
            {
              "date": "2021-11-12",
              "wealth": 135.36830734248926
            },
            {
              "date": "2021-11-15",
              "wealth": 134.90991193100464
            },
            {
              "date": "2021-11-16",
              "wealth": 135.03764975345217
            },
            {
              "date": "2021-11-17",
              "wealth": 135.18835855224663
            },
            {
              "date": "2021-11-18",
              "wealth": 135.5145678732749
            },
            {
              "date": "2021-11-19",
              "wealth": 135.66743602917197
            },
            {
              "date": "2021-11-22",
              "wealth": 134.87232738263407
            },
            {
              "date": "2021-11-23",
              "wealth": 134.49225990060708
            },
            {
              "date": "2021-11-24",
              "wealth": 134.96490741019116
            },
            {
              "date": "2021-11-26",
              "wealth": 134.4010011792643
            },
            {
              "date": "2021-11-29",
              "wealth": 135.07714928468633
            },
            {
              "date": "2021-11-30",
              "wealth": 134.21678971331244
            },
            {
              "date": "2021-12-01",
              "wealth": 133.64161316780826
            },
            {
              "date": "2021-12-01",
              "wealth": 133.6407576871764
            },
            {
              "date": "2021-12-02",
              "wealth": 134.57269521009695
            },
            {
              "date": "2021-12-03",
              "wealth": 134.63163524392712
            },
            {
              "date": "2021-12-06",
              "wealth": 134.92993940292283
            },
            {
              "date": "2021-12-07",
              "wealth": 136.0557134363751
            },
            {
              "date": "2021-12-08",
              "wealth": 135.8019597049597
            },
            {
              "date": "2021-12-09",
              "wealth": 135.42796607631482
            },
            {
              "date": "2021-12-10",
              "wealth": 136.06165368785292
            },
            {
              "date": "2021-12-13",
              "wealth": 135.88016205234504
            },
            {
              "date": "2021-12-14",
              "wealth": 135.20498362274688
            },
            {
              "date": "2021-12-15",
              "wealth": 136.14893280175852
            },
            {
              "date": "2021-12-16",
              "wealth": 135.69952917357796
            },
            {
              "date": "2021-12-17",
              "wealth": 135.24176402340697
            },
            {
              "date": "2021-12-20",
              "wealth": 134.38110171321802
            },
            {
              "date": "2021-12-21",
              "wealth": 135.39829685739036
            },
            {
              "date": "2021-12-22",
              "wealth": 136.09382377493336
            },
            {
              "date": "2021-12-23",
              "wealth": 136.33561295526923
            },
            {
              "date": "2021-12-27",
              "wealth": 137.33935040436702
            },
            {
              "date": "2021-12-28",
              "wealth": 137.2228900065109
            },
            {
              "date": "2021-12-29",
              "wealth": 136.89314118645447
            },
            {
              "date": "2021-12-30",
              "wealth": 137.00854008753223
            },
            {
              "date": "2021-12-31",
              "wealth": 136.7508712922668
            },
            {
              "date": "2022-01-03",
              "wealth": 136.33199295326514
            },
            {
              "date": "2022-01-03",
              "wealth": 136.33165362742324
            },
            {
              "date": "2022-01-04",
              "wealth": 136.3367569691778
            },
            {
              "date": "2022-01-05",
              "wealth": 134.76399913953932
            },
            {
              "date": "2022-01-06",
              "wealth": 134.57862738662095
            },
            {
              "date": "2022-01-07",
              "wealth": 134.04870202961055
            },
            {
              "date": "2022-01-10",
              "wealth": 133.92335036291632
            },
            {
              "date": "2022-01-11",
              "wealth": 134.6744158313281
            },
            {
              "date": "2022-01-12",
              "wealth": 134.80954347781588
            },
            {
              "date": "2022-01-13",
              "wealth": 134.2114547413959
            },
            {
              "date": "2022-01-14",
              "wealth": 133.6306540258891
            },
            {
              "date": "2022-01-18",
              "wealth": 131.92263803020242
            },
            {
              "date": "2022-01-19",
              "wealth": 131.45131070132337
            },
            {
              "date": "2022-01-20",
              "wealth": 130.84117356280146
            },
            {
              "date": "2022-01-21",
              "wealth": 130.17615025469442
            },
            {
              "date": "2022-01-24",
              "wealth": 130.24551932597714
            },
            {
              "date": "2022-01-25",
              "wealth": 129.38897335552355
            },
            {
              "date": "2022-01-26",
              "wealth": 128.74089206889232
            },
            {
              "date": "2022-01-27",
              "wealth": 128.68411226709281
            },
            {
              "date": "2022-01-28",
              "wealth": 130.17270350781507
            },
            {
              "date": "2022-01-31",
              "wealth": 131.21676681465541
            },
            {
              "date": "2022-02-01",
              "wealth": 131.64809096614275
            },
            {
              "date": "2022-02-01",
              "wealth": 131.64734931314425
            },
            {
              "date": "2022-02-02",
              "wealth": 132.27023959763062
            },
            {
              "date": "2022-02-03",
              "wealth": 130.40579299430846
            },
            {
              "date": "2022-02-04",
              "wealth": 130.00812404816563
            },
            {
              "date": "2022-02-07",
              "wealth": 129.91431277656474
            },
            {
              "date": "2022-02-08",
              "wealth": 130.12677310677472
            },
            {
              "date": "2022-02-09",
              "wealth": 131.15923733352795
            },
            {
              "date": "2022-02-10",
              "wealth": 129.24009843566094
            },
            {
              "date": "2022-02-11",
              "wealth": 128.71954406887969
            },
            {
              "date": "2022-02-14",
              "wealth": 127.94544208841549
            },
            {
              "date": "2022-02-15",
              "wealth": 128.54596173602394
            },
            {
              "date": "2022-02-16",
              "wealth": 128.73146138137082
            },
            {
              "date": "2022-02-17",
              "wealth": 127.6891575978768
            },
            {
              "date": "2022-02-18",
              "wealth": 127.5240652660633
            },
            {
              "date": "2022-02-22",
              "wealth": 126.86794982590948
            },
            {
              "date": "2022-02-23",
              "wealth": 125.3466813410014
            },
            {
              "date": "2022-02-24",
              "wealth": 126.43198510965442
            },
            {
              "date": "2022-02-25",
              "wealth": 127.81346848639953
            },
            {
              "date": "2022-02-28",
              "wealth": 128.4565442496219
            },
            {
              "date": "2022-03-01",
              "wealth": 128.0289117225711
            },
            {
              "date": "2022-03-01",
              "wealth": 128.02854824396493
            },
            {
              "date": "2022-03-02",
              "wealth": 127.93671057580752
            },
            {
              "date": "2022-03-03",
              "wealth": 127.93847578816798
            },
            {
              "date": "2022-03-04",
              "wealth": 127.8046700517852
            },
            {
              "date": "2022-03-07",
              "wealth": 125.51614467335912
            },
            {
              "date": "2022-03-08",
              "wealth": 124.66543676167949
            },
            {
              "date": "2022-03-09",
              "wealth": 125.99777324658088
            },
            {
              "date": "2022-03-10",
              "wealth": 125.12528813565287
            },
            {
              "date": "2022-03-11",
              "wealth": 124.40720448610608
            },
            {
              "date": "2022-03-14",
              "wealth": 123.04160328481804
            },
            {
              "date": "2022-03-15",
              "wealth": 124.53670890254357
            },
            {
              "date": "2022-03-16",
              "wealth": 126.07500582520468
            },
            {
              "date": "2022-03-17",
              "wealth": 127.14364175768877
            },
            {
              "date": "2022-03-18",
              "wealth": 127.92789312727423
            },
            {
              "date": "2022-03-21",
              "wealth": 126.95161791029895
            },
            {
              "date": "2022-03-22",
              "wealth": 127.36855459127554
            },
            {
              "date": "2022-03-23",
              "wealth": 126.92612229671514
            },
            {
              "date": "2022-03-24",
              "wealth": 127.6538570273747
            },
            {
              "date": "2022-03-25",
              "wealth": 127.32187523240334
            },
            {
              "date": "2022-03-28",
              "wealth": 128.03182451636414
            },
            {
              "date": "2022-03-29",
              "wealth": 129.2503171064369
            },
            {
              "date": "2022-03-30",
              "wealth": 129.08927758003674
            },
            {
              "date": "2022-03-31",
              "wealth": 128.1319441278072
            },
            {
              "date": "2022-04-01",
              "wealth": 128.267621271625
            },
            {
              "date": "2022-04-01",
              "wealth": 128.26588948563108
            },
            {
              "date": "2022-04-04",
              "wealth": 128.88209165386903
            },
            {
              "date": "2022-04-05",
              "wealth": 127.05995434543942
            },
            {
              "date": "2022-04-06",
              "wealth": 126.14799496478658
            },
            {
              "date": "2022-04-07",
              "wealth": 126.16148185241732
            },
            {
              "date": "2022-04-08",
              "wealth": 125.53676886614225
            },
            {
              "date": "2022-04-11",
              "wealth": 124.04065495374417
            },
            {
              "date": "2022-04-12",
              "wealth": 123.99866130129354
            },
            {
              "date": "2022-04-13",
              "wealth": 124.90113368748143
            },
            {
              "date": "2022-04-14",
              "wealth": 123.47478595526091
            },
            {
              "date": "2022-04-18",
              "wealth": 123.10090822614526
            },
            {
              "date": "2022-04-19",
              "wealth": 123.4742272242552
            },
            {
              "date": "2022-04-20",
              "wealth": 124.06975208167505
            },
            {
              "date": "2022-04-21",
              "wealth": 122.65090622641958
            },
            {
              "date": "2022-04-22",
              "wealth": 121.11955528232693
            },
            {
              "date": "2022-04-25",
              "wealth": 122.0557628124772
            },
            {
              "date": "2022-04-26",
              "wealth": 120.67032753317112
            },
            {
              "date": "2022-04-27",
              "wealth": 120.26650008788168
            },
            {
              "date": "2022-04-28",
              "wealth": 121.6626066478002
            },
            {
              "date": "2022-04-29",
              "wealth": 119.09325717048355
            },
            {
              "date": "2022-05-02",
              "wealth": 118.95924118204654
            },
            {
              "date": "2022-05-02",
              "wealth": 118.95818539156869
            },
            {
              "date": "2022-05-03",
              "wealth": 119.48342957514922
            },
            {
              "date": "2022-05-04",
              "wealth": 121.64850912518821
            },
            {
              "date": "2022-05-05",
              "wealth": 118.8345764602655
            },
            {
              "date": "2022-05-06",
              "wealth": 118.03302827541387
            },
            {
              "date": "2022-05-09",
              "wealth": 116.70832113927393
            },
            {
              "date": "2022-05-10",
              "wealth": 117.08096977867483
            },
            {
              "date": "2022-05-11",
              "wealth": 116.63224960413976
            },
            {
              "date": "2022-05-12",
              "wealth": 116.68932929629703
            },
            {
              "date": "2022-05-13",
              "wealth": 117.52149640254413
            },
            {
              "date": "2022-05-16",
              "wealth": 117.48383872956038
            },
            {
              "date": "2022-05-17",
              "wealth": 118.08877508603895
            },
            {
              "date": "2022-05-18",
              "wealth": 116.35024705981567
            },
            {
              "date": "2022-05-19",
              "wealth": 116.25195789847265
            },
            {
              "date": "2022-05-20",
              "wealth": 116.59558517355563
            },
            {
              "date": "2022-05-23",
              "wealth": 117.2064481027817
            },
            {
              "date": "2022-05-24",
              "wealth": 117.57947919790257
            },
            {
              "date": "2022-05-25",
              "wealth": 118.48655871232104
            },
            {
              "date": "2022-05-26",
              "wealth": 119.48637919313123
            },
            {
              "date": "2022-05-27",
              "wealth": 120.99408959138024
            },
            {
              "date": "2022-05-31",
              "wealth": 120.1084336379689
            },
            {
              "date": "2022-06-01",
              "wealth": 119.29580106672736
            },
            {
              "date": "2022-06-01",
              "wealth": 119.29503499572122
            },
            {
              "date": "2022-06-02",
              "wealth": 120.35211537260942
            },
            {
              "date": "2022-06-03",
              "wealth": 119.29591056721036
            },
            {
              "date": "2022-06-06",
              "wealth": 118.97272772226904
            },
            {
              "date": "2022-06-07",
              "wealth": 119.7966496457214
            },
            {
              "date": "2022-06-08",
              "wealth": 118.89034935907141
            },
            {
              "date": "2022-06-09",
              "wealth": 117.35628871065435
            },
            {
              "date": "2022-06-10",
              "wealth": 115.22259350694756
            },
            {
              "date": "2022-06-13",
              "wealth": 111.96284795083288
            },
            {
              "date": "2022-06-14",
              "wealth": 111.41254153771075
            },
            {
              "date": "2022-06-15",
              "wealth": 113.04462463218422
            },
            {
              "date": "2022-06-16",
              "wealth": 111.65176212372353
            },
            {
              "date": "2022-06-17",
              "wealth": 111.83737987277436
            },
            {
              "date": "2022-06-21",
              "wealth": 112.50219260511977
            },
            {
              "date": "2022-06-22",
              "wealth": 113.02560450952146
            },
            {
              "date": "2022-06-23",
              "wealth": 113.94171507841622
            },
            {
              "date": "2022-06-24",
              "wealth": 115.43758291651379
            },
            {
              "date": "2022-06-27",
              "wealth": 114.74306355675017
            },
            {
              "date": "2022-06-28",
              "wealth": 113.74550900798569
            },
            {
              "date": "2022-06-29",
              "wealth": 114.14765797723895
            },
            {
              "date": "2022-06-30",
              "wealth": 114.07296419440863
            },
            {
              "date": "2022-07-01",
              "wealth": 115.3621514301679
            },
            {
              "date": "2022-07-01",
              "wealth": 115.35811389553814
            },
            {
              "date": "2022-07-05",
              "wealth": 115.5509007904351
            },
            {
              "date": "2022-07-06",
              "wealth": 115.3231635975413
            },
            {
              "date": "2022-07-07",
              "wealth": 115.95005150355868
            },
            {
              "date": "2022-07-08",
              "wealth": 115.6831904045856
            },
            {
              "date": "2022-07-11",
              "wealth": 115.3762580529323
            },
            {
              "date": "2022-07-12",
              "wealth": 115.01721621995794
            },
            {
              "date": "2022-07-13",
              "wealth": 115.1153252275417
            },
            {
              "date": "2022-07-14",
              "wealth": 114.61329349366358
            },
            {
              "date": "2022-07-15",
              "wealth": 115.98929936475172
            },
            {
              "date": "2022-07-18",
              "wealth": 115.22328235699459
            },
            {
              "date": "2022-07-19",
              "wealth": 116.63023004108271
            },
            {
              "date": "2022-07-20",
              "wealth": 116.91402044277933
            },
            {
              "date": "2022-07-21",
              "wealth": 118.25805000591767
            },
            {
              "date": "2022-07-22",
              "wealth": 118.33041952862068
            },
            {
              "date": "2022-07-25",
              "wealth": 117.99905175472774
            },
            {
              "date": "2022-07-26",
              "wealth": 117.35210694049199
            },
            {
              "date": "2022-07-27",
              "wealth": 119.05479394134625
            },
            {
              "date": "2022-07-28",
              "wealth": 120.32388410559325
            },
            {
              "date": "2022-07-29",
              "wealth": 121.24269378890978
            },
            {
              "date": "2022-08-01",
              "wealth": 121.30839682463487
            },
            {
              "date": "2022-08-01",
              "wealth": 121.30765126892241
            },
            {
              "date": "2022-08-02",
              "wealth": 120.0990847497657
            },
            {
              "date": "2022-08-03",
              "wealth": 121.48226649097707
            },
            {
              "date": "2022-08-04",
              "wealth": 121.64477235856137
            },
            {
              "date": "2022-08-05",
              "wealth": 120.65259716899432
            },
            {
              "date": "2022-08-08",
              "wealth": 120.89232302980268
            },
            {
              "date": "2022-08-09",
              "wealth": 120.4226282996287
            },
            {
              "date": "2022-08-10",
              "wealth": 121.9669689788021
            },
            {
              "date": "2022-08-11",
              "wealth": 121.43893954884771
            },
            {
              "date": "2022-08-12",
              "wealth": 122.94111934196415
            },
            {
              "date": "2022-08-15",
              "wealth": 123.25182396548034
            },
            {
              "date": "2022-08-16",
              "wealth": 123.20022846561055
            },
            {
              "date": "2022-08-17",
              "wealth": 122.25531553777621
            },
            {
              "date": "2022-08-18",
              "wealth": 122.57163181138345
            },
            {
              "date": "2022-08-19",
              "wealth": 121.11666709199865
            },
            {
              "date": "2022-08-22",
              "wealth": 119.54224226391426
            },
            {
              "date": "2022-08-23",
              "wealth": 119.37135933452117
            },
            {
              "date": "2022-08-24",
              "wealth": 119.35951913581327
            },
            {
              "date": "2022-08-25",
              "wealth": 120.69936934411996
            },
            {
              "date": "2022-08-26",
              "wealth": 118.48959953070192
            },
            {
              "date": "2022-08-29",
              "wealth": 117.70590183362125
            },
            {
              "date": "2022-08-30",
              "wealth": 117.12711617173287
            },
            {
              "date": "2022-08-31",
              "wealth": 116.23454827299369
            },
            {
              "date": "2022-09-01",
              "wealth": 115.983419453472
            },
            {
              "date": "2022-09-01",
              "wealth": 115.98290884238608
            },
            {
              "date": "2022-09-02",
              "wealth": 115.58891045609005
            },
            {
              "date": "2022-09-06",
              "wealth": 114.61699864797217
            },
            {
              "date": "2022-09-07",
              "wealth": 116.21672751177475
            },
            {
              "date": "2022-09-08",
              "wealth": 116.39359617557865
            },
            {
              "date": "2022-09-09",
              "wealth": 117.32933313332218
            },
            {
              "date": "2022-09-12",
              "wealth": 117.78888526759204
            },
            {
              "date": "2022-09-13",
              "wealth": 114.93340323377699
            },
            {
              "date": "2022-09-14",
              "wealth": 115.31196586424097
            },
            {
              "date": "2022-09-15",
              "wealth": 114.43976095014509
            },
            {
              "date": "2022-09-16",
              "wealth": 113.97513249608181
            },
            {
              "date": "2022-09-19",
              "wealth": 114.3659215802583
            },
            {
              "date": "2022-09-20",
              "wealth": 113.24793978868132
            },
            {
              "date": "2022-09-21",
              "wealth": 112.55566724303095
            },
            {
              "date": "2022-09-22",
              "wealth": 111.24001637490015
            },
            {
              "date": "2022-09-23",
              "wealth": 110.31453224753015
            },
            {
              "date": "2022-09-26",
              "wealth": 108.79840381723263
            },
            {
              "date": "2022-09-27",
              "wealth": 108.00764322110037
            },
            {
              "date": "2022-09-28",
              "wealth": 110.22153539851996
            },
            {
              "date": "2022-09-29",
              "wealth": 108.78842839345238
            },
            {
              "date": "2022-09-30",
              "wealth": 107.86343560925783
            },
            {
              "date": "2022-10-03",
              "wealth": 110.07131303076685
            },
            {
              "date": "2022-10-03",
              "wealth": 110.07082988245753
            },
            {
              "date": "2022-10-04",
              "wealth": 111.84385381733699
            },
            {
              "date": "2022-10-05",
              "wealth": 111.21868911405674
            },
            {
              "date": "2022-10-06",
              "wealth": 110.45732319928194
            },
            {
              "date": "2022-10-07",
              "wealth": 108.57004584864664
            },
            {
              "date": "2022-10-10",
              "wealth": 107.74615272492153
            },
            {
              "date": "2022-10-11",
              "wealth": 107.43491130575738
            },
            {
              "date": "2022-10-12",
              "wealth": 107.32311289947367
            },
            {
              "date": "2022-10-13",
              "wealth": 108.5644381860735
            },
            {
              "date": "2022-10-14",
              "wealth": 106.96443812700403
            },
            {
              "date": "2022-10-17",
              "wealth": 108.40938048688608
            },
            {
              "date": "2022-10-18",
              "wealth": 109.25691521043044
            },
            {
              "date": "2022-10-19",
              "wealth": 108.18603033884253
            },
            {
              "date": "2022-10-20",
              "wealth": 107.2935402743275
            },
            {
              "date": "2022-10-21",
              "wealth": 108.66552220588981
            },
            {
              "date": "2022-10-24",
              "wealth": 109.24862947113422
            },
            {
              "date": "2022-10-25",
              "wealth": 110.82171026789872
            },
            {
              "date": "2022-10-26",
              "wealth": 110.69863888109751
            },
            {
              "date": "2022-10-27",
              "wealth": 110.75132566124772
            },
            {
              "date": "2022-10-28",
              "wealth": 111.92520308308573
            },
            {
              "date": "2022-10-31",
              "wealth": 111.24626402772884
            },
            {
              "date": "2022-11-01",
              "wealth": 111.23182975376933
            },
            {
              "date": "2022-11-01",
              "wealth": 111.22859185155312
            },
            {
              "date": "2022-11-02",
              "wealth": 109.77146308896917
            },
            {
              "date": "2022-11-03",
              "wealth": 109.02812814113184
            },
            {
              "date": "2022-11-04",
              "wealth": 109.72066904436589
            },
            {
              "date": "2022-11-07",
              "wealth": 109.97084955178119
            },
            {
              "date": "2022-11-08",
              "wealth": 110.56389109513374
            },
            {
              "date": "2022-11-09",
              "wealth": 109.56190837612819
            },
            {
              "date": "2022-11-10",
              "wealth": 113.94533558632087
            },
            {
              "date": "2022-11-11",
              "wealth": 114.46450513597811
            },
            {
              "date": "2022-11-14",
              "wealth": 113.78768092692539
            },
            {
              "date": "2022-11-15",
              "wealth": 114.8964757671957
            },
            {
              "date": "2022-11-16",
              "wealth": 115.00255650878512
            },
            {
              "date": "2022-11-17",
              "wealth": 114.46018427306193
            },
            {
              "date": "2022-11-18",
              "wealth": 114.58171111955193
            },
            {
              "date": "2022-11-21",
              "wealth": 114.32618549921017
            },
            {
              "date": "2022-11-22",
              "wealth": 115.48039920152387
            },
            {
              "date": "2022-11-23",
              "wealth": 116.30168073563715
            },
            {
              "date": "2022-11-25",
              "wealth": 116.31406742920082
            },
            {
              "date": "2022-11-28",
              "wealth": 115.25242923620357
            },
            {
              "date": "2022-11-29",
              "wealth": 114.87100577653266
            },
            {
              "date": "2022-11-30",
              "wealth": 117.16681139431105
            },
            {
              "date": "2022-12-01",
              "wealth": 117.88030416943846
            },
            {
              "date": "2022-12-01",
              "wealth": 117.87992095893578
            },
            {
              "date": "2022-12-02",
              "wealth": 118.08366403433023
            },
            {
              "date": "2022-12-05",
              "wealth": 116.52509798460099
            },
            {
              "date": "2022-12-06",
              "wealth": 116.06911755469838
            },
            {
              "date": "2022-12-07",
              "wealth": 116.62703177872238
            },
            {
              "date": "2022-12-08",
              "wealth": 116.74089707582914
            },
            {
              "date": "2022-12-09",
              "wealth": 115.87068374859794
            },
            {
              "date": "2022-12-12",
              "wealth": 116.52125062012601
            },
            {
              "date": "2022-12-13",
              "wealth": 117.48720531309016
            },
            {
              "date": "2022-12-14",
              "wealth": 117.27017009361285
            },
            {
              "date": "2022-12-15",
              "wealth": 116.08816624360996
            },
            {
              "date": "2022-12-16",
              "wealth": 115.26515397106164
            },
            {
              "date": "2022-12-19",
              "wealth": 114.24612709646702
            },
            {
              "date": "2022-12-20",
              "wealth": 113.69766522872956
            },
            {
              "date": "2022-12-21",
              "wealth": 114.70305475347833
            },
            {
              "date": "2022-12-22",
              "wealth": 113.96342347358649
            },
            {
              "date": "2022-12-23",
              "wealth": 114.00696525221942
            },
            {
              "date": "2022-12-27",
              "wealth": 113.12708643844289
            },
            {
              "date": "2022-12-28",
              "wealth": 112.33209646355584
            },
            {
              "date": "2022-12-29",
              "wealth": 113.59949915802567
            },
            {
              "date": "2022-12-30",
              "wealth": 113.1339123870583
            },
            {
              "date": "2023-01-03",
              "wealth": 113.38838947692946
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.56,
                0.24,
                0.19999999999999996
              ],
              "forecast": [
                0.027085379906048083,
                0.0009191679414625416,
                0.002595413636318559
              ],
              "posterior": [
                0.0017853774319453,
                0.00014966925813001905,
                0.000521411213717087
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.0022556316267736687,
                0.00014319525074232693,
                0.00016999249626523187
              ],
              "gross_return": 0.05365057587363041,
              "turnover": 0.22000000000000008,
              "cost": 0.00011000000000000004,
              "net_return": 0.05353467431028425,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.0015222462901473485,
                0.0018605910821940174,
                0.003236542526443369
              ],
              "posterior": [
                0.0011552426791588057,
                0.00029674344638623643,
                0.0005406341468049467
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.0023592201492467412,
                0.00019874789203889264,
                0.00016974957788129283
              ],
              "gross_return": 0.005245076173445882,
              "turnover": 0.3701856388264856,
              "cost": 0.0001850928194132428,
              "net_return": 0.005059012528095597,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.37,
                0.24,
                0.39
              ],
              "forecast": [
                -0.0021084442108539637,
                0.0022767320460506555,
                0.0034960949711154606
              ],
              "posterior": [
                0.0012201530892967031,
                0.00030930843972711475,
                0.0005789991675093972
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.002417036769677782,
                0.0001839327273606956,
                0.0001936048765720228
              ],
              "gross_return": 0.013591933588505505,
              "turnover": 0.033778565210177997,
              "cost": 1.6889282605089e-05,
              "net_return": 0.013574814747892905,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.54,
                0.15,
                0.30999999999999994
              ],
              "forecast": [
                0.030271866565741497,
                0.0017808380727353456,
                0.004978838733515685
              ],
              "posterior": [
                0.002120445585131062,
                0.0002550783425666879,
                0.0007327793257901636
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0022464166262275544,
                0.00017166470220650537,
                0.0001800429515858133
              ],
              "gross_return": 0.0037645862121042715,
              "turnover": 0.36007593056368126,
              "cost": 0.00018003796528184062,
              "net_return": 0.003583870478380602,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.33,
                0.27,
                0.3999999999999999
              ],
              "forecast": [
                -0.0027160426957670465,
                0.0029577062351755345,
                0.0034372739782281315
              ],
              "posterior": [
                0.001091200643301341,
                0.00041900119525916177,
                0.0006713834043948659
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.0021066524312485643,
                0.00018539202602659664,
                0.00018967562712969173
              ],
              "gross_return": 0.015482096320584617,
              "turnover": 0.4302131510828776,
              "cost": 0.00021510657554143882,
              "net_return": 0.015263659444321398,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.45,
                0.15,
                0.4
              ],
              "forecast": [
                0.016013216904128488,
                0.0020329022458563367,
                0.002843351682375296
              ],
              "posterior": [
                0.001605344217227027,
                0.00021036143864099421,
                0.0005785682949608416
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.0019921345091601294,
                0.0002025393295617156,
                0.00019913335962927947
              ],
              "gross_return": 0.006562660819293043,
              "turnover": 0.23029228063891907,
              "cost": 0.00011514614031945954,
              "net_return": 0.006446759013909897,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.28,
                0.32,
                0.39999999999999997
              ],
              "forecast": [
                -0.008191346992960716,
                0.003377241054030442,
                0.004210897346526564
              ],
              "posterior": [
                0.0008693184446296355,
                0.00045147850989007494,
                0.0006718910151156815
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.0020011064776475434,
                0.00020068392311203934,
                0.00018984405556644654
              ],
              "gross_return": 0.01768119121655211,
              "turnover": 0.3501955663713514,
              "cost": 0.00017509778318567572,
              "net_return": 0.017502997495980388,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.38,
                0.22,
                0.4
              ],
              "forecast": [
                0.005621497805536574,
                0.0021764211878262493,
                0.0035119578019024086
              ],
              "posterior": [
                0.0013817778430042097,
                0.00020034206600631435,
                0.0005381209806778791
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.0018899371964537582,
                0.00020579418709063834,
                0.00018512365342916484
              ],
              "gross_return": 0.01410542836566267,
              "turnover": 0.1881824191507798,
              "cost": 9.40912095753899e-05,
              "net_return": 0.01401000995927082,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.53,
                0.15,
                0.31999999999999995
              ],
              "forecast": [
                0.02621862931205194,
                0.001613161344270009,
                0.004565814577158293
              ],
              "posterior": [
                0.0020328126885125466,
                0.0001729047323445947,
                0.0006540357385080902
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0019365621902322611,
                0.00020051686918854796,
                0.00017543470277967902
              ],
              "gross_return": -0.01668264776277558,
              "turnover": 0.31230131423637614,
              "cost": 0.00015615065711818807,
              "net_return": -0.01683619341348319,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.51,
                0.15,
                0.33999999999999997
              ],
              "forecast": [
                0.019462467615943255,
                0.0025069705072346227,
                0.00495148947645692
              ],
              "posterior": [
                0.0018332737792954683,
                0.00025250111287758377,
                0.0006901958693964758
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0018469946986744295,
                0.00021212441102964508,
                0.00017285346278041826
              ],
              "gross_return": -0.12091503046617459,
              "turnover": 0.022174493255323252,
              "cost": 1.1087246627661626e-05,
              "net_return": -0.1209247770980385,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.46,
                0.15,
                0.39
              ],
              "forecast": [
                0.012984655292262826,
                0.002399049009922675,
                0.004442632849652618
              ],
              "posterior": [
                0.002605932320301146,
                -2.110384082881917e-05,
                0.0010711782910564247
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.002024496553208497,
                0.000223304852775807,
                0.0001646667416934472
              ],
              "gross_return": 0.09176701863299253,
              "turnover": 0.0651115405212328,
              "cost": 3.25557702606164e-05,
              "net_return": 0.09173147531675574,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.010198622587723145,
                0.0025417092008090314,
                0.004777245700062733
              ],
              "posterior": [
                0.0027225029492095815,
                -4.4040110489991375e-05,
                0.001024799247506937
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.00401327707653243,
                0.0002580419777372743,
                0.0004927024612931424
              ],
              "gross_return": 0.04482594522112189,
              "turnover": 0.1281041792207627,
              "cost": 6.405208961038135e-05,
              "net_return": 0.04475902193605141,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.007259814498366158,
                0.003478548938084219,
                0.004943004602952826
              ],
              "posterior": [
                0.0025314905146109823,
                1.5671736087714947e-05,
                0.0010029410212743105
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004715109496034896,
                0.000252098593459153,
                0.0005839427775037626
              ],
              "gross_return": 0.0177068875001421,
              "turnover": 0.08866745951883301,
              "cost": 4.433372975941651e-05,
              "net_return": 0.017661768758017393,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.17,
                0.38
              ],
              "forecast": [
                0.028789472627939912,
                0.0025025198065670748,
                0.004931508940342251
              ],
              "posterior": [
                0.0031727448078068053,
                -0.0001210126573775835,
                0.0011322456141925749
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.0047341368992667105,
                0.0002452031364313791,
                0.0005725911362004956
              ],
              "gross_return": 0.0388743420317187,
              "turnover": 0.11767678610451607,
              "cost": 5.883839305225803e-05,
              "net_return": 0.038813216334850464,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.35,
                0.27,
                0.38
              ],
              "forecast": [
                -0.003401772887110773,
                0.003960490262476653,
                0.005367309138365524
              ],
              "posterior": [
                0.00241139806357435,
                8.600628193422747e-05,
                0.001063501096586656
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004551943182950261,
                0.00024120515123777022,
                0.0005579626214159734
              ],
              "gross_return": 0.018833575681654356,
              "turnover": 0.2172935094534174,
              "cost": 0.0001086467547267087,
              "net_return": 0.01872288272005007,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.42,
                0.21,
                0.3700000000000001
              ],
              "forecast": [
                0.020811820703698615,
                0.0034157847506615206,
                0.0070143743022057625
              ],
              "posterior": [
                0.0031982944511883037,
                -3.1068937204711605e-05,
                0.0012383082202629277
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004409535372577361,
                0.00023193648740173813,
                0.000546800855500246
              ],
              "gross_return": -0.01972987020360962,
              "turnover": 0.10685575749487672,
              "cost": 5.342787874743836e-05,
              "net_return": -0.01978224395724404,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.021546895793968304,
                0.0032530737076021453,
                0.0060416550125482315
              ],
              "posterior": [
                0.0032990882009897265,
                -6.06242985225119e-05,
                0.0012174493448169237
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0044437557314020125,
                0.00023429346752745062,
                0.0005499518650298725
              ],
              "gross_return": -0.012569379316134454,
              "turnover": 0.028696089119408213,
              "cost": 1.4348044559704107e-05,
              "net_return": -0.012583547014679564,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.41,
                0.2,
                0.39000000000000007
              ],
              "forecast": [
                0.014483089130858834,
                0.0032335946960484366,
                0.004784584770906849
              ],
              "posterior": [
                0.003045968602981186,
                -3.789622970192812e-05,
                0.001134064835237876
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004431722763639645,
                0.00022924104820869223,
                0.0005459974059933454
              ],
              "gross_return": 0.055344304545450335,
              "turnover": 0.013428218744486214,
              "cost": 6.714109372243107e-06,
              "net_return": 0.05533721884836407,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.41,
                0.21,
                0.3800000000000001
              ],
              "forecast": [
                0.010281310375721747,
                0.0030393623000219833,
                0.004953989557821761
              ],
              "posterior": [
                0.00342650675474702,
                2.4124675807374314e-06,
                0.001260800277759356
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.004342551912849674,
                0.00023827934457615948,
                0.0005353859726085136
              ],
              "gross_return": 0.005621129465976068,
              "turnover": 0.04236566477140616,
              "cost": 2.118283238570308e-05,
              "net_return": 0.005599827562146942,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.4,
                0.22,
                0.38
              ],
              "forecast": [
                0.006965728743949636,
                0.0030448356254557827,
                0.004842736202273123
              ],
              "posterior": [
                0.003320517579155198,
                1.4849026976730492e-05,
                0.0012339565209545124
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.004480398994363974,
                0.00023559243871271407,
                0.0005301876740449838
              ],
              "gross_return": 0.0015637717917102714,
              "turnover": 0.025089654802841754,
              "cost": 1.2544827401420877e-05,
              "net_return": 0.0015512073470616006,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.41,
                0.21,
                0.3800000000000001
              ],
              "forecast": [
                0.012828437387854975,
                0.002937406384251113,
                0.005251570204266063
              ],
              "posterior": [
                0.003539451812127296,
                -6.51947654484137e-06,
                0.0012941316528490372
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.004335975391169363,
                0.0002288678739478862,
                0.0005165487484649422
              ],
              "gross_return": 0.00013012552060633932,
              "turnover": 0.014948595594725611,
              "cost": 7.4742977973628055e-06,
              "net_return": 0.0001226502502120752,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.007339450697071906,
                0.002711080370984022,
                0.004252450793075048
              ],
              "posterior": [
                0.003377449724630326,
                2.299819829317153e-05,
                0.0012571519568946306
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.004203414720415508,
                0.00023182923938856628,
                0.0005146502417851762
              ],
              "gross_return": 0.0053937305428466975,
              "turnover": 0.03095055061958471,
              "cost": 1.5475275309792355e-05,
              "net_return": 0.0053781717980718735,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.42,
                0.22,
                0.3600000000000001
              ],
              "forecast": [
                0.013092233620515668,
                0.0019484187354111618,
                0.0033260640648516034
              ],
              "posterior": [
                0.0033784380680416883,
                -4.87705768982029e-05,
                0.00119917913279618
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.004086652157967261,
                0.0002580464314157657,
                0.0005323934717147932
              ],
              "gross_return": 0.02239904072288739,
              "turnover": 0.010425923346536303,
              "cost": 5.212961673268152e-06,
              "net_return": 0.022393710995873395,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.38,
                0.26,
                0.36
              ],
              "forecast": [
                -0.0025450866667907444,
                0.0022647470918702142,
                0.003971722589476177
              ],
              "posterior": [
                0.0029265063124778085,
                2.452595746132111e-05,
                0.001105798833967341
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.0039780261457513745,
                0.00026815327067426255,
                0.0005256290859211997
              ],
              "gross_return": 0.003367217992951024,
              "turnover": 0.09767171230994015,
              "cost": 4.8835856154970076e-05,
              "net_return": 0.003318217695822412,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.38,
                0.26,
                0.36
              ],
              "forecast": [
                -0.0017124946856872571,
                0.0015568083863108948,
                0.003657229199895413
              ],
              "posterior": [
                0.0029829038303013943,
                -1.2484710747829517e-05,
                0.0010882704935298723
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.003883179286703454,
                0.00026063686470841285,
                0.0005106113507604178
              ],
              "gross_return": 0.02112860476032268,
              "turnover": 0.0005234958604855011,
              "cost": 2.6174793024275057e-07,
              "net_return": 0.021128337482023918,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.42,
                0.22,
                0.3600000000000001
              ],
              "forecast": [
                0.010969668687584788,
                0.0014638358474837554,
                0.0046400614758095446
              ],
              "posterior": [
                0.003483765284669174,
                -6.400163756427926e-05,
                0.001227401955915574
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.0037753212129350328,
                0.0002536413128610899,
                0.0004967303106076158
              ],
              "gross_return": 0.018996529735883887,
              "turnover": 0.07417240769222974,
              "cost": 3.708620384611487e-05,
              "net_return": 0.018958739022863602,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.42,
                0.22,
                0.3600000000000001
              ],
              "forecast": [
                0.012662000221583628,
                0.0020982688386858737,
                0.004996145320415274
              ],
              "posterior": [
                0.0035247257889198837,
                -3.441177963152189e-05,
                0.0012732394078070885
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.0036899660705416643,
                0.000247473336489926,
                0.0004886181461795763
              ],
              "gross_return": 0.010094158057442851,
              "turnover": 0.0026412097508852206,
              "cost": 1.3206048754426104e-06,
              "net_return": 0.01009282412217316,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.43,
                0.21,
                0.3600000000000001
              ],
              "forecast": [
                0.01454498196473224,
                0.0023708326648756175,
                0.004953902044060274
              ],
              "posterior": [
                0.003576149879007447,
                -1.4568486577726619e-05,
                0.001304103698516715
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.00359286885134944,
                0.00025173339013959893,
                0.0004782101718290574
              ],
              "gross_return": -0.021296768661280673,
              "turnover": 0.01217417431727269,
              "cost": 6.087087158636345e-06,
              "net_return": -0.021302726113152315,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.42,
                0.21,
                0.3700000000000001
              ],
              "forecast": [
                0.01190577194701339,
                0.0024329289361614903,
                0.003240583837235043
              ],
              "posterior": [
                0.00358054785951633,
                3.2912271240646066e-05,
                0.001269710368254627
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.0035053899147935606,
                0.00024993513336641786,
                0.0004707657168893982
              ],
              "gross_return": 0.02177847730575253,
              "turnover": 0.011094909321198498,
              "cost": 5.54745466059925e-06,
              "net_return": 0.02177280903597656,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.43,
                0.21,
                0.3600000000000001
              ],
              "forecast": [
                0.010928114894264353,
                0.0021962298818449196,
                0.003550095836749826
              ],
              "posterior": [
                0.003579077957255387,
                2.823010543255127e-05,
                0.0012722250513125238
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.0034965909653234886,
                0.00025166239620915017,
                0.0004665929044044657
              ],
              "gross_return": -0.005938996848697115,
              "turnover": 0.012468402770527853,
              "cost": 6.234201385263927e-06,
              "net_return": -0.005945194025180012,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.43,
                0.21,
                0.3600000000000001
              ],
              "forecast": [
                0.01293423638153371,
                0.0021127105210395703,
                0.004268063907674237
              ],
              "posterior": [
                0.0034929793159126548,
                -2.583885112130689e-05,
                0.001228813484777083
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.00345406180729079,
                0.00025011356557917203,
                0.0004576123390423479
              ],
              "gross_return": 0.02013783304333183,
              "turnover": 0.012802608582689418,
              "cost": 6.401304291344709e-06,
              "net_return": 0.02013130283064335,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.2,
                0.35000000000000003
              ],
              "forecast": [
                0.012993782924326644,
                0.002002614663612838,
                0.004008850268782959
              ],
              "posterior": [
                0.0032277142116272665,
                2.2255869141786898e-05,
                0.0012460506481671958
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0034050649448700587,
                0.00024570094510968686,
                0.0004474561725554159
              ],
              "gross_return": -0.034354183615201137,
              "turnover": 0.004977934152392005,
              "cost": 2.488967076196003e-06,
              "net_return": -0.034356587075845435,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.44,
                0.21,
                0.3500000000000001
              ],
              "forecast": [
                0.012279018214169692,
                0.0017407747887104052,
                0.002769158312086186
              ],
              "posterior": [
                0.003275476310141142,
                8.643784170935116e-05,
                0.0012669117067884033
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0033738171901591227,
                0.0002502174990681923,
                0.0004444859238829783
              ],
              "gross_return": -0.02748583704458893,
              "turnover": 0.011267204758715177,
              "cost": 5.6336023793575885e-06,
              "net_return": -0.027491315802691374,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.43,
                0.22,
                0.3500000000000001
              ],
              "forecast": [
                0.010299706715214954,
                0.002055375647795775,
                0.0028999753688480874
              ],
              "posterior": [
                0.0032897115866095394,
                0.00012649883519047668,
                0.0013201166581492164
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.003409577075273269,
                0.00025137309188124376,
                0.0004546923408017435
              ],
              "gross_return": 0.0018673415495150617,
              "turnover": 0.005678070699395271,
              "cost": 2.8390353496976355e-06,
              "net_return": 0.0018644972127166426,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.010803900758541297,
                0.0017557963186061825,
                0.002354849650996686
              ],
              "posterior": [
                0.0032531153515289414,
                0.00012310528185642056,
                0.001294490075549442
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003433496260399944,
                0.0002462093342502424,
                0.00045709414438591746
              ],
              "gross_return": -0.07255746902707993,
              "turnover": 0.027002699149330733,
              "cost": 1.3501349574665368e-05,
              "net_return": -0.07256999075290105,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.011625062176764447,
                0.0005184384405111374,
                0.0010533217273398373
              ],
              "posterior": [
                0.00327973661419967,
                1.6884248957346678e-05,
                0.0011917620151570374
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0033983233188258632,
                0.0003176651035173977,
                0.0004703233724541504
              ],
              "gross_return": 0.002838103776106992,
              "turnover": 0.017750457507165557,
              "cost": 8.875228753582778e-06,
              "net_return": 0.0028292033585330945,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.01023395009773973,
                0.0003787550517255651,
                0.001281266069473333
              ],
              "posterior": [
                0.003631904050473689,
                0.00029974300997793985,
                0.001566217710870586
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.003533710966409655,
                0.0003543085664992135,
                0.0005882899010280691
              ],
              "gross_return": -0.03296770536757374,
              "turnover": 0.012843218274090129,
              "cost": 6.421609137045065e-06,
              "net_return": -0.03297391527099269,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.46,
                0.24,
                0.30000000000000004
              ],
              "forecast": [
                0.012499736596927047,
                -0.0005692745984470256,
                0.001886465380314934
              ],
              "posterior": [
                0.003985319529139562,
                0.0002597827482159644,
                0.0016461649123175423
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.0034733763204332913,
                0.0003481562294515913,
                0.0005833392834194773
              ],
              "gross_return": 0.05158096581298981,
              "turnover": 0.069997561240224,
              "cost": 3.4998780620112e-05,
              "net_return": 0.051544161761462925,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.010568955429137675,
                0.0010182775887409828,
                0.002951332549223617
              ],
              "posterior": [
                0.003957405713715577,
                0.0003569260537056656,
                0.0017290265022603733
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.003521066679617239,
                0.00034214052024941256,
                0.0005784648475421256
              ],
              "gross_return": -0.04389032150698649,
              "turnover": 0.012291906116530832,
              "cost": 6.145953058265416e-06,
              "net_return": -0.043896197712189,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.01176839253299171,
                0.00014009431952636511,
                0.0015159072463989615
              ],
              "posterior": [
                0.004400080373775424,
                0.0004998262091376305,
                0.00191845035077063
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0035333060080967294,
                0.0003477160826051276,
                0.0005879729203822633
              ],
              "gross_return": -0.05096954258711294,
              "turnover": 0.00880489794701364,
              "cost": 4.4024489735068205e-06,
              "net_return": -0.050973720645275944,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.46,
                0.25,
                0.29000000000000004
              ],
              "forecast": [
                0.011015488643155099,
                0.00021652618001733652,
                0.0013609400754801373
              ],
              "posterior": [
                0.004854421081892748,
                0.0007225322396114939,
                0.002176915099148499
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0035061569526407287,
                0.00039551848131013593,
                0.0006331180096361895
              ],
              "gross_return": 0.010547752502198804,
              "turnover": 0.008778823401105113,
              "cost": 4.389411700552556e-06,
              "net_return": 0.010543316792070101,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.45,
                0.27,
                0.28
              ],
              "forecast": [
                0.008646376720618312,
                -0.0012574316042070145,
                0.0005410939426284448
              ],
              "posterior": [
                0.004793025916841267,
                0.0006015107726407094,
                0.002020812323667039
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0035705040500072084,
                0.00040268628155208544,
                0.0006460702604323994
              ],
              "gross_return": 0.05980218042104485,
              "turnover": 0.05821898683808083,
              "cost": 2.9109493419040413e-05,
              "net_return": 0.05977133011644842,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.27,
                0.28
              ],
              "forecast": [
                0.00955237682753546,
                -4.385001636343814e-05,
                0.0011611916606637813
              ],
              "posterior": [
                0.005005288103766476,
                0.000794919031296743,
                0.0023154308447148057
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0035313195879566666,
                0.0004071175417175332,
                0.0006395605148160942
              ],
              "gross_return": -0.038102600048153995,
              "turnover": 0.006501688392707483,
              "cost": 3.250844196353742e-06,
              "net_return": -0.038105727026734204,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.027085379906048083,
                0.0009191679414625416,
                0.002595413636318559
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001369050799284832,
                0.00014100975656947934,
                0.00015251193104789983
              ],
              "last_validation_exit": "2019-05-01",
              "validation_folds": 24,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.007096654038614903,
                  -0.04684934184184503,
                  0.05055190658770271,
                  -0.029623759631251023,
                  -0.11104267599326872,
                  0.04466865883397229,
                  0.11377942052914507,
                  0.04812308453341231,
                  0.0431219577952677
                ],
                [
                  -0.005356490718531331,
                  0.009697329889862705,
                  -0.004724827796965684,
                  0.0035930858888014814,
                  -0.0012932875013555213,
                  -0.002497599527840675,
                  -0.012967817957777626,
                  0.008448652161422642,
                  -0.007827019895326463
                ],
                [
                  0.004977653860911881,
                  0.019335242272427337,
                  0.011974140771241875,
                  -0.0030824141954342134,
                  0.002026385685415105,
                  0.020314948874191,
                  0.013163164262616763,
                  0.009657999318591853,
                  -0.009979943766363011
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009449139014679324,
                0.0011432225889978279,
                0.0024293575773394896
              ],
              "feature_contributions": [
                [
                  0.00037051912014009447,
                  0.0024482216411040444,
                  -0.0025074601715276566,
                  0.0013857665984857634,
                  0.008780818472196736,
                  0.003578083583321204,
                  0.004148529482609826,
                  0.00011851647929960905,
                  -0.0006867543142608611
                ],
                [
                  0.00010693361798450458,
                  -0.00019376544161679927,
                  8.961060352793292e-05,
                  -6.426794698816285e-05,
                  3.910362994480974e-05,
                  -7.649750769939263e-05,
                  -0.00018078994914510148,
                  7.955905748412679e-06,
                  4.766244070850999e-05
                ],
                [
                  -0.00010534090680949412,
                  -0.0004095549940131973,
                  -0.00024074442146745814,
                  5.844619994300528e-05,
                  -6.495050887105001e-05,
                  0.0006595969994437373,
                  0.00019453875558456064,
                  9.641127471946548e-06,
                  6.442380769701884e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812,
                  -0.06377103285351982,
                  0.03048546866176638,
                  0.01650533712505231,
                  0.007948456790772551,
                  -0.3316425017593299
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812,
                  -0.06377103285351982,
                  0.03048546866176638,
                  0.01650533712505231,
                  0.007948456790772551,
                  -0.3316425017593299
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082,
                  -2.2092608097259316,
                  2.2379453510036766,
                  1.0186673162435718,
                  0.06880613989499808,
                  -0.44494346756492786
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532,
                  0.008427397264084865,
                  0.0017067350535643446,
                  0.002505445135929825,
                  -0.016122324875371866,
                  -0.1505168245556769
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938,
                  0.03267990352237372,
                  0.012859444309171943,
                  0.013743340701995189,
                  0.34983479240192433,
                  0.40707570828022654
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203,
                  -0.07895516487988044,
                  -0.03230261819881671,
                  -0.027209745415321278,
                  -0.716362018394682,
                  -1.163648682917423
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624,
                  0.08266259681844071,
                  0.032155531832824186,
                  0.034963488086680074,
                  0.9667731542523647,
                  0.9376760712694705
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2379453510036766
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.0015222462901473485,
                0.0018605910821940174,
                0.003236542526443369
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014570766771531,
                0.00018452172041591197,
                0.0001598633618855793
              ],
              "last_validation_exit": "2019-06-03",
              "validation_folds": 25,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.00661202393511743,
                  -0.040828789751835216,
                  0.06705093443633212,
                  -0.012079544746996324,
                  -0.11877952973419768,
                  0.051164458134453764,
                  0.10491658658283633,
                  0.08029024429780195,
                  0.043462912585920235
                ],
                [
                  -0.004696458570808001,
                  0.0073747373478124,
                  -0.01061517296926855,
                  -0.001474484036415455,
                  0.002887500952520317,
                  -0.004581867562776245,
                  -0.011492625400326955,
                  -0.0013812248498764246,
                  -0.007904666122924687
                ],
                [
                  0.005086109217862006,
                  0.0181609827874878,
                  0.008338049988847707,
                  -0.005486581122589803,
                  0.004094693409769759,
                  0.01887539000790122,
                  0.013368149141938035,
                  0.00466109663565942,
                  -0.01010784080943769
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008078569812386185,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "feature_contributions": [
                [
                  0.00021631115658068284,
                  0.0010909264351805531,
                  -0.0030420180738660535,
                  -0.000120637626775218,
                  -0.008079152169574066,
                  0.0015607559817244004,
                  0.008472620315032323,
                  -0.004289891354348481,
                  -0.0023652381861929794
                ],
                [
                  6.025516241007369e-05,
                  -7.727780533004988e-05,
                  0.00018887013638719226,
                  -5.774994253855114e-06,
                  7.702391442537187e-05,
                  -5.481361238085541e-05,
                  -0.00036397546263655336,
                  2.8941908131466984e-05,
                  0.00016870146338824674
                ],
                [
                  -6.604416476990461e-05,
                  -0.00019260722477818784,
                  -0.0001501501318355776,
                  -2.174894980457438e-05,
                  0.00011054773378710719,
                  0.00022854242481768391,
                  0.0004284983384623032,
                  -9.884982140524104e-05,
                  0.00021833266558402177
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414,
                  0.06958659023840097,
                  0.012171370473093246,
                  0.03246780834916496,
                  -0.5668307644698101,
                  -0.7482091844138131
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414,
                  0.06958659023840097,
                  0.012171370473093246,
                  0.03246780834916496,
                  -0.5668307644698101,
                  -0.7482091844138131
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361,
                  1.8528917237855962,
                  0.8309836596590872,
                  2.199882308287508,
                  -1.4554904793152812,
                  -1.48245633560827
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956,
                  0.009078681775596805,
                  0.0015725531622545468,
                  0.0025439867749931467,
                  -0.0334261596801412,
                  -0.1513998569950103
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383,
                  0.03265593325614407,
                  0.012754543591370841,
                  0.013602464759792501,
                  0.36647756365991685,
                  0.40258138677246413
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176,
                  -0.07876572237848752,
                  -0.03209491169344268,
                  -0.027116710178937794,
                  -0.8172284874587061,
                  -1.1565825140766421
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376,
                  0.08261266047035255,
                  0.032130919599442156,
                  0.03493884896938744,
                  0.9661428049670943,
                  0.9356765231865927
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.199882308287508
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                -0.0021084442108539637,
                0.0022767320460506555,
                0.0034960949711154606
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015172233310081877,
                0.00017844072613403312,
                0.00018529037254578503
              ],
              "last_validation_exit": "2019-07-01",
              "validation_folds": 26,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.023440436835854835,
                  -0.056336931896930315,
                  0.047392598581222495,
                  -0.028865443482475987,
                  -0.14228550630551726,
                  0.07362437353560285,
                  0.11271310651505877,
                  0.07990217833700027,
                  0.03570356912890119
                ],
                [
                  -0.005366645967133616,
                  0.006514997179357119,
                  -0.011156612022978846,
                  -0.002154296355328351,
                  0.0016561146627215222,
                  -0.00331851399307676,
                  -0.010890274068456392,
                  -0.0013052474980239709,
                  -0.008173521282264229
                ],
                [
                  0.0002032855873074258,
                  0.01265689449746281,
                  0.0035880344239095892,
                  -0.009395312052662651,
                  -0.0031474339878726147,
                  0.024344090585473082,
                  0.016095980711079063,
                  0.004917333558794658,
                  -0.011230670148256702
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749962
              ],
              "feature_contributions": [
                [
                  -0.000862473672014388,
                  -0.0029861006921718053,
                  -0.0021473990580933348,
                  -0.00032926016990672183,
                  -0.001184785760306685,
                  -0.00036974142739841645,
                  -8.731748183673214e-05,
                  -0.0026683112247973834,
                  -0.001002005533234871
                ],
                [
                  -7.459226506815501e-05,
                  0.00013044762958332095,
                  0.00019096125927111054,
                  -9.282759816619656e-06,
                  5.209310782328989e-06,
                  6.295509122213096e-06,
                  3.186957673788442e-06,
                  1.6465746934146518e-05,
                  8.665195948963153e-05
                ],
                [
                  2.9623100740027413e-06,
                  0.00026569427555354805,
                  -6.438765645906073e-05,
                  -4.244396559795118e-05,
                  -1.0379575052507548e-05,
                  -4.841877944885682e-05,
                  -4.93841981819706e-06,
                  -6.503562431134884e-05,
                  0.00012482682950083561
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531,
                  0.015119231094369301,
                  0.00038271218248353556,
                  0.002540075153496968,
                  -0.35345643942946575,
                  -0.45129210061972413
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531,
                  0.015119231094369301,
                  0.00038271218248353556,
                  0.002540075153496968,
                  -0.35345643942946575,
                  -0.45129210061972413
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097,
                  0.22048089998163276,
                  -0.13297448340324464,
                  -0.0205124999783921,
                  -0.8842390174626227,
                  -0.7431051954696458
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751,
                  0.007652991413325985,
                  0.00214306315777423,
                  0.0028190798430156963,
                  -0.032612869073773657,
                  -0.1548346809951361
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145,
                  0.03386343071742402,
                  0.013238261433604797,
                  0.01360169115479012,
                  0.3628471081002195,
                  0.398944081446269
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148,
                  -0.07857627987709459,
                  -0.031887205188068646,
                  -0.02702367494255431,
                  -0.816494933719605,
                  -1.1495163452358612
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125,
                  0.0825627241222644,
                  0.03210630736606013,
                  0.03491420985209481,
                  0.965512455681824,
                  0.9336769751037148
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4034697849816735
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                0.030271866565741497,
                0.0017808380727353456,
                0.004978838733515685
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014617131624622406,
                0.00017642976472030924,
                0.00017956540098231324
              ],
              "last_validation_exit": "2019-08-01",
              "validation_folds": 27,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.02216142105005752,
                  -0.055804279620917885,
                  0.04944002429327758,
                  -0.02945948776589459,
                  -0.1434118972517228,
                  0.07611458781482285,
                  0.10766143355312469,
                  0.0825066922944156,
                  0.03857821085247546
                ],
                [
                  -0.006401680289752907,
                  0.005603232349602456,
                  -0.012448543889535894,
                  -0.0017703866597861447,
                  0.003883681707419681,
                  -0.0024428828648944837,
                  -0.007744010245923558,
                  -0.0031531086407483,
                  -0.009951512926676767
                ],
                [
                  -0.00025902529852838975,
                  0.012236097237273251,
                  0.0029409117971567083,
                  -0.009229623195110987,
                  -0.002055680410151168,
                  0.024702135987741004,
                  0.0166605101951898,
                  0.0040500417602567056,
                  -0.011835517446833893
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009292375638668164,
                0.0021344892651383673,
                0.0034428413716485495
              ],
              "feature_contributions": [
                [
                  0.00021314313250936028,
                  -0.0032434614259361804,
                  -0.001016918189880462,
                  0.000495760750760871,
                  0.003972610714449979,
                  0.006435090415577084,
                  0.009025682932842874,
                  0.0030647058763008063,
                  0.0020328767204489968
                ],
                [
                  2.3369027947179696e-05,
                  0.00012360976782985604,
                  9.718490689545456e-05,
                  1.1308057442306563e-05,
                  -4.083263302903879e-05,
                  -7.839029964326501e-05,
                  -0.0002464102454773316,
                  -4.445406570337317e-05,
                  -0.00019903570866480985
                ],
                [
                  9.868902856496658e-07,
                  0.00028173259966419377,
                  -2.3963060917396287e-05,
                  6.152956896850592e-05,
                  2.2557936904476426e-05,
                  0.0008273213151924534,
                  0.000553300628253908,
                  5.9595309264325826e-05,
                  -0.0002470638257489814
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406,
                  -0.01674311210673851,
                  0.039516285302993115,
                  0.038860318987195885,
                  0.32091856460635954,
                  0.40101566021383106
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406,
                  -0.01674311210673851,
                  0.0320816951326781,
                  0.034889570734802186,
                  0.32091856460635954,
                  0.40101566021383106
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833,
                  -0.7398720081590645,
                  2.2581486216660496,
                  2.2391628654785887,
                  0.9921227149347737,
                  1.4074556819174864
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435,
                  0.008846704970602519,
                  0.0023394362652225187,
                  0.003390563008885699,
                  -0.04288430543804684,
                  -0.1661482941232279
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547,
                  0.03458681609135765,
                  0.013171081204350451,
                  0.01406731426799722,
                  0.3666914027548742,
                  0.4029710928903761
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412,
                  -0.07838683737570167,
                  -0.03167949868269461,
                  -0.026930639706170826,
                  -0.8157613799805038,
                  -1.14245017639508
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874,
                  0.08251278777417624,
                  0.0320816951326781,
                  0.034889570734802186,
                  0.9648821063965537,
                  0.931677427020837
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2581486216660496
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                -0.0027160426957670465,
                0.0029577062351755345,
                0.0034372739782281315
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014144802944612163,
                0.000197807361335135,
                0.00019732425581340992
              ],
              "last_validation_exit": "2019-09-03",
              "validation_folds": 28,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.025217743108388334,
                  -0.05978148651936489,
                  0.05292307354216935,
                  -0.03045229415695998,
                  -0.14275872956755298,
                  0.07628765453062665,
                  0.10710508359184716,
                  0.08427220227031348,
                  0.04031172695448085
                ],
                [
                  -0.0029241661857135636,
                  0.00984614913336443,
                  -0.015638528784158553,
                  -0.0007178588107910101,
                  0.004198166285890815,
                  -0.0027652447149922456,
                  -0.0075908427936718405,
                  -0.005642207703819086,
                  -0.011796013085011974
                ],
                [
                  0.0026624826472734066,
                  0.01581226322013584,
                  -0.0005589738643379526,
                  -0.008064563890560721,
                  -0.0015792420396357916,
                  0.023682952407919785,
                  0.01610138349562205,
                  0.0015521345930743,
                  -0.013465211559891265
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00885466201307534,
                0.0026624347171454793,
                0.003934707220316519
              ],
              "feature_contributions": [
                [
                  -1.686373830409649e-05,
                  -0.003911679842635535,
                  -0.0012336979707839129,
                  -0.0001268062008929637,
                  -0.0016269786300761918,
                  -0.003085177020642853,
                  -0.003129449469310492,
                  -0.0007763204121029555,
                  0.002336268575906613
                ],
                [
                  -7.66101508184729e-07,
                  0.00025240597440290096,
                  0.0001428223960733187,
                  -1.17110581918175e-06,
                  1.874456816225487e-05,
                  4.3812297195040746e-05,
                  8.689293866089147e-05,
                  2.0363028089031912e-05,
                  -0.0002678324772260168
                ],
                [
                  7.22973479258847e-07,
                  0.0004201250431133968,
                  5.29106670976152e-06,
                  -1.3636072594724829e-05,
                  -7.308290691063482e-06,
                  -0.0003889104476715774,
                  -0.00019103326377366392,
                  -5.805959245041697e-06,
                  -0.0003168782914147338
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125,
                  0.019457840650086933,
                  -0.0118605043032457,
                  -0.007559495940337557,
                  -0.13923239240075677,
                  0.45236580833739265
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125,
                  0.019457840650086933,
                  -0.0118605043032457,
                  -0.007559495940337557,
                  -0.13923239240075677,
                  0.45236580833739265
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165,
                  0.3062060931794934,
                  -1.086576928960976,
                  -0.7850413148601642,
                  -0.2475091827918354,
                  1.5571341091225717
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686,
                  0.00896768671167934,
                  0.0023059715518121983,
                  0.0033758065610310214,
                  -0.04874220976894473,
                  -0.1714327693258429
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922,
                  0.0342584754910753,
                  0.013037710885877537,
                  0.013929588538045842,
                  0.3656033348383592,
                  0.40060684176698136
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094,
                  -0.07819739487430874,
                  -0.03147179217732058,
                  -0.026837604469787342,
                  -0.8150278262414026,
                  -1.1353840075542991
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623,
                  0.08246285142608804,
                  0.032057082899296055,
                  0.03486493161750953,
                  0.9642517571112829,
                  0.9296778789379578
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.758050096673829
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.016013216904128488,
                0.0020329022458563367,
                0.002843351682375296
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001375688291998643,
                0.00019688328219777997,
                0.00019429394671974357
              ],
              "last_validation_exit": "2019-10-01",
              "validation_folds": 29,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.023695720645613573,
                  -0.06743434092498327,
                  0.05700515728142149,
                  -0.02977512762098993,
                  -0.1392532988988937,
                  0.07068255818020769,
                  0.09977437382749077,
                  0.08055224932954702,
                  0.03458530540863209
                ],
                [
                  -0.0024441310169867393,
                  0.007280299962771633,
                  -0.014544435561388836,
                  -7.092080425554913e-05,
                  0.005274985689147237,
                  -0.006114983537674924,
                  -0.010648585020644748,
                  -0.007052104276870917,
                  -0.013695539037049339
                ],
                [
                  0.002988388943711419,
                  0.013655229971155248,
                  0.0001890576779493198,
                  -0.007538871391528163,
                  -0.0006869959354261595,
                  0.019775218000969638,
                  0.012884729796818503,
                  0.0003529913726177007,
                  -0.014903351423068291
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008936183232306782,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  0.0016333614512869968,
                  0.005894171457343702,
                  -0.0013407872955708085,
                  0.0007005611813268201,
                  -0.0020493673710475944,
                  -0.00020541894305908099,
                  0.00010588637728958847,
                  8.697168576578592e-05,
                  0.002251655128486295
                ],
                [
                  6.6553572194456e-05,
                  -0.0002513769364277979,
                  0.00013513788501364862,
                  6.591748017102851e-07,
                  3.066691705527172e-05,
                  7.020338144564331e-06,
                  -4.46423953970791e-06,
                  -3.0078311260380863e-06,
                  -0.0003522280156448022
                ],
                [
                  -8.393383027116043e-05,
                  -0.0004863268049507196,
                  -1.8118723535768391e-06,
                  7.227470254072031e-05,
                  -4.119609333928304e-06,
                  -2.341731251004952e-05,
                  5.571651390639865e-06,
                  1.5529298856930828e-07,
                  -0.00039534999833565094
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578,
                  0.02210467480737388,
                  0.0018787844664931441,
                  0.004451634185421494,
                  -0.031192134128997892,
                  0.5523142488539796
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578,
                  0.02210467480737388,
                  0.0018787844664931441,
                  0.004451634185421494,
                  -0.031192134128997892,
                  0.5523142488539796
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834,
                  0.3990723853641154,
                  -0.07880714293988755,
                  0.028777855730646527,
                  0.029277741226702073,
                  1.7654182429200467
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547,
                  0.008494144254917986,
                  0.0029619491864505327,
                  0.004031737681927626,
                  -0.041894728679516303,
                  -0.16073804617218407
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114,
                  0.03410541809360622,
                  0.01374449928712178,
                  0.014590958667108243,
                  0.36555397042574317,
                  0.4038999244999061
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066,
                  -0.07800795237291583,
                  -0.03126408567194655,
                  -0.02674456923340386,
                  -0.8142942725023014,
                  -1.1283178387135182
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375,
                  0.08241291507799989,
                  0.036241221181042504,
                  0.03742181775384715,
                  0.9636214078260126,
                  0.92767833085508
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3701672872232513
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                -0.008191346992960716,
                0.003377241054030442,
                0.004210897346526564
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014025514874605157,
                0.00019141539213935282,
                0.00018784140534880295
              ],
              "last_validation_exit": "2019-11-01",
              "validation_folds": 30,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.026945430370808595,
                  -0.046530195175910206,
                  0.04732670364490068,
                  -0.026654318047712188,
                  -0.13597138865375455,
                  0.060517293590474565,
                  0.09291293501862548,
                  0.07591498106109014,
                  0.05456989920759669
                ],
                [
                  -0.0024295574835774807,
                  0.006101600816139317,
                  -0.014076322563269699,
                  -0.00016967822330525405,
                  0.005085703512635274,
                  -0.005437121900340712,
                  -0.010144413888779952,
                  -0.006866449626492065,
                  -0.014434495173438224
                ],
                [
                  0.0029756585708858737,
                  0.013573340009157546,
                  0.000130100866948131,
                  -0.00753247807457706,
                  -0.0006423637550465172,
                  0.01953926539431117,
                  0.012767342368313514,
                  0.00032724334594412985,
                  -0.014509201603254272
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "feature_contributions": [
                [
                  0.00035201378854219566,
                  -0.001088249698132401,
                  -0.0018101432687017607,
                  0.00020350415937289598,
                  -0.004074055336221758,
                  -0.0015511582338628642,
                  0.00021860615826164518,
                  -0.0052285305634223725,
                  -0.0047868846048515264
                ],
                [
                  1.2450757611506202e-05,
                  5.597982304085763e-05,
                  0.00021119807339851188,
                  5.081897149189587e-07,
                  5.9775673389261435e-05,
                  5.4668822975574216e-05,
                  -9.362831801459625e-06,
                  0.0001855147519667015,
                  0.0004967014810402704
                ],
                [
                  -1.5711274713044616e-05,
                  0.0001283022233721549,
                  -2.01113237284853e-06,
                  2.324327731597585e-05,
                  -7.77882841314453e-06,
                  -0.00020241309698930716,
                  1.2140609505589604e-05,
                  -9.109127073860488e-06,
                  0.0005143954221305812
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125,
                  0.03619841428246584,
                  -0.006871732372402906,
                  0.004750524040472381,
                  -0.721163832727916,
                  -1.2328857543769762
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125,
                  0.03619841428246584,
                  -0.006871732372402906,
                  0.004750524040472381,
                  -0.721163832727916,
                  -1.1212516698727373
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662,
                  0.813322216974656,
                  -0.6957606296865222,
                  0.06386596198128583,
                  -1.8695427835283438,
                  -2.3811296989024986
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191,
                  0.008696020664890235,
                  0.0026951029928687052,
                  0.0038221860470442374,
                  -0.04366262793892374,
                  -0.14949858298550264
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186,
                  0.0338148805523563,
                  0.01375018211303791,
                  0.014535723954180289,
                  0.362388713838557,
                  0.40810590340170527
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038,
                  -0.0778185098715229,
                  -0.031056379166572515,
                  -0.026651533997020378,
                  -0.8135607187632001,
                  -1.1212516698727373
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124,
                  0.08236297872991173,
                  0.0361794275183642,
                  0.03739467622114246,
                  0.9629910585407422,
                  0.9256787827722022
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.3811296989024986
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.005621497805536574,
                0.0021764211878262493,
                0.0035119578019024086
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0013574308287431541,
                0.00018886478977820314,
                0.00018216270553206374
              ],
              "last_validation_exit": "2019-12-02",
              "validation_folds": 31,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.027426837680721308,
                  -0.0464247963003052,
                  0.046865407864683836,
                  -0.026758051170618382,
                  -0.1359193483669502,
                  0.06061719935222056,
                  0.09297602569709683,
                  0.07571576739866978,
                  0.055076124413844754
                ],
                [
                  -0.00020991028268262888,
                  0.00795135720863262,
                  -0.013269566574523372,
                  0.0005529746607885121,
                  0.004578119052212366,
                  -0.005322292020931848,
                  -0.010114839992264523,
                  -0.006855396970642968,
                  -0.016087911136494198
                ],
                [
                  0.003608910747924138,
                  0.01279319749902752,
                  0.000389516820184121,
                  -0.007275634102650412,
                  -0.0007706669791941951,
                  0.019591056363271523,
                  0.012749608228654103,
                  0.0003398464850172579,
                  -0.014870389560101713
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009723405280801685,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  -0.0006148381821855889,
                  4.425935553874894e-05,
                  -0.0008898717379265546,
                  0.0016228736382098896,
                  -0.002977071873506485,
                  -0.001945553022824649,
                  0.00033926825548765755,
                  -0.0009563554787421305,
                  0.0012753815706839993
                ],
                [
                  -1.8543729104798551e-06,
                  -2.9872709149212126e-06,
                  9.929103043595337e-05,
                  -1.3216416723861444e-05,
                  3.9516037168811444e-05,
                  6.731690972281298e-05,
                  -1.4544859544156713e-05,
                  3.4122740015308806e-05,
                  -0.00014680967955670428
                ],
                [
                  3.270743025452215e-05,
                  -4.930822536103523e-06,
                  -2.990104852913268e-06,
                  0.00017839647321721757,
                  -6.824329311786317e-06,
                  -0.0002542086047335386,
                  1.880850496933784e-05,
                  -1.7354055936096174e-06,
                  -0.00013921444470636507
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406,
                  0.02905519848154592,
                  -0.009280774904704026,
                  0.0052732636683254785,
                  -0.167609707225691,
                  0.1259685352226828
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406,
                  0.02905519848154592,
                  -0.009280774904704026,
                  0.0052732636683254785,
                  -0.167609707225691,
                  0.1259685352226828
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609,
                  0.5996568969707252,
                  -0.8787027818513471,
                  0.09990035803594631,
                  -0.3458022533745313,
                  0.6339741673773744
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192,
                  0.008937952098743599,
                  0.0026831314628029943,
                  0.0038346028656523813,
                  -0.043438097612785234,
                  -0.13687573561769215
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308,
                  0.033547927964187874,
                  0.013615418790754428,
                  0.014400957423550334,
                  0.35908270811184695,
                  0.41459776181056346
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012,
                  -0.07762906737012998,
                  -0.030848672661198485,
                  -0.026558498760636894,
                  -0.8128271650240989,
                  -1.1141855010319563
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876,
                  0.08231304238182356,
                  0.0361176338556859,
                  0.03736753468843777,
                  0.9623607092554719,
                  0.9236792346893243
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.02621862931205194,
                0.001613161344270009,
                0.004565814577158293
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014122064209877952,
                0.00018359206757937124,
                0.00017826350386144742
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.02941869900885032,
                  -0.03875151672109863,
                  0.038746003352777246,
                  -0.03084100155153402,
                  -0.12917654142809298,
                  0.05145160604900818,
                  0.09824513993103616,
                  0.05413547726482786,
                  0.025330130996394667
                ],
                [
                  -0.0001331530195810927,
                  0.0076617357659590135,
                  -0.01274283872647519,
                  0.0006612319002508616,
                  0.004219686764230256,
                  -0.005000431338704567,
                  -0.010216718306187414,
                  -0.005859488463195887,
                  -0.013232502804109
                ],
                [
                  0.0033092554702421647,
                  0.013262473023200643,
                  -0.00040124650251517277,
                  -0.0074382690736879906,
                  -0.00013876379417375679,
                  0.018948421053477927,
                  0.012807007777822418,
                  -0.0011444343710141625,
                  -0.015686938773106777
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.000891892439951973,
                  0.0024601146285711524,
                  -0.0015694924107165847,
                  0.0018033386326128161,
                  0.001386841297635478,
                  0.004462491004006923,
                  0.0051851308793967295,
                  0.0012413757892326975,
                  -3.0588600357624595e-05
                ],
                [
                  1.5767246344262192e-06,
                  -0.00018998076053335048,
                  0.00020161103939361316,
                  -1.5101442187534754e-05,
                  -1.7694534436443045e-05,
                  -0.00016939543398590372,
                  -0.00021060849287755476,
                  -5.2480361533354204e-05,
                  6.241370701672831e-06
                ],
                [
                  -4.028955241656745e-05,
                  -0.00033811487632460065,
                  6.52704633498277e-06,
                  0.00017466014869346594,
                  5.982633614058011e-07,
                  0.0006599705739178862,
                  0.0002714372509859994,
                  -1.0538658246959291e-05,
                  7.607351767191221e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  -0.00040366158914406647,
                  0.034658049122072265,
                  0.024460823914773222,
                  0.17484581512190286,
                  -0.17502643936601595
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  -0.00040366158914406647,
                  0.034658049122072265,
                  0.024460823914773222,
                  0.17484581512190286,
                  -0.17502643936601595
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792,
                  -0.29378364686807645,
                  2.373356195447516,
                  1.4442193250065471,
                  0.6274885501207983,
                  -0.033045069845568174
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046,
                  0.009418653297638808,
                  0.00251806214714492,
                  0.003851827688082184,
                  -0.055326212185790515,
                  -0.16030526183983734
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623,
                  0.03343383810329506,
                  0.013541998894467284,
                  0.014269990623894755,
                  0.3668147048474156,
                  0.4454878623339611
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984,
                  -0.07743962486873705,
                  -0.03064096615582445,
                  -0.026465463524253413,
                  -0.8120936112849977,
                  -1.3516589288520666
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625,
                  0.08226310603373538,
                  0.03605584019300755,
                  0.037340393155733065,
                  0.9617303599702012,
                  0.9216796866064452
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.373356195447516
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.019462467615943255,
                0.0025069705072346227,
                0.00495148947645692
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001371318043287684,
                0.0001998573576477508,
                0.00018266488764252393
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.030382839816362854,
                  -0.03879015242135874,
                  0.039425076622582586,
                  -0.02761605151226811,
                  -0.1298540990314269,
                  0.05347854155816566,
                  0.09765799363409698,
                  0.05475992857561522,
                  0.024141126854485415
                ],
                [
                  0.0015686829150115466,
                  0.007357296121866873,
                  -0.013689887958885216,
                  -0.0038759586557531164,
                  0.005662900851210039,
                  -0.00726713298261732,
                  -0.00956333597328274,
                  -0.006533989836565265,
                  -0.011025089301172674
                ],
                [
                  0.004372073131290008,
                  0.013038716132014775,
                  -0.0012804173092706064,
                  -0.010077780796425484,
                  0.0009035619407183422,
                  0.017052959179454753,
                  0.012909659691122736,
                  -0.0016854360434709486,
                  -0.014280506025397193
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0015088009278069268,
                  -0.0005861034618499182,
                  -0.001226247383036492,
                  -0.002221094184572482,
                  0.012329721790758023,
                  0.003921605566297168,
                  0.0017618741678712788,
                  -0.0016383639748500847,
                  -0.0015387470995352568
                ],
                [
                  3.13157042997632e-05,
                  4.468836599140055e-05,
                  0.0001711704844462615,
                  -0.00012531641586418366,
                  -0.00021615237427717165,
                  -0.00021422536994946732,
                  -6.935853997622212e-05,
                  7.858676472972175e-05,
                  0.0002824979258875454
                ],
                [
                  8.818005314412316e-05,
                  8.001418588084821e-05,
                  1.6174707808148475e-05,
                  -0.00032919229267139825,
                  -3.484455347166321e-05,
                  0.0005078827563811426,
                  9.45934890611703e-05,
                  2.048043393271342e-05,
                  0.0003696857121215243
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.07916599945023106,
                  0.02961687466266505,
                  0.010913401696630132,
                  -0.35746004353885663,
                  -0.9339569423638182
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.07725018236734413,
                  0.02961687466266505,
                  0.010913401696630132,
                  -0.35746004353885663,
                  -0.9339569423638182
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314,
                  -2.6182266917314596,
                  2.022059764414282,
                  0.4974812565807103,
                  -0.8250060796844718,
                  -1.757597156302712
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987,
                  0.00975961970000453,
                  0.0023171496607802093,
                  0.00387747130332222,
                  -0.057260355126929646,
                  -0.1553574404724473
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535,
                  0.03323234093599749,
                  0.013500948627892109,
                  0.014143106499463497,
                  0.36387572868158746,
                  0.442990874842581
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363,
                  -0.07725018236734413,
                  -0.03043325965045042,
                  -0.02637242828786993,
                  -0.8113600575458965,
                  -1.3489595385230873
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374,
                  0.08221316968564721,
                  0.035994046530329254,
                  0.03731325162302838,
                  0.9611000106849308,
                  0.9196801385235673
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.6182266917314596
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.012984655292262826,
                0.002399049009922675,
                0.004442632849652618
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014740537757097513,
                0.0002173316738229232,
                0.00017840092857154659
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.00406198449656314,
                  -0.0036734694545324073,
                  0.01141891562017251,
                  -0.0013247635341203563,
                  -0.02291279884508825,
                  0.011825833593540974,
                  0.01433381364593824,
                  0.010660558164756166,
                  0.007461525171938425
                ],
                [
                  -0.0006680901706089526,
                  0.0023414987390476265,
                  -0.01616025624514351,
                  -0.007890350321091852,
                  0.004759229835819064,
                  -0.0007171712402638168,
                  -0.005573143612810576,
                  -0.004534607776445293,
                  -0.010992898649589205
                ],
                [
                  0.003870468973807137,
                  0.011724061134436014,
                  -0.001890604940359819,
                  -0.010811841919894798,
                  0.0007194015491957897,
                  0.017671750086461463,
                  0.013581927366471147,
                  -0.0012806978612124782,
                  -0.01431879532786392
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -6.230895901626239e-05,
                  3.7788657407598775e-05,
                  0.0009446113708975384,
                  6.82551521451357e-05,
                  0.0022097192382639396,
                  0.0010449397210704687,
                  -0.0011244698200662143,
                  0.0005426026092231282,
                  0.00011320147576291931
                ],
                [
                  -4.155391287079647e-06,
                  -9.766603705567385e-06,
                  -0.0005420522566439922,
                  0.00016483823976599915,
                  -0.0001861059428083872,
                  -2.5694900986986585e-05,
                  0.00017727638734963447,
                  -9.358500561874196e-05,
                  -6.762407110783819e-05
                ],
                [
                  2.3671116122692256e-05,
                  -4.808460080392853e-05,
                  -6.235510360595537e-05,
                  0.00022209545572878626,
                  -2.766134124790201e-05,
                  0.0006225610517381051,
                  -0.0004248057287701815,
                  -2.598911730579033e-05,
                  -8.661116351676855e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547,
                  -0.12487124690097573,
                  0.03722696083057131,
                  -0.0631185204853616,
                  0.4488134541939625,
                  0.025857802687344777
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547,
                  -0.07706073986595122,
                  0.03669850831805903,
                  -0.026279393051486445,
                  0.4488134541939625,
                  0.025857802687344777
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096,
                  -2.6285354564563783,
                  2.408320929515156,
                  -2.1381636160904876,
                  1.3872566617960669,
                  0.41350366712988906
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642,
                  0.00958972520617667,
                  0.0028807609786513258,
                  0.004227458529002386,
                  -0.053324603013325166,
                  -0.15567895160206538
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262,
                  0.032965301974257726,
                  0.014042043535375455,
                  0.014267781637903324,
                  0.3619647834721332,
                  0.439020905302845
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992,
                  -0.07706073986595122,
                  -0.030225553145076387,
                  -0.026279393051486445,
                  -0.8106265038067952,
                  -1.346260148194108
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126,
                  0.08216323333755905,
                  0.03669850831805903,
                  0.03728611009032369,
                  0.9604696613996605,
                  0.9176805904406895
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                true,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.6285354564563783
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.010198622587723145,
                0.0025417092008090314,
                0.004777245700062733
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002705106373891125,
                0.0002560503181539066,
                0.00035966874712790924
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.01305118471865203,
                  -0.00583233976052104,
                  0.015288839742795709,
                  -0.015674675600549536,
                  -0.0006218850373895975,
                  -0.00283144346645536,
                  0.008461790865531314,
                  0.014088011782371866,
                  0.017636627011102808
                ],
                [
                  0.0046639715018090165,
                  0.003759384964001824,
                  -0.018530332672429532,
                  0.0006621923947661886,
                  -0.004998379838525849,
                  0.005916534188979622,
                  -0.0035966850147896674,
                  -0.007250699512321169,
                  -0.016530510520150803
                ],
                [
                  -0.006481705463750698,
                  0.0067680696144105865,
                  0.004415080891037733,
                  -0.0228816810231872,
                  0.017120427867125008,
                  0.0021554144595903484,
                  0.008126188560987317,
                  0.004340815767025608,
                  3.136677828770339e-05
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808908,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  0.0012282615774529952,
                  2.2309271999683535e-05,
                  0.0015659250527538702,
                  0.0007658843072492201,
                  -5.963408028933769e-05,
                  5.135942389501405e-06,
                  0.0008865441679246853,
                  0.0002731893385448927,
                  -0.0002300156631112722
                ],
                [
                  -0.00015165231264178313,
                  -4.968343363255178e-06,
                  -0.0006557403068328253,
                  -1.1178950099635558e-05,
                  -0.0001656021204785639,
                  -3.707932731560367e-06,
                  -0.00013019452295068567,
                  -4.8578731152831314e-05,
                  7.448697992018698e-05
                ],
                [
                  0.00024024249156931742,
                  -1.019593365758836e-05,
                  0.0001780962232657692,
                  0.0004403237771503981,
                  0.0006465745900982635,
                  -1.5397940666046946e-06,
                  0.0003353085180771663,
                  3.315163829760034e-05,
                  -1.611133008921902e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547,
                  0.12698335231348334,
                  0.0027526824988985954,
                  0.04845769605870309,
                  0.09682812920879935,
                  -0.29773439196240103
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547,
                  0.08211329698947087,
                  0.0027526824988985954,
                  0.03725896855761898,
                  0.09682812920879935,
                  -0.29773439196240103
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132,
                  2.1263135266076567,
                  -0.04022121011144633,
                  2.323169908519403,
                  0.4299885830758817,
                  -0.2891909942610564
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052,
                  0.008013846758804259,
                  0.0033290149424443014,
                  0.004339989143524162,
                  -0.05839180694785352,
                  -0.1686385874106596
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803,
                  0.034848788432854334,
                  0.014329067721950283,
                  0.01416985442751136,
                  0.36098618025228035,
                  0.446403266746284
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162,
                  -0.08280778570380001,
                  -0.030017846639702354,
                  -0.026186357815102965,
                  -0.809892950067694,
                  -1.3435607578651287
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875,
                  0.08211329698947087,
                  0.036649925956249794,
                  0.03725896855761898,
                  0.9598393121143897,
                  0.9156810423578103
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false,
                true,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.323169908519403
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.007259814498366158,
                0.003478548938084219,
                0.004943004602952826
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003142743576527226,
                0.0002490888851744175,
                0.00043450869279742827
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.010483486725278626,
                  -0.006735334625654456,
                  0.027407209530286265,
                  -0.020145634234442752,
                  -0.012180824652645295,
                  0.00714256421273236,
                  -0.0061882382179577824,
                  0.018226049262881936,
                  0.017846130950496798
                ],
                [
                  0.004493204268600501,
                  0.003799269382252613,
                  -0.017827328130694434,
                  0.0009743654448432076,
                  -0.0038676710485934674,
                  0.004912048967681966,
                  -0.002393003673038325,
                  -0.007555270817978528,
                  -0.01668306023660736
                ],
                [
                  -0.0043740184483959405,
                  0.004852228530532027,
                  0.018804228213584906,
                  -0.02697424941590566,
                  0.002796146043838079,
                  0.011750115583012628,
                  -0.0069037480993761405,
                  0.00944093364120891,
                  0.001564591868954353
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254528,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  -0.001398445381746039,
                  -0.0007958125129344114,
                  0.0026849190802577614,
                  0.001670076784478785,
                  -0.0006509093896530341,
                  -1.4766794950609831e-05,
                  -0.0004066928522423634,
                  -0.0018364345095080912,
                  -7.923084859036711e-05
                ],
                [
                  0.0001919360538963927,
                  0.00014375147626365743,
                  -0.0005592593824836984,
                  -2.5866520204115057e-05,
                  -6.618415281379016e-05,
                  -3.252036549500094e-06,
                  -5.0362064004732934e-05,
                  0.00024377747876898353,
                  2.3718465555743156e-05
                ],
                [
                  -0.00023004180160908502,
                  0.00022603683812258087,
                  0.0007262870235147183,
                  0.000881639934351127,
                  5.891014428089923e-05,
                  -9.57768655369538e-06,
                  -0.0001788837303819288,
                  -0.0003750457434319085,
                  -2.7386573044124096e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719,
                  0.04764537972466165,
                  0.003274687099773965,
                  0.02460236619719991,
                  -2.626194364933448,
                  -0.20619762916459458
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625,
                  0.04764537972466165,
                  0.003274687099773965,
                  0.02460236619719991,
                  -0.8091593963285928,
                  -0.20619762916459458
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328,
                  1.106872127056992,
                  -0.042823848817442,
                  1.3612977359250211,
                  -2.0870675790420856,
                  -0.09196103240077497
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278,
                  0.0061108640689965885,
                  0.003912595549932682,
                  0.003452958325917013,
                  -0.05007527472497407,
                  -0.1654386491755103
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892,
                  0.037524222211737464,
                  0.014896102703848967,
                  0.015536210274317081,
                  0.3637084535384428,
                  0.4432201218821985
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625,
                  -0.10277754172843472,
                  -0.029810140134328325,
                  -0.044252670251181715,
                  -0.8091593963285928,
                  -1.3408613675361494
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624,
                  0.0820633606413827,
                  0.03814269061954003,
                  0.037231827024914295,
                  0.9592089628291194,
                  0.9136814942749325
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.028789472627939912,
                0.0025025198065670748,
                0.004931508940342251
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003145753781876164,
                0.0002423863598146927,
                0.0004376188643921077
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.08119610007980317,
                  -0.027881568689911415,
                  0.1741705032657965,
                  -0.10453976942975383,
                  -0.02934631639765191,
                  0.0178976697201718,
                  -0.008949563008815638,
                  0.06902601416892733,
                  0.0750834594263061
                ],
                [
                  0.004252927620630344,
                  0.003738196678171498,
                  -0.014680489078896264,
                  0.0009406596868924552,
                  -0.0037994382051436326,
                  0.004923342553648177,
                  -0.0025856336986940557,
                  -0.007690149439999713,
                  -0.016743265483030848
                ],
                [
                  -0.009830746663572476,
                  0.00474280437609607,
                  0.027296173984774953,
                  -0.028052070247742145,
                  0.006643379049810039,
                  0.011259369394605527,
                  -0.0025892548431834983,
                  0.009834994869322046,
                  0.0010215972480999054
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148955,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  -0.009967876667641476,
                  0.0036118653744043067,
                  -6.923902793206595e-05,
                  0.008635350788702778,
                  -0.00036625125196508194,
                  -0.00020501072218687803,
                  -0.0004615511538230269,
                  0.009374665922067057,
                  0.00898272168616534
                ],
                [
                  0.00016426433883300417,
                  -0.00015235766554589288,
                  1.8361353517692833e-06,
                  -2.4446618282639943e-05,
                  -1.4918759760677747e-05,
                  -1.7743036775864322e-05,
                  -4.1953946784065796e-05,
                  -0.0003285985145666231,
                  -0.0006302192230724656
                ],
                [
                  -0.00047355714648823814,
                  -0.00024108376568330044,
                  -4.2579105912147215e-06,
                  0.0009092467743232426,
                  3.2533662699732e-05,
                  -5.060722903348581e-05,
                  -5.239757802228476e-05,
                  0.000524125809608845,
                  4.7958080123106836e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656,
                  0.017734463074893236,
                  0.00042676924680584705,
                  0.0212760534313976,
                  3.6322393187397894,
                  6.258915926275408
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878,
                  0.017734463074893236,
                  0.00042676924680584705,
                  0.0212760534313976,
                  0.9585786135438491,
                  0.9116819461920547
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796,
                  0.2560197812013865,
                  -0.23497847765117003,
                  1.0579521140414252,
                  2.7860634543978153,
                  2.454209706968963
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981,
                  0.0077022087943089245,
                  0.0038968681339587434,
                  0.004115752850411927,
                  -0.04770420039614174,
                  -0.16756116370036175
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017,
                  0.03918546541016253,
                  0.014767730737894742,
                  0.016220299910770578,
                  0.36118445628062357,
                  0.43975178927367226
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878,
                  -0.10240931330889237,
                  -0.02960243362895429,
                  -0.04393823941394538,
                  -0.8084258425894916,
                  -1.33816197720717
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376,
                  0.10140982773352895,
                  0.038119797374815814,
                  0.0426032960450837,
                  0.9585786135438491,
                  0.9116819461920547
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                false,
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 2.7860634543978153
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.003401772887110773,
                0.003960490262476653,
                0.005367309138365524
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003068012406295402,
                0.00023647622146928023,
                0.00043750807184826993
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.06781218321886799,
                  -0.006519734553870638,
                  0.1812398986312231,
                  -0.11164919927133879,
                  -0.02638600257968456,
                  0.01886291808758487,
                  -0.003230417546748683,
                  0.05842633433471321,
                  0.07534374294794309
                ],
                [
                  0.0018887721912570433,
                  0.0007018640764046388,
                  -0.015121751113585566,
                  0.0018679058434152053,
                  -0.004171777562256112,
                  0.004901662944065869,
                  -0.0031134033473595537,
                  -0.005798477381621078,
                  -0.01673968320663213
                ],
                [
                  -0.0022541159248223625,
                  0.011976832329997184,
                  0.0289145791392153,
                  -0.029440267450865518,
                  0.007959760845627509,
                  0.011154988696446147,
                  -0.0006253359704661576,
                  0.0035025709028926604,
                  0.0008987364504858527
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.013881043792631926,
                  9.734026503516002e-05,
                  -0.0032716056514178666,
                  0.00839028439433655,
                  -0.0016480707265612772,
                  0.00028992035143069606,
                  -0.00025502100035615084,
                  0.007196677252730417,
                  -0.009757326402238121
                ],
                [
                  0.00012166335050258609,
                  -3.297474301200486e-06,
                  8.589641132615157e-05,
                  -4.417146919283961e-05,
                  -8.19953423777407e-05,
                  2.370713445246999e-05,
                  -7.734254653298261e-05,
                  -0.0002247517847696943,
                  0.000682176369694449
                ],
                [
                  -0.00018278396976410016,
                  -7.083567560247056e-05,
                  -0.0002067623573123844,
                  0.0008764159657058036,
                  0.00019694716092104095,
                  6.791823926452971e-05,
                  -1.955591566333042e-05,
                  0.00017090618616434595,
                  -4.610663828599908e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  0.05889209215938496,
                  0.00854148429467716,
                  0.031001077198251847,
                  22.22467353479757,
                  -1.3986250195394572
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  0.05889209215938496,
                  0.00854148429467716,
                  0.031001077198251847,
                  0.9579482642585787,
                  -1.3354625868781906
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876,
                  1.2910215452967706,
                  0.31768818893043077,
                  1.6317308693108408,
                  2.5459779154136335,
                  -2.67679361127857
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056,
                  0.00833541770291253,
                  0.0038899257883470767,
                  0.004444404761734295,
                  -0.07190410214959105,
                  -0.16816333232287176
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256,
                  0.039160209711953976,
                  0.014641899410836167,
                  0.016275154767240337,
                  0.404501688790515,
                  0.43608115681274306
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102,
                  -0.10204108488935001,
                  -0.02939472712358026,
                  -0.043623808576709056,
                  -1.526920883493003,
                  -1.3354625868781906
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125,
                  0.10099058962566093,
                  0.0380969041300916,
                  0.042507322274368646,
                  0.9579482642585787,
                  0.9096823981091768
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                0.020811820703698615,
                0.0034157847506615206,
                0.0070143743022057625
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030124944790283375,
                0.00023171297880131807,
                0.00044031732340424085
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.014208704655482043,
                  -0.025132265170020894,
                  0.182333867230442,
                  -0.11306859940903295,
                  -0.023529535831939133,
                  0.018941478301863757,
                  1.6131036102580637e-05,
                  0.07277441233615586,
                  0.07467228444357282
                ],
                [
                  0.005069086523743283,
                  -0.000511437241143318,
                  -0.015265929649246314,
                  0.001011862101815668,
                  -0.003977450369236487,
                  0.0046897717478656216,
                  -0.0024873483517964387,
                  -0.0025036532155017998,
                  -0.009692117708885721
                ],
                [
                  0.012323121134227578,
                  0.008025605816412236,
                  0.028440815085716643,
                  -0.030768608425978092,
                  0.008284926002228394,
                  0.010618793433186577,
                  0.00094366031869265,
                  0.009373300362038681,
                  0.008590656733256685
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  8.981204916442865e-05,
                  -0.005003884686160661,
                  -0.005067156683353357,
                  0.009470026645659482,
                  -0.0017975368795321574,
                  -0.0008542523533487545,
                  -1.0795903603108539e-06,
                  0.01490625220675412,
                  -0.0011392957246143891
                ],
                [
                  -1.0014259615037988e-05,
                  -3.182563163706004e-05,
                  0.00013259564808217812,
                  -2.648741292921388e-05,
                  -9.496820778998631e-05,
                  -6.610480714891195e-05,
                  5.2028627634666337e-05,
                  -0.0001602776460043373,
                  4.621731730558235e-05
                ],
                [
                  -3.097304843678496e-05,
                  0.0006353844771997805,
                  -0.00031428390788374437,
                  0.0010247080759639515,
                  0.0002516727525905707,
                  -0.00019042791020492948,
                  -2.5112823471241353e-05,
                  0.0007634232946178689,
                  -5.211785236213072e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156,
                  0.0697970368183305,
                  -0.009698704846791584,
                  -0.017782953434531734,
                  2.3811479379649,
                  -0.3017190149370175
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324,
                  0.0697970368183305,
                  -0.009698704846791584,
                  -0.017782953434531734,
                  1.9720573974992837,
                  -0.3017190149370175
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872,
                  1.5787252808253556,
                  -0.9319968126751403,
                  -1.3830530825049079,
                  4.2328401884924425,
                  -0.31529649563543466
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294,
                  0.008481480760469635,
                  0.003838701674583149,
                  0.004710812663862179,
                  -0.03907951819993119,
                  -0.11719714708165005
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366,
                  0.03883864837193534,
                  0.014525163967586843,
                  0.016263848714797316,
                  0.47512706035223506,
                  0.5852328535510369
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324,
                  -0.10167285646980767,
                  -0.029187020618206223,
                  -0.043309377739472715,
                  -1.509190666050415,
                  -1.3327631965492113
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875,
                  0.10057135151779262,
                  0.038074010885367375,
                  0.04241134850365353,
                  1.9720573974992837,
                  2.9670011516478914
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 4.2328401884924425
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                0.021546895793968304,
                0.0032530737076021453,
                0.0060416550125482315
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030808952639188123,
                0.0002283835572780304,
                0.0004376508734017984
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.004159018372236576,
                  -0.033575925657585666,
                  0.1818512362829192,
                  -0.11882975367025703,
                  -0.020697719117069285,
                  0.020093193230181234,
                  0.005818479555530482,
                  0.10105627826294493,
                  0.062378556472484005
                ],
                [
                  0.003640220732913987,
                  -0.00020499931186949942,
                  -0.014915375542505337,
                  0.002221190633280651,
                  -0.004950744843845851,
                  0.004412249573256912,
                  -0.0037190268754475095,
                  -0.0066967984126132625,
                  -0.007314831841723935
                ],
                [
                  0.010399642394398011,
                  0.007929829256353178,
                  0.028817877978682408,
                  -0.028358593138552737,
                  0.006473954530663434,
                  0.01017624055453698,
                  -0.0009417302659023542,
                  -0.004839080076134467,
                  0.011600166963029297
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122843,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  7.243505230503077e-05,
                  -0.003217250205679554,
                  -0.009261375710460073,
                  0.009763760095052781,
                  0.0012049690252700699,
                  -4.309184491414212e-05,
                  -0.00016373933049710496,
                  -0.0006248242231109508,
                  0.012650026060879404
                ],
                [
                  -1.962763708727469e-05,
                  -6.081232490974346e-06,
                  0.00023516668582497166,
                  -5.650151561569689e-05,
                  8.922905618171439e-05,
                  -2.9294666515279467e-06,
                  3.240075839013357e-05,
                  1.281870476765711e-05,
                  -0.0004592432776166581
                ],
                [
                  -7.159190245986676e-05,
                  0.00030033658437141156,
                  -0.0005801079288946748,
                  0.0009210095707212526,
                  -0.00014897404066888955,
                  -8.62623033696755e-06,
                  1.0475085688745395e-05,
                  1.1826191990593433e-05,
                  0.0009298393011866598
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594,
                  -0.037443805665320906,
                  0.003278034964031562,
                  -0.004397317007031276,
                  -0.032965258206982595,
                  2.3670128184115424
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765,
                  -0.037443805665320906,
                  0.003278034964031562,
                  -0.004397317007031276,
                  -0.032965258206982595,
                  2.3670128184115424
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987,
                  -1.1973197959635609,
                  -0.04410653044967958,
                  -0.5787623434118344,
                  -0.1271602364608567,
                  4.170737613489114
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792,
                  0.009256243863709475,
                  0.003913895457363823,
                  0.005118639150030039,
                  0.1461898247755089,
                  -0.1393056736555436
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781,
                  0.039003823110974147,
                  0.01441647046025766,
                  0.016441906190655484,
                  1.4088923390578958,
                  0.6009293137887846
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765,
                  -0.10130462805026531,
                  -0.028979314112832194,
                  -0.04299494690223639,
                  -1.4914604486078273,
                  -1.4361369359242198
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624,
                  0.1001521134099246,
                  0.03805111764064316,
                  0.04231537473293848,
                  10.325515636520581,
                  2.914748536177624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.170737613489114
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.014483089130858834,
                0.0032335946960484366,
                0.004784584770906849
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003096848915560908,
                0.00022301122340144893,
                0.00043239920946279247
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.002664990474628004,
                  -0.05916982189483123,
                  0.1866152040412081,
                  -0.10667102844317472,
                  -0.031605217506271405,
                  0.021102732554109466,
                  0.02051481669194294,
                  0.08619530244645372,
                  0.06037200624316854
                ],
                [
                  0.003656549440995846,
                  -0.0013985793969691445,
                  -0.01472387931140486,
                  0.002688550111252428,
                  -0.005240928382939774,
                  0.00458208577448876,
                  -0.003344272640238198,
                  -0.006971301015824634,
                  -0.00736325836946707
                ],
                [
                  0.010551761895040505,
                  0.0048548606296705205,
                  0.02924633532288335,
                  -0.026027883214736147,
                  0.004985109624000052,
                  0.010852883902306366,
                  0.0004953207194877608,
                  -0.006127884763682219,
                  0.01169180132467858
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038615700431023,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -7.297274341524644e-05,
                  -0.0008696481867528612,
                  -0.003696811574117765,
                  0.004854637006961019,
                  0.0013711420498591417,
                  -0.0012496883503376646,
                  -0.0005963145408827255,
                  -0.001506918323307827,
                  0.005863506788542533
                ],
                [
                  -3.0745540083861366e-05,
                  -6.312132744232521e-06,
                  8.956703625287454e-05,
                  -3.7572844845887624e-05,
                  6.981963194752002e-05,
                  -8.332434428287709e-05,
                  2.985073976059401e-05,
                  3.742532798498894e-05,
                  -0.00021960262509623059
                ],
                [
                  -0.00011361240565585608,
                  2.8057945098379778e-05,
                  -0.00022781772291392886,
                  0.00046578434705771824,
                  -8.504213208069672e-05,
                  -0.0002527225203075711,
                  -5.661480480562778e-06,
                  4.212621751697111e-05,
                  0.0004465180416131175
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  -0.02493347089367659,
                  -0.01380806942563928,
                  -0.005103886653326839,
                  -0.32700031790107653,
                  1.0402665535216469
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  -0.02493347089367659,
                  -0.01380806942563928,
                  -0.005103886653326839,
                  -0.32700031790107653,
                  1.0402665535216469
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205,
                  -0.891538680656927,
                  -1.2169690976423058,
                  -0.5973436933232488,
                  -0.3592713946087172,
                  1.9958980230865149
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241,
                  0.010172755731380613,
                  0.0037104441385228293,
                  0.004774955278544576,
                  0.17750443066143773,
                  -0.1425424003081864
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237,
                  0.03937712113532675,
                  0.014395200008037663,
                  0.016537953011459255,
                  1.4042441344710197,
                  0.5926199335578793
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331,
                  -0.10093639963072297,
                  -0.02877160760745816,
                  -0.042680516065000056,
                  -1.4737302311652396,
                  -1.4350949382468654
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373,
                  0.09973287530205627,
                  0.03802822439591893,
                  0.042219400962223354,
                  10.139591294359906,
                  2.8624959207073193
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.9958980230865149
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.010281310375721747,
                0.0030393623000219833,
                0.004953989557821761
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030584660120913897,
                0.00022374158933348185,
                0.0004244932031540563
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.007852824989792086,
                  -0.011283811788085048,
                  0.03527149009971419,
                  -0.019991661763955716,
                  -0.004992844106603372,
                  0.008045587460179138,
                  0.005714004417714312,
                  0.017711426968794842,
                  0.010579321324380277
                ],
                [
                  0.004299519223877436,
                  -0.003583965925143025,
                  -0.013084364167105338,
                  0.0050330558836075975,
                  -0.003431233006629825,
                  0.004584256790615632,
                  -0.0025790216105559113,
                  -0.006666928169214676,
                  -0.010332246083675924
                ],
                [
                  0.010857489475501669,
                  0.00368792778875644,
                  0.02960738132080303,
                  -0.02441564824316038,
                  0.005741305469533697,
                  0.010868158641010121,
                  0.0009053838205175705,
                  -0.00594607520114737,
                  0.00924667640083714
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224516,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  8.02804461279907e-05,
                  0.0004560872337353338,
                  -0.0009324534294049306,
                  0.0010830305872953805,
                  -0.0005504765575281622,
                  -8.824642066504661e-06,
                  0.0005570048331948902,
                  -0.00048750192953807075,
                  0.00015592844568130548
                ],
                [
                  1.3573012699833515e-05,
                  4.473304443536108e-05,
                  0.00010681407106973108,
                  -8.4196896029532e-05,
                  -0.00011681901381137456,
                  -1.552675777109305e-06,
                  -7.763291166499831e-05,
                  5.666580517452752e-05,
                  -4.702564757542145e-05
                ],
                [
                  4.358102932515848e-05,
                  -5.85273282605642e-05,
                  -0.00030731768150723355,
                  0.0005193310560477429,
                  0.00024853392876856444,
                  -4.680362768653871e-06,
                  3.4652560384114966e-05,
                  6.425950735507825e-05,
                  5.3510302836771516e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  0.1087766784523192,
                  0.0033834132254941807,
                  0.03771517662316537,
                  -0.6088014196097133,
                  0.12710186902059534
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  0.09931363719418855,
                  0.0033834132254941807,
                  0.03771517662316537,
                  -0.6088014196097133,
                  0.12710186902059534
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105,
                  2.27608358148217,
                  -0.022643143668198605,
                  2.012406794691705,
                  -0.5682247804213186,
                  0.30427405683549374
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997,
                  0.009461299446529464,
                  0.00370674867712221,
                  0.00464131624542436,
                  0.17185273195119538,
                  -0.09271611417721576
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481,
                  0.03947673032690121,
                  0.014279618429579685,
                  0.016434977493110597,
                  1.3738474252778647,
                  0.7224341946334782
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868,
                  -0.10056817121118061,
                  -0.02856390110208413,
                  -0.04236608522776372,
                  -1.4560000137226516,
                  -1.4340529405695108
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125,
                  0.09931363719418855,
                  0.038005331151194734,
                  0.04212342719150837,
                  9.953666952199498,
                  3.69025987508527
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.27608358148217
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.006965728743949636,
                0.0030448356254557827,
                0.004842736202273123
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0031989975087103155,
                0.00021964485847380437,
                0.00042910993215028
              ],
              "last_validation_exit": "2020-12-01",
              "validation_folds": 43,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.004534648438795244,
                  -0.06282251918698224,
                  0.18382122573221646,
                  -0.10908736144974387,
                  -0.039966357065107094,
                  0.0011054758396994181,
                  0.021599843828473176,
                  0.07935821427886763,
                  0.0607603998969055
                ],
                [
                  0.004608489285825368,
                  -0.0037373248822656743,
                  -0.012833012341058634,
                  0.005515779652725429,
                  -0.00290174303235936,
                  0.005247390120754076,
                  -0.0022807616346913785,
                  -0.00643887158092778,
                  -0.011139526184157674
                ],
                [
                  0.009553714706449445,
                  0.00407707861523652,
                  0.02852765525550398,
                  -0.025535820559769818,
                  0.0041022742295788355,
                  0.008518009631518064,
                  7.886522286441281e-05,
                  -0.006353259936740647,
                  0.011679906375849316
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01137752276222159,
                0.003044668345313592,
                0.004733942980568679
              ],
              "feature_contributions": [
                [
                  7.751272739008923e-05,
                  -0.0027754902139781015,
                  -0.006082751683665019,
                  0.007668984552624669,
                  -0.0014122342797830386,
                  -2.2309585196466103e-05,
                  -0.00019607841151109023,
                  0.0008730488593974868,
                  -0.0025424759835504856
                ],
                [
                  -2.3653197489820672e-05,
                  -4.957778105842507e-05,
                  0.0001275072625568854,
                  -0.00011643196156156259,
                  -3.078740008786964e-05,
                  -3.179709713087082e-05,
                  6.216714856551296e-06,
                  -2.1269550222575214e-05,
                  0.00013996029027987797
                ],
                [
                  -6.306229596789447e-05,
                  6.955711380390812e-05,
                  -0.0003645344877669785,
                  0.0006932363998014548,
                  5.597640311186567e-05,
                  -6.638171700296022e-05,
                  -2.764603276445009e-07,
                  -2.699052931167453e-05,
                  -0.0001887312046356326
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984,
                  0.03704843016148751,
                  -0.0023845153631226745,
                  0.001506215749542017,
                  0.4608575859340943,
                  -0.6908596397516457
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984,
                  0.03704843016148751,
                  -0.0023845153631226745,
                  0.001506215749542017,
                  0.4608575859340943,
                  -0.6908596397516457
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784,
                  0.7135021227579744,
                  -0.4074978526859872,
                  -0.1832999106748431,
                  0.22214152402892093,
                  -0.8449272564953473
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978,
                  0.00895474385787458,
                  0.0034518956647382154,
                  0.004501217042009212,
                  0.1620432146781019,
                  -0.07661161955519284
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275,
                  0.039374355601101044,
                  0.014322556522422602,
                  0.016339349437982254,
                  1.3451531520828557,
                  0.7269833177642735
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418,
                  -0.10019994279163827,
                  -0.028356194596710096,
                  -0.042051654390527396,
                  -1.4382697962800637,
                  -1.4330109428921562
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874,
                  0.09889439908632022,
                  0.037982437906470504,
                  0.04202745342079325,
                  9.767742610038827,
                  3.6513408440066115
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.012828437387854975,
                0.002937406384251113,
                0.005251570204266063
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003126321702572996,
                0.00021465353005682456,
                0.0004198660072284093
              ],
              "last_validation_exit": "2021-01-04",
              "validation_folds": 44,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.004833692313280607,
                  -0.0633729500012733,
                  0.1841765174144442,
                  -0.10910232475266297,
                  -0.03692752690008089,
                  0.0024075019838904225,
                  0.021071624631879993,
                  0.0791454926935518,
                  0.061151736806943226
                ],
                [
                  0.004572842351375464,
                  -0.0037415329438723758,
                  -0.012817584944722472,
                  0.005450270133251278,
                  -0.002741323254165867,
                  0.005255105084822574,
                  -0.0022005324052097293,
                  -0.006429795874613814,
                  -0.011201590767483185
                ],
                [
                  0.009441498810361814,
                  0.004307836276270811,
                  0.028630929939749635,
                  -0.02496689495887965,
                  0.0036878091685422086,
                  0.008533751398359086,
                  -0.0005281893350178646,
                  -0.005997488532628217,
                  0.01156577398197702
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011384557437168652,
                0.003046946602256241,
                0.0046685746949463305
              ],
              "feature_contributions": [
                [
                  -0.00013922110941160703,
                  -0.0014060179978505824,
                  -0.006605120406778393,
                  0.008884660912051675,
                  0.0009135317836499663,
                  -0.00011972606599372604,
                  -0.0014469205339519853,
                  -0.0013470763307520972,
                  0.0027097696997230706
                ],
                [
                  3.954706402486894e-05,
                  -2.4925188939565564e-05,
                  0.00013802400215587156,
                  -0.00013326828538250384,
                  2.036271198179612e-05,
                  -7.847031451820416e-05,
                  4.537079161122726e-05,
                  3.2859816475720975e-05,
                  -0.00014904081541433907
                ],
                [
                  0.00010505333037577943,
                  3.69223163626536e-05,
                  -0.0003966657750883561,
                  0.0007854421089415625,
                  -3.524395779574743e-05,
                  -0.000163947515588957,
                  1.4011320927696482e-05,
                  3.943467251425949e-05,
                  0.00019798900867084096
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562,
                  -0.010190465598828857,
                  -0.010921016382531623,
                  -0.01831557271543105,
                  -0.308168424023532,
                  0.573997178879085
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968,
                  -0.010190465598828857,
                  -0.010921016382531623,
                  -0.01831557271543105,
                  -0.308168424023532,
                  0.573997178879085
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673,
                  -0.5031834054343971,
                  -1.0115210618850263,
                  -1.3966884122595056,
                  -0.3461934841091253,
                  0.9013147062669009
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612,
                  0.01063443339433195,
                  0.003453581618671632,
                  0.0049857448195117825,
                  0.14843395730120476,
                  -0.0742081926686061
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234,
                  0.041386299246460076,
                  0.014210873646481848,
                  0.0166832611557555,
                  1.3189225166953429,
                  0.7191776269050933
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968,
                  -0.09983171437209591,
                  -0.028148488091336063,
                  -0.04173722355329106,
                  -1.420539578837476,
                  -1.4319689452148017
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623,
                  0.1146028140878916,
                  0.037959544661746274,
                  0.041931479650078124,
                  9.581818267878152,
                  3.612421812927953
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                0.007339450697071906,
                0.002711080370984022,
                0.004252450793075048
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030607246783756403,
                0.0002136271612263106,
                0.00041637599758418927
              ],
              "last_validation_exit": "2021-02-01",
              "validation_folds": 45,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.00552959902088427,
                  -0.06203288724904179,
                  0.1827724252834387,
                  -0.11175167818112869,
                  -0.03591157886108636,
                  0.0021352387189006766,
                  0.020810377978391036,
                  0.07961479830172771,
                  0.059569199413638294
                ],
                [
                  0.004912362780952989,
                  -0.004700907425564475,
                  -0.011969224283268938,
                  0.006934090817554953,
                  -0.0034034270103077526,
                  0.005640553912614531,
                  -0.0019521795181548123,
                  -0.0066400973049600244,
                  -0.010192554550759285
                ],
                [
                  0.009739387483539978,
                  0.0032553856303172836,
                  0.0291269240345758,
                  -0.023044548386295688,
                  0.0030346620360782836,
                  0.008896614725798243,
                  -0.0002288566363333194,
                  -0.006097698322637701,
                  0.012383327168009073
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011510119379554644,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "feature_contributions": [
                [
                  -0.0002388546784108936,
                  -0.0014031300259053144,
                  -0.009018125241996725,
                  0.005420380749762091,
                  -0.0007147480875973714,
                  -0.00019940725983681685,
                  -0.0016923737325292656,
                  0.0023515887270153194,
                  0.0013240008670162375
                ],
                [
                  6.404999613855926e-05,
                  -3.2095650689573305e-05,
                  0.000178262566860862,
                  -0.00010152051893671221,
                  -2.0446713273489938e-05,
                  -0.00015900282748359878,
                  4.7920862121261426e-05,
                  -5.920120916373659e-05,
                  -6.838141977981027e-05
                ],
                [
                  0.00016331122604636952,
                  2.858397655798805e-05,
                  -0.000557884753662793,
                  0.00043389857519690237,
                  2.3446235143558964e-05,
                  -0.0003225251568752882,
                  7.224771234522968e-06,
                  -6.99161952776596e-05,
                  0.0001068435071231965
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875,
                  0.027805219146533444,
                  -0.023633434233317763,
                  -0.02263325775949354,
                  0.9312994811796553,
                  0.24188688492199026
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875,
                  0.027805219146533444,
                  -0.023633434233317763,
                  -0.02263325775949354,
                  0.9312994811796553,
                  0.24188688492199026
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408,
                  0.4076587095270585,
                  -1.9128140467458588,
                  -1.66569134972867,
                  0.6049866525200802,
                  0.4552445222659756
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748,
                  0.01101443565787604,
                  0.003372820422655282,
                  0.0049391580766053765,
                  0.15049437878570573,
                  -0.08355859953266738
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106,
                  0.04118833498770841,
                  0.014118599088038359,
                  0.016553136234147028,
                  1.2906154195989206,
                  0.7148806158825495
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752,
                  -0.09946348595255357,
                  -0.02794078158596203,
                  -0.04142279271605473,
                  -1.4028093613948882,
                  -1.4309269475374473
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375,
                  0.11442074734928012,
                  0.03793665141702207,
                  0.04183550587936314,
                  9.395893925717743,
                  3.5735027818493497
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.9128140467458588
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.013092233620515668,
                0.0019484187354111618,
                0.0033260640648516034
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030053452920529356,
                0.00022711899589396655,
                0.0004254256917054309
              ],
              "last_validation_exit": "2021-03-01",
              "validation_folds": 46,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.003906641219584117,
                  -0.06104308181464581,
                  0.180146545363083,
                  -0.11646614709378447,
                  -0.03709338237976596,
                  5.215364345555805e-05,
                  0.017241680222346466,
                  0.07807184379309352,
                  0.061467709027336975
                ],
                [
                  0.003337914677599,
                  -0.005584461110261613,
                  -0.00989881517658748,
                  0.010592165861696031,
                  -0.0020866853329045967,
                  0.007742400365046281,
                  0.0013573967445631716,
                  -0.00551628763126655,
                  -0.012015544407848196
                ],
                [
                  0.008442376830450304,
                  0.0023667212787178062,
                  0.029947273300569482,
                  -0.019223952746714654,
                  0.003977738844570042,
                  0.010508197297857838,
                  0.002382670166978469,
                  -0.0051417697766119345,
                  0.010513822621533876
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011847779169611097,
                0.002455755819502458,
                0.004044485784722326
              ],
              "feature_contributions": [
                [
                  0.00023129779436489493,
                  0.0007831686532080815,
                  -0.008520633037930603,
                  0.006409552966745922,
                  -0.0015253876739685758,
                  -4.8508462754899955e-06,
                  -0.0009753884886167174,
                  0.0034512325844825256,
                  0.001395462498894534
                ],
                [
                  -6.113339141914463e-05,
                  2.2163350294650672e-05,
                  0.0001448319686027088,
                  -0.0001803217442791755,
                  -2.6544591992880595e-05,
                  -0.0002227633694296715,
                  -2.375418517788147e-05,
                  -7.543310591777127e-05,
                  -8.438201477213084e-05
                ],
                [
                  -0.00019666901500996176,
                  -1.1947284525276384e-05,
                  -0.0005573223449036324,
                  0.0004162689031690069,
                  6.436107787669083e-05,
                  -0.0003845601891565264,
                  -5.303532236570356e-05,
                  -8.943256056857463e-05,
                  9.391501561325555e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406,
                  0.04539948894423307,
                  -0.023856564137511915,
                  -0.01477974115842351,
                  1.291866650998038,
                  0.25767643421329745
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406,
                  0.04539948894423307,
                  -0.023856564137511915,
                  -0.01477974115842351,
                  1.291866650998038,
                  0.25767643421329745
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454,
                  0.846849003404101,
                  -1.9153804170780513,
                  -1.1649847069682004,
                  0.9103365429676914,
                  0.46751260821290025
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172,
                  0.010718397072301754,
                  0.0031741017811829286,
                  0.004614703517091078,
                  0.14166540797546182,
                  -0.07483072988463291
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644,
                  0.040953099941693064,
                  0.014112426794010263,
                  0.01664781053305619,
                  1.2634901365959972,
                  0.7112260894288227
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793,
                  -0.09909525753301121,
                  -0.027733075080587997,
                  -0.041108361878818396,
                  -1.3850791439523005,
                  -1.4298849498600927
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124,
                  0.11423868061066839,
                  0.03791375817229784,
                  0.04173953210864802,
                  9.209969583557072,
                  3.5345837507706914
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.9153804170780513
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                -0.0025450866667907444,
                0.0022647470918702142,
                0.003971722589476177
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029540077053407466,
                0.00023179557128510196,
                0.00042043895087265625
              ],
              "last_validation_exit": "2021-04-01",
              "validation_folds": 47,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.001532643679399395,
                  -0.06015334184454788,
                  0.1770056678538917,
                  -0.11859676730471695,
                  -0.03580871249955106,
                  -0.004302049833226151,
                  0.012752934535757038,
                  0.07960029148941862,
                  0.06194574973369941
                ],
                [
                  0.0017632021825279456,
                  -0.0062436521886684105,
                  -0.008068633547443596,
                  0.011905907579664471,
                  -0.0027341877288183116,
                  0.01041834558164383,
                  0.003982388247898254,
                  -0.006425772454393968,
                  -0.012578335966341772
                ],
                [
                  0.007556511290823848,
                  0.0019204642555368605,
                  0.0305106968174157,
                  -0.018287411869045533,
                  0.003629608630009465,
                  0.01168059733525371,
                  0.003774020758195289,
                  -0.005505923633511182,
                  0.010100959239831918
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012123231353302894,
                0.002165684825517092,
                0.003855401368236392
              ],
              "feature_contributions": [
                [
                  -4.540195917430824e-05,
                  -0.0035365062908694978,
                  -0.008977356524365418,
                  0.005058017822328979,
                  -0.0017820793526818197,
                  -0.00010426461059431636,
                  0.0002266235583530118,
                  -0.004706220743868703,
                  -0.0008011299192215649
                ],
                [
                  1.6353903900463085e-05,
                  -0.0001149315618725865,
                  0.0001281289369375679,
                  -0.00015898492354835843,
                  -4.260421752254218e-05,
                  7.905806477328977e-05,
                  2.2157688521210987e-05,
                  0.00011895122243271536,
                  5.0933152731362356e-05
                ],
                [
                  8.828386458190555e-05,
                  4.452946819920621e-05,
                  -0.0006102953083903563,
                  0.00030760001707256265,
                  7.124013537852668e-05,
                  0.00011164856527257457,
                  2.6450008360110766e-05,
                  0.00012838504101799026,
                  -5.152057025273532e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797,
                  0.05291038347611332,
                  0.01001211174459371,
                  0.010431212431489367,
                  -1.896601911057839,
                  -0.2596742259538545
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797,
                  0.05291038347611332,
                  0.01001211174459371,
                  0.010431212431489367,
                  -1.3673489265097127,
                  -0.2596742259538545
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839,
                  1.030849128286235,
                  0.5020168156618502,
                  0.3680880343816258,
                  -1.2246568372156386,
                  -0.26788488724166604
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452,
                  0.01095829962445679,
                  0.0027833222490057635,
                  0.004239293736395755,
                  0.15029651837110589,
                  -0.07095794403178046
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883,
                  0.04069662834308352,
                  0.014399496730119763,
                  0.016821841833288075,
                  1.2392413929859032,
                  0.7044678177452693
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949,
                  -0.09872702911346887,
                  -0.02903877213811899,
                  -0.04079393104158207,
                  -1.3673489265097127,
                  -1.4288429521827382
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876,
                  0.11405661387205691,
                  0.037890864927573646,
                  0.04164355833793303,
                  9.024045241396664,
                  3.495664719692088
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.2246568372156386
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                -0.0017124946856872571,
                0.0015568083863108948,
                0.003657229199895413
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002912249474514506,
                0.00022755644046691477,
                0.0004118964595107571
              ],
              "last_validation_exit": "2021-05-03",
              "validation_folds": 48,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.013147485699127765,
                  -0.06131399519646051,
                  0.17330031619402697,
                  -0.12246340033760646,
                  -0.032787375615360326,
                  -0.009763084266204258,
                  0.009563135529717721,
                  0.08487118403629829,
                  0.06552754840548056
                ],
                [
                  0.0008287002673135752,
                  -0.006394101927903972,
                  -0.008439614810620503,
                  0.011292714971034295,
                  -0.002354969210623495,
                  0.009408381637919341,
                  0.0034681693858735377,
                  -0.005924841123374903,
                  -0.0123993881067981
                ],
                [
                  0.006018081841108316,
                  0.0017911921330222415,
                  0.030163495958012314,
                  -0.018433499392483454,
                  0.003825771205000514,
                  0.011069568998014319,
                  0.003611267539398677,
                  -0.005092678509895642,
                  0.010219081089038795
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012558639402619016,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "feature_contributions": [
                [
                  0.000675192728436822,
                  -0.014790789548378773,
                  -0.009053946636184956,
                  0.0022452038244025257,
                  0.00018900175720474837,
                  -5.873198573339972e-05,
                  6.131279951300165e-05,
                  0.002585188236633182,
                  0.003876434735800573
                ],
                [
                  -1.3296023983171273e-05,
                  -0.00048189293454334775,
                  0.0001377528086447414,
                  -6.468254324215353e-05,
                  4.241150469955802e-06,
                  1.7682425379111934e-05,
                  6.946889604652871e-06,
                  -5.63829611488322e-05,
                  -0.00022916488533276613
                ],
                [
                  -0.00012154686906349812,
                  0.00016993175894787366,
                  -0.0006197562108725399,
                  0.00013291006969756518,
                  -8.673189141776898e-06,
                  2.6189004839317667e-05,
                  9.105653860662832e-06,
                  -6.1006879077015274e-05,
                  0.00023775028124079094
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234,
                  0.0065663859025621996,
                  0.004248683285051902,
                  0.006226642617406908,
                  0.9360237353489812,
                  0.7916283656924714
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234,
                  0.0065663859025621996,
                  0.004248683285051902,
                  0.006226642617406908,
                  0.9360237353489812,
                  0.7916283656924714
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217,
                  -0.11987415768799313,
                  0.1250990551300444,
                  0.1333267271038153,
                  0.6334295105796535,
                  1.2301977807771887
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556,
                  0.011432646898439078,
                  0.0024184312599642957,
                  0.003981751574364275,
                  0.16363043628766538,
                  -0.06697496670515342
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782,
                  0.04059474610485037,
                  0.014630422453510953,
                  0.016837517066586663,
                  1.2193831928583436,
                  0.6979392629494051
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968,
                  -0.09835880069392652,
                  -0.029013034706904254,
                  -0.040479500204345736,
                  -1.3496187090671248,
                  -1.4278009545053836
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625,
                  0.11387454713344518,
                  0.037867971682849416,
                  0.04154758456721792,
                  8.838120899235989,
                  3.456745688613429
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                0.010969668687584788,
                0.0014638358474837554,
                0.0046400614758095446
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002853565344759229,
                0.00022291260556032465,
                0.0004034904291645418
              ],
              "last_validation_exit": "2021-06-01",
              "validation_folds": 49,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.010659108837543188,
                  -0.05890046752850105,
                  0.17244993378624632,
                  -0.12396077442276729,
                  -0.0312343606142767,
                  -0.008680885998069623,
                  0.010351483701964651,
                  0.08107717705470453,
                  0.06474850704445778
                ],
                [
                  0.0006994363613235036,
                  -0.006371114959976636,
                  -0.008398052203503733,
                  0.011256479472511315,
                  -0.0023555993965980277,
                  0.009399608575549957,
                  0.003456086663641391,
                  -0.005627801354268252,
                  -0.012473479457760957
                ],
                [
                  0.0058749917305550535,
                  0.0016822045227081787,
                  0.0299767898138614,
                  -0.01835911833736407,
                  0.0038215262943304146,
                  0.011063724902803928,
                  0.0036681776071902715,
                  -0.005622193151146935,
                  0.010185753727160258
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01243643080889469,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "feature_contributions": [
                [
                  9.436963201071959e-05,
                  -0.004702296749516506,
                  -0.008940291197611704,
                  0.0007321200636543794,
                  -0.0003835523177418367,
                  -0.00021950994021371586,
                  0.00053344809840963,
                  -0.004197461103833839,
                  0.015616411393532972
                ],
                [
                  -1.934172779918165e-06,
                  -0.0001588701949535638,
                  0.00013598872400207972,
                  -2.076520906286067e-05,
                  -9.035020076203636e-06,
                  7.423959663517962e-05,
                  5.563010619446638e-05,
                  9.100442651359538e-05,
                  -0.0009396687730829025
                ],
                [
                  -2.0451045912477174e-05,
                  5.280401992546521e-05,
                  -0.0006110414261858516,
                  4.263308386164545e-05,
                  1.8451247852756826e-05,
                  0.00010999891626523549,
                  7.43253260793277e-05,
                  0.00011444339224987376,
                  0.0009659208776565103
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672,
                  0.022427394733984363,
                  0.010225447149733169,
                  0.022114182535293958,
                  -1.2116584024112478,
                  3.4320736154792475
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672,
                  0.022427394733984363,
                  0.010225447149733169,
                  0.022114182535293958,
                  -1.2116584024112478,
                  3.4178266575347704
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058,
                  0.25704493256493316,
                  0.5293064591789777,
                  1.0787147665034855,
                  -1.0836901265550183,
                  5.048571805051473
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936,
                  0.011995672550582386,
                  0.002523227839735887,
                  0.004071858573332468,
                  0.12322327609789102,
                  -0.07009086255177512
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683,
                  0.04058326332018538,
                  0.014551530925854208,
                  0.016725759693123836,
                  1.2317927844859513,
                  0.6908721228044382
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989,
                  -0.09799057227438417,
                  -0.02882887504371167,
                  -0.04016506936710941,
                  -2.0935918736042534,
                  -1.4267589568280292
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374,
                  0.11369248039483344,
                  0.037845078438125186,
                  0.041451610796502794,
                  8.652196557075317,
                  3.4178266575347704
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 5.048571805051473
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                0.012662000221583628,
                0.0020982688386858737,
                0.004996145320415274
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028091889115548336,
                0.00021977567421162356,
                0.0004014990968104191
              ],
              "last_validation_exit": "2021-07-01",
              "validation_folds": 50,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.0031284136277078935,
                  -0.0063121393169414085,
                  0.029820773225127398,
                  -0.023084319714218985,
                  -0.005390452611528739,
                  0.001469138169338122,
                  0.0019750869959989695,
                  0.017175373957389592,
                  0.015480668787584336
                ],
                [
                  -0.00017681858742855193,
                  -0.0028656973605727352,
                  -0.009029744300956427,
                  0.011069784404677735,
                  -0.002473513957139383,
                  0.009509641947534479,
                  0.0035764191183847373,
                  -0.005093496120475342,
                  -0.011575466588890216
                ],
                [
                  0.004340199752525801,
                  0.007136741967341537,
                  0.02841384741598454,
                  -0.01854953616093002,
                  0.0036250894969638834,
                  0.011206290330407678,
                  0.0038884650077789015,
                  -0.004644118603758653,
                  0.011448242245926162
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012657204634274215,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "feature_contributions": [
                [
                  9.64969329019492e-07,
                  -0.000826041905057544,
                  -0.001514932054856235,
                  0.001191313385255757,
                  -7.93244899240939e-05,
                  8.379825652005196e-05,
                  5.699132246899421e-05,
                  -0.00014906758336599572,
                  0.0012410936869394601
                ],
                [
                  -1.7050043492377378e-08,
                  -0.00011723682847170862,
                  0.00014340290229796596,
                  -0.0001785896709785343,
                  -1.137901460126448e-05,
                  0.00016956832875467551,
                  3.2261098167184574e-05,
                  1.3819782963901805e-05,
                  -0.00029010925718118237
                ],
                [
                  5.288858825120256e-07,
                  0.0003689677558868782,
                  -0.0005702525223037902,
                  0.0003781855328042287,
                  2.1074811786793066e-05,
                  0.00025252078263718564,
                  4.432651789645223e-05,
                  1.592367216044721e-05,
                  0.0003625906276893912
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969,
                  0.024412253766741276,
                  0.019902765621528262,
                  0.014190446269985557,
                  -0.08941007446447363,
                  1.10688713037595
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969,
                  0.024412253766741276,
                  0.019902765621528262,
                  0.014190446269985557,
                  -0.08941007446447363,
                  1.10688713037595
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916,
                  0.30986059376647085,
                  1.2010376829918221,
                  0.6075846568110408,
                  -0.18275164810208863,
                  1.6881037732474866
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763,
                  0.011925764217687861,
                  0.0025483841312530127,
                  0.004103501788140412,
                  0.13167890331961685,
                  -0.05910629995386847
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364,
                  0.04029712006059075,
                  0.014449489583911262,
                  0.016601710344015797,
                  1.2097782979258598,
                  0.6907119389270369
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008,
                  -0.09762234385484181,
                  -0.028644715380519086,
                  -0.03985063852987308,
                  -2.086295949065497,
                  -1.4257169591506746
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126,
                  0.11351041365622197,
                  0.03782218519340099,
                  0.04135563702578781,
                  8.466272214914909,
                  3.3789076264561677
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7555595243462814
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.01454498196473224,
                0.0023708326648756175,
                0.004953902044060274
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002754370413461622,
                0.00022643296795299016,
                0.00039713379391077277
              ],
              "last_validation_exit": "2021-08-02",
              "validation_folds": 51,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.0030542982787558656,
                  -0.006134230735610443,
                  0.029507342824455395,
                  -0.023173780973668595,
                  -0.005388910266501671,
                  0.0015096867751063228,
                  0.002112486807708536,
                  0.016940409584939056,
                  0.014279164325492295
                ],
                [
                  -0.0009254262884646125,
                  -0.000448622717435001,
                  -0.010796886421981488,
                  0.010952858432015725,
                  -0.0019192737805128726,
                  0.010343593786244781,
                  0.005398402812326607,
                  -0.006966943524593323,
                  -0.0014024622341534936
                ],
                [
                  0.003916272718982679,
                  0.008104880493198392,
                  0.02719388590591518,
                  -0.018551142940907928,
                  0.003821417774386282,
                  0.011594227860450557,
                  0.004761717068073521,
                  -0.005426499879021096,
                  0.014357559263689628
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012709536999339896,
                0.002636242785015859,
                0.00430506821201751
              ],
              "feature_contributions": [
                [
                  -3.0601167488684984e-05,
                  -5.463794778892401e-05,
                  -0.0015142794528385357,
                  0.0017434835476867667,
                  -0.00011238155637865488,
                  -3.2684930085354736e-05,
                  -4.671732660366168e-05,
                  1.0196512905206138e-05,
                  0.001873067285984188
                ],
                [
                  2.942925779326727e-06,
                  -1.2683130508699985e-06,
                  0.00017586741834748297,
                  -0.00026155279089016165,
                  -1.2704042831585025e-05,
                  -7.107929225468286e-05,
                  -3.789310493696492e-05,
                  -1.3310089794146007e-06,
                  -5.8391911323372476e-05
                ],
                [
                  -1.555618715050669e-05,
                  2.862098461317416e-05,
                  -0.0005532875293132511,
                  0.0005533441347218215,
                  3.1595286164248004e-05,
                  -9.951905065896778e-05,
                  -4.174949698417073e-05,
                  -1.2949447759802746e-06,
                  0.000746680635426397
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297,
                  0.029760017723991394,
                  -0.003944795429474235,
                  -0.0034401941037337513,
                  0.12689233563181637,
                  2.3302334584207913
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027,
                  0.029760017723991394,
                  -0.003944795429474235,
                  -0.0034401941037337513,
                  0.12689233563181637,
                  2.3302334584207913
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697,
                  0.4420124577111637,
                  -0.45888211256503736,
                  -0.4687317762264855,
                  0.012757576642613757,
                  2.7802958188719873
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061,
                  0.01206639306238822,
                  0.002651520044897072,
                  0.004343358864636132,
                  0.11165303853865917,
                  -0.0031576357455449103
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466,
                  0.040029696794575874,
                  0.014374749622510967,
                  0.016605558579858185,
                  1.1945291429607272,
                  0.8392600090709169
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027,
                  -0.09725411543529947,
                  -0.028460555717326502,
                  -0.03953620769263674,
                  -2.0790000245267413,
                  -1.42467496147332
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875,
                  0.11332834691761023,
                  0.03779929194867676,
                  0.04125966325507269,
                  8.280347872754234,
                  4.138784193178288
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7802958188719873
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.01190577194701339,
                0.0024329289361614903,
                0.003240583837235043
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027089497681930764,
                0.00022398989502251637,
                0.0003914321414822155
              ],
              "last_validation_exit": "2021-09-01",
              "validation_folds": 52,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.0029365637679200753,
                  -0.004607172191585769,
                  0.02862660627782887,
                  -0.023502537036914985,
                  -0.005218370139451385,
                  0.0021183918610520234,
                  0.002433545032366072,
                  0.0168564519019231,
                  0.01477383241899571
                ],
                [
                  -0.000985026859019068,
                  -0.0026013756001377303,
                  -0.00982187921740049,
                  0.011691529169428833,
                  -0.002167839382942099,
                  0.009224119624387066,
                  0.00494056204354919,
                  -0.006799525379586795,
                  -0.0024734222046477543
                ],
                [
                  0.0038007808276985773,
                  0.006108756854321115,
                  0.02760170421567544,
                  -0.01777423916048538,
                  0.003646260635375077,
                  0.010729797517705456,
                  0.004481067591117462,
                  -0.005206412153394151,
                  0.013392392198669152
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012966212281406191,
                0.0024997806219629994,
                0.004183753095451193
              ],
              "feature_contributions": [
                [
                  2.078874668897281e-05,
                  0.00010783095936108333,
                  -0.0015669558418446212,
                  0.0003150009222630495,
                  0.0003622277270711708,
                  -0.00013003719860977842,
                  -0.00013511388494721026,
                  -0.00016654517856254012,
                  0.000132363414187072
                ],
                [
                  -2.217877662167586e-06,
                  1.9364787256979194e-05,
                  0.0001709944934334891,
                  -4.9838967881847775e-05,
                  4.7860205050900005e-05,
                  -0.0001800888708534975,
                  -8.72444069058918e-05,
                  2.136707826438532e-05,
                  -7.048126503858096e-06
                ],
                [
                  1.067267408408668e-05,
                  -5.6711797630057706e-05,
                  -0.0005992862866158479,
                  9.449300240919306e-05,
                  -0.0001003936094199691,
                  -0.0002612548620331844,
                  -9.868556646808148e-05,
                  2.040403186991796e-05,
                  4.759315558779215e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414,
                  -0.046605662892313604,
                  -0.01596984866784512,
                  -0.0150734611144282,
                  -0.13966885741402002,
                  0.17154703369751895
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414,
                  -0.046605662892313604,
                  -0.01596984866784512,
                  -0.0150734611144282,
                  -0.13966885741402002,
                  0.17154703369751895
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825,
                  -1.4792156259528557,
                  -1.3081151675490899,
                  -1.183164879703982,
                  -0.21054773529405876,
                  0.19092353548727922
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448,
                  0.012229146599859434,
                  0.002877656564313949,
                  0.004474080221413673,
                  0.10672197969937283,
                  0.010904940107583309
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163,
                  0.03977432935396004,
                  0.014408139053591224,
                  0.016521400923202274,
                  1.1702374132368334,
                  0.8413949237842332
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047,
                  -0.09688588701575712,
                  -0.02827639605413392,
                  -0.03922177685540041,
                  -2.071704099987985,
                  -1.4236329637959657
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624,
                  0.1131462801789985,
                  0.03777639870395253,
                  0.041163689484357564,
                  8.094423530593563,
                  4.110515770070312
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4792156259528557
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.010928114894264353,
                0.0021962298818449196,
                0.003550095836749826
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027056374758884787,
                0.00022386659189623458,
                0.0003878222189359788
              ],
              "last_validation_exit": "2021-10-01",
              "validation_folds": 53,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.00327247468552697,
                  -0.004689385336536286,
                  0.029492454197032343,
                  -0.021106479399414638,
                  -0.005690523935580028,
                  0.002615178146351357,
                  0.0030871238425534925,
                  0.016772585351954403,
                  0.010885061276530869
                ],
                [
                  -0.0007395933454632712,
                  -0.0026945488673240036,
                  -0.008565914346779726,
                  0.013229034581423453,
                  -0.0026371475898519505,
                  0.00961695481573758,
                  0.005450240061689263,
                  -0.006743655767981044,
                  -0.005317855527845424
                ],
                [
                  0.003946122570950958,
                  0.0059927708834675505,
                  0.02819749115952566,
                  -0.016113761666028056,
                  0.0032819655730597793,
                  0.011045753632587434,
                  0.0049512237734235034,
                  -0.005054590351654366,
                  0.010589431783009057
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012341159652925721,
                0.0023090716777044457,
                0.004012269216495718
              ],
              "feature_contributions": [
                [
                  -7.990445461883939e-05,
                  -4.43266412410353e-05,
                  -0.0014172428540965723,
                  0.0007023900037482215,
                  -0.00038980602218711724,
                  -6.187340479652126e-05,
                  8.24263834109447e-06,
                  0.00012603525818110134,
                  -0.000256559281991699
                ],
                [
                  5.740527940061983e-06,
                  -8.096533407212231e-06,
                  0.0001308492488826008,
                  -0.00013994417297744072,
                  -5.742418898210367e-05,
                  -7.232766698311848e-05,
                  4.625854504298779e-06,
                  -1.6108369480229888e-05,
                  3.984350464361753e-05
                ],
                [
                  -3.8082481991811676e-05,
                  2.238909589137579e-05,
                  -0.0005355546693640102,
                  0.00021194317623145085,
                  8.885672241259499e-05,
                  -0.00010328995016393276,
                  5.224981133817671e-06,
                  -1.5011980358884453e-05,
                  -9.864827353649152e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328,
                  0.07016366823782683,
                  -0.004429749517280257,
                  0.005309622324769281,
                  0.2881617635499166,
                  -0.3985403705434096
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328,
                  0.07016366823782683,
                  -0.004429749517280257,
                  0.005309622324769281,
                  0.2881617635499166,
                  -0.3985403705434096
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182,
                  1.4591450267708548,
                  -0.5039702568524018,
                  0.05687407709237304,
                  0.16006420212817737,
                  -0.5020639315757972
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755,
                  0.01245628804607819,
                  0.0027922567492457465,
                  0.0043754158975851335,
                  0.10469046608797271,
                  0.04029086437530928
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964,
                  0.03954876255135333,
                  0.014330223199344717,
                  0.016425874052722462,
                  1.146235666829629,
                  0.8740544925053394
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191,
                  -0.09651765859621476,
                  -0.028092236390941334,
                  -0.03890734601816408,
                  -2.064408175449229,
                  -1.4225909661186111
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376,
                  0.11296421344038703,
                  0.037753505459228336,
                  0.04106771571364258,
                  7.9084991884331535,
                  4.082247346962376
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4591450267708548
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.01293423638153371,
                0.0021127105210395703,
                0.004268063907674237
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00269733061902347,
                0.00022195662856344626,
                0.0003815394023235613
              ],
              "last_validation_exit": "2021-11-01",
              "validation_folds": 54,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.003361666292051426,
                  -0.005266164277042559,
                  0.027702639905888032,
                  -0.021279690915845976,
                  -0.007313258149553009,
                  0.001102594572433541,
                  0.0018514179472415258,
                  0.01641208349278213,
                  0.010943931552371933
                ],
                [
                  -0.0010023808745390262,
                  -0.0022608993821625965,
                  -0.0075206820950358645,
                  0.013395291759445746,
                  -0.0013805860807667395,
                  0.010559161949034682,
                  0.0062786861869303665,
                  -0.0065303000017868105,
                  -0.005426062165020247
                ],
                [
                  0.0036917555708546614,
                  0.006159820221657439,
                  0.028430627956291723,
                  -0.015980431783282893,
                  0.00387408646584939,
                  0.01148567860642779,
                  0.0054261187001904245,
                  -0.004838305098211572,
                  0.010501460667613626
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012937023117167237,
                0.002171555245108767,
                0.003914301151573761
              ],
              "feature_contributions": [
                [
                  6.160247613265882e-05,
                  -0.00028496566197904155,
                  -0.00044676317921642537,
                  0.000794490259482162,
                  0.00017019673279115987,
                  3.0091114912592954e-05,
                  -2.8093523556957784e-05,
                  -0.00040412017431587407,
                  0.00010477522011619893
                ],
                [
                  -5.821650408231255e-06,
                  -3.8774762341625365e-05,
                  3.843998663333605e-05,
                  -0.00015850582238194927,
                  1.0182949417510049e-05,
                  9.133172507080952e-05,
                  -3.019536625337547e-05,
                  5.096238308757586e-05,
                  -1.646416689324713e-05
                ],
                [
                  2.6599164899733917e-05,
                  0.00013105622642341572,
                  -0.0001802744425730507,
                  0.00023458663428069682,
                  -3.544876568723054e-05,
                  0.00012324536114080865,
                  -3.2372968657028836e-05,
                  4.6841582430627627e-05,
                  3.952996384250378e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375,
                  -0.008034691645644298,
                  0.010920956172071117,
                  -0.0011861561926275188,
                  -0.4897393206331252,
                  0.21841477988159216
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375,
                  -0.008034691645644298,
                  0.010920956172071117,
                  -0.0011861561926275188,
                  -0.4897393206331252,
                  0.21841477988159216
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224,
                  -0.4957497926586604,
                  0.5813593412330108,
                  -0.3232391601538341,
                  -0.5245284394000814,
                  0.20394235969419913
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097,
                  0.011711024890920452,
                  0.002556803091035335,
                  0.004131992860300424,
                  0.09933619088387256,
                  0.04160769657646863
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634,
                  0.03983000462929151,
                  0.014387234345106015,
                  0.016452675630010176,
                  1.1230573354435094,
                  0.8669463448899801
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164,
                  -0.0961494301766724,
                  -0.02790807672774875,
                  -0.03859291518092775,
                  -2.057112250910473,
                  -1.4215489684412566
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125,
                  0.11278214670177529,
                  0.037730612214504106,
                  0.04097174194292746,
                  7.72257484627248,
                  4.0539789238544
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1527107800924337
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012993782924326644,
                0.002002614663612838,
                0.004008850268782959
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026665191704376735,
                0.00022000630689616115,
                0.0003747454723134134
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.0036680564991746632,
                  -0.005409318247534443,
                  0.028227936462057457,
                  -0.020618425930430208,
                  -0.008293551564802642,
                  0.001444866411325702,
                  0.0018545284488407105,
                  0.016228210106835422,
                  0.011285042514675278
                ],
                [
                  -0.0015671268513883882,
                  -0.0020964766290397278,
                  -0.00826710315651625,
                  0.012739320787143207,
                  -0.0001989342708065415,
                  0.010166403725864503,
                  0.006304491290259341,
                  -0.006358241136151673,
                  -0.005854330670997956
                ],
                [
                  0.003596169803154074,
                  0.006099102060963842,
                  0.02843424347843379,
                  -0.015824162007340725,
                  0.003614523938665816,
                  0.011554422584587646,
                  0.005481304271960754,
                  -0.004738133204547356,
                  0.010551459732452313
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01251609359534594,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -6.651619569822938e-05,
                  -0.0001051920743484343,
                  -0.0002717399608919669,
                  0.00038729252622067095,
                  -0.0003272591077204317,
                  -3.643364077471641e-05,
                  -2.3857583633039157e-05,
                  0.0003071584572167028,
                  0.0006142369086101479
                ],
                [
                  9.00702421717136e-06,
                  -1.2921600334195426e-05,
                  2.5223974966177977e-05,
                  -7.584303007918372e-05,
                  -2.487978320274753e-06,
                  -8.125087033743433e-05,
                  -2.5705662234260378e-05,
                  -3.8142981983470086e-05,
                  -0.00010099404135434061
                ],
                [
                  -2.556294497300984e-05,
                  4.6492799380502894e-05,
                  -0.00010729892343237018,
                  0.00011651548283705534,
                  5.5908984934807765e-05,
                  -0.00011420955338656065,
                  -2.7641154290811686e-05,
                  -3.51542980900849e-05,
                  0.00022512543482199965
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.046247672253258765,
                  -0.005240249624594351,
                  -0.00034141613077365296,
                  0.5444467293815566,
                  1.037414480593342
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.046247672253258765,
                  -0.005240249624594351,
                  -0.00034141613077365296,
                  0.5444467293815566,
                  1.037414480593342
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764,
                  0.8431651064357123,
                  -0.5388108214246088,
                  -0.27488711779195213,
                  0.40443924253749186,
                  1.1630386358589604
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024,
                  0.012444009953768414,
                  0.002471487013662244,
                  0.0041494439419377995,
                  0.09946365532192417,
                  0.03576551541958738
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891,
                  0.040091391403028524,
                  0.014312512539868564,
                  0.016337106332172148,
                  1.1002470266430244,
                  0.8612344717456343
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137,
                  -0.09578120175713006,
                  -0.027723917064556167,
                  -0.03827848434369142,
                  -2.0498163263717166,
                  -1.420506970763902
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874,
                  0.11260007996316355,
                  0.037707718969779876,
                  0.04087576817221234,
                  7.536650504111807,
                  4.025710500746424
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1630386358589604
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.012279018214169692,
                0.0017407747887104052,
                0.002769158312086186
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026656974635721298,
                0.00022216412703191408,
                0.0003722811291822555
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.00404854563321081,
                  -0.003956410967113841,
                  0.027591625524362593,
                  -0.02135101701087313,
                  -0.008814677344765202,
                  0.002175066394242111,
                  0.001479855201624868,
                  0.015411430919000076,
                  0.011398067576433978
                ],
                [
                  -0.0022568910560435912,
                  -0.0036362305714320157,
                  -0.007726707272429101,
                  0.013643734582339402,
                  0.0004944691667935926,
                  0.00922036694263629,
                  0.006715963990528334,
                  -0.005510516932211617,
                  -0.006062049109420874
                ],
                [
                  0.0030072051130935035,
                  0.004947851191042742,
                  0.028599745915403218,
                  -0.014996702874942503,
                  0.004085285357815607,
                  0.01093737938110101,
                  0.0058340553267961035,
                  -0.004074125170572622,
                  0.010330718963292787
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174372,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.00017536720557097678,
                  -6.649067480689188e-05,
                  -0.0003319742524503064,
                  -0.0005754244175224146,
                  0.0006723622704224932,
                  -0.00016957895237233806,
                  -0.0001708820770694385,
                  -0.00028105824058379084,
                  0.0002241900539489822
                ],
                [
                  3.1053412695168745e-05,
                  -1.9411547280029022e-05,
                  2.953051156694569e-05,
                  0.000116802564779312,
                  -1.1980791981457294e-05,
                  -0.00022834790488676312,
                  -0.0002463400620443204,
                  3.1922367811205155e-05,
                  -3.7875115078033534e-05
                ],
                [
                  -5.0890774564725505e-05,
                  3.2486478738171895e-05,
                  -0.0001344361158416234,
                  -0.00015790365187889826,
                  -0.000121743555071161,
                  -0.00033314965900744776,
                  -0.00026319310108807834,
                  2.902781817740142e-05,
                  7.938570904810479e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  -0.05274118941298811,
                  -0.021130759097015117,
                  -0.035919459670401666,
                  -0.33022769549822584,
                  0.39637337422780367
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  -0.05274118941298811,
                  -0.021130759097015117,
                  -0.035919459670401666,
                  -0.33022769549822584,
                  0.39637337422780367
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702,
                  -1.6278706934647322,
                  -1.663881599583282,
                  -2.4643380365961933,
                  -0.3892031520287372,
                  0.4197668163349581
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234,
                  0.012193484769589627,
                  0.0025777923911545564,
                  0.004086269336159479,
                  0.08998425540122414,
                  0.03768431590145681
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443,
                  0.03988933177755777,
                  0.014248941447581043,
                  0.016233864190895692,
                  1.0796725275966501,
                  0.8544959829319297
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109,
                  -0.09541297333758772,
                  -0.027539757401363583,
                  -0.037964053506455084,
                  -2.042520401832961,
                  -1.4194649730865476
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626,
                  0.11241801322455208,
                  0.03768482572505568,
                  0.04077979440149736,
                  7.350726161951399,
                  3.9974420776384876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.4643380365961933
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.010299706715214954,
                0.002055375647795775,
                0.0028999753688480874
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002692653937046758,
                0.00022235985183492109,
                0.00037944541985125496
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.004607641249827793,
                  -0.004508169154070177,
                  0.027517582746672088,
                  -0.020583410979208603,
                  -0.009946808003923883,
                  0.0029181686785686037,
                  0.0019428803646071749,
                  0.014549621813189337,
                  0.009398142195402954
                ],
                [
                  -0.0018827951808544107,
                  -0.0040363024131063316,
                  -0.0074896515924064025,
                  0.013916354303442768,
                  -0.0004449436340685559,
                  0.009706987879762095,
                  0.006985191606601538,
                  -0.005917933864489807,
                  -0.007306594084250529
                ],
                [
                  0.0035215686177941527,
                  0.004211319845386921,
                  0.02847365314020085,
                  -0.014233513282911302,
                  0.0026479177026777307,
                  0.011608881918773385,
                  0.006277849113304406,
                  -0.004587518327282943,
                  0.008171468192382974
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637828,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.00020993987478218907,
                  -0.00027555034406313964,
                  0.00042783372779110795,
                  -0.00224019608491347,
                  0.0004960016300016116,
                  -5.356383563999743e-05,
                  -0.0001438619601072791,
                  -0.0006421799149839303,
                  0.0001605292757100345
                ],
                [
                  -2.7110140688785437e-05,
                  -7.796449482565566e-05,
                  -3.6799233282651684e-05,
                  0.0004786373470781207,
                  7.011594364221352e-06,
                  -5.6306454487783446e-05,
                  -0.00016345215645593913,
                  8.254438534769894e-05,
                  -3.944024758792122e-05
                ],
                [
                  6.281898104124068e-05,
                  0.00010077607458501801,
                  0.00017331908365859127,
                  -0.0006064838712383115,
                  -5.1694258241879795e-05,
                  -8.342383050248604e-05,
                  -0.00018199072024490667,
                  7.927226771459707e-05,
                  5.4645044687765284e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.029517140721711077,
                  -0.003040959017962974,
                  -0.021314479149188825,
                  -0.8985805331744705,
                  0.359421557795235
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.029517140721711077,
                  -0.003040959017962974,
                  -0.021314479149188825,
                  -0.8985805331744705,
                  0.359421557795235
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223,
                  -1.0584060036314422,
                  -0.38959574322958707,
                  -1.5716391553165616,
                  -0.9368238518951391,
                  0.36254770526662733
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967,
                  0.01261105000330426,
                  0.002484417078992598,
                  0.004034937282495918,
                  0.09334808535681456,
                  0.04954411759976491
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412,
                  0.039803431367992505,
                  0.014182331796421843,
                  0.016129285368039096,
                  1.0588208407852473,
                  0.8547218357583531
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082,
                  -0.09504474491804536,
                  -0.027355597738171,
                  -0.03764962266921876,
                  -2.0352244772942045,
                  -1.418422975409193
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375,
                  0.11223594648594035,
                  0.03766193248033145,
                  0.040683820630782234,
                  7.164801819790726,
                  3.9691736545305116
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.010803900758541297,
                0.0017557963186061825,
                0.002354849650996686
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002714640297159256,
                0.00021920820273595008,
                0.00038152837214059385
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005741401888129455,
                  -0.005001638666681649,
                  0.02754531214713787,
                  -0.02113935282514113,
                  -0.007435143604915151,
                  0.005143233883282102,
                  0.004459511655041791,
                  0.014849026977984847,
                  0.008657069684523356
                ],
                [
                  -0.002435819774995335,
                  -0.0038565569535456224,
                  -0.007578823714036588,
                  0.01414036603828071,
                  -0.0011782824557225768,
                  0.00885411976610086,
                  0.005712761576562993,
                  -0.006049750812419085,
                  -0.007115487505902713
                ],
                [
                  0.004452882590989075,
                  0.0036592452623694194,
                  0.028505754387612225,
                  -0.014816335643468032,
                  0.004666409734743533,
                  0.013447838533257771,
                  0.008295820140046754,
                  -0.003962039414020318,
                  0.007502794371702646
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635863,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  1.9348309110341712e-05,
                  0.00012006668461314215,
                  0.001799328413261869,
                  -0.002834845067428691,
                  -0.00022564204507474447,
                  -0.0004991726810448203,
                  -0.0004099428725542083,
                  0.0006976713296106895,
                  0.0005362465134118561
                ],
                [
                  -2.569144612833572e-06,
                  2.8975322851299876e-05,
                  -0.00015494689383518565,
                  0.0005934943955774618,
                  -1.1191760474035439e-05,
                  -0.00026895415428534965,
                  -0.0001643616396794783,
                  -8.896285174201086e-05,
                  -0.00013794836515443592
                ],
                [
                  5.866494598445839e-06,
                  -3.4341090786526295e-05,
                  0.000727960207561511,
                  -0.0007767670779240689,
                  5.5363800773888874e-05,
                  -0.000510245734334447,
                  -0.0002981314043788203,
                  -7.277530481039147e-05,
                  0.00018168914184082325
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203,
                  0.0375902767512768,
                  -0.040608962051997044,
                  -0.028937465552051123,
                  1.1167671472247427,
                  1.1642363542051766
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124,
                  0.0375902767512768,
                  -0.02717143807497842,
                  -0.028937465552051123,
                  1.1167671472247427,
                  1.1642363542051766
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155,
                  0.6411752970811595,
                  -2.050504141078183,
                  -1.9421472409197615,
                  0.9926565109073298,
                  1.308698738088678
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134,
                  0.011825916536613156,
                  0.002201839852998148,
                  0.003514262117779191,
                  0.08609261308600787,
                  0.05339475412021572
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612,
                  0.04018302066837489,
                  0.014324905441318299,
                  0.016709200510699608,
                  1.0382992735288212,
                  0.8488138390866925
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055,
                  -0.094676516498503,
                  -0.02717143807497842,
                  -0.04081529061709445,
                  -2.0279285527554487,
                  -1.4173809777318385
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124,
                  0.11205387974732861,
                  0.03763903923560722,
                  0.04058784686006711,
                  6.9788774776300535,
                  3.9409052314225357
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.011625062176764447,
                0.0005184384405111374,
                0.0010533217273398373
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027050008422732186,
                0.00027271606625770635,
                0.00039230929214375144
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006781136751964702,
                  -0.0035242323993801648,
                  0.02771223643178848,
                  -0.018083980215942482,
                  -0.008332275182856206,
                  0.004757372858841532,
                  0.0029180484031954275,
                  0.013720146058085308,
                  0.009036226020545629
                ],
                [
                  -0.006550544335759322,
                  -0.00863720227675323,
                  -0.008215988499892376,
                  0.0038906297988017128,
                  0.0025904675534092073,
                  0.009474955903643128,
                  0.0107014432909195,
                  -0.0019817501883307763,
                  -0.008089703778136198
                ],
                [
                  0.002252147252245672,
                  0.001181413024620938,
                  0.027395454911554203,
                  -0.018267242280878816,
                  0.006305149962726611,
                  0.013835663608714067,
                  0.010666479750152556,
                  -0.002082276108392777,
                  0.00666849204951609
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815097,
                0.0012716456558544344,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -3.211435438222011e-05,
                  5.268060666931508e-05,
                  0.0018220288622693935,
                  -0.002340207767353667,
                  0.0009722112065770681,
                  -0.0004601373904203473,
                  -0.0003592398396628928,
                  5.102638078426077e-05,
                  -0.00021801411853155975
                ],
                [
                  1.0502136653569823e-05,
                  4.370819787307983e-05,
                  -0.00018287194377632508,
                  0.00017044485010522827,
                  -0.0001023242940321072,
                  -0.0003102423731470998,
                  -0.0004460031629055121,
                  -2.4951032441774597e-06,
                  6.60744771300468e-05
                ],
                [
                  -4.220963238612872e-06,
                  -6.988855754530486e-06,
                  0.0007128206745588755,
                  -0.0009355165534686743,
                  -0.000291145802358574,
                  -0.0005295883505261625,
                  -0.0005196742643798865,
                  -3.0647315658007076e-06,
                  -6.367123388175552e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094,
                  -0.08776895970966381,
                  -0.042282850974086905,
                  -0.06699282034555176,
                  0.1526604013228275,
                  -0.37317830492177806
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876,
                  -0.08776895970966381,
                  -0.026987278411785835,
                  -0.04054330000894485,
                  0.1526604013228275,
                  -0.37317830492177806
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015,
                  -2.4667050401720165,
                  -2.0447515097813898,
                  -2.6026286446654714,
                  0.07862419898105416,
                  -0.5100558546797
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592,
                  0.011335953494025136,
                  0.0021413454190399015,
                  0.0032207773031418885,
                  0.0722437849445539,
                  0.056713806242173315
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106,
                  0.04017704248773004,
                  0.014245556827557966,
                  0.016815336833316052,
                  1.0227972738730393,
                  0.8428334019102887
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274,
                  -0.09430828807896066,
                  -0.026987278411785835,
                  -0.04054330000894485,
                  -2.0206326282166924,
                  -1.4163389800544839
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876,
                  0.11187181300871714,
                  0.03761614599088302,
                  0.04049187308935213,
                  6.792953135469644,
                  3.9126368083145997
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.01023395009773973,
                0.0003787550517255651,
                0.001281266069473333
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028124808557535006,
                0.00030183589456601775,
                0.00048711995005260597
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006452351822969047,
                  -0.002420307280449077,
                  0.023898469152261338,
                  -0.023523527731563017,
                  -0.009568704483763983,
                  0.0095855962045944,
                  0.006581101391912336,
                  0.011091956194220244,
                  0.00587574391874978
                ],
                [
                  -0.006662692469649077,
                  -0.006956159515207169,
                  -0.011570041945207868,
                  -0.005104624277185352,
                  0.0005264525661758308,
                  0.015813858616118674,
                  0.014959577527479537,
                  -0.004742604769579678,
                  -0.011521204665455741
                ],
                [
                  0.0016113808769915381,
                  0.0029573717895330074,
                  0.019269405182734872,
                  -0.02840404160549844,
                  0.0029564274281298074,
                  0.021824077062670977,
                  0.01664496505786822,
                  -0.005898196754285354,
                  0.0005679789116860708
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688463,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -1.3147710593819163e-05,
                  -7.263035892099468e-05,
                  0.00247651038729153,
                  -0.0035552670897860566,
                  0.00010814052889126511,
                  0.00014235043511707694,
                  0.00029348779704448916,
                  -5.1266790659148904e-05,
                  -8.978004833307399e-05
                ],
                [
                  4.685412995473107e-06,
                  -7.204158004919499e-05,
                  -0.0004137814513275751,
                  -0.0002662561061297285,
                  -2.0533387723802317e-06,
                  8.104822987632646e-05,
                  0.00023023789668919175,
                  7.565034847461817e-06,
                  6.0754839861369735e-05
                ],
                [
                  -1.3929098620607562e-06,
                  3.764838238323087e-05,
                  0.0008470929983688524,
                  -0.0018211370627939055,
                  -1.4174093123710922e-05,
                  0.00013748909936641033,
                  0.0003148959436322059,
                  1.1564848639166687e-05,
                  -3.681644903071941e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812,
                  0.0022573111248493927,
                  0.0061841726831683985,
                  0.01863910380526601,
                  -0.014337009017437556,
                  -0.19853933569068016
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623,
                  0.0022573111248493927,
                  0.0061841726831683985,
                  0.01863910380526601,
                  -0.014337009017437556,
                  -0.19853933569068016
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163,
                  -0.23460541576925997,
                  0.308277873820306,
                  0.9257509212268624,
                  -0.0959468390826378,
                  -0.31719012744472513
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021,
                  0.011647018022709635,
                  0.0014747447684430061,
                  0.0028445158205800234,
                  0.08243078429347475,
                  0.06942317238961311
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795,
                  0.04002340213277618,
                  0.015276568040269082,
                  0.017061379710812518,
                  1.0085563447021682,
                  0.8448009092811046
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625,
                  -0.09394005965941832,
                  -0.04087513299676076,
                  -0.040271309400795256,
                  -2.013336703677936,
                  -1.4152969823771295
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623,
                  0.1116897462701054,
                  0.03759325274615879,
                  0.040395899318637005,
                  6.607028793308971,
                  3.8843683852066238
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.012499736596927047,
                -0.0005692745984470256,
                0.001886465380314934
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002775368618390088,
                0.0002978122428538561,
                0.00048425998222954944
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006513165371082433,
                  -0.002289663614703441,
                  0.023159132872006164,
                  -0.024416704473487864,
                  -0.008144982508065023,
                  0.010324610026807004,
                  0.003657253722348625,
                  0.011094355204369,
                  0.006202796137074751
                ],
                [
                  -0.006855549060985197,
                  -0.007143147670055013,
                  -0.010572891292161934,
                  -0.006673488715999771,
                  -0.0008212596284858765,
                  0.013746009550243375,
                  0.011556391056842011,
                  -0.004640142682136297,
                  -0.011830319775382165
                ],
                [
                  0.0015424406968734443,
                  0.0026918067644637203,
                  0.020448094964143855,
                  -0.02483358512103893,
                  0.0006795198972335885,
                  0.018241166441438205,
                  0.008008392630177804,
                  -0.005484608474822052,
                  0.00019760755718618324
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0107305129908787,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -1.955332099285944e-05,
                  -8.928979566934204e-05,
                  0.003361727846676283,
                  -0.0018868738640006849,
                  0.0008817153135262793,
                  -0.0002977342700248028,
                  -0.0003481699960729983,
                  -1.965950747010386e-05,
                  0.00018706120007657765
                ],
                [
                  7.101590988502019e-06,
                  -9.611800822090736e-05,
                  -0.0005295646805928653,
                  -0.0001779482578583345,
                  3.0676350403925374e-05,
                  -0.00013677817301902532,
                  -0.00037961509158001606,
                  2.8371800008835972e-06,
                  -0.00012310556345019753
                ],
                [
                  -1.9696894544759305e-06,
                  4.4651380038418646e-05,
                  0.0012625656520720459,
                  -0.0008163118540241111,
                  -3.128969034836086e-05,
                  -0.00022375288048196348,
                  -0.0003242966548578616,
                  4.13406267813563e-06,
                  2.534898751832503e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  -0.0824605416742874,
                  -0.008634906754673266,
                  -0.0362282627163969,
                  0.044640202922995156,
                  0.5920409422143341
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  -0.0824605416742874,
                  -0.008634906754673266,
                  -0.0362282627163969,
                  0.044640202922995156,
                  0.5920409422143341
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481,
                  -2.257439442623974,
                  -0.6013579412383137,
                  -1.9852451020577075,
                  -0.03695289330282917,
                  0.6288891320616523
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383,
                  0.010493182952344023,
                  0.0009495225125413261,
                  0.001803965051507332,
                  0.08117033312379685,
                  0.06396005724145062
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629,
                  0.04117661934646851,
                  0.01593797738411565,
                  0.019157446971401065,
                  0.9885594045759033,
                  0.8397042627238688
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724,
                  -0.09357183123987596,
                  -0.04227407853436776,
                  -0.06369966546439013,
                  -2.0060407791391803,
                  -1.414254984699775
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426,
                  0.11150767953149392,
                  0.03757035950143459,
                  0.04029992554792202,
                  6.421104451148563,
                  3.8560999620986878
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.010568955429137675,
                0.0010182775887409828,
                0.002951332549223617
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002822370848771777,
                0.00029386555745885466,
                0.00048264580796599665
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006405292915951964,
                  -0.003324962051112981,
                  0.019096578607558014,
                  -0.02796050674434031,
                  -0.007714019756723049,
                  0.009718268835749147,
                  0.0021077483934098667,
                  0.010972793212099418,
                  0.006520310094028463
                ],
                [
                  -0.007067115198309518,
                  -0.00680294531971621,
                  -0.00944492077885123,
                  -0.004924930913916604,
                  -0.0008722727472797429,
                  0.01389394285813252,
                  0.011968961634192235,
                  -0.004632746540571197,
                  -0.011951739132596813
                ],
                [
                  0.00135300307137858,
                  0.0019843547061224108,
                  0.017830080886072013,
                  -0.026727381067228606,
                  0.00090099183356461,
                  0.01786804407303318,
                  0.007020515625094325,
                  -0.005275439968853316,
                  0.0004409874141767606
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204728,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.00012102748440078105,
                  -0.00019876206899484638,
                  0.0019744804465176196,
                  -0.0014787177115524175,
                  -0.0007444604188823629,
                  0.0008478969957524246,
                  0.00020360202156893042,
                  -3.0584317987638314e-05,
                  0.00025872052791201964
                ],
                [
                  4.547041863943011e-05,
                  -0.00013847952549876785,
                  -0.0003325350000313669,
                  -8.869153061217304e-05,
                  -2.8665197607837192e-05,
                  0.0004127826803488214,
                  0.0003936965094790586,
                  4.397055189476238e-06,
                  -0.00016148623685451334
                ],
                [
                  -1.0781810549071002e-05,
                  5.002810168474739e-05,
                  0.0007774965814711684,
                  -0.0005961348958284329,
                  3.667158005322173e-05,
                  0.0006574747903258071,
                  0.0002860093504157159,
                  6.201377847554671e-06,
                  7.3796664972619015e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.09208750563462265,
                  0.02961490094632957,
                  0.04444447784954031,
                  0.0221660897842801,
                  0.744801526030938
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.09208750563462265,
                  0.02961490094632957,
                  0.0402039517772069,
                  0.0221660897842801,
                  0.744801526030938
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048,
                  1.995632727239083,
                  1.8041553882772137,
                  1.9974829034496704,
                  -0.05763699865936711,
                  0.8205071884354451
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303,
                  0.010400657548360526,
                  0.001009428950829556,
                  0.0019968145685377394,
                  0.07801934737939281,
                  0.0606298754211891
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983,
                  0.04093280640835861,
                  0.015855326088522425,
                  0.019127641664759734,
                  0.9690521521636432,
                  0.8338399227364932
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456,
                  -0.09320360282033362,
                  -0.042273975329194594,
                  -0.06366092246578822,
                  -1.9987448546004243,
                  -1.4132129870224204
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085,
                  0.1113256127928822,
                  0.03754746625671036,
                  0.0402039517772069,
                  6.2351801089878895,
                  3.8278315389907114
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.01176839253299171,
                0.00014009431952636511,
                0.0015159072463989615
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028445484760437597,
                0.00029929800009458263,
                0.0004907945981597857
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006201437316452684,
                  -0.0021292757777392896,
                  0.02199168038504243,
                  -0.025517883399113477,
                  -0.010345219157922435,
                  0.008886444022748479,
                  -0.0004566601766026616,
                  0.010762517612937174,
                  0.007343850521150344
                ],
                [
                  -0.007276405779848736,
                  -0.005422489021436547,
                  -0.0047631789942804035,
                  -0.0028463636676312474,
                  -0.0040158212234757415,
                  0.012910092694570897,
                  0.008894947555171548,
                  -0.004556019601392286,
                  -0.010796022127364994
                ],
                [
                  0.0010375429287974168,
                  0.0032436312413236202,
                  0.021258849772663135,
                  -0.02405389652340879,
                  -0.002409755325112932,
                  0.016785583822171588,
                  0.003980952948820515,
                  -0.005106484968578782,
                  0.001448995001590707
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01062599016700739,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  8.863855302733903e-05,
                  0.00017516175233840854,
                  0.0018184650240033941,
                  -0.0007561914530116562,
                  0.0006025586706405497,
                  -0.0010785005448562853,
                  5.2359306610698824e-05,
                  -0.00020514477651392257,
                  0.00044505583374579314
                ],
                [
                  -3.543960698760853e-05,
                  0.00015200145191306334,
                  -0.0001342100773422755,
                  -2.8742145944049133e-05,
                  7.970318982198927e-05,
                  -0.0005339042858881946,
                  -0.0003475248187136503,
                  2.959196872164098e-05,
                  -0.00022294417148300115
                ],
                [
                  6.270461491362278e-06,
                  -0.00011282412470273238,
                  0.0007432748378103254,
                  -0.0003013947511222992,
                  5.934658374281041e-05,
                  -0.0008613743615438673,
                  -0.00019299716145163313,
                  4.115586903154716e-05,
                  3.7129635646648574e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.040801880473728236,
                  -0.03853822529981399,
                  -0.0442913709282976,
                  -0.2968549991008947,
                  1.100440416023265
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.040801880473728236,
                  -0.03853822529981399,
                  -0.0442913709282976,
                  -0.2968549991008947,
                  1.100440416023265
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011,
                  -1.198097331697111,
                  -2.4964611701383377,
                  -2.358485456084428,
                  -0.39208393142468456,
                  1.2465885274836563
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532,
                  0.009347532121750103,
                  0.0008995752491812167,
                  0.001561788340616741,
                  0.0756101705375938,
                  0.06635924634576322
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175,
                  0.041857544682485384,
                  0.015797482060099424,
                  0.019441781652976584,
                  0.9499628517932145,
                  0.829528867688909
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918,
                  -0.09283537440079126,
                  -0.04227387212402143,
                  -0.06362217946718632,
                  -1.991448930061668,
                  -1.4121709893450658
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742,
                  0.11114354605427046,
                  0.03752457301198613,
                  0.04010797800649178,
                  6.049255766827216,
                  3.7995631158827354
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.4964611701383377
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.011015488643155099,
                0.00021652618001733652,
                0.0013609400754801373
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028324550121442372,
                0.0003380917571497584,
                0.0005301691127587231
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006514996562707985,
                  -0.0032799871698603053,
                  0.019582658943621996,
                  -0.026352879739899922,
                  -0.01195466660624693,
                  0.007065567846082864,
                  -0.002028573064741836,
                  0.010647505966721916,
                  0.006445300869262024
                ],
                [
                  -0.005725594675497195,
                  -0.008843792839217204,
                  -0.010538363073874324,
                  -0.0062465847844885005,
                  -0.009611621935109263,
                  0.006779681093847503,
                  0.002028203053797531,
                  -0.004176068449932441,
                  -0.012863944738627014
                ],
                [
                  0.0019386579041262644,
                  -0.00011091047801772029,
                  0.01489830056151985,
                  -0.026107939592445138,
                  -0.007296099284262313,
                  0.011429751472426917,
                  -0.0012355583791499607,
                  -0.004728890623107308,
                  -0.0008909872824135775
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425855,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  1.4153791937819863e-05,
                  -0.0001744326857779211,
                  0.0021139968218300336,
                  -0.0014528329774148821,
                  0.0014033396694001713,
                  -0.0009332677720419737,
                  0.00030555919000411504,
                  0.00015822940251788406,
                  -0.0005333310567260018
                ],
                [
                  -4.4529857334776565e-06,
                  -0.00016837064319766442,
                  -0.0004072657739289992,
                  -0.00012328275620270807,
                  0.00040391883032798477,
                  -0.00032058304586054837,
                  -0.0001093674823943118,
                  -2.2216671412187927e-05,
                  0.00038106576355817576
                ],
                [
                  1.8395732369455162e-06,
                  -2.576235652625995e-06,
                  0.0007024682302150661,
                  -0.0006286624119630761,
                  0.00037408763588832463,
                  -0.0006594065721132137,
                  8.128777793816945e-05,
                  -3.069416697834619e-05,
                  3.2201972162269975e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.09244599551502775,
                  -0.04734984395467057,
                  -0.05979828626403405,
                  0.35791046537507865,
                  -1.3341592570167893
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.09244599551502775,
                  -0.04227376891884826,
                  -0.05979828626403405,
                  0.35791046537507865,
                  -1.3341592570167893
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462,
                  -2.4164568167055895,
                  -2.7190231381862984,
                  -3.100690373359023,
                  0.30590952630061674,
                  -1.7033636862541512
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203,
                  0.010279286449770367,
                  0.0012219632902778156,
                  0.0020981874252872304,
                  0.07300261437607732,
                  0.07367627841603956
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457,
                  0.04251070462117582,
                  0.015996823123079245,
                  0.019962158821510426,
                  0.9313467757752104,
                  0.8265031988140976
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905,
                  -0.09246714598124892,
                  -0.04227376891884826,
                  -0.06358343646858441,
                  -1.984153005522912,
                  -1.4111289916677114
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547,
                  0.11096147931565897,
                  0.03750167976726194,
                  0.04492606403463986,
                  5.863331424666808,
                  3.7712946927747995
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.100690373359023
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.008646376720618312,
                -0.0012574316042070145,
                0.0005410939426284448
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028952914579475782,
                0.00034535045598597366,
                0.0005443697721117484
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005786948098146499,
                  -0.0003910493361035606,
                  0.016348645495911356,
                  -0.026670155613829707,
                  -0.009891876387022547,
                  0.010647022877775861,
                  0.0015410660110447363,
                  0.011111650305402619,
                  0.004190073244507414
                ],
                [
                  -0.006369538377933179,
                  -0.0059210487284864196,
                  -0.012828090497933391,
                  -0.006891409296422704,
                  -0.007686651974528744,
                  0.010205157026165918,
                  0.0052918170108533225,
                  -0.0033850188758369616,
                  -0.014620463810914842
                ],
                [
                  0.0011052563110726464,
                  0.002799992050431548,
                  0.011637816803042433,
                  -0.02646001660856467,
                  -0.005237277869468865,
                  0.014982666882015341,
                  0.002482422639726818,
                  -0.0037849469385624417,
                  -0.0030968240235256374
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907965,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -2.9954829522492645e-05,
                  -2.1152014833171648e-05,
                  0.0020142829973921993,
                  -0.0014450757968419456,
                  -0.0008152505822581635,
                  -0.0004866045277661942,
                  -3.342652111180423e-05,
                  2.8226160538745282e-05,
                  0.00022695898911317475
                ],
                [
                  1.1799773149708389e-05,
                  -0.0001146218091864586,
                  -0.0005656517819981514,
                  -0.00013363541181778848,
                  -0.00022672431037970765,
                  -0.00016692296269779384,
                  -4.107931469727107e-05,
                  -3.0773916509774133e-06,
                  -0.00028342317461885826
                ],
                [
                  -2.5043216881929094e-06,
                  6.629592491780123e-05,
                  0.0006276536703928634,
                  -0.0006275741350360029,
                  -0.00018894173530405056,
                  -0.000299741535881498,
                  -2.356977881710837e-05,
                  -4.208650710154284e-06,
                  -7.342638502592093e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.08127579978431498,
                  -0.014539663470444886,
                  -0.0074526517553120675,
                  0.1142349948561849,
                  0.9984445560321401
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.08127579978431498,
                  -0.014539663470444886,
                  -0.0074526517553120675,
                  0.1142349948561849,
                  0.9984445560321401
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632,
                  1.679976815722434,
                  -0.9316200134980019,
                  -0.44214099959836156,
                  0.05178024408602266,
                  1.1041208853835343
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968,
                  0.009713786391519612,
                  0.000779930194392895,
                  0.0015827324526530683,
                  0.06690832514164521,
                  0.08478225299577961
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204,
                  0.04259702438930494,
                  0.016444036670397955,
                  0.020435526712457856,
                  0.9139908579016305,
                  0.8275020562798114
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863,
                  -0.09209891756170656,
                  -0.04227366571367509,
                  -0.06354469346998251,
                  -1.976857080984156,
                  -1.4100869939903569
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204,
                  0.11077941257704724,
                  0.03747878652253771,
                  0.044885931852548216,
                  5.677407082506135,
                  3.7430262696668235
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.00955237682753546,
                -4.385001636343814e-05,
                0.0011611916606637813
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028731156356755307,
                0.00035075086789230467,
                0.0005420798012892449
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005759477176978082,
                  0.0005324091155762535,
                  0.017562114625117087,
                  -0.025718005206155505,
                  -0.011569110455695562,
                  0.008365252339549389,
                  -0.0005763741495366963,
                  0.011249671179214075,
                  0.0027419270309730855
                ],
                [
                  -0.00665092061046996,
                  -0.007472612822940292,
                  -0.015315105687375855,
                  -0.008120254041307068,
                  -0.004247032313021022,
                  0.013271807180267676,
                  0.008762172914199888,
                  -0.0038297974197263186,
                  -0.011873862022768147
                ],
                [
                  0.000778736655819116,
                  0.0017533099099142596,
                  0.009577066082491021,
                  -0.027052423136338915,
                  -0.003416832848963795,
                  0.016574050130802844,
                  0.004664354714175448,
                  -0.003974970914783617,
                  -0.0016297779462826165
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0096440295302077,
                -2.5748678350054735e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -1.7250799059042782e-05,
                  -3.1518323295732645e-05,
                  0.0015259418348134368,
                  -0.0018597343111742147,
                  -0.0006088135103228162,
                  0.000864450182568403,
                  -5.820160034222769e-05,
                  -5.5770314964521555e-05,
                  0.0001492441391044749
                ],
                [
                  7.192650663327484e-06,
                  0.00015972435876372237,
                  -0.0004804655122708107,
                  -0.0002120138776448353,
                  -8.069579940956824e-05,
                  0.0004951901949095229,
                  0.0003194650116723956,
                  6.8551998452611515e-06,
                  -0.00023335356454239872
                ],
                [
                  -1.021974022491706e-06,
                  -4.547779449754492e-05,
                  0.00036460006387856354,
                  -0.0008571224680100701,
                  -7.878274915324479e-05,
                  0.0007504342660298867,
                  0.00020636929768948884,
                  8.63416428714341e-06,
                  -3.88680643354359e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  0.05559130978348037,
                  0.03612172118535151,
                  0.06647654642812251,
                  -0.02265927802159357,
                  0.9968643775724892
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  0.05559130978348037,
                  0.03612172118535151,
                  0.044845799670456564,
                  -0.02265927802159357,
                  0.9968643775724892
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835,
                  1.0747855467075875,
                  2.1105635231717588,
                  2.0623764252849948,
                  -0.10125133833227977,
                  1.1116777049233662
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759,
                  0.008549704504299007,
                  0.00030079218371515645,
                  0.0009082004977060699,
                  0.06814320121429923,
                  0.06889029766123905
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352,
                  0.04376836423162264,
                  0.016972210790322288,
                  0.02130435483749232,
                  0.8968027557117654,
                  0.8347510036420316
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836,
                  -0.09568852065362254,
                  -0.042789550272145274,
                  -0.0635059504713806,
                  -1.9695611564453999,
                  -1.4090449963130023
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863,
                  0.11059734583843552,
                  0.03745589327781348,
                  0.044845799670456564,
                  5.491482740345462,
                  3.7147578465588476
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1105635231717588
            }
          ]
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.11661583213934756,
            "annualized_return": 0.03126076989003934,
            "annualized_volatility": 0.11775246124087609,
            "sharpe_zero_rf": 0.31987106102924107,
            "maximum_drawdown": -0.21868836326667151,
            "average_turnover": 0.10083100587609949,
            "cost_bps_sum": 21.67866626336139,
            "end_value": 111.66158321393476,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 43,
              "mae": 0.0515974645411071,
              "rmse": 0.06541879765298983,
              "oos_r2_vs_mean": -0.15179111867159412,
              "forecast_min": -0.07066966715015544,
              "forecast_max": 0.04332847821828534,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 43,
              "mae": 0.016851926261782668,
              "rmse": 0.022167497629124247,
              "oos_r2_vs_mean": -0.0035065198618857707,
              "forecast_min": -0.0005043695744989542,
              "forecast_max": 0.0037817525821858817,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 43,
              "mae": 0.022368897187956815,
              "rmse": 0.029460490444466577,
              "oos_r2_vs_mean": -0.0012539378778133603,
              "forecast_min": 0.000300460023503721,
              "forecast_max": 0.006520269565144448,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          },
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406421
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481206
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956116
            },
            {
              "date": "2019-06-24",
              "wealth": 104.10025882383881
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168238
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.096405116439
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52856769650379
            },
            {
              "date": "2019-07-02",
              "wealth": 104.83735211003247
            },
            {
              "date": "2019-07-03",
              "wealth": 105.3480547248995
            },
            {
              "date": "2019-07-05",
              "wealth": 104.8808631591579
            },
            {
              "date": "2019-07-08",
              "wealth": 104.54993192515526
            },
            {
              "date": "2019-07-09",
              "wealth": 104.54367582442744
            },
            {
              "date": "2019-07-10",
              "wealth": 104.84116756425313
            },
            {
              "date": "2019-07-11",
              "wealth": 104.6572061568655
            },
            {
              "date": "2019-07-12",
              "wealth": 104.934233158073
            },
            {
              "date": "2019-07-15",
              "wealth": 105.06029575455695
            },
            {
              "date": "2019-07-16",
              "wealth": 104.78109019033104
            },
            {
              "date": "2019-07-17",
              "wealth": 104.72392562144601
            },
            {
              "date": "2019-07-18",
              "wealth": 105.03744740397956
            },
            {
              "date": "2019-07-19",
              "wealth": 104.67070695650087
            },
            {
              "date": "2019-07-22",
              "wealth": 104.86956274323808
            },
            {
              "date": "2019-07-23",
              "wealth": 105.16944600081695
            },
            {
              "date": "2019-07-24",
              "wealth": 105.50946022978458
            },
            {
              "date": "2019-07-25",
              "wealth": 105.14643491958346
            },
            {
              "date": "2019-07-26",
              "wealth": 105.49543184444866
            },
            {
              "date": "2019-07-29",
              "wealth": 105.42492346592084
            },
            {
              "date": "2019-07-30",
              "wealth": 105.31404927533893
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88821665836312
            },
            {
              "date": "2019-08-01",
              "wealth": 105.04087065959331
            },
            {
              "date": "2019-08-01",
              "wealth": 105.0399013164714
            },
            {
              "date": "2019-08-02",
              "wealth": 104.7809804839701
            },
            {
              "date": "2019-08-05",
              "wealth": 103.69516870407335
            },
            {
              "date": "2019-08-06",
              "wealth": 104.52882827864612
            },
            {
              "date": "2019-08-07",
              "wealth": 104.55254825772963
            },
            {
              "date": "2019-08-08",
              "wealth": 105.521572338839
            },
            {
              "date": "2019-08-09",
              "wealth": 105.08090444830232
            },
            {
              "date": "2019-08-12",
              "wealth": 104.87983557670718
            },
            {
              "date": "2019-08-13",
              "wealth": 105.45158568719904
            },
            {
              "date": "2019-08-14",
              "wealth": 104.37163727952763
            },
            {
              "date": "2019-08-15",
              "wealth": 104.83311638760563
            },
            {
              "date": "2019-08-16",
              "wealth": 105.45042930184081
            },
            {
              "date": "2019-08-19",
              "wealth": 105.76033512158054
            },
            {
              "date": "2019-08-20",
              "wealth": 105.69282601147445
            },
            {
              "date": "2019-08-21",
              "wealth": 106.01518691258272
            },
            {
              "date": "2019-08-22",
              "wealth": 105.83732570416393
            },
            {
              "date": "2019-08-23",
              "wealth": 104.96096539959439
            },
            {
              "date": "2019-08-26",
              "wealth": 105.43231647072555
            },
            {
              "date": "2019-08-27",
              "wealth": 105.53069548593139
            },
            {
              "date": "2019-08-28",
              "wealth": 105.8674270103886
            },
            {
              "date": "2019-08-29",
              "wealth": 106.33874331509283
            },
            {
              "date": "2019-08-30",
              "wealth": 106.32403344122135
            },
            {
              "date": "2019-09-03",
              "wealth": 106.10908840146185
            },
            {
              "date": "2019-09-03",
              "wealth": 106.10837638965255
            },
            {
              "date": "2019-09-04",
              "wealth": 106.7388979727026
            },
            {
              "date": "2019-09-05",
              "wealth": 106.88395456310597
            },
            {
              "date": "2019-09-06",
              "wealth": 107.02669511869078
            },
            {
              "date": "2019-09-09",
              "wealth": 106.65840140641325
            },
            {
              "date": "2019-09-10",
              "wealth": 106.19316722665668
            },
            {
              "date": "2019-09-11",
              "wealth": 106.48065727251274
            },
            {
              "date": "2019-09-12",
              "wealth": 106.53763386322635
            },
            {
              "date": "2019-09-13",
              "wealth": 105.97739775583389
            },
            {
              "date": "2019-09-16",
              "wealth": 106.09445096617024
            },
            {
              "date": "2019-09-17",
              "wealth": 106.36642238384806
            },
            {
              "date": "2019-09-18",
              "wealth": 106.46436617812078
            },
            {
              "date": "2019-09-19",
              "wealth": 106.54245982619332
            },
            {
              "date": "2019-09-20",
              "wealth": 106.67468452360225
            },
            {
              "date": "2019-09-23",
              "wealth": 106.6976492989111
            },
            {
              "date": "2019-09-24",
              "wealth": 106.57000485909032
            },
            {
              "date": "2019-09-25",
              "wealth": 106.4873106516839
            },
            {
              "date": "2019-09-26",
              "wealth": 106.51230671240451
            },
            {
              "date": "2019-09-27",
              "wealth": 106.3102508199143
            },
            {
              "date": "2019-09-30",
              "wealth": 106.63613346182996
            },
            {
              "date": "2019-10-01",
              "wealth": 106.19178562160394
            },
            {
              "date": "2019-10-01",
              "wealth": 106.17421270628935
            },
            {
              "date": "2019-10-02",
              "wealth": 105.75827506990784
            },
            {
              "date": "2019-10-03",
              "wealth": 106.34510029859227
            },
            {
              "date": "2019-10-04",
              "wealth": 106.98204559813938
            },
            {
              "date": "2019-10-07",
              "wealth": 106.5254575863101
            },
            {
              "date": "2019-10-08",
              "wealth": 106.10625154835901
            },
            {
              "date": "2019-10-09",
              "wealth": 106.30692469507305
            },
            {
              "date": "2019-10-10",
              "wealth": 106.04132435342026
            },
            {
              "date": "2019-10-11",
              "wealth": 106.02976044932704
            },
            {
              "date": "2019-10-14",
              "wealth": 106.2288097031208
            },
            {
              "date": "2019-10-15",
              "wealth": 106.24499250512393
            },
            {
              "date": "2019-10-16",
              "wealth": 106.31122224659451
            },
            {
              "date": "2019-10-17",
              "wealth": 106.44466328053117
            },
            {
              "date": "2019-10-18",
              "wealth": 106.39462890660896
            },
            {
              "date": "2019-10-21",
              "wealth": 106.3760886059728
            },
            {
              "date": "2019-10-22",
              "wealth": 106.42980480086489
            },
            {
              "date": "2019-10-23",
              "wealth": 106.55300619927705
            },
            {
              "date": "2019-10-24",
              "wealth": 106.68500881473948
            },
            {
              "date": "2019-10-25",
              "wealth": 106.66304655296828
            },
            {
              "date": "2019-10-28",
              "wealth": 106.58030634940481
            },
            {
              "date": "2019-10-29",
              "wealth": 106.49863675606862
            },
            {
              "date": "2019-10-30",
              "wealth": 106.90868434286486
            },
            {
              "date": "2019-10-31",
              "wealth": 107.29821372849148
            },
            {
              "date": "2019-11-01",
              "wealth": 107.5547634817099
            },
            {
              "date": "2019-11-01",
              "wealth": 107.54135087048678
            },
            {
              "date": "2019-11-04",
              "wealth": 107.41138053993791
            },
            {
              "date": "2019-11-05",
              "wealth": 107.0075631925973
            },
            {
              "date": "2019-11-06",
              "wealth": 107.3096672012706
            },
            {
              "date": "2019-11-07",
              "wealth": 106.96863564855273
            },
            {
              "date": "2019-11-08",
              "wealth": 106.99339751096696
            },
            {
              "date": "2019-11-11",
              "wealth": 106.94541100166016
            },
            {
              "date": "2019-11-12",
              "wealth": 107.08758411278633
            },
            {
              "date": "2019-11-13",
              "wealth": 107.25854938549564
            },
            {
              "date": "2019-11-14",
              "wealth": 107.64771086820447
            },
            {
              "date": "2019-11-15",
              "wealth": 107.95860222116275
            },
            {
              "date": "2019-11-18",
              "wealth": 108.07488131249217
            },
            {
              "date": "2019-11-19",
              "wealth": 108.18433086264011
            },
            {
              "date": "2019-11-20",
              "wealth": 108.15755262656803
            },
            {
              "date": "2019-11-21",
              "wealth": 107.93298050742305
            },
            {
              "date": "2019-11-22",
              "wealth": 108.14052940150074
            },
            {
              "date": "2019-11-25",
              "wealth": 108.63870863402731
            },
            {
              "date": "2019-11-26",
              "wealth": 108.88905923762734
            },
            {
              "date": "2019-11-27",
              "wealth": 109.02910374845959
            },
            {
              "date": "2019-11-29",
              "wealth": 108.75912933761681
            },
            {
              "date": "2019-12-02",
              "wealth": 108.11582560949682
            },
            {
              "date": "2019-12-02",
              "wealth": 108.11526901400562
            },
            {
              "date": "2019-12-03",
              "wealth": 108.33732362316458
            },
            {
              "date": "2019-12-04",
              "wealth": 108.46609013516762
            },
            {
              "date": "2019-12-05",
              "wealth": 108.44729662477319
            },
            {
              "date": "2019-12-06",
              "wealth": 108.76048779722186
            },
            {
              "date": "2019-12-09",
              "wealth": 108.63161580633277
            },
            {
              "date": "2019-12-10",
              "wealth": 108.55526284810209
            },
            {
              "date": "2019-12-11",
              "wealth": 108.93758323858965
            },
            {
              "date": "2019-12-12",
              "wealth": 108.9523056039323
            },
            {
              "date": "2019-12-13",
              "wealth": 109.38062911325403
            },
            {
              "date": "2019-12-16",
              "wealth": 109.49060904760742
            },
            {
              "date": "2019-12-17",
              "wealth": 109.47026642839286
            },
            {
              "date": "2019-12-18",
              "wealth": 109.38266586265499
            },
            {
              "date": "2019-12-19",
              "wealth": 109.6274462091156
            },
            {
              "date": "2019-12-20",
              "wealth": 109.81459373791799
            },
            {
              "date": "2019-12-23",
              "wealth": 109.8836016974527
            },
            {
              "date": "2019-12-24",
              "wealth": 109.96609881086596
            },
            {
              "date": "2019-12-26",
              "wealth": 110.31784175164123
            },
            {
              "date": "2019-12-27",
              "wealth": 110.3975212081417
            },
            {
              "date": "2019-12-30",
              "wealth": 110.20331305515514
            },
            {
              "date": "2019-12-31",
              "wealth": 110.06108023662514
            },
            {
              "date": "2020-01-02",
              "wealth": 110.68330576524463
            },
            {
              "date": "2020-01-02",
              "wealth": 110.68276342751172
            },
            {
              "date": "2020-01-03",
              "wealth": 110.62301413181949
            },
            {
              "date": "2020-01-06",
              "wealth": 110.63397863676244
            },
            {
              "date": "2020-01-07",
              "wealth": 110.3635302081722
            },
            {
              "date": "2020-01-08",
              "wealth": 110.4986461571856
            },
            {
              "date": "2020-01-09",
              "wealth": 111.02951142862545
            },
            {
              "date": "2020-01-10",
              "wealth": 111.06105771467232
            },
            {
              "date": "2020-01-13",
              "wealth": 111.25393143673037
            },
            {
              "date": "2020-01-14",
              "wealth": 111.27884121620951
            },
            {
              "date": "2020-01-15",
              "wealth": 111.53253448578026
            },
            {
              "date": "2020-01-16",
              "wealth": 111.9362526300905
            },
            {
              "date": "2020-01-17",
              "wealth": 112.05908759545493
            },
            {
              "date": "2020-01-21",
              "wealth": 112.25739501991039
            },
            {
              "date": "2020-01-22",
              "wealth": 112.2900775722816
            },
            {
              "date": "2020-01-23",
              "wealth": 112.45621758034888
            },
            {
              "date": "2020-01-24",
              "wealth": 112.18621032658238
            },
            {
              "date": "2020-01-27",
              "wealth": 111.66600657384518
            },
            {
              "date": "2020-01-28",
              "wealth": 112.05219762185608
            },
            {
              "date": "2020-01-29",
              "wealth": 112.25926507646862
            },
            {
              "date": "2020-01-30",
              "wealth": 112.45918759527804
            },
            {
              "date": "2020-01-31",
              "wealth": 111.83326134722442
            },
            {
              "date": "2020-02-03",
              "wealth": 112.12194873783002
            },
            {
              "date": "2020-02-03",
              "wealth": 112.12123695038896
            },
            {
              "date": "2020-02-04",
              "wealth": 112.60454529357017
            },
            {
              "date": "2020-02-05",
              "wealth": 113.03398693338055
            },
            {
              "date": "2020-02-06",
              "wealth": 113.19288864785806
            },
            {
              "date": "2020-02-07",
              "wealth": 113.20376811744936
            },
            {
              "date": "2020-02-10",
              "wealth": 113.70853537953589
            },
            {
              "date": "2020-02-11",
              "wealth": 113.67762971046788
            },
            {
              "date": "2020-02-12",
              "wealth": 113.91475464409004
            },
            {
              "date": "2020-02-13",
              "wealth": 113.85280421150958
            },
            {
              "date": "2020-02-14",
              "wealth": 114.09078158093897
            },
            {
              "date": "2020-02-18",
              "wealth": 114.08137869426311
            },
            {
              "date": "2020-02-19",
              "wealth": 114.25266651306497
            },
            {
              "date": "2020-02-20",
              "wealth": 114.25921415533809
            },
            {
              "date": "2020-02-21",
              "wealth": 113.93050369126586
            },
            {
              "date": "2020-02-24",
              "wealth": 112.50553456170918
            },
            {
              "date": "2020-02-25",
              "wealth": 111.19151269935686
            },
            {
              "date": "2020-02-26",
              "wealth": 110.85282140066339
            },
            {
              "date": "2020-02-27",
              "wealth": 108.70230733655735
            },
            {
              "date": "2020-02-28",
              "wealth": 109.25625382242247
            },
            {
              "date": "2020-03-02",
              "wealth": 111.06169860443894
            },
            {
              "date": "2020-03-02",
              "wealth": 111.06121604122643
            },
            {
              "date": "2020-03-03",
              "wealth": 110.55358757991445
            },
            {
              "date": "2020-03-04",
              "wealth": 112.37807550265956
            },
            {
              "date": "2020-03-05",
              "wealth": 111.07612363436596
            },
            {
              "date": "2020-03-06",
              "wealth": 110.9044695056772
            },
            {
              "date": "2020-03-09",
              "wealth": 106.70874676092733
            },
            {
              "date": "2020-03-10",
              "wealth": 107.33366002825132
            },
            {
              "date": "2020-03-11",
              "wealth": 103.6911251560869
            },
            {
              "date": "2020-03-12",
              "wealth": 97.98654442340383
            },
            {
              "date": "2020-03-13",
              "wealth": 102.56215109442365
            },
            {
              "date": "2020-03-16",
              "wealth": 98.36872203127245
            },
            {
              "date": "2020-03-17",
              "wealth": 97.9936462156798
            },
            {
              "date": "2020-03-18",
              "wealth": 93.91501590188734
            },
            {
              "date": "2020-03-19",
              "wealth": 92.26834517731255
            },
            {
              "date": "2020-03-20",
              "wealth": 91.9243283509688
            },
            {
              "date": "2020-03-23",
              "wealth": 93.9544349962032
            },
            {
              "date": "2020-03-24",
              "wealth": 97.48428071853141
            },
            {
              "date": "2020-03-25",
              "wealth": 99.86620812287165
            },
            {
              "date": "2020-03-26",
              "wealth": 102.04016587431643
            },
            {
              "date": "2020-03-27",
              "wealth": 101.0105255107229
            },
            {
              "date": "2020-03-30",
              "wealth": 102.74618051152206
            },
            {
              "date": "2020-03-31",
              "wealth": 102.09134727585031
            },
            {
              "date": "2020-04-01",
              "wealth": 99.92269247382396
            },
            {
              "date": "2020-04-01",
              "wealth": 99.91631129890429
            },
            {
              "date": "2020-04-02",
              "wealth": 100.99296279248513
            },
            {
              "date": "2020-04-03",
              "wealth": 100.17828915319245
            },
            {
              "date": "2020-04-06",
              "wealth": 103.72581637351743
            },
            {
              "date": "2020-04-07",
              "wealth": 103.7547093215885
            },
            {
              "date": "2020-04-08",
              "wealth": 105.98395909329807
            },
            {
              "date": "2020-04-09",
              "wealth": 108.68203570320067
            },
            {
              "date": "2020-04-13",
              "wealth": 107.78925503093022
            },
            {
              "date": "2020-04-14",
              "wealth": 108.98824826239391
            },
            {
              "date": "2020-04-15",
              "wealth": 108.40605682437365
            },
            {
              "date": "2020-04-16",
              "wealth": 108.43972567994759
            },
            {
              "date": "2020-04-17",
              "wealth": 109.81948484554546
            },
            {
              "date": "2020-04-20",
              "wealth": 108.76219029540417
            },
            {
              "date": "2020-04-21",
              "wealth": 107.20329927480459
            },
            {
              "date": "2020-04-22",
              "wealth": 108.20667294623611
            },
            {
              "date": "2020-04-23",
              "wealth": 108.39612250156391
            },
            {
              "date": "2020-04-24",
              "wealth": 109.03412382948167
            },
            {
              "date": "2020-04-27",
              "wealth": 109.28813521267813
            },
            {
              "date": "2020-04-28",
              "wealth": 109.25650393666642
            },
            {
              "date": "2020-04-29",
              "wealth": 110.80269736931331
            },
            {
              "date": "2020-04-30",
              "wealth": 110.00475905632437
            },
            {
              "date": "2020-05-01",
              "wealth": 108.55027745019129
            },
            {
              "date": "2020-05-01",
              "wealth": 108.50313342367255
            },
            {
              "date": "2020-05-04",
              "wealth": 108.60752936009138
            },
            {
              "date": "2020-05-05",
              "wealth": 108.73167407226389
            },
            {
              "date": "2020-05-06",
              "wealth": 108.09861459763994
            },
            {
              "date": "2020-05-07",
              "wealth": 108.81515037966024
            },
            {
              "date": "2020-05-08",
              "wealth": 108.86331782909559
            },
            {
              "date": "2020-05-11",
              "wealth": 108.49836406125138
            },
            {
              "date": "2020-05-12",
              "wealth": 108.46952551642737
            },
            {
              "date": "2020-05-13",
              "wealth": 108.26324002783457
            },
            {
              "date": "2020-05-14",
              "wealth": 108.80100279840462
            },
            {
              "date": "2020-05-15",
              "wealth": 108.9348121164549
            },
            {
              "date": "2020-05-18",
              "wealth": 109.326247995042
            },
            {
              "date": "2020-05-19",
              "wealth": 109.29249600865343
            },
            {
              "date": "2020-05-20",
              "wealth": 109.92927335880921
            },
            {
              "date": "2020-05-21",
              "wealth": 109.79783297596026
            },
            {
              "date": "2020-05-22",
              "wealth": 109.96384067848444
            },
            {
              "date": "2020-05-26",
              "wealth": 110.04155897222755
            },
            {
              "date": "2020-05-27",
              "wealth": 110.5278466603545
            },
            {
              "date": "2020-05-28",
              "wealth": 110.44462229869892
            },
            {
              "date": "2020-05-29",
              "wealth": 110.9005704718511
            },
            {
              "date": "2020-06-01",
              "wealth": 110.9594140213213
            },
            {
              "date": "2020-06-01",
              "wealth": 110.91973547441418
            },
            {
              "date": "2020-06-02",
              "wealth": 111.44953544915153
            },
            {
              "date": "2020-06-03",
              "wealth": 112.07135310625125
            },
            {
              "date": "2020-06-04",
              "wealth": 111.73214454227133
            },
            {
              "date": "2020-06-05",
              "wealth": 113.27925959578089
            },
            {
              "date": "2020-06-08",
              "wealth": 114.13816289115023
            },
            {
              "date": "2020-06-09",
              "wealth": 113.70794699657691
            },
            {
              "date": "2020-06-10",
              "wealth": 113.72802671543303
            },
            {
              "date": "2020-06-11",
              "wealth": 109.9583634605589
            },
            {
              "date": "2020-06-12",
              "wealth": 110.72386815428739
            },
            {
              "date": "2020-06-15",
              "wealth": 111.629510165828
            },
            {
              "date": "2020-06-16",
              "wealth": 112.6394038267626
            },
            {
              "date": "2020-06-17",
              "wealth": 112.37649981852717
            },
            {
              "date": "2020-06-18",
              "wealth": 112.51682000616324
            },
            {
              "date": "2020-06-19",
              "wealth": 112.20259637962326
            },
            {
              "date": "2020-06-22",
              "wealth": 112.53588305292881
            },
            {
              "date": "2020-06-23",
              "wealth": 112.75330382950301
            },
            {
              "date": "2020-06-24",
              "wealth": 111.18842763501874
            },
            {
              "date": "2020-06-25",
              "wealth": 111.85090491610103
            },
            {
              "date": "2020-06-26",
              "wealth": 110.53363817422004
            },
            {
              "date": "2020-06-29",
              "wealth": 111.53636648708402
            },
            {
              "date": "2020-06-30",
              "wealth": 112.32076762131375
            },
            {
              "date": "2020-07-01",
              "wealth": 112.80577203834041
            },
            {
              "date": "2020-07-01",
              "wealth": 112.79088774675489
            },
            {
              "date": "2020-07-02",
              "wealth": 113.16398665722846
            },
            {
              "date": "2020-07-06",
              "wealth": 113.9020956166475
            },
            {
              "date": "2020-07-07",
              "wealth": 113.58075981296992
            },
            {
              "date": "2020-07-08",
              "wealth": 113.82128876357653
            },
            {
              "date": "2020-07-09",
              "wealth": 113.85922072140168
            },
            {
              "date": "2020-07-10",
              "wealth": 114.19597655435832
            },
            {
              "date": "2020-07-13",
              "wealth": 113.74222889117162
            },
            {
              "date": "2020-07-14",
              "wealth": 114.53064124386395
            },
            {
              "date": "2020-07-15",
              "wealth": 115.01305591614765
            },
            {
              "date": "2020-07-16",
              "wealth": 114.97953009906922
            },
            {
              "date": "2020-07-17",
              "wealth": 115.19923039646523
            },
            {
              "date": "2020-07-20",
              "wealth": 115.69470575902922
            },
            {
              "date": "2020-07-21",
              "wealth": 115.87634451471908
            },
            {
              "date": "2020-07-22",
              "wealth": 116.26926896686679
            },
            {
              "date": "2020-07-23",
              "wealth": 115.76118046362946
            },
            {
              "date": "2020-07-24",
              "wealth": 115.36441206562124
            },
            {
              "date": "2020-07-27",
              "wealth": 115.54602650712305
            },
            {
              "date": "2020-07-28",
              "wealth": 115.29372750245604
            },
            {
              "date": "2020-07-29",
              "wealth": 116.10054216852288
            },
            {
              "date": "2020-07-30",
              "wealth": 115.94163346251447
            },
            {
              "date": "2020-07-31",
              "wealth": 116.36966572624384
            },
            {
              "date": "2020-08-03",
              "wealth": 116.72931010897193
            },
            {
              "date": "2020-08-03",
              "wealth": 116.72122723884989
            },
            {
              "date": "2020-08-04",
              "wealth": 117.14854235557259
            },
            {
              "date": "2020-08-05",
              "wealth": 117.21423607082862
            },
            {
              "date": "2020-08-06",
              "wealth": 117.690582256158
            },
            {
              "date": "2020-08-07",
              "wealth": 117.52923114662742
            },
            {
              "date": "2020-08-10",
              "wealth": 117.52550158146207
            },
            {
              "date": "2020-08-11",
              "wealth": 116.81685318675049
            },
            {
              "date": "2020-08-12",
              "wealth": 117.16912914642883
            },
            {
              "date": "2020-08-13",
              "wealth": 116.67145519956827
            },
            {
              "date": "2020-08-14",
              "wealth": 116.52431965931359
            },
            {
              "date": "2020-08-17",
              "wealth": 116.79430916781718
            },
            {
              "date": "2020-08-18",
              "wealth": 117.05704111008771
            },
            {
              "date": "2020-08-19",
              "wealth": 116.7363019941858
            },
            {
              "date": "2020-08-20",
              "wealth": 117.10669108761212
            },
            {
              "date": "2020-08-21",
              "wealth": 117.34944707739974
            },
            {
              "date": "2020-08-24",
              "wealth": 117.64444010560409
            },
            {
              "date": "2020-08-25",
              "wealth": 117.53377301923655
            },
            {
              "date": "2020-08-26",
              "wealth": 117.94841021564727
            },
            {
              "date": "2020-08-27",
              "wealth": 117.60418705598889
            },
            {
              "date": "2020-08-28",
              "wealth": 118.05279435986776
            },
            {
              "date": "2020-08-31",
              "wealth": 118.10753927872261
            },
            {
              "date": "2020-09-01",
              "wealth": 118.8684766979834
            },
            {
              "date": "2020-09-01",
              "wealth": 118.86727126057254
            },
            {
              "date": "2020-09-02",
              "wealth": 119.67768196897426
            },
            {
              "date": "2020-09-03",
              "wealth": 118.18872248833307
            },
            {
              "date": "2020-09-04",
              "wealth": 117.2259511332016
            },
            {
              "date": "2020-09-08",
              "wealth": 116.24017261168316
            },
            {
              "date": "2020-09-09",
              "wealth": 117.02376232576962
            },
            {
              "date": "2020-09-10",
              "wealth": 116.40325109261204
            },
            {
              "date": "2020-09-11",
              "wealth": 116.51145968337585
            },
            {
              "date": "2020-09-14",
              "wealth": 117.09421819348013
            },
            {
              "date": "2020-09-15",
              "wealth": 117.32046029809375
            },
            {
              "date": "2020-09-16",
              "wealth": 117.16523974204165
            },
            {
              "date": "2020-09-17",
              "wealth": 116.83477954410354
            },
            {
              "date": "2020-09-18",
              "wealth": 116.27217748052351
            },
            {
              "date": "2020-09-21",
              "wealth": 115.86749278376118
            },
            {
              "date": "2020-09-22",
              "wealth": 116.28504127884808
            },
            {
              "date": "2020-09-23",
              "wealth": 115.09528876767985
            },
            {
              "date": "2020-09-24",
              "wealth": 115.11792907431898
            },
            {
              "date": "2020-09-25",
              "wealth": 115.72839157373575
            },
            {
              "date": "2020-09-28",
              "wealth": 116.56484942257501
            },
            {
              "date": "2020-09-29",
              "wealth": 116.3283588719557
            },
            {
              "date": "2020-09-30",
              "wealth": 116.51811587839445
            },
            {
              "date": "2020-10-01",
              "wealth": 116.90233683113111
            },
            {
              "date": "2020-10-01",
              "wealth": 116.90051747678011
            },
            {
              "date": "2020-10-02",
              "wealth": 116.48223700627514
            },
            {
              "date": "2020-10-05",
              "wealth": 116.83914369263552
            },
            {
              "date": "2020-10-06",
              "wealth": 116.30366821004434
            },
            {
              "date": "2020-10-07",
              "wealth": 116.91908125772977
            },
            {
              "date": "2020-10-08",
              "wealth": 117.44844411295784
            },
            {
              "date": "2020-10-09",
              "wealth": 117.89465769649304
            },
            {
              "date": "2020-10-12",
              "wealth": 118.84073343902364
            },
            {
              "date": "2020-10-13",
              "wealth": 118.60354445647411
            },
            {
              "date": "2020-10-14",
              "wealth": 118.38668547256529
            },
            {
              "date": "2020-10-15",
              "wealth": 118.25455690221483
            },
            {
              "date": "2020-10-16",
              "wealth": 118.14039098766716
            },
            {
              "date": "2020-10-19",
              "wealth": 117.3632434256382
            },
            {
              "date": "2020-10-20",
              "wealth": 117.36965566636775
            },
            {
              "date": "2020-10-21",
              "wealth": 117.17826167499307
            },
            {
              "date": "2020-10-22",
              "wealth": 117.19308054366181
            },
            {
              "date": "2020-10-23",
              "wealth": 117.48594063363775
            },
            {
              "date": "2020-10-26",
              "wealth": 116.88800260028268
            },
            {
              "date": "2020-10-27",
              "wealth": 116.9884834370814
            },
            {
              "date": "2020-10-28",
              "wealth": 115.38460745868144
            },
            {
              "date": "2020-10-29",
              "wealth": 115.5326990603462
            },
            {
              "date": "2020-10-30",
              "wealth": 114.79266375411521
            },
            {
              "date": "2020-11-02",
              "wealth": 115.45283054615189
            },
            {
              "date": "2020-11-02",
              "wealth": 115.44904329478358
            },
            {
              "date": "2020-11-03",
              "wealth": 116.18909705855434
            },
            {
              "date": "2020-11-04",
              "wealth": 118.04744551005477
            },
            {
              "date": "2020-11-05",
              "wealth": 119.08164939673182
            },
            {
              "date": "2020-11-06",
              "wealth": 118.83478791392434
            },
            {
              "date": "2020-11-09",
              "wealth": 118.8782091548606
            },
            {
              "date": "2020-11-10",
              "wealth": 118.61513444452453
            },
            {
              "date": "2020-11-11",
              "wealth": 119.08889776329238
            },
            {
              "date": "2020-11-12",
              "wealth": 118.97031150772933
            },
            {
              "date": "2020-11-13",
              "wealth": 119.62384175672906
            },
            {
              "date": "2020-11-16",
              "wealth": 120.32245019233443
            },
            {
              "date": "2020-11-17",
              "wealth": 120.27566682349254
            },
            {
              "date": "2020-11-18",
              "wealth": 119.7732691512839
            },
            {
              "date": "2020-11-19",
              "wealth": 120.23020186963703
            },
            {
              "date": "2020-11-20",
              "wealth": 119.92601650679144
            },
            {
              "date": "2020-11-23",
              "wealth": 120.19426668913167
            },
            {
              "date": "2020-11-24",
              "wealth": 120.81761658233503
            },
            {
              "date": "2020-11-25",
              "wealth": 120.77740253558606
            },
            {
              "date": "2020-11-27",
              "wealth": 121.15199242340725
            },
            {
              "date": "2020-11-30",
              "wealth": 121.05717842208682
            },
            {
              "date": "2020-12-01",
              "wealth": 121.25722924875105
            },
            {
              "date": "2020-12-01",
              "wealth": 121.25371835347737
            },
            {
              "date": "2020-12-02",
              "wealth": 121.18109605699016
            },
            {
              "date": "2020-12-03",
              "wealth": 121.40160906691833
            },
            {
              "date": "2020-12-04",
              "wealth": 121.51657577681206
            },
            {
              "date": "2020-12-07",
              "wealth": 121.5331768606911
            },
            {
              "date": "2020-12-08",
              "wealth": 121.66969817584516
            },
            {
              "date": "2020-12-09",
              "wealth": 121.01012742815257
            },
            {
              "date": "2020-12-10",
              "wealth": 121.25629506390665
            },
            {
              "date": "2020-12-11",
              "wealth": 121.29409349378385
            },
            {
              "date": "2020-12-14",
              "wealth": 121.01440852081649
            },
            {
              "date": "2020-12-15",
              "wealth": 121.76593715677627
            },
            {
              "date": "2020-12-16",
              "wealth": 121.7922760472948
            },
            {
              "date": "2020-12-17",
              "wealth": 122.12423818636681
            },
            {
              "date": "2020-12-18",
              "wealth": 121.85906394247127
            },
            {
              "date": "2020-12-21",
              "wealth": 121.61107504860107
            },
            {
              "date": "2020-12-22",
              "wealth": 121.68169674927731
            },
            {
              "date": "2020-12-23",
              "wealth": 121.67680498291985
            },
            {
              "date": "2020-12-24",
              "wealth": 122.05961583403601
            },
            {
              "date": "2020-12-28",
              "wealth": 122.54175445753674
            },
            {
              "date": "2020-12-29",
              "wealth": 122.45280226953052
            },
            {
              "date": "2020-12-30",
              "wealth": 122.60050903406825
            },
            {
              "date": "2020-12-31",
              "wealth": 122.89904863700649
            },
            {
              "date": "2021-01-04",
              "wealth": 121.9743616068595
            },
            {
              "date": "2021-01-04",
              "wealth": 121.97161347451059
            },
            {
              "date": "2021-01-05",
              "wealth": 122.11211269862324
            },
            {
              "date": "2021-01-06",
              "wealth": 121.90029635267699
            },
            {
              "date": "2021-01-07",
              "wealth": 122.54008085496116
            },
            {
              "date": "2021-01-08",
              "wealth": 122.71640011030092
            },
            {
              "date": "2021-01-11",
              "wealth": 122.13443487741708
            },
            {
              "date": "2021-01-12",
              "wealth": 122.22770824690592
            },
            {
              "date": "2021-01-13",
              "wealth": 122.78706631230583
            },
            {
              "date": "2021-01-14",
              "wealth": 122.36004889902365
            },
            {
              "date": "2021-01-15",
              "wealth": 122.13048739075388
            },
            {
              "date": "2021-01-19",
              "wealth": 122.62072094326702
            },
            {
              "date": "2021-01-20",
              "wealth": 123.33193594826182
            },
            {
              "date": "2021-01-21",
              "wealth": 123.17320725361647
            },
            {
              "date": "2021-01-22",
              "wealth": 123.00437188909494
            },
            {
              "date": "2021-01-25",
              "wealth": 123.5061423512855
            },
            {
              "date": "2021-01-26",
              "wealth": 123.41161979339495
            },
            {
              "date": "2021-01-27",
              "wealth": 122.10282756611569
            },
            {
              "date": "2021-01-28",
              "wealth": 122.39429336438327
            },
            {
              "date": "2021-01-29",
              "wealth": 121.25240965204904
            },
            {
              "date": "2021-02-01",
              "wealth": 122.20607040981376
            },
            {
              "date": "2021-02-01",
              "wealth": 122.20520989953154
            },
            {
              "date": "2021-02-02",
              "wealth": 122.7465545177532
            },
            {
              "date": "2021-02-03",
              "wealth": 122.61775802301493
            },
            {
              "date": "2021-02-04",
              "wealth": 123.2704517975135
            },
            {
              "date": "2021-02-05",
              "wealth": 123.30572190264388
            },
            {
              "date": "2021-02-08",
              "wealth": 123.87778535241681
            },
            {
              "date": "2021-02-09",
              "wealth": 123.80020790660213
            },
            {
              "date": "2021-02-10",
              "wealth": 123.94917548518195
            },
            {
              "date": "2021-02-11",
              "wealth": 123.90256907814756
            },
            {
              "date": "2021-02-12",
              "wealth": 123.93467693148807
            },
            {
              "date": "2021-02-16",
              "wealth": 123.38722254082306
            },
            {
              "date": "2021-02-17",
              "wealth": 123.62455730625068
            },
            {
              "date": "2021-02-18",
              "wealth": 123.31457896274479
            },
            {
              "date": "2021-02-19",
              "wealth": 122.8071242494995
            },
            {
              "date": "2021-02-22",
              "wealth": 122.09657895981066
            },
            {
              "date": "2021-02-23",
              "wealth": 122.21358243659687
            },
            {
              "date": "2021-02-24",
              "wealth": 122.81784772983123
            },
            {
              "date": "2021-02-25",
              "wealth": 120.50361296813666
            },
            {
              "date": "2021-02-26",
              "wealth": 121.01940657718409
            },
            {
              "date": "2021-03-01",
              "wealth": 122.28473584842276
            },
            {
              "date": "2021-03-01",
              "wealth": 122.27927945060868
            },
            {
              "date": "2021-03-02",
              "wealth": 121.9199322608654
            },
            {
              "date": "2021-03-03",
              "wealth": 120.80768557297732
            },
            {
              "date": "2021-03-04",
              "wealth": 119.73038845174507
            },
            {
              "date": "2021-03-05",
              "wealth": 120.47948473942208
            },
            {
              "date": "2021-03-08",
              "wealth": 119.7363828960837
            },
            {
              "date": "2021-03-09",
              "wealth": 120.8630341242807
            },
            {
              "date": "2021-03-10",
              "wealth": 121.41853238436327
            },
            {
              "date": "2021-03-11",
              "wealth": 121.91580991798656
            },
            {
              "date": "2021-03-12",
              "wealth": 121.2715673279714
            },
            {
              "date": "2021-03-15",
              "wealth": 121.73768050930371
            },
            {
              "date": "2021-03-16",
              "wealth": 121.6424609132212
            },
            {
              "date": "2021-03-17",
              "wealth": 121.79117788409813
            },
            {
              "date": "2021-03-18",
              "wealth": 120.64795983527533
            },
            {
              "date": "2021-03-19",
              "wealth": 120.59907100203849
            },
            {
              "date": "2021-03-22",
              "wealth": 121.23145970579408
            },
            {
              "date": "2021-03-23",
              "wealth": 121.13154560751906
            },
            {
              "date": "2021-03-24",
              "wealth": 121.0539386524019
            },
            {
              "date": "2021-03-25",
              "wealth": 121.23162262428279
            },
            {
              "date": "2021-03-26",
              "wealth": 121.86598437118715
            },
            {
              "date": "2021-03-29",
              "wealth": 121.63246883824064
            },
            {
              "date": "2021-03-30",
              "wealth": 121.60080901072143
            },
            {
              "date": "2021-03-31",
              "wealth": 121.8585816563463
            },
            {
              "date": "2021-04-01",
              "wealth": 122.78377242889206
            },
            {
              "date": "2021-04-01",
              "wealth": 122.78263080217776
            },
            {
              "date": "2021-04-05",
              "wealth": 123.2164977659945
            },
            {
              "date": "2021-04-06",
              "wealth": 123.6111385263679
            },
            {
              "date": "2021-04-07",
              "wealth": 123.56983406693861
            },
            {
              "date": "2021-04-08",
              "wealth": 124.07110143392842
            },
            {
              "date": "2021-04-09",
              "wealth": 124.2760518649842
            },
            {
              "date": "2021-04-12",
              "wealth": 124.26589747599171
            },
            {
              "date": "2021-04-13",
              "wealth": 124.73147954768855
            },
            {
              "date": "2021-04-14",
              "wealth": 124.45903159380256
            },
            {
              "date": "2021-04-15",
              "wealth": 125.47129267543576
            },
            {
              "date": "2021-04-16",
              "wealth": 125.27946759099144
            },
            {
              "date": "2021-04-19",
              "wealth": 124.88261570281851
            },
            {
              "date": "2021-04-20",
              "wealth": 124.67388298509468
            },
            {
              "date": "2021-04-21",
              "wealth": 125.32048104667498
            },
            {
              "date": "2021-04-22",
              "wealth": 124.9086430326675
            },
            {
              "date": "2021-04-23",
              "wealth": 125.46222440191089
            },
            {
              "date": "2021-04-26",
              "wealth": 125.51910056727208
            },
            {
              "date": "2021-04-27",
              "wealth": 125.19806707937119
            },
            {
              "date": "2021-04-28",
              "wealth": 125.2314354105448
            },
            {
              "date": "2021-04-29",
              "wealth": 125.45972608244253
            },
            {
              "date": "2021-04-30",
              "wealth": 125.2248168487688
            },
            {
              "date": "2021-05-03",
              "wealth": 125.49050683770733
            },
            {
              "date": "2021-05-03",
              "wealth": 125.4856419834238
            },
            {
              "date": "2021-05-04",
              "wealth": 125.26453634626263
            },
            {
              "date": "2021-05-05",
              "wealth": 125.37452230876102
            },
            {
              "date": "2021-05-06",
              "wealth": 125.84793111265866
            },
            {
              "date": "2021-05-07",
              "wealth": 126.22423297661905
            },
            {
              "date": "2021-05-10",
              "wealth": 125.4501732576967
            },
            {
              "date": "2021-05-11",
              "wealth": 124.8127785270368
            },
            {
              "date": "2021-05-12",
              "wealth": 123.40990564656623
            },
            {
              "date": "2021-05-13",
              "wealth": 124.24105666900365
            },
            {
              "date": "2021-05-14",
              "wealth": 125.26318730965615
            },
            {
              "date": "2021-05-17",
              "wealth": 125.05990124174104
            },
            {
              "date": "2021-05-18",
              "wealth": 124.51600521921324
            },
            {
              "date": "2021-05-19",
              "wealth": 124.2118183794624
            },
            {
              "date": "2021-05-20",
              "wealth": 125.14659667105519
            },
            {
              "date": "2021-05-21",
              "wealth": 125.1489752873644
            },
            {
              "date": "2021-05-24",
              "wealth": 125.78000553294227
            },
            {
              "date": "2021-05-25",
              "wealth": 125.96255150862876
            },
            {
              "date": "2021-05-26",
              "wealth": 125.99364207447033
            },
            {
              "date": "2021-05-27",
              "wealth": 125.82868474936163
            },
            {
              "date": "2021-05-28",
              "wealth": 125.94574093986184
            },
            {
              "date": "2021-06-01",
              "wealth": 125.90221855708961
            },
            {
              "date": "2021-06-01",
              "wealth": 125.88707526069028
            },
            {
              "date": "2021-06-02",
              "wealth": 126.06362847661278
            },
            {
              "date": "2021-06-03",
              "wealth": 125.6466862328614
            },
            {
              "date": "2021-06-04",
              "wealth": 126.52376294447849
            },
            {
              "date": "2021-06-07",
              "wealth": 126.41636725421597
            },
            {
              "date": "2021-06-08",
              "wealth": 126.73040631030247
            },
            {
              "date": "2021-06-09",
              "wealth": 126.99549504089694
            },
            {
              "date": "2021-06-10",
              "wealth": 127.52306284910371
            },
            {
              "date": "2021-06-11",
              "wealth": 127.5356952708438
            },
            {
              "date": "2021-06-14",
              "wealth": 127.29237777242164
            },
            {
              "date": "2021-06-15",
              "wealth": 127.27216089667283
            },
            {
              "date": "2021-06-16",
              "wealth": 126.61051626953297
            },
            {
              "date": "2021-06-17",
              "wealth": 127.0185659227431
            },
            {
              "date": "2021-06-18",
              "wealth": 127.08931329354793
            },
            {
              "date": "2021-06-21",
              "wealth": 127.14054187270271
            },
            {
              "date": "2021-06-22",
              "wealth": 127.48093785025887
            },
            {
              "date": "2021-06-23",
              "wealth": 127.27083625536086
            },
            {
              "date": "2021-06-24",
              "wealth": 127.53955614497009
            },
            {
              "date": "2021-06-25",
              "wealth": 127.43873661293844
            },
            {
              "date": "2021-06-28",
              "wealth": 127.84871658247485
            },
            {
              "date": "2021-06-29",
              "wealth": 127.94439403483933
            },
            {
              "date": "2021-06-30",
              "wealth": 128.10119644566606
            },
            {
              "date": "2021-07-01",
              "wealth": 128.21211965190457
            },
            {
              "date": "2021-07-01",
              "wealth": 128.2073356630489
            },
            {
              "date": "2021-07-02",
              "wealth": 128.7940657953256
            },
            {
              "date": "2021-07-06",
              "wealth": 129.12908647983238
            },
            {
              "date": "2021-07-07",
              "wealth": 129.5509070127241
            },
            {
              "date": "2021-07-08",
              "wealth": 129.38008304681938
            },
            {
              "date": "2021-07-09",
              "wealth": 129.36845055607432
            },
            {
              "date": "2021-07-12",
              "wealth": 129.46108658321904
            },
            {
              "date": "2021-07-13",
              "wealth": 129.02195265181626
            },
            {
              "date": "2021-07-14",
              "wealth": 129.48146642164826
            },
            {
              "date": "2021-07-15",
              "wealth": 129.64145946675683
            },
            {
              "date": "2021-07-16",
              "wealth": 129.2685231612789
            },
            {
              "date": "2021-07-19",
              "wealth": 129.41693065321283
            },
            {
              "date": "2021-07-20",
              "wealth": 129.83940016414564
            },
            {
              "date": "2021-07-21",
              "wealth": 129.72003196359628
            },
            {
              "date": "2021-07-22",
              "wealth": 130.08919869529896
            },
            {
              "date": "2021-07-23",
              "wealth": 130.3965544339247
            },
            {
              "date": "2021-07-26",
              "wealth": 130.36540519607024
            },
            {
              "date": "2021-07-27",
              "wealth": 130.57461527968692
            },
            {
              "date": "2021-07-28",
              "wealth": 130.6754502083883
            },
            {
              "date": "2021-07-29",
              "wealth": 130.56686184409674
            },
            {
              "date": "2021-07-30",
              "wealth": 130.54609917776372
            },
            {
              "date": "2021-08-02",
              "wealth": 130.80058074906444
            },
            {
              "date": "2021-08-02",
              "wealth": 130.78857690454248
            },
            {
              "date": "2021-08-03",
              "wealth": 131.2572056252481
            },
            {
              "date": "2021-08-04",
              "wealth": 131.00449226779082
            },
            {
              "date": "2021-08-05",
              "wealth": 131.01773842152284
            },
            {
              "date": "2021-08-06",
              "wealth": 130.53711996901941
            },
            {
              "date": "2021-08-09",
              "wealth": 130.23382002922133
            },
            {
              "date": "2021-08-10",
              "wealth": 130.1346251343201
            },
            {
              "date": "2021-08-11",
              "wealth": 130.36970806411108
            },
            {
              "date": "2021-08-12",
              "wealth": 130.54778595650498
            },
            {
              "date": "2021-08-13",
              "wealth": 131.1351466643721
            },
            {
              "date": "2021-08-16",
              "wealth": 131.3635153052079
            },
            {
              "date": "2021-08-17",
              "wealth": 130.92728697678564
            },
            {
              "date": "2021-08-18",
              "wealth": 130.31366177744528
            },
            {
              "date": "2021-08-19",
              "wealth": 130.5717889894457
            },
            {
              "date": "2021-08-20",
              "wealth": 130.97417408741973
            },
            {
              "date": "2021-08-23",
              "wealth": 131.4697683478969
            },
            {
              "date": "2021-08-24",
              "wealth": 131.35509352460696
            },
            {
              "date": "2021-08-25",
              "wealth": 131.21113547507818
            },
            {
              "date": "2021-08-26",
              "wealth": 130.8895681687114
            },
            {
              "date": "2021-08-27",
              "wealth": 131.71016874143695
            },
            {
              "date": "2021-08-30",
              "wealth": 132.0851842534487
            },
            {
              "date": "2021-08-31",
              "wealth": 131.84060163173092
            },
            {
              "date": "2021-09-01",
              "wealth": 131.93935384936933
            },
            {
              "date": "2021-09-01",
              "wealth": 131.9346867476779
            },
            {
              "date": "2021-09-02",
              "wealth": 132.22434115992135
            },
            {
              "date": "2021-09-03",
              "wealth": 131.97710299365363
            },
            {
              "date": "2021-09-07",
              "wealth": 131.44327942565354
            },
            {
              "date": "2021-09-08",
              "wealth": 131.59915786299146
            },
            {
              "date": "2021-09-09",
              "wealth": 131.72932428604238
            },
            {
              "date": "2021-09-10",
              "wealth": 131.0592448337151
            },
            {
              "date": "2021-09-13",
              "wealth": 131.34645294904138
            },
            {
              "date": "2021-09-14",
              "wealth": 131.2947788564221
            },
            {
              "date": "2021-09-15",
              "wealth": 131.6550696754041
            },
            {
              "date": "2021-09-16",
              "wealth": 131.40471903391438
            },
            {
              "date": "2021-09-17",
              "wealth": 130.66925964891846
            },
            {
              "date": "2021-09-20",
              "wealth": 130.03681197927185
            },
            {
              "date": "2021-09-21",
              "wealth": 129.96302318870897
            },
            {
              "date": "2021-09-22",
              "wealth": 130.6479498649711
            },
            {
              "date": "2021-09-23",
              "wealth": 130.72898856605786
            },
            {
              "date": "2021-09-24",
              "wealth": 130.63295378498813
            },
            {
              "date": "2021-09-27",
              "wealth": 130.36664994441753
            },
            {
              "date": "2021-09-28",
              "wealth": 128.66046756766787
            },
            {
              "date": "2021-09-29",
              "wealth": 128.77520557586186
            },
            {
              "date": "2021-09-30",
              "wealth": 128.03148686075275
            },
            {
              "date": "2021-10-01",
              "wealth": 129.1123037142444
            },
            {
              "date": "2021-10-01",
              "wealth": 129.1105381591655
            },
            {
              "date": "2021-10-04",
              "wealth": 128.3165971428644
            },
            {
              "date": "2021-10-05",
              "wealth": 128.57923612317418
            },
            {
              "date": "2021-10-06",
              "wealth": 128.82018592631414
            },
            {
              "date": "2021-10-07",
              "wealth": 128.95644814031255
            },
            {
              "date": "2021-10-08",
              "wealth": 128.5889119889332
            },
            {
              "date": "2021-10-11",
              "wealth": 128.0422340787902
            },
            {
              "date": "2021-10-12",
              "wealth": 128.332695728901
            },
            {
              "date": "2021-10-13",
              "wealth": 128.8042086687716
            },
            {
              "date": "2021-10-14",
              "wealth": 129.97870713465127
            },
            {
              "date": "2021-10-15",
              "wealth": 130.07282039662408
            },
            {
              "date": "2021-10-18",
              "wealth": 130.1529805773314
            },
            {
              "date": "2021-10-19",
              "wealth": 130.21946075311143
            },
            {
              "date": "2021-10-20",
              "wealth": 130.3162466263557
            },
            {
              "date": "2021-10-21",
              "wealth": 130.28440332448136
            },
            {
              "date": "2021-10-22",
              "wealth": 130.4820456226747
            },
            {
              "date": "2021-10-25",
              "wealth": 130.83706507553484
            },
            {
              "date": "2021-10-26",
              "wealth": 131.1131998199525
            },
            {
              "date": "2021-10-27",
              "wealth": 131.31150837400838
            },
            {
              "date": "2021-10-28",
              "wealth": 131.6960508103246
            },
            {
              "date": "2021-10-29",
              "wealth": 131.80041336317478
            },
            {
              "date": "2021-11-01",
              "wealth": 131.81591530815737
            },
            {
              "date": "2021-11-01",
              "wealth": 131.81496283753467
            },
            {
              "date": "2021-11-02",
              "wealth": 132.2861776693034
            },
            {
              "date": "2021-11-03",
              "wealth": 132.41076447935205
            },
            {
              "date": "2021-11-04",
              "wealth": 133.08166385125242
            },
            {
              "date": "2021-11-05",
              "wealth": 133.77842698240107
            },
            {
              "date": "2021-11-08",
              "wealth": 133.5813315632567
            },
            {
              "date": "2021-11-09",
              "wealth": 133.66504741953727
            },
            {
              "date": "2021-11-10",
              "wealth": 132.4763119243717
            },
            {
              "date": "2021-11-11",
              "wealth": 132.26360745897804
            },
            {
              "date": "2021-11-12",
              "wealth": 132.70806112192471
            },
            {
              "date": "2021-11-15",
              "wealth": 132.26747702588585
            },
            {
              "date": "2021-11-16",
              "wealth": 132.38935831378643
            },
            {
              "date": "2021-11-17",
              "wealth": 132.54350495411367
            },
            {
              "date": "2021-11-18",
              "wealth": 132.85309049132087
            },
            {
              "date": "2021-11-19",
              "wealth": 133.0047802505846
            },
            {
              "date": "2021-11-22",
              "wealth": 132.22480722421065
            },
            {
              "date": "2021-11-23",
              "wealth": 131.85670494486536
            },
            {
              "date": "2021-11-24",
              "wealth": 132.31391734107962
            },
            {
              "date": "2021-11-26",
              "wealth": 131.82686920518825
            },
            {
              "date": "2021-11-29",
              "wealth": 132.4590377062128
            },
            {
              "date": "2021-11-30",
              "wealth": 131.66451955172735
            },
            {
              "date": "2021-12-01",
              "wealth": 131.12455198004903
            },
            {
              "date": "2021-12-01",
              "wealth": 131.1223826406507
            },
            {
              "date": "2021-12-02",
              "wealth": 132.01909393856351
            },
            {
              "date": "2021-12-03",
              "wealth": 132.06712708275614
            },
            {
              "date": "2021-12-06",
              "wealth": 132.36026492923648
            },
            {
              "date": "2021-12-07",
              "wealth": 133.44811719303988
            },
            {
              "date": "2021-12-08",
              "wealth": 133.2129453047679
            },
            {
              "date": "2021-12-09",
              "wealth": 132.85909862348817
            },
            {
              "date": "2021-12-10",
              "wealth": 133.47911670203143
            },
            {
              "date": "2021-12-13",
              "wealth": 133.30194188547898
            },
            {
              "date": "2021-12-14",
              "wealth": 132.65046569036616
            },
            {
              "date": "2021-12-15",
              "wealth": 133.56582558854848
            },
            {
              "date": "2021-12-16",
              "wealth": 133.1364198632823
            },
            {
              "date": "2021-12-17",
              "wealth": 132.68691529244037
            },
            {
              "date": "2021-12-20",
              "wealth": 131.85628315564674
            },
            {
              "date": "2021-12-21",
              "wealth": 132.83097439559955
            },
            {
              "date": "2021-12-22",
              "wealth": 133.5108982969105
            },
            {
              "date": "2021-12-23",
              "wealth": 133.7459129203926
            },
            {
              "date": "2021-12-27",
              "wealth": 134.7205240975277
            },
            {
              "date": "2021-12-28",
              "wealth": 134.61062155141087
            },
            {
              "date": "2021-12-29",
              "wealth": 134.28870765556593
            },
            {
              "date": "2021-12-30",
              "wealth": 134.39911571166434
            },
            {
              "date": "2021-12-31",
              "wealth": 134.1478192236727
            },
            {
              "date": "2022-01-03",
              "wealth": 133.742326688914
            },
            {
              "date": "2022-01-03",
              "wealth": 133.7421325530577
            },
            {
              "date": "2022-01-04",
              "wealth": 133.74166279205713
            },
            {
              "date": "2022-01-05",
              "wealth": 132.2054364748821
            },
            {
              "date": "2022-01-06",
              "wealth": 132.01892589943313
            },
            {
              "date": "2022-01-07",
              "wealth": 131.50317485331797
            },
            {
              "date": "2022-01-10",
              "wealth": 131.38281850073454
            },
            {
              "date": "2022-01-11",
              "wealth": 132.11719252600017
            },
            {
              "date": "2022-01-12",
              "wealth": 132.25321151232677
            },
            {
              "date": "2022-01-13",
              "wealth": 131.66661517539308
            },
            {
              "date": "2022-01-14",
              "wealth": 131.10457028334162
            },
            {
              "date": "2022-01-18",
              "wealth": 129.4367029559741
            },
            {
              "date": "2022-01-19",
              "wealth": 128.97771468547046
            },
            {
              "date": "2022-01-20",
              "wealth": 128.38976113928985
            },
            {
              "date": "2022-01-21",
              "wealth": 127.73455566439114
            },
            {
              "date": "2022-01-24",
              "wealth": 127.81132540770251
            },
            {
              "date": "2022-01-25",
              "wealth": 126.97678380703853
            },
            {
              "date": "2022-01-26",
              "wealth": 126.3394615749414
            },
            {
              "date": "2022-01-27",
              "wealth": 126.29143991692932
            },
            {
              "date": "2022-01-28",
              "wealth": 127.75662573581577
            },
            {
              "date": "2022-01-31",
              "wealth": 128.77902339108553
            },
            {
              "date": "2022-02-01",
              "wealth": 129.1902973821147
            },
            {
              "date": "2022-02-01",
              "wealth": 129.18749272545372
            },
            {
              "date": "2022-02-02",
              "wealth": 129.78402375509103
            },
            {
              "date": "2022-02-03",
              "wealth": 128.01448509575818
            },
            {
              "date": "2022-02-04",
              "wealth": 127.5981856257087
            },
            {
              "date": "2022-02-07",
              "wealth": 127.51106949263762
            },
            {
              "date": "2022-02-08",
              "wealth": 127.69151310827029
            },
            {
              "date": "2022-02-09",
              "wealth": 128.66544192439173
            },
            {
              "date": "2022-02-10",
              "wealth": 126.81671065721902
            },
            {
              "date": "2022-02-11",
              "wealth": 126.39026579610655
            },
            {
              "date": "2022-02-14",
              "wealth": 125.6258684420443
            },
            {
              "date": "2022-02-15",
              "wealth": 126.17213735203478
            },
            {
              "date": "2022-02-16",
              "wealth": 126.35826045233617
            },
            {
              "date": "2022-02-17",
              "wealth": 125.41517712880417
            },
            {
              "date": "2022-02-18",
              "wealth": 125.27980800548137
            },
            {
              "date": "2022-02-22",
              "wealth": 124.66530994207776
            },
            {
              "date": "2022-02-23",
              "wealth": 123.2119036220428
            },
            {
              "date": "2022-02-24",
              "wealth": 124.24093440736922
            },
            {
              "date": "2022-02-25",
              "wealth": 125.53120657582215
            },
            {
              "date": "2022-02-28",
              "wealth": 126.19992700199447
            },
            {
              "date": "2022-03-01",
              "wealth": 125.85982684688028
            },
            {
              "date": "2022-03-01",
              "wealth": 125.85840093599512
            },
            {
              "date": "2022-03-02",
              "wealth": 125.64235053552086
            },
            {
              "date": "2022-03-03",
              "wealth": 125.68087163499818
            },
            {
              "date": "2022-03-04",
              "wealth": 125.6397575303728
            },
            {
              "date": "2022-03-07",
              "wealth": 123.50540203312734
            },
            {
              "date": "2022-03-08",
              "wealth": 122.67113124777946
            },
            {
              "date": "2022-03-09",
              "wealth": 123.84026728684422
            },
            {
              "date": "2022-03-10",
              "wealth": 122.99914122567374
            },
            {
              "date": "2022-03-11",
              "wealth": 122.34007493853291
            },
            {
              "date": "2022-03-14",
              "wealth": 120.98173685147437
            },
            {
              "date": "2022-03-15",
              "wealth": 122.34946222447465
            },
            {
              "date": "2022-03-16",
              "wealth": 123.74981123354482
            },
            {
              "date": "2022-03-17",
              "wealth": 124.71702504670183
            },
            {
              "date": "2022-03-18",
              "wealth": 125.4585302853839
            },
            {
              "date": "2022-03-21",
              "wealth": 124.45498544468705
            },
            {
              "date": "2022-03-22",
              "wealth": 124.79206732325932
            },
            {
              "date": "2022-03-23",
              "wealth": 124.44134599915952
            },
            {
              "date": "2022-03-24",
              "wealth": 125.06342725165908
            },
            {
              "date": "2022-03-25",
              "wealth": 124.67562878099744
            },
            {
              "date": "2022-03-28",
              "wealth": 125.34523972928581
            },
            {
              "date": "2022-03-29",
              "wealth": 126.50254179165137
            },
            {
              "date": "2022-03-30",
              "wealth": 126.3870637006801
            },
            {
              "date": "2022-03-31",
              "wealth": 125.52491271601366
            },
            {
              "date": "2022-04-01",
              "wealth": 125.59990736505029
            },
            {
              "date": "2022-04-01",
              "wealth": 125.59807249848826
            },
            {
              "date": "2022-04-04",
              "wealth": 126.15634510980404
            },
            {
              "date": "2022-04-05",
              "wealth": 124.38951219870154
            },
            {
              "date": "2022-04-06",
              "wealth": 123.52677612863275
            },
            {
              "date": "2022-04-07",
              "wealth": 123.51736047187019
            },
            {
              "date": "2022-04-08",
              "wealth": 122.90370898675971
            },
            {
              "date": "2022-04-11",
              "wealth": 121.49656387320549
            },
            {
              "date": "2022-04-12",
              "wealth": 121.49678420719785
            },
            {
              "date": "2022-04-13",
              "wealth": 122.33982021474552
            },
            {
              "date": "2022-04-14",
              "wealth": 120.96192395577096
            },
            {
              "date": "2022-04-18",
              "wealth": 120.59491610960362
            },
            {
              "date": "2022-04-19",
              "wealth": 120.88049045357612
            },
            {
              "date": "2022-04-20",
              "wealth": 121.48900294257766
            },
            {
              "date": "2022-04-21",
              "wealth": 120.14673464659666
            },
            {
              "date": "2022-04-22",
              "wealth": 118.7528748138291
            },
            {
              "date": "2022-04-25",
              "wealth": 119.66178447094981
            },
            {
              "date": "2022-04-26",
              "wealth": 118.45027893289964
            },
            {
              "date": "2022-04-27",
              "wealth": 118.03378347388399
            },
            {
              "date": "2022-04-28",
              "wealth": 119.29728516845749
            },
            {
              "date": "2022-04-29",
              "wealth": 116.90665400789152
            },
            {
              "date": "2022-05-02",
              "wealth": 116.72354034327057
            },
            {
              "date": "2022-05-02",
              "wealth": 116.72164118515377
            },
            {
              "date": "2022-05-03",
              "wealth": 117.21675754288883
            },
            {
              "date": "2022-05-04",
              "wealth": 119.27695322729119
            },
            {
              "date": "2022-05-05",
              "wealth": 116.59100543257395
            },
            {
              "date": "2022-05-06",
              "wealth": 115.81172635586735
            },
            {
              "date": "2022-05-09",
              "wealth": 114.61230699169451
            },
            {
              "date": "2022-05-10",
              "wealth": 114.97851762152503
            },
            {
              "date": "2022-05-11",
              "wealth": 114.59193214644006
            },
            {
              "date": "2022-05-12",
              "wealth": 114.66477635620868
            },
            {
              "date": "2022-05-13",
              "wealth": 115.41606705196497
            },
            {
              "date": "2022-05-16",
              "wealth": 115.4048593426778
            },
            {
              "date": "2022-05-17",
              "wealth": 115.92971413352275
            },
            {
              "date": "2022-05-18",
              "wealth": 114.34144946659694
            },
            {
              "date": "2022-05-19",
              "wealth": 114.26920515694279
            },
            {
              "date": "2022-05-20",
              "wealth": 114.61590516215988
            },
            {
              "date": "2022-05-23",
              "wealth": 115.15372531067887
            },
            {
              "date": "2022-05-24",
              "wealth": 115.54685353113332
            },
            {
              "date": "2022-05-25",
              "wealth": 116.40244201687312
            },
            {
              "date": "2022-05-26",
              "wealth": 117.33582700170666
            },
            {
              "date": "2022-05-27",
              "wealth": 118.75348052596995
            },
            {
              "date": "2022-05-31",
              "wealth": 117.8654347741074
            },
            {
              "date": "2022-06-01",
              "wealth": 117.0741952886448
            },
            {
              "date": "2022-06-01",
              "wealth": 117.07346884723293
            },
            {
              "date": "2022-06-02",
              "wealth": 118.07209130352508
            },
            {
              "date": "2022-06-03",
              "wealth": 117.07301199169399
            },
            {
              "date": "2022-06-06",
              "wealth": 116.73006572754024
            },
            {
              "date": "2022-06-07",
              "wealth": 117.52239638579324
            },
            {
              "date": "2022-06-08",
              "wealth": 116.65488058088448
            },
            {
              "date": "2022-06-09",
              "wealth": 115.21645550206571
            },
            {
              "date": "2022-06-10",
              "wealth": 113.16567809922807
            },
            {
              "date": "2022-06-13",
              "wealth": 110.02215422855608
            },
            {
              "date": "2022-06-14",
              "wealth": 109.46405574820112
            },
            {
              "date": "2022-06-15",
              "wealth": 111.06314180259206
            },
            {
              "date": "2022-06-16",
              "wealth": 109.79514946218535
            },
            {
              "date": "2022-06-17",
              "wealth": 109.969622259998
            },
            {
              "date": "2022-06-21",
              "wealth": 110.56813896678456
            },
            {
              "date": "2022-06-22",
              "wealth": 111.1269147657634
            },
            {
              "date": "2022-06-23",
              "wealth": 112.01357899320364
            },
            {
              "date": "2022-06-24",
              "wealth": 113.39346850668933
            },
            {
              "date": "2022-06-27",
              "wealth": 112.71525956010788
            },
            {
              "date": "2022-06-28",
              "wealth": 111.78841838328316
            },
            {
              "date": "2022-06-29",
              "wealth": 112.2084171494513
            },
            {
              "date": "2022-06-30",
              "wealth": 112.181644624322
            },
            {
              "date": "2022-07-01",
              "wealth": 113.445274876372
            },
            {
              "date": "2022-07-01",
              "wealth": 113.43678631372252
            },
            {
              "date": "2022-07-05",
              "wealth": 113.62229604972104
            },
            {
              "date": "2022-07-06",
              "wealth": 113.4253669497119
            },
            {
              "date": "2022-07-07",
              "wealth": 114.08981687000076
            },
            {
              "date": "2022-07-08",
              "wealth": 113.8391213579768
            },
            {
              "date": "2022-07-11",
              "wealth": 113.4932982253205
            },
            {
              "date": "2022-07-12",
              "wealth": 113.11472891829952
            },
            {
              "date": "2022-07-13",
              "wealth": 113.18963225652435
            },
            {
              "date": "2022-07-14",
              "wealth": 112.7030138961309
            },
            {
              "date": "2022-07-15",
              "wealth": 114.09137638630386
            },
            {
              "date": "2022-07-18",
              "wealth": 113.32578630642837
            },
            {
              "date": "2022-07-19",
              "wealth": 114.78104271992486
            },
            {
              "date": "2022-07-20",
              "wealth": 115.07718124714302
            },
            {
              "date": "2022-07-21",
              "wealth": 116.39725657184579
            },
            {
              "date": "2022-07-22",
              "wealth": 116.42047135006815
            },
            {
              "date": "2022-07-25",
              "wealth": 116.1056104738751
            },
            {
              "date": "2022-07-26",
              "wealth": 115.4407115991866
            },
            {
              "date": "2022-07-27",
              "wealth": 117.17082645596996
            },
            {
              "date": "2022-07-28",
              "wealth": 118.4260779531201
            },
            {
              "date": "2022-07-29",
              "wealth": 119.36393546394429
            },
            {
              "date": "2022-08-01",
              "wealth": 119.40776806012579
            },
            {
              "date": "2022-08-01",
              "wealth": 119.40468150477739
            },
            {
              "date": "2022-08-02",
              "wealth": 118.21507393437497
            },
            {
              "date": "2022-08-03",
              "wealth": 119.57655751389325
            },
            {
              "date": "2022-08-04",
              "wealth": 119.73651412964328
            },
            {
              "date": "2022-08-05",
              "wealth": 118.7599033283628
            },
            {
              "date": "2022-08-08",
              "wealth": 118.9958685767116
            },
            {
              "date": "2022-08-09",
              "wealth": 118.53354201219369
            },
            {
              "date": "2022-08-10",
              "wealth": 120.05365640730946
            },
            {
              "date": "2022-08-11",
              "wealth": 119.53391024744785
            },
            {
              "date": "2022-08-12",
              "wealth": 121.01252514010906
            },
            {
              "date": "2022-08-15",
              "wealth": 121.31835569757956
            },
            {
              "date": "2022-08-16",
              "wealth": 121.26756958339313
            },
            {
              "date": "2022-08-17",
              "wealth": 120.33747963426302
            },
            {
              "date": "2022-08-18",
              "wealth": 120.64883381109989
            },
            {
              "date": "2022-08-19",
              "wealth": 119.21669332283263
            },
            {
              "date": "2022-08-22",
              "wealth": 117.6669667129762
            },
            {
              "date": "2022-08-23",
              "wealth": 117.49876444753501
            },
            {
              "date": "2022-08-24",
              "wealth": 117.48710998764825
            },
            {
              "date": "2022-08-25",
              "wealth": 118.80594178196192
            },
            {
              "date": "2022-08-26",
              "wealth": 116.6308369307014
            },
            {
              "date": "2022-08-29",
              "wealth": 115.85943320688767
            },
            {
              "date": "2022-08-30",
              "wealth": 115.28972703506419
            },
            {
              "date": "2022-08-31",
              "wealth": 114.41116097137812
            },
            {
              "date": "2022-09-01",
              "wealth": 114.16397164409338
            },
            {
              "date": "2022-09-01",
              "wealth": 114.16310801949751
            },
            {
              "date": "2022-09-02",
              "wealth": 113.76241048469458
            },
            {
              "date": "2022-09-06",
              "wealth": 112.81698039644452
            },
            {
              "date": "2022-09-07",
              "wealth": 114.39643654089147
            },
            {
              "date": "2022-09-08",
              "wealth": 114.58065316803297
            },
            {
              "date": "2022-09-09",
              "wealth": 115.5169856716971
            },
            {
              "date": "2022-09-12",
              "wealth": 115.98444132949317
            },
            {
              "date": "2022-09-13",
              "wealth": 113.13052187055683
            },
            {
              "date": "2022-09-14",
              "wealth": 113.5020887641181
            },
            {
              "date": "2022-09-15",
              "wealth": 112.63614829085375
            },
            {
              "date": "2022-09-16",
              "wealth": 112.17287401170792
            },
            {
              "date": "2022-09-19",
              "wealth": 112.56428018572355
            },
            {
              "date": "2022-09-20",
              "wealth": 111.46222105434377
            },
            {
              "date": "2022-09-21",
              "wealth": 110.75721998056567
            },
            {
              "date": "2022-09-22",
              "wealth": 109.46885609174451
            },
            {
              "date": "2022-09-23",
              "wealth": 108.54292428923237
            },
            {
              "date": "2022-09-26",
              "wealth": 107.05924247581214
            },
            {
              "date": "2022-09-27",
              "wealth": 106.2945375090532
            },
            {
              "date": "2022-09-28",
              "wealth": 108.47286623355369
            },
            {
              "date": "2022-09-29",
              "wealth": 107.04797939003377
            },
            {
              "date": "2022-09-30",
              "wealth": 106.12401791384819
            },
            {
              "date": "2022-10-03",
              "wealth": 108.30454477695979
            },
            {
              "date": "2022-10-03",
              "wealth": 108.30407448613364
            },
            {
              "date": "2022-10-04",
              "wealth": 110.07720044058746
            },
            {
              "date": "2022-10-05",
              "wealth": 109.46769740770748
            },
            {
              "date": "2022-10-06",
              "wealth": 108.70956043845395
            },
            {
              "date": "2022-10-07",
              "wealth": 106.83254888344027
            },
            {
              "date": "2022-10-10",
              "wealth": 106.02327779611687
            },
            {
              "date": "2022-10-11",
              "wealth": 105.71248321595836
            },
            {
              "date": "2022-10-12",
              "wealth": 105.60024284116669
            },
            {
              "date": "2022-10-13",
              "wealth": 106.8475682890246
            },
            {
              "date": "2022-10-14",
              "wealth": 105.25871318421117
            },
            {
              "date": "2022-10-17",
              "wealth": 106.70261324107416
            },
            {
              "date": "2022-10-18",
              "wealth": 107.54302869771776
            },
            {
              "date": "2022-10-19",
              "wealth": 106.49603795983589
            },
            {
              "date": "2022-10-20",
              "wealth": 105.61780508886214
            },
            {
              "date": "2022-10-21",
              "wealth": 106.99108238109926
            },
            {
              "date": "2022-10-24",
              "wealth": 107.57888179794394
            },
            {
              "date": "2022-10-25",
              "wealth": 109.13073508383533
            },
            {
              "date": "2022-10-26",
              "wealth": 108.99628127994485
            },
            {
              "date": "2022-10-27",
              "wealth": 109.0372014316772
            },
            {
              "date": "2022-10-28",
              "wealth": 110.21675548876468
            },
            {
              "date": "2022-10-31",
              "wealth": 109.54614103158436
            },
            {
              "date": "2022-11-01",
              "wealth": 109.51935181112789
            },
            {
              "date": "2022-11-01",
              "wealth": 109.51833658132347
            },
            {
              "date": "2022-11-02",
              "wealth": 108.01015236855639
            },
            {
              "date": "2022-11-03",
              "wealth": 107.2586744992644
            },
            {
              "date": "2022-11-04",
              "wealth": 107.9886923485415
            },
            {
              "date": "2022-11-07",
              "wealth": 108.27744242018372
            },
            {
              "date": "2022-11-08",
              "wealth": 108.85994370381748
            },
            {
              "date": "2022-11-09",
              "wealth": 107.80147882479405
            },
            {
              "date": "2022-11-10",
              "wealth": 112.20773937775081
            },
            {
              "date": "2022-11-11",
              "wealth": 112.75320521885867
            },
            {
              "date": "2022-11-14",
              "wealth": 112.06887439799522
            },
            {
              "date": "2022-11-15",
              "wealth": 113.15730073720705
            },
            {
              "date": "2022-11-16",
              "wealth": 113.20957850596038
            },
            {
              "date": "2022-11-17",
              "wealth": 112.68668799727469
            },
            {
              "date": "2022-11-18",
              "wealth": 112.82965621028876
            },
            {
              "date": "2022-11-21",
              "wealth": 112.5688719610814
            },
            {
              "date": "2022-11-22",
              "wealth": 113.72780498173404
            },
            {
              "date": "2022-11-23",
              "wealth": 114.53438344355192
            },
            {
              "date": "2022-11-25",
              "wealth": 114.54532407512106
            },
            {
              "date": "2022-11-28",
              "wealth": 113.45261849977064
            },
            {
              "date": "2022-11-29",
              "wealth": 113.08648622013273
            },
            {
              "date": "2022-11-30",
              "wealth": 115.41915036619056
            },
            {
              "date": "2022-12-01",
              "wealth": 116.07980648724613
            },
            {
              "date": "2022-12-01",
              "wealth": 116.07366616733337
            },
            {
              "date": "2022-12-02",
              "wealth": 116.26022971250373
            },
            {
              "date": "2022-12-05",
              "wealth": 114.71996146868331
            },
            {
              "date": "2022-12-06",
              "wealth": 114.28161729672001
            },
            {
              "date": "2022-12-07",
              "wealth": 114.82265075876158
            },
            {
              "date": "2022-12-08",
              "wealth": 114.92617584554597
            },
            {
              "date": "2022-12-09",
              "wealth": 114.06974010858382
            },
            {
              "date": "2022-12-12",
              "wealth": 114.70986909369637
            },
            {
              "date": "2022-12-13",
              "wealth": 115.66172222001659
            },
            {
              "date": "2022-12-14",
              "wealth": 115.45435794429847
            },
            {
              "date": "2022-12-15",
              "wealth": 114.29431363452446
            },
            {
              "date": "2022-12-16",
              "wealth": 113.49014982877529
            },
            {
              "date": "2022-12-19",
              "wealth": 112.4937190393897
            },
            {
              "date": "2022-12-20",
              "wealth": 111.9692939301231
            },
            {
              "date": "2022-12-21",
              "wealth": 112.9400857418913
            },
            {
              "date": "2022-12-22",
              "wealth": 112.21168750867534
            },
            {
              "date": "2022-12-23",
              "wealth": 112.2495716519246
            },
            {
              "date": "2022-12-27",
              "wealth": 111.39879697359139
            },
            {
              "date": "2022-12-28",
              "wealth": 110.6184364935602
            },
            {
              "date": "2022-12-29",
              "wealth": 111.85898514779385
            },
            {
              "date": "2022-12-30",
              "wealth": 111.40787679902438
            },
            {
              "date": "2023-01-03",
              "wealth": 111.66158321393476
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": [
                0.010359732078929325,
                0.001076244213934394,
                0.0013885452015845753
              ],
              "posterior": [
                0.0013455022863028741,
                0.0001670487866475853,
                0.0004371581595592204
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": [
                0.0022940320110658345,
                0.00014477858652070738,
                0.0001691947859438623
              ],
              "gross_return": 0.045291764353720836,
              "turnover": 5.551115123125783e-17,
              "cost": 2.7755575615628914e-20,
              "net_return": 0.04529176435372073,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": [
                0.007860113292932236,
                0.0020469434684877953,
                0.002198950026305827
              ],
              "posterior": [
                0.0012666135756552103,
                0.00024335155409032348,
                0.0005002130776207162
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": [
                0.002480242700704321,
                0.0001992219438560153,
                0.00016802672377776946
              ],
              "gross_return": 0.004901080866017163,
              "turnover": 0.011647252739553138,
              "cost": 5.823626369776569e-06,
              "net_return": 0.004895228697583631,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.45,
                0.34,
                0.21000000000000002
              ],
              "forecast": [
                0.006932764901459467,
                0.0021100664508567116,
                0.0034812840824333625
              ],
              "posterior": [
                0.001429992853238018,
                0.00027596630625931467,
                0.0005907725114670493
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": [
                0.002693517333191792,
                0.00018442925444528844,
                0.00019526820264202107
              ],
              "gross_return": 0.010178866046047765,
              "turnover": 0.018456494425922648,
              "cost": 9.228247212961325e-06,
              "net_return": 0.010169543865742536,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.44,
                0.34,
                0.22000000000000003
              ],
              "forecast": [
                0.007885310052188075,
                0.002419917231003388,
                0.0038834249044830777
              ],
              "posterior": [
                0.0014627738384490158,
                0.0003168614447075853,
                0.0006411724410596285
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": [
                0.0025115089896990163,
                0.0001720440777703688,
                0.00018142628572831
              ],
              "gross_return": 0.0007860758480094127,
              "turnover": 0.01342037369320681,
              "cost": 6.710186846603406e-06,
              "net_return": 0.0007793603864469922,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.28,
                0.34,
                0.37999999999999995
              ],
              "forecast": [
                -0.008736494097994126,
                0.003209027341297507,
                0.004582080315117911
              ],
              "posterior": [
                0.0009676036305120532,
                0.0005017424256235094,
                0.0007373814795985244
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": [
                0.0023739289365919663,
                0.0001862271109119067,
                0.00019020421239026962
              ],
              "gross_return": 0.013002693782525053,
              "turnover": 0.33096562435067556,
              "cost": 0.00016548281217533778,
              "net_return": 0.012835059248016645,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.41,
                0.21,
                0.3800000000000001
              ],
              "forecast": [
                0.01191831481621666,
                0.002314379816687252,
                0.0031391422100270077
              ],
              "posterior": [
                0.0014482464954359382,
                0.00025945907461703106,
                0.0005960805832364843
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": [
                0.00222748379426366,
                0.00020497523054572933,
                0.00019793847815635152
              ],
              "gross_return": 0.005341896250697893,
              "turnover": 0.24940989666893063,
              "cost": 0.00012470494833446532,
              "net_return": 0.005216525141467532,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.41,
                0.21,
                0.3800000000000001
              ],
              "forecast": [
                0.008937311149978708,
                0.002620721439601445,
                0.00399281051691266
              ],
              "posterior": [
                0.0013715251540535062,
                0.0003283848416858482,
                0.0006566973084311349
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": [
                0.0022509896271774277,
                0.00020328112008741495,
                0.00018995905508806672
              ],
              "gross_return": 0.02375276660419088,
              "turnover": 0.010296281567846788,
              "cost": 5.148140783923394e-06,
              "net_return": 0.023747496180820393,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.009514566452038513,
                0.002199123363584655,
                0.0038679147805720576
              ],
              "posterior": [
                0.0014824187394597444,
                0.00019829254322415647,
                0.0005614936763133447
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": [
                0.00212645033892224,
                0.00020865878729444897,
                0.00018589454402082498
              ],
              "gross_return": 0.013002795247887465,
              "turnover": 0.009799810895967626,
              "cost": 4.899905447983813e-06,
              "net_return": 0.012997831629972367,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.012007336964551555,
                0.0019375627059086957,
                0.0034662966277134557
              ],
              "posterior": [
                0.0015440323866942722,
                0.00021160162396681247,
                0.0005731183808410297
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020777551155190545,
                0.00020239182450416498,
                0.00017616119063837527
              ],
              "gross_return": -0.009449934506331333,
              "turnover": 0.012696665533851542,
              "cost": 6.348332766925771e-06,
              "net_return": -0.009456222847769369,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.4,
                0.21,
                0.39
              ],
              "forecast": [
                0.008237687595786311,
                0.0027473075876587503,
                0.004011903004506624
              ],
              "posterior": [
                0.0014328299108700537,
                0.00028064122110023213,
                0.0006201489166457705
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001987120813458223,
                0.00021392157732321647,
                0.00017289941015227885
              ],
              "gross_return": -0.10029174868090591,
              "turnover": 0.008690002378252737,
              "cost": 4.345001189126369e-06,
              "net_return": -0.10029565791432782,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.42,
                0.18,
                0.4000000000000001
              ],
              "forecast": [
                0.0102086384124939,
                0.0025527217593099014,
                0.004434018859660604
              ],
              "posterior": [
                0.002465659690876623,
                1.0946435466541732e-05,
                0.0010519821067956148
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0020697349517444226,
                0.0002244416349358969,
                0.00016466668888342234
              ],
              "gross_return": 0.08641197857533083,
              "turnover": 0.12772223729531612,
              "cost": 6.386111864765807e-05,
              "net_return": 0.08634259909106667,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.2,
                0.6,
                0.20000000000000007
              ],
              "forecast": [
                -0.07066966715015544,
                0.003018616028786089,
                0.0033113482865163874
              ],
              "posterior": [
                0.00032137891314879365,
                0.0003372948675232346,
                0.0005126159294757082
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038641548297586284,
                0.00025857897830736803,
                0.0004875641965148765
              ],
              "gross_return": 0.02263787708376759,
              "turnover": 0.8686118106032623,
              "cost": 0.00043430590530163114,
              "net_return": 0.0221937394147651,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.53,
                0.23,
                0.23999999999999996
              ],
              "forecast": [
                0.04332847821828534,
                0.0034632433890661113,
                0.005238944761125753
              ],
              "posterior": [
                0.003422194010750049,
                -0.0001236717793896958,
                0.0011912937148449826
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.00459014397037685,
                0.0002527079061215351,
                0.0005777959383430723
              ],
              "gross_return": 0.01700361577549261,
              "turnover": 0.715190274877994,
              "cost": 0.000357595137438997,
              "net_return": 0.01663994022773352,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.4,
                0.3,
                0.3
              ],
              "forecast": [
                0.006969172402926972,
                0.0037297647052983067,
                0.0038818361092600997
              ],
              "posterior": [
                0.0025077987375532753,
                1.586727302646404e-05,
                0.001004354788958573
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.005333836680782154,
                0.00024611370051816806,
                0.0005684628305149048
              ],
              "gross_return": 0.03491791261595383,
              "turnover": 0.2638923756571344,
              "cost": 0.0001319461878285672,
              "net_return": 0.034781359142668666,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.34,
                0.33,
                0.3299999999999999
              ],
              "forecast": [
                -0.010844483378737247,
                0.0037817525821858817,
                0.004819768189541729
              ],
              "posterior": [
                0.0022513492897985894,
                9.639812049499486e-05,
                0.0010094450620209998
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.005148468655527435,
                0.0002419959443019924,
                0.0005533091362775954
              ],
              "gross_return": 0.018396392069623443,
              "turnover": 0.13848912692955218,
              "cost": 6.924456346477609e-05,
              "net_return": 0.018325873656020564,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.35,
                0.32,
                0.33
              ],
              "forecast": [
                -0.008028506694932706,
                0.0035109642158450962,
                0.006520269565144448
              ],
              "posterior": [
                0.002421337019616499,
                8.688260967967956e-05,
                0.0010772877609757756
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.00503764481548034,
                0.00023278745697903513,
                0.0005432665105447939
              ],
              "gross_return": -0.0165304916029748,
              "turnover": 0.02028186857173564,
              "cost": 1.014093428586782e-05,
              "net_return": -0.016540464902631613,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.0018069741310069425,
                0.0034467352939280614,
                0.00547319883611722
              ],
              "posterior": [
                0.002627474850338342,
                3.930274941754169e-05,
                0.0010773734838338692
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.005069009453882793,
                0.00023475157126117546,
                0.0005461572772593467
              ],
              "gross_return": -0.012383922345902139,
              "turnover": 0.0311260561647278,
              "cost": 1.55630280823639e-05,
              "net_return": -0.01239929264265327,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.28,
                0.33999999999999997
              ],
              "forecast": [
                0.009470056217532845,
                0.0033517565160462452,
                0.004544104523677061
              ],
              "posterior": [
                0.0028689195310894994,
                -1.0214011418560617e-05,
                0.0010970367700709478
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.0049437207551070944,
                0.00022967802438623807,
                0.0005421130505406736
              ],
              "gross_return": 0.05030952001167344,
              "turnover": 0.06560690370940975,
              "cost": 3.2803451854704875e-05,
              "net_return": 0.0502750662339011,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.02073387413844395,
                0.0033177560227440756,
                0.004583709993521399
              ],
              "posterior": [
                0.0036668997152603825,
                -2.239710249374692e-05,
                0.0013096385050141047
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.004794138892744499,
                0.00023883932067260554,
                0.0005314040587479717
              ],
              "gross_return": 0.0059432672512468,
              "turnover": 0.0579082219745502,
              "cost": 2.89541109872751e-05,
              "net_return": 0.005914141058239952,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.41,
                0.25,
                0.3400000000000001
              ],
              "forecast": [
                0.0073174464514716275,
                0.0028552586025110517,
                0.005044632455120587
              ],
              "posterior": [
                0.003347683857320278,
                6.810747297491356e-06,
                0.0012400318523563849
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": [
                0.0049151196670605985,
                0.0002361445573142233,
                0.0005261950064822888
              ],
              "gross_return": 0.001922225414786054,
              "turnover": 0.045060819547714376,
              "cost": 2.253040977385719e-05,
              "net_return": 0.0018996516964859822,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.42,
                0.24,
                0.3400000000000001
              ],
              "forecast": [
                0.012446789194911712,
                0.0030485395416731827,
                0.005339140793588033
              ],
              "posterior": [
                0.0035002688738229796,
                4.616972386549611e-06,
                0.0012932407634581834
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": [
                0.0047662399084566105,
                0.00022946031319363692,
                0.0005126712064020118
              ],
              "gross_return": 0.0006507574346183501,
              "turnover": 0.014082938422570801,
              "cost": 7.041469211285401e-06,
              "net_return": 0.0006437113831185837,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.39,
                0.27,
                0.33999999999999997
              ],
              "forecast": [
                -0.0008393710668866267,
                0.002980240683690765,
                0.004716969097212761
              ],
              "posterior": [
                0.0031358889078423337,
                6.891218428405992e-05,
                0.0012266503784863336
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": [
                0.00461795976170905,
                0.00023207324644945818,
                0.000511628455433159
              ],
              "gross_return": 0.004125743793634045,
              "turnover": 0.08924086520228791,
              "cost": 4.4620432601143956e-05,
              "net_return": 0.004080939268559902,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.41,
                0.26,
                0.33000000000000007
              ],
              "forecast": [
                0.01115837441050751,
                0.0023963427980907693,
                0.0035824190273287797
              ],
              "posterior": [
                0.0032757186316487315,
                -1.1912037213198381e-05,
                0.0012025380917603408
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": [
                0.004484396914895285,
                0.0002583015705891058,
                0.0005303021915942726
              ],
              "gross_return": 0.022054227196779828,
              "turnover": 0.01859572631989953,
              "cost": 9.297863159949765e-06,
              "net_return": 0.022044724276433225,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.38,
                0.29,
                0.33
              ],
              "forecast": [
                -0.00638622450549743,
                0.0018064085683043396,
                0.0037524636444087023
              ],
              "posterior": [
                0.0028452539947047013,
                1.4206364064515001e-05,
                0.0010679225793555648
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": [
                0.004368649263312976,
                0.0002686393676876419,
                0.0005244089357518963
              ],
              "gross_return": 0.0033197150453344883,
              "turnover": 0.07753342314288164,
              "cost": 3.876671157144082e-05,
              "net_return": 0.0032808196393274702,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.26,
                0.41,
                0.33
              ],
              "forecast": [
                -0.03794983112176183,
                0.0013149612586121201,
                0.0032890308176520837
              ],
              "posterior": [
                0.0018555388072686728,
                0.00012342790836668532,
                0.0008423200814235156
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": [
                0.004258940838106045,
                0.00026106899136623193,
                0.0005094374743091589
              ],
              "gross_return": 0.01846928595647746,
              "turnover": 0.2405564663257415,
              "cost": 0.00012027823316287075,
              "net_return": 0.018346786270232007,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.3,
                0.37,
                0.32999999999999996
              ],
              "forecast": [
                -0.019873911686753246,
                0.0018941554093059385,
                0.0033146477302245813
              ],
              "posterior": [
                0.0023631338819748013,
                8.157481679626482e-05,
                0.000972067664848613
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": [
                0.004140637735130421,
                0.00025397696315482146,
                0.000495600711030886
              ],
              "gross_return": 0.020226963399590778,
              "turnover": 0.07462615653851734,
              "cost": 3.731307826925867e-05,
              "net_return": 0.02018889559105319,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.39,
                0.28,
                0.32999999999999996
              ],
              "forecast": [
                0.0014741682356243964,
                0.0018367272349211195,
                0.004591227167803842
              ],
              "posterior": [
                0.0031248364196230145,
                1.5024139217057921e-06,
                0.001170046666880895
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": [
                0.004113852566858823,
                0.00024789515001714957,
                0.0004875841570411601
              ],
              "gross_return": 0.008798757292593912,
              "turnover": 0.18354420833953333,
              "cost": 9.177210416976667e-05,
              "net_return": 0.008706177707953344,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.013823702101165482,
                0.0025447408554962595,
                0.004338252350312382
              ],
              "posterior": [
                0.0034626862330360596,
                -3.5518613516549385e-06,
                0.001265672881730801
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": [
                0.00402154452224365,
                0.0002517911572879344,
                0.00047775343906925825
              ],
              "gross_return": -0.02139227448829452,
              "turnover": 0.07074616564741132,
              "cost": 3.537308282370566e-05,
              "net_return": -0.021426890860421044,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.41,
                0.25,
                0.3400000000000001
              ],
              "forecast": [
                0.007261251999054909,
                0.0026691348798632197,
                0.0035981355969240464
              ],
              "posterior": [
                0.003388629347173473,
                7.328888823306996e-05,
                0.00125217522998915
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": [
                0.0039272577444770035,
                0.0002497476943472294,
                0.0004702553378312743
              ],
              "gross_return": 0.020953960749948475,
              "turnover": 0.027349137582115407,
              "cost": 1.3674568791057704e-05,
              "net_return": 0.02093999964477966,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.007639778331699239,
                0.0023007870827930414,
                0.00367066436827554
              ],
              "posterior": [
                0.003432897279293081,
                5.26989000664406e-05,
                0.0012506920407620538
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": [
                0.003923703761937192,
                0.00025155261013552754,
                0.0004658368006392294
              ],
              "gross_return": -0.005237727513048608,
              "turnover": 0.014451526896289618,
              "cost": 7.2257634481448095e-06,
              "net_return": -0.0052449154299167855,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.013189860322764313,
                0.0019066286282372095,
                0.00421556313074126
              ],
              "posterior": [
                0.0034750255614620974,
                -3.31197791055552e-05,
                0.0012161163096655262
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": [
                0.003868020600529866,
                0.0002501013604138441,
                0.0004572096139655213
              ],
              "gross_return": 0.01998090635252897,
              "turnover": 0.03308822589789212,
              "cost": 1.654411294894606e-05,
              "net_return": 0.01996403167320837,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.011975852635401622,
                0.002249261907921049,
                0.003923633414971873
              ],
              "posterior": [
                0.0031392378051390704,
                4.2562813867388945e-05,
                0.001232018659525423
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0038140888125506238,
                0.00024568609008032856,
                0.00044717858617355285
              ],
              "gross_return": -0.034034414466490005,
              "turnover": 0.0029031326298717963,
              "cost": 1.4515663149358981e-06,
              "net_return": -0.03403581662959532,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.005880793563456417,
                0.0022777607500660654,
                0.003388444896070701
              ],
              "posterior": [
                0.003048218614601624,
                0.00015016827273399706,
                0.001257006401782715
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.003761289771923978,
                0.00024991281521487643,
                0.0004444148141974576
              ],
              "gross_return": -0.025758421410386128,
              "turnover": 0.04341899845101313,
              "cost": 2.1709499225506564e-05,
              "net_return": -0.025779571707181925,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.0005012695845830056,
                0.002083486463899341,
                0.0031264288600796183
              ],
              "posterior": [
                0.0029602980305423804,
                0.00016664745034592206,
                0.0012491547295751376
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0038038256742571803,
                0.0002511979776822731,
                0.0004548971301121482
              ],
              "gross_return": -0.00205384439197109,
              "turnover": 0.02265871360026661,
              "cost": 1.1329356800133306e-05,
              "net_return": -0.002065150480035305,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.41,
                0.27,
                0.32000000000000006
              ],
              "forecast": [
                0.005761764829244447,
                0.0024639336632702223,
                0.0029906696882311796
              ],
              "posterior": [
                0.0030624894379798233,
                0.0001976835111645013,
                0.0013051561147752095
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003816883225131876,
                0.0002459574120273337,
                0.0004582542586146631
              ],
              "gross_return": -0.07065818749188618,
              "turnover": 0.02921764196331228,
              "cost": 1.460882098165614e-05,
              "net_return": -0.07067176408005582,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.27,
                0.31000000000000005
              ],
              "forecast": [
                0.008564911304218098,
                0.0013606482600494933,
                0.0024545209762862875
              ],
              "posterior": [
                0.0031972504765084083,
                9.445403859137916e-05,
                0.0012538276982606816
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0037812514994286952,
                0.00031722678834114805,
                0.00047215277908708493
              ],
              "gross_return": 0.003020469039942552,
              "turnover": 0.03254113285472077,
              "cost": 1.6270566427360384e-05,
              "net_return": 0.0030041493287729093,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.42,
                0.27,
                0.31000000000000005
              ],
              "forecast": [
                0.0036383765754799133,
                4.036649219782331e-06,
                0.0008290232346777286
              ],
              "posterior": [
                0.0033676270360925996,
                0.0002842564183135697,
                0.001458335988754292
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.003911588893788125,
                0.0003550407470047815,
                0.0005930029457517234
              ],
              "gross_return": -0.030990744586164888,
              "turnover": 0.01240993218148878,
              "cost": 6.204966090744391e-06,
              "net_return": -0.030996757255736362,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.48,
                0.22,
                0.30000000000000004
              ],
              "forecast": [
                0.018569922802915875,
                6.28495692905082e-05,
                0.0024426548670321217
              ],
              "posterior": [
                0.0041963517113880605,
                0.00029213000332264596,
                0.0017500586918948948
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003846351736118942,
                0.00034865338321873033,
                0.0005867448564683623
              ],
              "gross_return": 0.05263708485085112,
              "turnover": 0.149650351832137,
              "cost": 7.482517591606851e-05,
              "net_return": 0.052558321095801386,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.011581944858070117,
                0.00039724246513760195,
                0.0019550278165574968
              ],
              "posterior": [
                0.003907999575783709,
                0.0003085129742357845,
                0.0016597383634499403
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0038837280256743267,
                0.00034278134693828166,
                0.0005816145941309372
              ],
              "gross_return": -0.04389032150698649,
              "turnover": 0.05169773120362661,
              "cost": 2.5848865601813307e-05,
              "net_return": -0.04391503585756651,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.48,
                0.24,
                0.28
              ],
              "forecast": [
                0.019263296191632067,
                0.0012062301681599393,
                0.0024269207010045144
              ],
              "posterior": [
                0.004738655000019507,
                0.0005736546823090326,
                0.002095747835190759
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0038613970425923367,
                0.0003478428689403519,
                0.0005900896671606319
              ],
              "gross_return": -0.05131748201474293,
              "turnover": 0.01512954714908496,
              "cost": 7.56477357454248e-06,
              "net_return": -0.05132465858318569,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.47,
                0.25,
                0.28
              ],
              "forecast": [
                0.013808920728500367,
                -0.00010243972229558918,
                0.0015739395542022382
              ],
              "posterior": [
                0.004958430251153684,
                0.0007162112854131597,
                0.0022093556785940183
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0038403542826385903,
                0.0003941160329067926,
                0.0006335266777561566
              ],
              "gross_return": 0.011220975118067567,
              "turnover": 0.008684600025105571,
              "cost": 4.342300012552786e-06,
              "net_return": 0.011216584093214577,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.48,
                0.25,
                0.27
              ],
              "forecast": [
                0.013670236978217953,
                -0.0005043695744989542,
                0.001137481694299075
              ],
              "posterior": [
                0.005050374983415998,
                0.0006595479163245684,
                0.0021503590853416995
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.003941982995782827,
                0.00040233259128226077,
                0.0006480351665875296
              ],
              "gross_return": 0.05991206688069445,
              "turnover": 0.0185397336203742,
              "cost": 9.2698668101871e-06,
              "net_return": 0.05990224163700408,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.3,
                0.25000000000000006
              ],
              "forecast": [
                0.008456656010976367,
                -0.0005037768421313739,
                0.000300460023503721
              ],
              "posterior": [
                0.004850715952566776,
                0.0007424997262778963,
                0.0022133255231659484
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0038855021884794403,
                0.0004063480359056638,
                0.0006417504556011688
              ],
              "gross_return": -0.03801105883084713,
              "turnover": 0.10579479926053187,
              "cost": 5.289739963026594e-05,
              "net_return": -0.038061945544307973,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 50,
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "exit": "2019-07-01",
              "q": [
                0.010359732078929325,
                0.001076244213934394,
                0.0013885452015845753
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014201433461575649,
                0.00014235194975608184,
                0.0001587312241835658
              ],
              "last_validation_exit": "2019-05-01",
              "validation_folds": 24,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.0010022025910860072,
                  -0.008529837630970098,
                  0.01291705987048638,
                  -0.005434032272838813,
                  0.0035405589812229654,
                  0.008853106936274066
                ],
                [
                  -0.005381887093301536,
                  0.00952100942369106,
                  -0.0049621576598103245,
                  0.0036043917587038786,
                  0.005066308276508112,
                  -0.005324472243897144
                ],
                [
                  0.0047354798360307185,
                  0.018361838747771992,
                  0.012007254736470466,
                  -0.0029561835604452586,
                  0.0009240504028863887,
                  -0.013114389938846855
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009449139014679324,
                0.0011432225889978279,
                0.0024293575773394896
              ],
              "feature_contributions": [
                [
                  -5.2325394507153695e-05,
                  0.00044574656253959093,
                  -0.000640708043371044,
                  0.0002541979989214386,
                  0.0002496395315748262,
                  0.0006540424090923433
                ],
                [
                  0.00010744061526697405,
                  -0.0001902423261425548,
                  9.411177757249128e-05,
                  -6.447017011057887e-05,
                  0.00013658721561799725,
                  -0.00015040548726776302
                ],
                [
                  -0.00010021583542053795,
                  -0.0003889365673549935,
                  -0.00024141018968864,
                  5.6052718579460717e-05,
                  2.6409036418768074e-05,
                  -0.0003927115382889716
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.64,
                  79.25344848632812,
                  0.36277168926067843,
                  0.4788538780248404
                ],
                "used_input": [
                  -0.5668307644698101,
                  -0.7482091844138131,
                  -0.63668,
                  79.25344848632812,
                  0.36277168926067843,
                  0.4788538780248404
                ],
                "standardized_input": [
                  -1.458676206800202,
                  -1.4599875329906389,
                  -1.3857931568800634,
                  -1.30692848265082,
                  1.96989661662624,
                  2.064011479191244
                ],
                "training_mean": [
                  -0.028825238897237496,
                  -0.15473525998717935,
                  -0.47618938775510194,
                  102.09937333087532,
                  0.020063617949345754,
                  0.08275101934260795
                ],
                "training_scale": [
                  0.368831357544906,
                  0.40649246039174164,
                  0.11581137592440002,
                  17.480623574909938,
                  0.17397261786167975,
                  0.19190923242221516
                ],
                "clip_low": [
                  -0.8179620411978074,
                  -1.163648682917423,
                  -0.63668,
                  69.56138946533203,
                  -0.37174530818696006,
                  -0.396607500356174
                ],
                "clip_high": [
                  0.9667731542523647,
                  0.9376760712694705,
                  -0.23060000000000017,
                  149.52595947265624,
                  0.5078439281561271,
                  0.586444125410509
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.064011479191244
            },
            {
              "idx": 51,
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "exit": "2019-08-01",
              "q": [
                0.007860113292932236,
                0.0020469434684877953,
                0.002198950026305827
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015492697845326709,
                0.0001852504749754014,
                0.0001655068847932868
              ],
              "last_validation_exit": "2019-06-03",
              "validation_folds": 25,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.0006560947058466722,
                  -0.007028635287323212,
                  0.017131221057850476,
                  -0.0015080858799774082,
                  0.00394022060711013,
                  0.006301758187549033
                ],
                [
                  -0.004653672976090416,
                  0.007408662653621795,
                  -0.010969703035190721,
                  -0.0014270730911269218,
                  0.004078235257824519,
                  -0.002159420233421088
                ],
                [
                  0.004883533186451865,
                  0.017315008289892544,
                  0.008319976881418454,
                  -0.0053236961259403226,
                  0.0005340250117207386,
                  -0.011471514800758191
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008078569812386185,
                0.0018386403720529797,
                0.002780021656385739
              ],
              "feature_contributions": [
                [
                  -2.146401858807488e-05,
                  0.00018780189383005405,
                  -0.0007772223388603181,
                  -1.5061155477645761e-05,
                  0.0001691703296953883,
                  0.00023831876994664778
                ],
                [
                  5.970622688351668e-05,
                  -7.76332990994488e-05,
                  0.0001951781016081014,
                  -5.589303578439777e-06,
                  6.866812610125925e-05,
                  -3.202675548017325e-05
                ],
                [
                  -6.3413673715977e-05,
                  -0.00018363519930348702,
                  -0.00014982467450840752,
                  -2.1103269455210363e-05,
                  9.10058947418275e-06,
                  -0.00017219540257101265
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414,
                  0.2209102746434161,
                  0.2820575628873276
                ],
                "used_input": [
                  -0.35345643942946575,
                  -0.45129210061972413,
                  -0.625,
                  106.4719009399414,
                  0.2209102746434161,
                  0.2820575628873276
                ],
                "standardized_input": [
                  -0.8911901080444562,
                  -0.7278716659455672,
                  -1.2358985146996977,
                  0.2720558525344361,
                  1.1695788673799774,
                  1.030201953934109
                ],
                "training_mean": [
                  -0.02808770089440067,
                  -0.15817207240746428,
                  -0.4798563999999999,
                  101.70556842803956,
                  0.019569068624741438,
                  0.08549988842286367
                ],
                "training_scale": [
                  0.36509464770544153,
                  0.40270839205077724,
                  0.11743973981170089,
                  17.519683798379383,
                  0.1721484644038649,
                  0.19079528408372212
                ],
                "clip_low": [
                  -0.8172284874587061,
                  -1.1565825140766421,
                  -0.6547700000000001,
                  69.66701484680176,
                  -0.3702862597962539,
                  -0.3955778801456048
                ],
                "clip_high": [
                  0.9661428049670943,
                  0.9356765231865927,
                  -0.2310500000000001,
                  149.50116943359376,
                  0.507030600620787,
                  0.5840717873801012
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2358985146996977
            },
            {
              "idx": 52,
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "exit": "2019-09-03",
              "q": [
                0.006932764901459467,
                0.0021100664508567116,
                0.0034812840824333625
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001687344325456617,
                0.00017908029947560154,
                0.0001934328415776061
              ],
              "last_validation_exit": "2019-07-01",
              "validation_folds": 26,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.0037215481396050323,
                  -0.010923720538761679,
                  0.012122271432460054,
                  -0.005722100931499772,
                  0.009734045528466205,
                  0.01203325867020585
                ],
                [
                  -0.005214949169802067,
                  0.006700913770226511,
                  -0.011372670339114162,
                  -0.002043953926717038,
                  0.004819206638999257,
                  -0.0011768753261747335
                ],
                [
                  0.0002931135780453973,
                  0.012264023864139491,
                  0.0038253595068632974,
                  -0.009408764202573396,
                  0.006529770020247439,
                  -0.004506881240060071
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009528950808906377,
                0.00192138869807889,
                0.0033382155766749962
              ],
              "feature_contributions": [
                [
                  -0.00013693163280275585,
                  -0.0005790043646957101,
                  -0.000549270456470188,
                  -6.527043057810029e-05,
                  -0.00047159834257355594,
                  -0.0007941106803266002
                ],
                [
                  -7.248379587047684e-05,
                  0.00013417017587328227,
                  0.00019465940419541343,
                  -8.807299576505572e-06,
                  -8.819930208530225e-05,
                  2.9338570241410514e-05
                ],
                [
                  4.271297914287263e-06,
                  0.0002574471120547903,
                  -6.864648012265624e-05,
                  -4.2504736606389184e-05,
                  -0.0001252911984746994,
                  0.0001177925109930334
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531,
                  -0.2005741028789747,
                  -0.25063478763364444
                ],
                "used_input": [
                  0.32091856460635954,
                  0.40101566021383106,
                  -0.625,
                  106.58845520019531,
                  -0.2005741028789747,
                  -0.25063478763364444
                ],
                "standardized_input": [
                  0.9742534590471449,
                  1.4034697849816735,
                  -1.1997590839707253,
                  0.3020318719764097,
                  -1.2828347258959725,
                  -1.7473889912553537
                ],
                "training_mean": [
                  -0.03864926675952967,
                  -0.16964208203978673,
                  -0.48299999999999993,
                  101.26691578883751,
                  0.02631119296770816,
                  0.09334100483227385
                ],
                "training_scale": [
                  0.3690701100692622,
                  0.4066049361091656,
                  0.11835709510115695,
                  17.619131969534145,
                  0.17686245255655905,
                  0.19685129881629865
                ],
                "clip_low": [
                  -0.816494933719605,
                  -1.1495163452358612,
                  -0.6545000000000001,
                  69.77264022827148,
                  -0.36882721140554775,
                  -0.3945482599350356
                ],
                "clip_high": [
                  0.965512455681824,
                  0.9336769751037148,
                  -0.23149999999999998,
                  149.47637939453125,
                  0.5062172730854468,
                  0.589585114447474
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7473889912553537
            },
            {
              "idx": 53,
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "exit": "2019-10-01",
              "q": [
                0.007885310052188075,
                0.002419917231003388,
                0.0038834249044830777
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001629037580293233,
                0.00017689313314308986,
                0.0001878721385079337
              ],
              "last_validation_exit": "2019-08-01",
              "validation_folds": 27,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.0032768246103133183,
                  -0.010553914604887313,
                  0.01263524701761882,
                  -0.00588224386672526,
                  0.00905695601167873,
                  0.011425086728581012
                ],
                [
                  -0.0061259161029508305,
                  0.0058897131685305484,
                  -0.012648994243803549,
                  -0.001648198300194843,
                  0.006039256399006813,
                  -4.988439059929594e-05
                ],
                [
                  -0.0001970023185026655,
                  0.011842435278908443,
                  0.0030534491590017135,
                  -0.009203498590910911,
                  0.007082792326024816,
                  -0.003942394849703397
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009292375638668164,
                0.0021344892651383673,
                0.0034428413716485495
              ],
              "feature_contributions": [
                [
                  3.151569840888573e-05,
                  -0.0006134155865125643,
                  -0.0002598909023512865,
                  9.898969251265556e-05,
                  8.933464004056975e-05,
                  -0.0007535991285783489
                ],
                [
                  2.2362363962643573e-05,
                  0.00012992966058210302,
                  9.874980871766995e-05,
                  1.052759912750738e-05,
                  2.2609659886801702e-05,
                  1.2488735882952515e-06
                ],
                [
                  7.505817983235841e-07,
                  0.00027266864693740664,
                  -2.4880034918446626e-05,
                  6.135540848525293e-05,
                  2.7675475636881557e-05,
                  0.00010301345489511012
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406,
                  0.07671704821281698,
                  -0.24925356039390337
                ],
                "used_input": [
                  -0.13923239240075677,
                  0.45236580833739265,
                  -0.551,
                  93.52125549316406,
                  0.07671704821281698,
                  -0.24925356039390337
                ],
                "standardized_input": [
                  -0.2568854506649405,
                  1.552412030313993,
                  -0.5493803336471891,
                  -0.44948242800908833,
                  0.26345315380950535,
                  -1.7617596158349973
                ],
                "training_mean": [
                  -0.04470126614830092,
                  -0.17496099353636432,
                  -0.48573423076923067,
                  101.3685661829435,
                  0.030065900708690356,
                  0.09694738086183483
                ],
                "training_scale": [
                  0.36798941321030365,
                  0.40409813221227936,
                  0.11879888163722097,
                  17.458548323096547,
                  0.17707568434674575,
                  0.1965086145374345
                ],
                "clip_low": [
                  -0.8157613799805038,
                  -1.14245017639508,
                  -0.65423,
                  69.8782656097412,
                  -0.36736816301484154,
                  -0.3935186397244664
                ],
                "clip_high": [
                  0.9648821063965537,
                  0.931677427020837,
                  -0.2319499999999999,
                  149.45158935546874,
                  0.5054039455501067,
                  0.5873704897190217
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7617596158349973
            },
            {
              "idx": 54,
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "exit": "2019-11-01",
              "q": [
                -0.008736494097994126,
                0.003209027341297507,
                0.004582080315117911
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015830339792549416,
                0.00019858658587931414,
                0.00020536185445423172
              ],
              "last_validation_exit": "2019-09-03",
              "validation_folds": 28,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.1551445042143123,
                  0.01229921646569448,
                  0.20351421315893092,
                  -0.07847415115544489,
                  0.24691190514518727,
                  0.1743040902784353
                ],
                [
                  -0.003082171479677278,
                  0.00967624119519206,
                  -0.01614910933605578,
                  -0.0005668180326754098,
                  0.0019129528471246572,
                  -0.005269789944923865
                ],
                [
                  0.0023176493062755186,
                  0.0150182256895691,
                  -0.00070935663637413,
                  -0.008016304470022457,
                  0.0033181089077200794,
                  -0.008476525007970534
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008854662013075342,
                0.002662434717145479,
                0.003934707220316519
              ],
              "feature_contributions": [
                [
                  0.00010374902730762914,
                  0.0008047741856249058,
                  -0.004744151369058336,
                  -0.00032677370463557687,
                  -0.00042136553523861806,
                  -0.013007388715069472
                ],
                [
                  -8.074972724193922e-07,
                  0.0002480503854196036,
                  0.0001474853882778199,
                  -9.246997968192057e-07,
                  -1.278962685618634e-06,
                  0.00015406801020946155
                ],
                [
                  6.29337052910302e-07,
                  0.0003990278069291296,
                  6.714541633378355e-06,
                  -1.355447252672743e-05,
                  -2.299299575383318e-06,
                  0.00025685518128808335
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125,
                  0.01756117151462581,
                  -0.3109529221047905
                ],
                "used_input": [
                  -0.031192134128997892,
                  0.5523142488539796,
                  -0.563,
                  103.4044189453125,
                  0.01756117151462581,
                  -0.3109529221047905
                ],
                "standardized_input": [
                  0.017967278188843416,
                  1.758050096673829,
                  -0.6263231243207338,
                  0.11188068824577165,
                  -0.04585129796806125,
                  -2.005013008691782
                ],
                "training_mean": [
                  -0.037800831521725614,
                  -0.16399791288526816,
                  -0.48836528301886795,
                  101.46857985010686,
                  0.0257263859401564,
                  0.09036686816346948
                ],
                "training_scale": [
                  0.3678185044650402,
                  0.407446956770166,
                  0.11916327863844337,
                  17.302709927499922,
                  0.17808033332487674,
                  0.20015819774162488
                ],
                "clip_low": [
                  -0.8150278262414026,
                  -1.1353840075542991,
                  -0.65396,
                  69.98389099121094,
                  -0.36590911462413533,
                  -0.3924890195138972
                ],
                "clip_high": [
                  0.9642517571112829,
                  0.9296778789379578,
                  -0.23240000000000013,
                  149.42679931640623,
                  0.504590618014766,
                  0.5851558649905679
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.005013008691782
            },
            {
              "idx": 55,
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "exit": "2019-12-02",
              "q": [
                0.01191831481621666,
                0.002314379816687252,
                0.0031391422100270077
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015326600134172642,
                0.00019822608362177028,
                0.0002013054332023076
              ],
              "last_validation_exit": "2019-10-01",
              "validation_folds": 29,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.004164178241591501,
                  -0.011107365641984217,
                  0.013424465123123593,
                  -0.006254671482897431,
                  0.01014391964538541,
                  0.012000181377098964
                ],
                [
                  -0.002586187557091176,
                  0.007222251703123394,
                  -0.015023885449454127,
                  0.00018030523677922667,
                  0.0013816465490691595,
                  -0.002573286776783196
                ],
                [
                  0.0026284677357753016,
                  0.013242881074850254,
                  -4.932159177352066e-05,
                  -0.007478806884090289,
                  0.0029392392472938457,
                  -0.00659713885446195
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008936183232306782,
                0.0024039413813850318,
                0.003760309463210452
              ],
              "feature_contributions": [
                [
                  0.00028703951729624675,
                  0.000970851299727146,
                  -0.0003157495417135474,
                  0.00014716242693048505,
                  0.0008072316999512548,
                  0.0010855961817182941
                ],
                [
                  7.042176507439051e-05,
                  -0.0002493726242772057,
                  0.00013959263635616046,
                  -1.675850548352647e-06,
                  4.3433404487598556e-05,
                  -9.196089579037072e-05
                ],
                [
                  -7.382484976463289e-05,
                  -0.0004716411261530305,
                  4.726834135390187e-07,
                  7.169886775287587e-05,
                  9.530482472790451e-05,
                  -0.0002431776531601006
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.721163832727916,
                  -1.2328857543769762,
                  -0.565,
                  90.36798858642578,
                  0.4074575654912725,
                  0.6965804512229915
                ],
                "used_input": [
                  -0.721163832727916,
                  -1.1283178387135182,
                  -0.565,
                  90.36798858642578,
                  0.4074575654912725,
                  0.5829412402621157
                ],
                "standardized_input": [
                  -1.8691740043634515,
                  -2.3701672872232513,
                  -0.6377979072915035,
                  -0.6380133841631834,
                  2.1578922732807917,
                  2.453114665688655
                ],
                "training_mean": [
                  -0.03967728256663673,
                  -0.1524899435893318,
                  -0.4895285185185185,
                  101.32290412761547,
                  0.02668261525734208,
                  0.08405565643985362
                ],
                "training_scale": [
                  0.3645923539330197,
                  0.4117126670275705,
                  0.11833134072512325,
                  17.170353809361114,
                  0.1764568857068162,
                  0.20336822848116293
                ],
                "clip_low": [
                  -0.8142942725023014,
                  -1.1283178387135182,
                  -0.65369,
                  70.08951637268066,
                  -0.3644500662334292,
                  -0.391459399303328
                ],
                "clip_high": [
                  0.9636214078260126,
                  0.92767833085508,
                  -0.23285000000000006,
                  149.40200927734375,
                  0.5037772904794259,
                  0.5829412402621157
                ]
              },
              "input_clipped": [
                false,
                true,
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.453114665688655
            },
            {
              "idx": 56,
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "exit": "2020-01-02",
              "q": [
                0.008937311149978708,
                0.002620721439601445,
                0.00399281051691266
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0015277074794667798,
                0.0001928115635873521,
                0.00019459820490802187
              ],
              "last_validation_exit": "2019-11-01",
              "validation_folds": 30,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.004150035394447062,
                  -0.00835554728095845,
                  0.012146266150289867,
                  -0.005992217670095292,
                  0.010061780921239794,
                  0.00872454630626919
                ],
                [
                  -0.0025770897077882424,
                  0.006130911399829074,
                  -0.014518319586607977,
                  8.395082169574325e-05,
                  0.0013704393250884438,
                  -0.0014251762301170396
                ],
                [
                  0.0026360971200508274,
                  0.013010020770197668,
                  -2.4429962750936308e-05,
                  -0.007492527215525452,
                  0.0029063893468609077,
                  -0.006491984820692883
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009573550606055229,
                0.0023098063126942995,
                0.003769839273764468
              ],
              "feature_contributions": [
                [
                  5.4215860043050295e-05,
                  -0.00019541980797324618,
                  -0.00046456820818908294,
                  4.57502314465263e-05,
                  0.00016166715838358727,
                  -0.00023788468978735584
                ],
                [
                  1.3206816266611492e-05,
                  5.624873628799053e-05,
                  0.00021782970032787079,
                  -2.514344110500304e-07,
                  8.637753550830593e-06,
                  1.5243554884891974e-05
                ],
                [
                  -1.3918413365231733e-05,
                  0.00012297743884763106,
                  3.776445930639323e-07,
                  2.3119999307496534e-05,
                  1.887358988655268e-05,
                  7.154098387867898e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125,
                  0.10274475052934857,
                  -0.07721871209150456
                ],
                "used_input": [
                  -0.167609707225691,
                  0.1259685352226828,
                  -0.613,
                  97.83673095703125,
                  0.10274475052934857,
                  -0.07721871209150456
                ],
                "standardized_input": [
                  -0.3546155666408708,
                  0.6348584819803618,
                  -1.0382213091601091,
                  -0.20724733742545662,
                  0.4361442919007611,
                  -0.7401280861256018
                ],
                "training_mean": [
                  -0.039521130695882735,
                  -0.13958320153112788,
                  -0.49086763636363634,
                  101.36221958507191,
                  0.026528511204844802,
                  0.07685213674780768
                ],
                "training_scale": [
                  0.3612040434184526,
                  0.41828493166769265,
                  0.1176361557587035,
                  17.011020126175186,
                  0.17475005574954489,
                  0.20816781814866298
                ],
                "clip_low": [
                  -0.8135607187632001,
                  -1.1212516698727373,
                  -0.65342,
                  70.19514175415038,
                  -0.36299101784272303,
                  -0.3904297790927588
                ],
                "clip_high": [
                  0.9629910585407422,
                  0.9256787827722022,
                  -0.23329999999999995,
                  149.37721923828124,
                  0.5029639629440857,
                  0.5807266155336634
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0382213091601091
            },
            {
              "idx": 57,
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "exit": "2020-02-03",
              "q": [
                0.009514566452038513,
                0.002199123363584655,
                0.0038679147805720576
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001479606186228797,
                0.00019041096219376462,
                0.00018876992404175664
              ],
              "last_validation_exit": "2019-12-02",
              "validation_folds": 31,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.004529727409247082,
                  -0.008641810958678109,
                  0.011927013168836265,
                  -0.006123513209630171,
                  0.010253825038637776,
                  0.00891185144827181
                ],
                [
                  -0.0005696081389036915,
                  0.007850388543753518,
                  -0.013783738616780415,
                  0.0008308586269530697,
                  -0.000952636524459283,
                  -0.003861758269390626
                ],
                [
                  0.003238071772188169,
                  0.012339314653734753,
                  0.0002502663521817543,
                  -0.007217471788734212,
                  0.0019602207141667764,
                  -0.006368590688815056
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009723405280801683,
                0.002115587070133486,
                0.0036919491051956477
              ],
              "feature_contributions": [
                [
                  -0.00010154467673301475,
                  8.238721851242173e-06,
                  -0.00022646793062102436,
                  0.0003713905806432903,
                  -0.0002701346187562401,
                  9.679094852575801e-06
                ],
                [
                  -5.031987422783188e-06,
                  -2.9493376730861823e-06,
                  0.00010313838080797516,
                  -1.985800549480663e-05,
                  9.89008074125255e-06,
                  -1.6528375073830273e-06
                ],
                [
                  2.934652975524563e-05,
                  -4.755884584704706e-06,
                  -1.9211561488560095e-06,
                  0.00017697034986763587,
                  -2.0877789010829847e-05,
                  -2.7963745020809544e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406,
                  -0.0966897357624123,
                  0.09678962096940683
                ],
                "used_input": [
                  0.17484581512190286,
                  -0.17502643936601595,
                  -0.553,
                  73.07838439941406,
                  -0.0966897357624123,
                  0.09678962096940683
                ],
                "standardized_input": [
                  0.6137335866971101,
                  -0.026100563050885813,
                  -0.5198401389684082,
                  -1.6604470193917609,
                  -0.7212555011130761,
                  0.029734566026976283
                ],
                "training_mean": [
                  -0.05169147886692206,
                  -0.16330478635678927,
                  -0.4921946428571428,
                  101.16733751978192,
                  0.03334234647523398,
                  0.09003593898381272
                ],
                "training_scale": [
                  0.36911340506548757,
                  0.44909579101316965,
                  0.11696933842685145,
                  16.916500672606308,
                  0.18028574067993178,
                  0.22713235429321274
                ],
                "clip_low": [
                  -0.8128271650240989,
                  -1.354358319181046,
                  -0.65315,
                  70.30076713562012,
                  -0.3615319694520168,
                  -0.3894001588821896
                ],
                "clip_high": [
                  0.9623607092554719,
                  0.9236792346893243,
                  -0.23374999999999987,
                  149.35242919921876,
                  0.5021506354087457,
                  0.6982616060641937
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6604470193917609
            },
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.012007336964551555,
                0.0019375627059086957,
                0.0034662966277134557
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014800285999221397,
                0.00018489562693451442,
                0.00018476899044623165
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.004968164800701191,
                  -0.007545739577874972,
                  0.010007750383945323,
                  -0.00636885994665126,
                  0.01077189668764497,
                  0.007594379073727236
                ],
                [
                  -0.000457330981621521,
                  0.007593729027160319,
                  -0.013255860265789468,
                  0.0008843792647126416,
                  -0.0011089179046742848,
                  -0.003561019518064321
                ],
                [
                  0.002980587088611453,
                  0.012781772107447416,
                  -0.0006157178855749764,
                  -0.007372203336597153,
                  0.002243218365166734,
                  -0.006943640134615908
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.0001506208219761129,
                  0.000479036329146093,
                  -0.0004053860247968598,
                  0.00037240072013567104,
                  0.000414885026566045,
                  0.0006082544398061128
                ],
                [
                  5.415461302173642e-06,
                  -0.00018829446223841682,
                  0.00020972781839337948,
                  -2.0197758657508224e-05,
                  -1.668210271832408e-05,
                  -0.00011139948526704602
                ],
                [
                  -3.628807773186747e-05,
                  -0.0003258598368312347,
                  1.0015836009121406e-05,
                  0.00017310884000195232,
                  3.469606806431766e-05,
                  -0.0002233332308843227
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  0.22305506716824655,
                  0.5827891320350226
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  0.22305506716824655,
                  0.5827891320350226
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792,
                  1.0539501893390097,
                  2.191681899725351
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046,
                  0.03457126094733012,
                  0.08711905495115975
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623,
                  0.17883559216316,
                  0.22615967999095915
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984,
                  -0.36007292106131067,
                  -0.3883705386716204
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625,
                  0.501337307873405,
                  0.6982242470677226
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.191681899725351
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.008237687595786311,
                0.0027473075876587503,
                0.004011903004506624
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001439415384519234,
                0.00020108450294814228,
                0.0001885890553671002
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.005254353809987246,
                  -0.00752547543999086,
                  0.010238018786537444,
                  -0.005412517997552032,
                  0.01110130867650303,
                  0.007555952431304826
                ],
                [
                  0.0011583565919153957,
                  0.007247096314652497,
                  -0.01424270870023125,
                  -0.0036750161590573924,
                  -0.0030580188059571908,
                  -0.00331916915803569
                ],
                [
                  0.0039656081079098154,
                  0.012534853460955234,
                  -0.0015124591995837717,
                  -0.009968011554691406,
                  0.0009163430576989098,
                  -0.006770453979711556
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0002609293256144236,
                  -0.00011370688002289322,
                  -0.00031843549385212575,
                  -0.0004353161147210421,
                  -0.0006770223940859723,
                  -0.00012552531858517888
                ],
                [
                  2.3124337084934083e-05,
                  4.4019010125413176e-05,
                  0.00017808263700677432,
                  -0.00011881959902034766,
                  7.497085194494681e-05,
                  2.2166388570054646e-05
                ],
                [
                  7.99820870336347e-05,
                  7.692215128078603e-05,
                  1.910594729381578e-05,
                  -0.0003256066631482736,
                  -2.269688773904952e-05,
                  4.568138551540039e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.26704400524540767,
                  -0.015385392598970142
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.26704400524540767,
                  -0.015385392598970142
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314,
                  -1.6816611367404393,
                  -0.4580909892805504
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987,
                  0.032319273432599493,
                  0.0873028967999933
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535,
                  0.17801641016588066,
                  0.2241657046348791
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363,
                  -0.35861387267060446,
                  -0.38734091846105123
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374,
                  0.5005239803380649,
                  0.6981868880712514
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.0102086384124939,
                0.0025527217593099014,
                0.004434018859660604
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014973175592498376,
                0.0002179881222742516,
                0.0001845834840372827
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.003489564321587591,
                  -0.003688797395163291,
                  0.01228172274568195,
                  -0.001660606432889266,
                  0.008639041530049976,
                  0.0025532531461246993
                ],
                [
                  -0.0007937180098941992,
                  0.0027547168471855153,
                  -0.01643309748799055,
                  -0.007649427158458797,
                  -0.00044078128319885245,
                  0.0022331065772993354
                ],
                [
                  0.0034617197934523323,
                  0.011219145094115614,
                  -0.002176408584164152,
                  -0.010855466469817616,
                  0.0015116114783120308,
                  -0.005207818669224522
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -5.352829890965412e-05,
                  3.794633458565447e-05,
                  0.0010159856982643015,
                  8.555862371718213e-05,
                  -1.521115742564783e-05,
                  -7.242863431251185e-05
                ],
                [
                  -4.936772082286874e-06,
                  -1.1490173929563547e-05,
                  -0.0005512039810441071,
                  0.00015980508554201854,
                  3.14691094308561e-07,
                  -2.568564523610259e-05
                ],
                [
                  2.1171277116434408e-05,
                  -4.601375811896546e-05,
                  -7.178135413558054e-05,
                  0.00022299158558046706,
                  -1.0611573625310497e-06,
                  5.889998526721843e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547,
                  0.02701504804925502,
                  -0.0830678953575099
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547,
                  0.02701504804925502,
                  -0.0830678953575099
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096,
                  -0.04799009222074469,
                  -0.7731634332829457
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642,
                  0.03556302791719294,
                  0.09571778657031749
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262,
                  0.17811967996683448,
                  0.23123918466847523
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992,
                  -0.3571548242798983,
                  -0.386311298250482
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126,
                  0.49971065280272475,
                  0.6981495290747802
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            },
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                -0.07066966715015544,
                0.003018616028786089,
                0.0033113482865163874
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002561861610522337,
                0.0002561450634773361,
                0.00036136362588099966
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.47815466744717045,
                  -0.05244059837130374,
                  0.24838613693829412,
                  -0.17368145752886902,
                  0.6891628071859245,
                  -0.03294373168898489
                ],
                [
                  0.003918095404118861,
                  0.0039105013316742,
                  -0.018972955689974997,
                  0.0010447014885228939,
                  -0.006242167022585137,
                  0.0007029719148015009
                ],
                [
                  -0.005536971964883474,
                  0.0068042884806472,
                  0.004466352844157163,
                  -0.023021049231479306,
                  0.011596163914213106,
                  -0.0017065017625617753
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  -0.04499967005032414,
                  0.0002005904355591007,
                  0.025440391889234647,
                  0.008486293826512694,
                  -0.06641490305920521,
                  0.0008766071352585734
                ],
                [
                  -0.00012739962689636914,
                  -5.168056350776696e-06,
                  -0.0006714035849005946,
                  -1.7636363542556243e-05,
                  0.00020784104443651356,
                  -6.462825100112243e-06
                ],
                [
                  0.0002052262244917441,
                  -1.0250496506131658e-05,
                  0.00018016443932689866,
                  0.0004430057101704274,
                  -0.000440126641998518,
                  1.7883748402663763e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547,
                  -0.5304912617165565,
                  -0.04165192109124811
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547,
                  -0.35569577588919216,
                  -0.04165192109124811
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132,
                  -2.1369117927267087,
                  -0.5900313577181544
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052,
                  0.030530339378739016,
                  0.09388260460439767
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803,
                  0.1807403172103351,
                  0.22970732643736502
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162,
                  -0.35569577588919216,
                  -0.3852816780399128
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875,
                  0.49889732526738406,
                  0.6981121700783091
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.04332847821828534,
                0.0034632433890661113,
                0.005238944761125753
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028659025998242042,
                0.0002492015647505061,
                0.00043618293963124956
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.5003907048505206,
                  -0.2712624576458568,
                  0.3238388384464685,
                  -0.2019590718510515,
                  0.7116095444615608,
                  -0.2578244417010349
                ],
                [
                  0.003774514343287532,
                  0.003964529974388953,
                  -0.018149126454743588,
                  0.0013034785153400387,
                  -0.006213961710934099,
                  0.0009535974636978234
                ],
                [
                  -0.0036491819168335466,
                  0.004615445162978137,
                  0.01929715221029166,
                  -0.02712225344001133,
                  0.010997387027154198,
                  -0.004734507898144556
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254537,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  0.06674965005483495,
                  -0.03205097743201403,
                  0.0317245385858278,
                  0.016742444213380395,
                  -0.0737691718254697,
                  0.02584488369847139
                ],
                [
                  0.00016123580080448742,
                  0.00015000437693944994,
                  -0.0005693544865100923,
                  -3.460349864736693e-05,
                  0.00020628248558815385,
                  -3.061090876379946e-05
                ],
                [
                  -0.000191920631440303,
                  0.00021500649126543692,
                  0.0007453255237031222,
                  0.00088647737231221,
                  -0.00044947862434917924,
                  0.00018711634766993587
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719,
                  -0.8136216073977128,
                  -1.4019971674856915
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625,
                  -0.35423672749848595,
                  -0.38425205782934363
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328,
                  -2.1472704605542967,
                  -2.076366925814558
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278,
                  0.03048329723981905,
                  0.09099804331344996
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892,
                  0.17916700844428946,
                  0.22888541289798917
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625,
                  -0.35423672749848595,
                  -0.38425205782934363
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624,
                  0.4980839977320439,
                  0.6980748110818379
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                true,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.006969172402926972,
                0.0037297647052983067,
                0.0038818361092600997
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030217552211172652,
                0.00024252912199165824,
                0.00044116352607453203
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.010156509544607287,
                  -0.09315378982652162,
                  0.396605607528565,
                  -0.20398873208177942,
                  0.20127161865996154,
                  -0.055477311152005084
                ],
                [
                  0.003879858569963791,
                  0.003952088021537385,
                  -0.015040832482288949,
                  0.0013224515677257775,
                  -0.004641055964563484,
                  0.0010878413827483241
                ],
                [
                  -0.009729469073994444,
                  0.004329410631732917,
                  0.027682936466014413,
                  -0.028257077139801762,
                  0.006300931942902774,
                  -0.005520028152891198
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148962,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  0.001246843560403355,
                  0.012067432493161438,
                  -0.00015766496750473013,
                  0.016850183122438727,
                  -0.025421636161418834,
                  -0.006870783324301941
                ],
                [
                  0.0001498549845215111,
                  -0.00016107523408528864,
                  1.8812046446375498e-06,
                  -3.436893185066093e-05,
                  0.00018442745683442912,
                  4.23881280631477e-05
                ],
                [
                  -0.00046867850115588544,
                  -0.00022007034984365678,
                  -4.318241393109248e-06,
                  0.00091589162633142,
                  -0.00031227998728226717,
                  -0.0002682566808022501
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656,
                  -10.60116927609844,
                  0.667144134320321
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878,
                  -0.4763771669433795,
                  0.667144134320321
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796,
                  -2.5910092247476784,
                  2.54061494777425
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981,
                  0.020883027963030192,
                  0.08887453197166607
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017,
                  0.19191757024903477,
                  0.22761009213744027
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878,
                  -0.4763771669433795,
                  -0.3832224376187744
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376,
                  0.4972706701967038,
                  0.6980374520853668
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                true,
                false
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.010844483378737247,
                0.0037817525821858817,
                0.004819768189541729
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029476959768355766,
                0.00023661183416515458,
                0.0004406374934125209
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.007536684572428271,
                  -0.036585201295363516,
                  0.4123089201348497,
                  -0.21135803952178703,
                  0.2065600042927997,
                  0.004667571661229149
                ],
                [
                  0.0017214508562012078,
                  0.001031190521305859,
                  -0.01533562374370105,
                  0.002204356573653153,
                  -0.0032281437459744547,
                  0.0019349359869041988
                ],
                [
                  -0.0026133114193715255,
                  0.011165585955900852,
                  0.02887203103259461,
                  -0.02953662404907455,
                  0.001596573526294334,
                  -0.00928406471281643
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  0.0015427470940357765,
                  0.0005462205801524761,
                  -0.007442688963250105,
                  0.01588326716349726,
                  -0.03088940152804184,
                  7.829985230743405e-05
                ],
                [
                  0.00011088551592428759,
                  -4.8447047768366576e-06,
                  8.711127667275159e-05,
                  -5.212771769326813e-05,
                  0.00015190844570590875,
                  1.0214152677584382e-05
                ],
                [
                  -0.00021191076741105313,
                  -6.603764692461715e-05,
                  -0.00020645810433392268,
                  0.0008792844335691623,
                  -9.458007286469838e-05,
                  -6.169579543123012e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  -1.2762952947491863,
                  0.16172139200624142
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  -0.6380807930753959,
                  0.16172139200624142
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876,
                  -3.090967974456694,
                  0.34673780350403294
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056,
                  0.009551420925777123,
                  0.0736203130011139
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256,
                  0.20952407768476108,
                  0.2540855889228208
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102,
                  -0.6380807930753959,
                  -0.80929707133193
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125,
                  0.4964573426613637,
                  0.6980000930888957
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008028506694932706,
                0.0035109642158450962,
                0.006520269565144448
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029410935506410376,
                0.00023143556337138383,
                0.0004446537973937451
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.09168570065148869,
                  -0.10510041065834003,
                  0.37119122948911254,
                  -0.21192948033771913,
                  0.09335155211273803,
                  0.029378238907733643
                ],
                [
                  0.003935884476660109,
                  2.723591879042209e-05,
                  -0.015264835842006858,
                  0.0014040574038407408,
                  -0.004959619447510887,
                  0.0028092233887308153
                ],
                [
                  0.01212934672940054,
                  0.007136352129710577,
                  0.02844007969605702,
                  -0.030931886552201384,
                  -0.011531427310001108,
                  -0.005374876587398872
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -0.0005795377449421147,
                  -0.020925703745550094,
                  -0.010315604818115099,
                  0.01775009008945619,
                  0.0006212465342686259,
                  -0.004787932729540423
                ],
                [
                  -7.775556558258577e-06,
                  1.69483222767103e-06,
                  0.0001325861475746345,
                  -3.675387008280762e-05,
                  -1.0315726365921221e-05,
                  -0.00014309273371386328
                ],
                [
                  -3.0486014027146072e-05,
                  0.0005649825658988968,
                  -0.0003142757814944216,
                  0.0010301458394225032,
                  -3.05146657572025e-05,
                  0.0003483163769093966
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156,
                  0.018790197177980077,
                  -1.349197306494579
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324,
                  0.018790197177980077,
                  -0.7997373923617079
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872,
                  0.1375259171332394,
                  -3.3679403863608486
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294,
                  -0.0626504510679794,
                  0.08304290895881636
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366,
                  0.5921840038852986,
                  0.2621128048749083
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324,
                  -4.4350142448169825,
                  -0.7997373923617079
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875,
                  0.49564401512602296,
                  0.6979627340924245
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.0018069741310069425,
                0.0034467352939280614,
                0.00547319883611722
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030408791631154034,
                0.00022802516361149536,
                0.0004413863520024309
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.06533040877891269,
                  -0.10745635592718367,
                  0.35378686695232103,
                  -0.229647406263125,
                  0.042236210074470495,
                  0.022984394727084925
                ],
                [
                  0.0026482283549440007,
                  0.00026184853150726644,
                  -0.014843132460326477,
                  0.002639527959623979,
                  -0.003224694868885786,
                  0.0025828082485923306
                ],
                [
                  0.010045321958847728,
                  0.007338980729252481,
                  0.028786127315675102,
                  -0.028378180612470633,
                  -0.008868362190100556,
                  -0.005622056127301809
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122842,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  -0.0011378193490558597,
                  -0.010296484056283979,
                  -0.01801776640756197,
                  0.018869198260111346,
                  0.0009983806134346413,
                  -0.0033884700667739594
                ],
                [
                  -1.427893221009779e-05,
                  7.767644598385726e-06,
                  0.00023402764871783557,
                  -6.714296737713599e-05,
                  -2.359837975981724e-05,
                  -0.00011788135194090961
                ],
                [
                  -6.915273454433174e-05,
                  0.00027795862101638325,
                  -0.000579468783591477,
                  0.0009216457183205532,
                  -8.285947515252539e-05,
                  0.00032760710911865107
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594,
                  0.22105221490112775,
                  -0.7032201901806333
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765,
                  0.22105221490112775,
                  -0.7032201901806333
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987,
                  0.48614739929834794,
                  -3.0319871112998493
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792,
                  -0.08438420267466373,
                  0.08439984438991137
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781,
                  0.6282794436761876,
                  0.2597702449443733
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765,
                  -4.6332499280349175,
                  -0.790177713391486
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624,
                  0.4948306875906829,
                  0.6979253750959533
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0319871112998493
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009470056217532845,
                0.0033517565160462452,
                0.004544104523677061
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002992116964361304,
                0.0002226750204921391,
                0.0004356901427957335
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08803060217945947,
                  -0.0825132767146368,
                  0.37160553550001024,
                  -0.21977429712992058,
                  0.058631872717390815,
                  0.10578661580788919
                ],
                [
                  0.002681541195878304,
                  -0.0009588184930276333,
                  -0.014634993086811213,
                  0.003094907420389642,
                  -0.003240450043228164,
                  0.003557772290279965
                ],
                [
                  0.010125094590124815,
                  0.004461524429421514,
                  0.02933057348596085,
                  -0.025945486031254784,
                  -0.008877663604256784,
                  -0.0027131111585557656
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.002410453097933872,
                  -0.0012127385072320006,
                  -0.007361434732506131,
                  0.010002007589100224,
                  0.0019165569080664658,
                  -0.0018500389462720675
                ],
                [
                  -2.254733148143849e-05,
                  -4.3273836428100405e-06,
                  8.902633121637008e-05,
                  -4.325174220558479e-05,
                  -3.2526620857201445e-05,
                  -1.910618413863848e-05
                ],
                [
                  -0.00010901841467990769,
                  2.578471701756854e-05,
                  -0.0002284739058607117,
                  0.00046430980078015035,
                  -0.0001141096565628737,
                  1.8657501923557422e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  0.33057917084807437,
                  -0.06901631487818327
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  0.33057917084807437,
                  -0.06901631487818327
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205,
                  0.6717450538266337,
                  -0.35939056470348235
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241,
                  -0.08142041764237896,
                  0.053928116293987964
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237,
                  0.6133273124133544,
                  0.3420914271180363
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331,
                  -4.540001188221425,
                  -1.3676772578414684
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373,
                  0.4940173600553422,
                  0.6978880160994821
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.02073387413844395,
                0.0033177560227440756,
                0.004583709993521399
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029290139887242473,
                0.00022356116770511672,
                0.0004274423122099862
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08994342481777504,
                  -0.08042448947662854,
                  0.3796764893345372,
                  -0.21890647714430264,
                  0.059252353599736095,
                  0.11804661031909107
                ],
                [
                  0.0031456849471442287,
                  -0.0028832173264001565,
                  -0.012959575247235773,
                  0.005466022932250748,
                  -0.003858829207587285,
                  0.006338287464493048
                ],
                [
                  0.010314215417881061,
                  0.003534683870466671,
                  0.029623956128600124,
                  -0.02436483538947096,
                  -0.009080906715202125,
                  -0.0014169103038924036
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224505,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  0.0009195032717571805,
                  0.0032507262278784394,
                  -0.010037303316178369,
                  0.011859064709258356,
                  -0.0008958231309875839,
                  0.0057094709884914245
                ],
                [
                  9.930510718535367e-06,
                  3.598669503910369e-05,
                  0.00010579535801761558,
                  -9.143990751636073e-05,
                  1.8015433842841385e-05,
                  9.466442114137477e-05
                ],
                [
                  4.140037396369725e-05,
                  -5.6095350840337994e-05,
                  -0.0003074897241289176,
                  0.0005182502453846585,
                  5.390512885486809e-05,
                  -2.6907225353351145e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  -0.26268882398243376,
                  0.393789994658438
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  -0.26268882398243376,
                  0.393789994658438
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105,
                  -0.3121145748558205,
                  0.9984808336941987
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997,
                  -0.07552626771966761,
                  0.04263471828113452
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481,
                  0.5996597766997097,
                  0.3516895512937313
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868,
                  -4.446752448407932,
                  -1.3671492592315573
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125,
                  0.4932040325200026,
                  0.697850657103011
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            },
            {
              "idx": 69,
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "exit": "2021-02-01",
              "q": [
                0.0073174464514716275,
                0.0028552586025110517,
                0.005044632455120587
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030888723790744683,
                0.00021950686801226765,
                0.00043227098541862133
              ],
              "last_validation_exit": "2020-12-01",
              "validation_folds": 43,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08254309916486734,
                  -0.08199404268030998,
                  0.35938125643651925,
                  -0.2418535308199257,
                  0.07648257651532817,
                  0.10670008026828093
                ],
                [
                  0.003428468224879586,
                  -0.003021787556270102,
                  -0.01270137412589925,
                  0.005971078226336421,
                  -0.004211851365207615,
                  0.0064983908661453305
                ],
                [
                  0.009192519887710072,
                  0.0038571506234280216,
                  0.028527785445723902,
                  -0.025544664907809527,
                  -0.007717699399837573,
                  -0.0018995464468532642
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011377522762221584,
                0.003044668345313592,
                0.004733942980568679
              ],
              "feature_contributions": [
                [
                  -0.0014109452650753471,
                  -0.0036224854719111577,
                  -0.011892135600550316,
                  0.01700262035130651,
                  0.0016147107714821114,
                  -0.005751841096001759
                ],
                [
                  -1.7596707072766472e-05,
                  -4.008576363824468e-05,
                  0.00012619932113076016,
                  -0.00012604280705563804,
                  -2.669974720111595e-05,
                  -0.00010518403896553519
                ],
                [
                  -6.0678116069154583e-05,
                  6.58050261454264e-05,
                  -0.0003645361513746149,
                  0.0006934765026788732,
                  -6.291992644340856e-05,
                  3.9542139614787005e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984,
                  0.1821275385979074,
                  -0.3392323327175392
                ],
                "used_input": [
                  -0.308168424023532,
                  0.573997178879085,
                  -0.591,
                  70.06746673583984,
                  0.1821275385979074,
                  -0.3392323327175392
                ],
                "standardized_input": [
                  -0.3451536577081217,
                  0.8920874655822906,
                  -0.6681708338779928,
                  -1.4195363244107784,
                  0.4262999847089014,
                  -1.088491940731589
                ],
                "training_mean": [
                  0.1568987008970216,
                  -0.07484494896464543,
                  -0.4783710294117648,
                  97.38852632746978,
                  -0.06819478461899271,
                  0.0410000066113422
                ],
                "training_scale": [
                  1.3474205315066845,
                  0.7273301698283732,
                  0.16856313517090915,
                  19.24646740052275,
                  0.5871975890119548,
                  0.349320307390905
                ],
                "clip_low": [
                  -1.4382697962800637,
                  -1.4330109428921562,
                  -0.67064,
                  65.14440544128418,
                  -4.35350370859444,
                  -1.3666212606216461
                ],
                "clip_high": [
                  9.767742610038827,
                  3.6513408440066115,
                  0.2274099999999999,
                  149.05494873046874,
                  0.4923907049846619,
                  0.6978132981065398
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.4195363244107784
            },
            {
              "idx": 70,
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "exit": "2021-03-01",
              "q": [
                0.012446789194911712,
                0.0030485395416731827,
                0.005339140793588033
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003020459232052726,
                0.00021451838078509296,
                0.00042287871662451956
              ],
              "last_validation_exit": "2021-01-04",
              "validation_folds": 44,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08387194322572686,
                  -0.08360412763996113,
                  0.3612151710480588,
                  -0.2398770440712941,
                  0.0783504759883296,
                  0.10304098146730642
                ],
                [
                  0.003400953954978348,
                  -0.0030151382707128195,
                  -0.012684256859963564,
                  0.00592745828622692,
                  -0.0041932625567767425,
                  0.006464213099158001
                ],
                [
                  0.009086979557455558,
                  0.004039052730940323,
                  0.02862902911770935,
                  -0.024995262450391128,
                  -0.007515423249149229,
                  -0.0022005680319850764
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011384557437168649,
                0.003046946602256241,
                0.0046685746949463305
              ],
              "feature_contributions": [
                [
                  0.002415698854540465,
                  -0.0018548751187063388,
                  -0.01295425568373988,
                  0.019534196012690415,
                  -0.0032977936019979994,
                  -0.0027807387050435995
                ],
                [
                  2.9412285285256866e-05,
                  -2.008612304203073e-05,
                  0.00013658828115713703,
                  -0.00014493633951507425,
                  5.2995112400432776e-05,
                  -5.238027686878006e-05
                ],
                [
                  0.00010110867826617353,
                  3.4618581852492734e-05,
                  -0.000396639440245251,
                  0.000786334531583419,
                  0.00012220193136945034,
                  2.2941815815418092e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  64.06729125976562,
                  -0.5606422876701525,
                  -0.14561590472303812
                ],
                "used_input": [
                  0.9312994811796553,
                  0.24188688492199026,
                  -0.602,
                  65.15415222167968,
                  -0.5606422876701525,
                  -0.14561590472303812
                ],
                "standardized_input": [
                  0.585839916627817,
                  0.45127349575517844,
                  -0.7294564243499922,
                  -1.6563790312822673,
                  -0.8561201189086003,
                  -0.5489124312596201
                ],
                "training_mean": [
                  0.15886630611903588,
                  -0.08432164061954837,
                  -0.47970898550724644,
                  97.07953500056612,
                  -0.06967389515646069,
                  0.0461200157078717
                ],
                "training_scale": [
                  1.3185055390333615,
                  0.7228621414950345,
                  0.16764677150074486,
                  19.27420124014234,
                  0.5734807320491293,
                  0.34930147235128683
                ],
                "clip_low": [
                  -1.420539578837476,
                  -1.4319689452148017,
                  -0.67056,
                  65.15415222167968,
                  -4.260254968780948,
                  -1.366093262011735
                ],
                "clip_high": [
                  9.581818267878152,
                  3.612421812927953,
                  0.22663999999999948,
                  149.03015869140623,
                  0.49157737744932123,
                  0.6977759391100686
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6563790312822673
            },
            {
              "idx": 71,
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "exit": "2021-04-01",
              "q": [
                -0.0008393710668866267,
                0.002980240683690765,
                0.004716969097212761
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029570109875237324,
                0.00021338645341906963,
                0.0004194681329867027
              ],
              "last_validation_exit": "2021-02-01",
              "validation_folds": 45,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08256063940136914,
                  -0.08647635845056818,
                  0.3592474289469872,
                  -0.2473721980379783,
                  0.07972022775411385,
                  0.09810987275995758
                ],
                [
                  0.0037421277038455227,
                  -0.003895306791857643,
                  -0.011828859054827159,
                  0.007363113330112784,
                  -0.004618716006711665,
                  0.007521609617162391
                ],
                [
                  0.00938365216688393,
                  0.003057083282797655,
                  0.029156070354480777,
                  -0.023070485720462403,
                  -0.007835875527098916,
                  -0.0010629770700512871
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011510119379554639,
                0.0028614952851902602,
                0.00443946860758825
              ],
              "feature_contributions": [
                [
                  0.00356626129654845,
                  -0.0019560201121352327,
                  -0.01772553109193112,
                  0.011998490958660346,
                  -0.0053826520993809366,
                  -0.0028500393982027724
                ],
                [
                  4.8791849394885943e-05,
                  -2.659537719043104e-05,
                  0.00017617204993780464,
                  -0.0001078017444436145,
                  9.413206853942845e-05,
                  -6.595344773756887e-05
                ],
                [
                  0.00015734621327639022,
                  2.6842778956049076e-05,
                  -0.0005584430099167339,
                  0.0004343869411284316,
                  0.00020538068144004904,
                  1.1986884740325022e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875,
                  -0.8397133231487248,
                  -0.16748968223864336
                ],
                "used_input": [
                  1.291866650998038,
                  0.25767643421329745,
                  -0.65,
                  77.418701171875,
                  -0.8397133231487248,
                  -0.16748968223864336
                ],
                "standardized_input": [
                  0.884745444867111,
                  0.4632913009210241,
                  -1.0106105100051026,
                  -0.9934681839725408,
                  -1.382948484200951,
                  -0.5949991891619928
                ],
                "training_mean": [
                  0.14979160819245896,
                  -0.07545818653244286,
                  -0.48130871428571437,
                  96.6934334073748,
                  -0.06475622592742467,
                  0.04062199129627212
                ],
                "training_scale": [
                  1.2908515657598205,
                  0.7190608156973117,
                  0.1669201775008593,
                  19.401458996328106,
                  0.5603658459259673,
                  0.3497679951934448
                ],
                "clip_low": [
                  -1.4028093613948882,
                  -1.4309269475374473,
                  -0.6704800000000001,
                  65.1638990020752,
                  -4.1670062289674545,
                  -1.3655652634018238
                ],
                "clip_high": [
                  9.395893925717743,
                  3.5735027818493497,
                  0.22587000000000018,
                  149.00536865234375,
                  0.4907640499139817,
                  0.6977385801135975
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.382948484200951
            },
            {
              "idx": 72,
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "exit": "2021-05-03",
              "q": [
                0.01115837441050751,
                0.0023963427980907693,
                0.0035824190273287797
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002904265345291027,
                0.0002270233504386768,
                0.00042856063985562733
              ],
              "last_validation_exit": "2021-03-01",
              "validation_folds": 46,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.07585695744311421,
                  -0.08807176172172813,
                  0.3542089564712341,
                  -0.2590088049707766,
                  0.07044802225974628,
                  0.09323273991605022
                ],
                [
                  0.0023759806245012938,
                  -0.004742217672097861,
                  -0.009694439163542902,
                  0.01097576400752646,
                  -0.0024370767642309396,
                  0.00851567012290231
                ],
                [
                  0.00822639640302798,
                  0.0022186628341959616,
                  0.030027609852240938,
                  -0.019276012165252005,
                  -0.006005127060285217,
                  -0.0001230947197690409
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011847779169611095,
                0.002455755819502458,
                0.004044485784722326
              ],
              "feature_contributions": [
                [
                  -0.0044912102129746724,
                  0.0011299403792014969,
                  -0.016753496608868133,
                  0.014254190558711754,
                  0.0034864194498337767,
                  0.0016847516749921951
                ],
                [
                  -4.351571791116679e-05,
                  1.8820693593345484e-05,
                  0.00014184169352671495,
                  -0.00018685214492259258,
                  -3.730914822271361e-05,
                  4.760160252472387e-05
                ],
                [
                  -0.0001916376525423007,
                  -1.119988077352128e-05,
                  -0.000558817417757499,
                  0.000417396180027189,
                  -0.0001169327806836097,
                  -8.752056638042025e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.896601911057839,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406,
                  1.2233082326323061,
                  0.16748987574023613
                ],
                "used_input": [
                  -1.3850791439523005,
                  -0.2596742259538545,
                  -0.645,
                  73.95680236816406,
                  0.489950722378641,
                  0.16748987574023613
                ],
                "standardized_input": [
                  -1.2192426547809219,
                  -0.26420499837135636,
                  -0.9740205239645322,
                  -1.1333139038634454,
                  1.0191380464155195,
                  0.37212567375765615
                ],
                "training_mean": [
                  0.15842982999906616,
                  -0.07152201698239878,
                  -0.48301830985915495,
                  96.22826996924172,
                  -0.07043862944101024,
                  0.03800583275534438
                ],
                "training_scale": [
                  1.265957164391292,
                  0.7121447744413836,
                  0.1663021324042895,
                  19.651631842823644,
                  0.549865990962299,
                  0.34795783284014203
                ],
                "clip_low": [
                  -1.3850791439523005,
                  -1.4298849498600927,
                  -0.6704,
                  64.3641471862793,
                  -4.073757489153962,
                  -1.3650372647919127
                ],
                "clip_high": [
                  9.209969583557072,
                  3.5345837507706914,
                  0.2250999999999998,
                  148.98057861328124,
                  0.489950722378641,
                  0.6977012211171263
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 1.2192426547809219
            },
            {
              "idx": 73,
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "exit": "2021-06-01",
              "q": [
                -0.00638622450549743,
                0.0018064085683043396,
                0.0037524636444087023
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028649731331238572,
                0.0002319456370111316,
                0.00042378500568345933
              ],
              "last_validation_exit": "2021-04-01",
              "validation_folds": 47,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.06143228108421942,
                  -0.09046098391385154,
                  0.34476747129165497,
                  -0.264166461814519,
                  0.047193167746361085,
                  0.08412175884945282
                ],
                [
                  0.0009584813859684319,
                  -0.00540438334317077,
                  -0.007753448602505043,
                  0.012300685889220607,
                  -1.7028581182294734e-05,
                  0.009360238454337925
                ],
                [
                  0.007411082537501095,
                  0.001771350319413913,
                  0.03066486547133027,
                  -0.018319166334248335,
                  -0.0045785845728243965,
                  0.0003765009342597448
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012123231353302892,
                0.002165684825517092,
                0.003855401368236392
              ],
              "feature_contributions": [
                [
                  0.0018198267185386206,
                  -0.005318338580694776,
                  -0.017485883617828206,
                  0.01126640044484823,
                  -0.002252635268753134,
                  -0.006538825554911055
                ],
                [
                  8.890025563623624e-06,
                  -9.948251437133258e-05,
                  0.00012312383766069,
                  -0.00016425657536854677,
                  2.544931782484966e-07,
                  -0.00022780552387543487
                ],
                [
                  8.658479845594711e-05,
                  4.1071989489304844e-05,
                  -0.0006133790926365166,
                  0.00030813413716065697,
                  8.619252343272203e-05,
                  -1.1542079729803984e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797,
                  -0.6177756653303276,
                  -0.5224747213570312
                ],
                "used_input": [
                  0.9360237353489812,
                  0.7916283656924714,
                  -0.66,
                  78.61876678466797,
                  -0.6177756653303276,
                  -0.5224747213570312
                ],
                "standardized_input": [
                  0.6136068103058637,
                  1.2177873292024546,
                  -1.0505532624302831,
                  -0.8834140047588839,
                  -0.9887090872355851,
                  -1.6100826960547432
                ],
                "training_mean": [
                  0.17183597855852656,
                  -0.06747588617969814,
                  -0.4853470833333333,
                  95.96674055205452,
                  -0.07983917501642081,
                  0.03515854281950343
                ],
                "training_scale": [
                  1.245402990898245,
                  0.7054632867914701,
                  0.16624851201036278,
                  19.637422175711883,
                  0.5440796461353143,
                  0.34633827538357387
                ],
                "clip_low": [
                  -1.3673489265097127,
                  -1.4288429521827382,
                  -0.67032,
                  64.36838798522949,
                  -3.98050874934047,
                  -1.3645092661820017
                ],
                "clip_high": [
                  9.024045241396664,
                  3.495664719692088,
                  0.2243300000000005,
                  148.95578857421876,
                  0.4891373948433015,
                  0.6976638621206552
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.6100826960547432
            },
            {
              "idx": 74,
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "exit": "2021-07-01",
              "q": [
                -0.03794983112176183,
                0.0013149612586121201,
                0.0032890308176520837
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002827630759885537,
                0.0002276082437872417,
                0.00041513972835631983
              ],
              "last_validation_exit": "2021-05-03",
              "validation_folds": 48,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.049298383244365404,
                  -0.08887889033955436,
                  0.34110287445136306,
                  -0.2785321117310988,
                  0.05132883517268834,
                  0.08937586559059328
                ],
                [
                  0.000212727873790658,
                  -0.005519500426754196,
                  -0.008098393290908265,
                  0.011701021660136987,
                  0.0006570017446945723,
                  0.009504678601036726
                ],
                [
                  0.005957941355144009,
                  0.001656683351556872,
                  0.03032263484302128,
                  -0.01847267975169158,
                  -0.004132367441906208,
                  0.0004442361642121039
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012558639402619014,
                0.0022356044604627035,
                0.0038923255794640326
              ],
              "feature_contributions": [
                [
                  -0.002531731971573504,
                  -0.021440275716720407,
                  -0.017820666981785815,
                  0.005106516402072634,
                  0.003667237320537757,
                  -0.01748954957691151
                ],
                [
                  -3.413097622109681e-06,
                  -0.0004159783950666146,
                  0.000132183333761689,
                  -6.702124701194563e-05,
                  1.466504470745837e-05,
                  -0.000581078840619061
                ],
                [
                  -0.00012033221496507987,
                  0.00015717080862492943,
                  -0.0006230259682147568,
                  0.0001331925697352548,
                  -0.00011611201865878356,
                  -3.4187938333513025e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234,
                  0.8093878128107136,
                  -2.2926251751401376
                ],
                "used_input": [
                  -1.2116584024112478,
                  3.4320736154792475,
                  -0.668,
                  88.16622161865234,
                  0.7362825330308183,
                  -1.3639812675720906
                ],
                "standardized_input": [
                  -1.0679512588475968,
                  5.016468908106856,
                  -1.0864380264907962,
                  -0.38125525810145217,
                  1.4857440153400439,
                  -4.069347207634298
                ],
                "training_mean": [
                  0.1309058264570151,
                  -0.07062760362045786,
                  -0.4875435616438357,
                  95.66495305309556,
                  -0.06659100100450449,
                  0.03697802189531401
                ],
                "training_scale": [
                  1.257139984381867,
                  0.6982403924479968,
                  0.16609915518056753,
                  19.66853249915782,
                  0.5403848346322083,
                  0.34427125973402695
                ],
                "clip_low": [
                  -2.1008877981430096,
                  -1.4278009545053836,
                  -0.6702400000000001,
                  64.37262878417968,
                  -3.887260009526978,
                  -1.3639812675720906
                ],
                "clip_high": [
                  8.838120899235989,
                  3.456745688613429,
                  0.2235600000000001,
                  148.93099853515625,
                  0.7362825330308183,
                  0.6976265031241841
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 5.016468908106856
            },
            {
              "idx": 75,
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "exit": "2021-08-02",
              "q": [
                -0.019873911686753246,
                0.0018941554093059385,
                0.0033146477302245813
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027719247908245042,
                0.00022296936670836794,
                0.0004066682108705915
              ],
              "last_validation_exit": "2021-06-01",
              "validation_folds": 49,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.045196988140603724,
                  -0.09277314958254684,
                  0.3391935244868858,
                  -0.2803376733197515,
                  0.04572318147068841,
                  0.08336480248986503
                ],
                [
                  0.000150271157986198,
                  -0.0054689848747281585,
                  -0.008097969968866444,
                  0.011620521063861373,
                  0.0007195397786846379,
                  0.009318059672730538
                ],
                [
                  0.005835913412907516,
                  0.001587674002046683,
                  0.03012504208465651,
                  -0.01841212140914031,
                  -0.003945313828521295,
                  0.0004118081486120342
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012436430808894687,
                0.002237246364093883,
                0.0038929770840170582
              ],
              "feature_contributions": [
                [
                  -0.00040014819285818636,
                  -0.007406509625977507,
                  -0.017584749467145635,
                  0.001655691779849687,
                  0.0005545078137098844,
                  -0.00912913480322617
                ],
                [
                  -4.15549433023049e-07,
                  -0.0001363746689087118,
                  0.00013112952579812093,
                  -2.1436768920489403e-05,
                  2.725597569184161e-06,
                  -0.0003187190908930253
                ],
                [
                  -2.031501296042455e-05,
                  4.9836728238162964e-05,
                  -0.0006140633734838924,
                  4.27561662647564e-05,
                  -1.8812637308134917e-05,
                  -1.7731224542944222e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.694,
                  93.00713348388672,
                  0.062050591678344695,
                  -0.7681796684809092
                ],
                "used_input": [
                  -0.08941007446447363,
                  1.10688713037595,
                  -0.6701600000000001,
                  93.00713348388672,
                  0.062050591678344695,
                  -0.7681796684809092
                ],
                "standardized_input": [
                  -0.18532261513232365,
                  1.671122728377542,
                  -1.0851897619214959,
                  -0.12362749891956058,
                  0.2538564976479682,
                  -2.2922603885694826
                ],
                "training_mean": [
                  0.13937190066336713,
                  -0.059487347729760234,
                  -0.4898833783783784,
                  95.43432149216936,
                  -0.0728707330361279,
                  0.02942447995424772
                ],
                "training_scale": [
                  1.2345065116013303,
                  0.6979585989103976,
                  0.1661245138384038,
                  19.633075403894683,
                  0.5314865916947014,
                  0.3479552988013343
                ],
                "clip_low": [
                  -2.0935918736042534,
                  -1.4267589568280292,
                  -0.6701600000000001,
                  64.37686958312989,
                  -3.7940112697134856,
                  -1.3634532689621794
                ],
                "clip_high": [
                  8.652196557075317,
                  3.4178266575347704,
                  0.2227899999999997,
                  148.90620849609374,
                  0.7295182872030164,
                  0.6975891441277128
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2922603885694826
            },
            {
              "idx": 76,
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "exit": "2021-09-01",
              "q": [
                0.0014741682356243964,
                0.0018367272349211195,
                0.004591227167803842
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027827726868835017,
                0.00021991110025988456,
                0.00040487279242918317
              ],
              "last_validation_exit": "2021-07-01",
              "validation_folds": 50,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.005814832355021269,
                  -0.03341621301415689,
                  0.16815245572932325,
                  -0.13840670864551974,
                  -0.009888836765726673,
                  0.028048510394846543
                ],
                [
                  -0.0005700437742695884,
                  -0.002380696273438156,
                  -0.008765854697741311,
                  0.011436596440636444,
                  0.0019260286144050299,
                  0.005863404617537893
                ],
                [
                  0.004533626398315857,
                  0.00673127191566072,
                  0.028539725107652767,
                  -0.018628783917595076,
                  -0.001900044097848453,
                  -0.004063961700507888
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012657204634274215,
                0.0023365485477783283,
                0.0041222792559751755
              ],
              "feature_contributions": [
                [
                  1.793603897607631e-06,
                  -0.004373032797919641,
                  -0.008542352116896107,
                  0.007142760395795357,
                  2.6821048667454e-05,
                  -0.005439026532194491
                ],
                [
                  -5.496747420732989e-08,
                  -9.739523945980231e-05,
                  0.00013921202670658315,
                  -0.00018450747736193146,
                  -1.6330576439495056e-06,
                  -0.00035544259762390113
                ],
                [
                  5.52456369607805e-07,
                  0.0003480050566982825,
                  -0.0005727788282321877,
                  0.00037980122576915785,
                  2.035903282922663e-06,
                  0.00031133209794088256
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.692,
                  74.12712097167969,
                  -0.08780949625721693,
                  -1.6125215532271875
                ],
                "used_input": [
                  0.12689233563181637,
                  2.3302334584207913,
                  -0.67008,
                  74.12712097167969,
                  -0.08780949625721693,
                  -1.6125215532271875
                ],
                "standardized_input": [
                  0.006494917422309288,
                  2.7555595243462814,
                  -1.0696915076943518,
                  -1.0866588812854916,
                  -0.05711035228569209,
                  -4.083153141652396
                ],
                "training_mean": [
                  0.11897645105408355,
                  -0.002929628801255486,
                  -0.49226746666666665,
                  95.33713950398763,
                  -0.05736411809717258,
                  0.006736930794913342
                ],
                "training_scale": [
                  1.2187814044475258,
                  0.8467111911783353,
                  0.1662278629439588,
                  19.518561802225364,
                  0.5330973622390324,
                  0.39657059822321755
                ],
                "clip_low": [
                  -2.086295949065497,
                  -1.4257169591506746,
                  -0.67008,
                  64.38111038208008,
                  -3.7007625298999924,
                  -1.6335604494758476
                ],
                "clip_high": [
                  8.466272214914909,
                  4.167052616286264,
                  0.2220200000000004,
                  148.88141845703126,
                  0.9170071219643298,
                  0.6975517851312417
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.083153141652396
            },
            {
              "idx": 77,
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "exit": "2021-10-01",
              "q": [
                0.013823702101165482,
                0.0025447408554962595,
                0.004338252350312382
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002737215676665124,
                0.00022617027803400506,
                0.0004011709339581085
              ],
              "last_validation_exit": "2021-08-02",
              "validation_folds": 51,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.005044154938240871,
                  -0.03254860555626011,
                  0.16550301968273376,
                  -0.13820025403317138,
                  -0.009721168121259949,
                  0.024161045900072765
                ],
                [
                  -0.0009345681570089303,
                  -0.00027932846918090167,
                  -0.010565505207773874,
                  0.011127986102832645,
                  0.002337493111997477,
                  0.0024044950082980155
                ],
                [
                  0.0042321739557905375,
                  0.007657594638968757,
                  0.027233436470164827,
                  -0.01863853907060979,
                  -0.0015148888103856365,
                  -0.005588885208172332
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012709536999339898,
                0.002636242785015859,
                0.00430506821201751
              ],
              "feature_contributions": [
                [
                  -5.053764106067007e-05,
                  -0.0002899123113614419,
                  -0.008493405305224092,
                  0.010397520778622504,
                  -0.00013113686144166153,
                  -0.00031836355770905234
                ],
                [
                  2.9719976145940455e-06,
                  -7.896968414066219e-07,
                  0.00017209851542432608,
                  -0.00026573481618963676,
                  1.0008467876667017e-05,
                  -1.0056397404143369e-05
                ],
                [
                  -1.681100751504354e-05,
                  2.704147192790507e-05,
                  -0.0005540922261503395,
                  0.0005559509895081793,
                  -8.101972644724288e-06,
                  2.919688316889504e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  58.42076873779297,
                  0.09441614761187754,
                  -0.11596579477952282
                ],
                "used_input": [
                  -0.13966885741402002,
                  0.17154703369751895,
                  -0.676,
                  64.38535118103027,
                  0.09441614761187754,
                  -0.11596579477952282
                ],
                "standardized_input": [
                  -0.21235718896208516,
                  0.1887881325058792,
                  -1.0877180773226405,
                  -1.5946353044718697,
                  0.28592145854090933,
                  -0.2792852747511158
                ],
                "training_mean": [
                  0.11388414917065626,
                  0.011314980853304834,
                  -0.49483223684210526,
                  95.30621114530061,
                  -0.05462037802624114,
                  -0.0033426439181886264
                ],
                "training_scale": [
                  1.1939930445676898,
                  0.8487400702436854,
                  0.16655764663195585,
                  19.390552734884466,
                  0.5212498788956572,
                  0.4032548832433001
                ],
                "clip_low": [
                  -2.0790000245267413,
                  -1.42467496147332,
                  -0.6805,
                  64.38535118103027,
                  -3.6075137900865,
                  -1.624654169399303
                ],
                "clip_high": [
                  8.280347872754234,
                  4.138784193178288,
                  0.22125,
                  148.85662841796875,
                  0.9128679177661118,
                  0.6975144261347705
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 1.5946353044718697
            },
            {
              "idx": 78,
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "exit": "2021-11-01",
              "q": [
                0.007261251999054909,
                0.0026691348798632197,
                0.0035981355969240464
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027030569263511305,
                0.00022363328504561354,
                0.0003952385558492969
              ],
              "last_validation_exit": "2021-09-01",
              "validation_folds": 52,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.003900673394727447,
                  -0.029843809823100448,
                  0.16041739868860097,
                  -0.1401176245210521,
                  -0.011119912173661062,
                  0.009557851979893128
                ],
                [
                  -0.0010203743312856598,
                  -0.002190736684269834,
                  -0.00963777168403268,
                  0.011816272290630063,
                  0.002550509598204501,
                  0.004726025434467991
                ],
                [
                  0.004090345044124452,
                  0.00595694953939243,
                  0.027606610650399512,
                  -0.017913659239839497,
                  -0.0012166258368913722,
                  -0.003410726034613967
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012966212281406186,
                0.0024997806219629994,
                0.004183753095451193
              ],
              "feature_contributions": [
                [
                  2.7613945253039566e-05,
                  0.0006984949792178253,
                  -0.008780886479138925,
                  0.001877975168387722,
                  0.00015758963089888543,
                  0.00031425247303017465
                ],
                [
                  -2.297465714448955e-06,
                  1.6307967916935653e-05,
                  0.00016778926419897097,
                  -5.037072624475603e-05,
                  -1.1496188765318482e-05,
                  4.942140650883695e-05
                ],
                [
                  1.1485776614441891e-05,
                  -5.530246575971028e-05,
                  -0.0005993928147861136,
                  9.523419992405415e-05,
                  6.839035619483952e-06,
                  -4.448123013930341e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.721,
                  89.4865493774414,
                  -0.20776463151948987,
                  0.2873476071617983
                ],
                "used_input": [
                  0.2881617635499166,
                  -0.3985403705434096,
                  -0.69248,
                  89.4865493774414,
                  -0.20776463151948987,
                  0.2873476071617983
                ],
                "standardized_input": [
                  0.15085980670589472,
                  -0.49876239362879154,
                  -1.1664646140637918,
                  -0.2856154886825,
                  -0.3020027911370615,
                  0.7006531506234209
                ],
                "training_mean": [
                  0.11173323707765946,
                  0.041077215296640726,
                  -0.49755844155844164,
                  95.03089115291448,
                  -0.053894138839432046,
                  -0.026203793546662156
                ],
                "training_scale": [
                  1.1694866268535618,
                  0.8814168659380516,
                  0.1671045620170853,
                  19.41190865050163,
                  0.5095002337585183,
                  0.4475130104381483
                ],
                "clip_low": [
                  -2.071704099987985,
                  -1.4236329637959657,
                  -0.69248,
                  64.38959197998047,
                  -3.514265050273007,
                  -1.7757464224862956
                ],
                "clip_high": [
                  8.094423530593563,
                  4.110515770070312,
                  0.22047999999999962,
                  148.83183837890624,
                  0.9087287135678936,
                  0.6974770671382994
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1664646140637918
            },
            {
              "idx": 79,
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "exit": "2021-12-01",
              "q": [
                0.007639778331699239,
                0.0023007870827930414,
                0.00367066436827554
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002698495670055656,
                0.0002236140550518436,
                0.0003912353273149472
              ],
              "last_validation_exit": "2021-10-01",
              "validation_folds": 53,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.005283102873281763,
                  -0.02909575639273507,
                  0.165799510017486,
                  -0.12775530671453605,
                  -0.012887242811735509,
                  0.009578020721252582
                ],
                [
                  -0.0008667746302787956,
                  -0.002292146936699231,
                  -0.00832714962411131,
                  0.013461822707347663,
                  0.002346661682718167,
                  0.004890523332277331
                ],
                [
                  0.004115945366337409,
                  0.005832386963186189,
                  0.028211091499743955,
                  -0.016213396874312568,
                  -0.001229250883639159,
                  -0.0032639591451093975
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01234115965292572,
                0.0023090716777044457,
                0.004012269216495718
              ],
              "feature_contributions": [
                [
                  -0.00012899823355450173,
                  -0.00027502904169738137,
                  -0.007967399702146171,
                  0.004251493044575063,
                  -0.00046075181008096874,
                  -0.00012069557832251972
                ],
                [
                  6.727675435932408e-06,
                  -6.887403109395142e-06,
                  0.0001272019809604589,
                  -0.00014240673678441555,
                  2.6669917060527365e-05,
                  -1.9590028474512262e-05
                ],
                [
                  -3.9721375216951694e-05,
                  2.17898987853225e-05,
                  -0.000535812980490615,
                  0.000213253671133012,
                  -1.737030909911011e-05,
                  1.625624666816464e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328,
                  0.32861508414482704,
                  -0.14655631730054836
                ],
                "used_input": [
                  -0.4897393206331252,
                  0.21841477988159216,
                  -0.671,
                  80.69696807861328,
                  0.32861508414482704,
                  -0.14655631730054836
                ],
                "standardized_input": [
                  -0.5201119896198972,
                  0.2013497399575779,
                  -1.0236123843805298,
                  -0.708866892707182,
                  0.7615689132961965,
                  -0.26842178316322723
                ],
                "training_mean": [
                  0.10622002538389876,
                  0.04240084853984965,
                  -0.4998557692307692,
                  94.61282203967755,
                  -0.050850294966783456,
                  -0.027267874623716038
                ],
                "training_scale": [
                  1.1458288943743764,
                  0.8741701448376672,
                  0.1671963268330365,
                  19.631124128140964,
                  0.4982679472422547,
                  0.4444067142058029
                ],
                "clip_low": [
                  -2.064408175449229,
                  -1.4225909661186111,
                  -0.69246,
                  62.76859107971191,
                  -3.421016310459515,
                  -1.768945386267166
                ],
                "clip_high": [
                  7.9084991884331535,
                  4.082247346962376,
                  0.21971000000000032,
                  148.80704833984376,
                  0.9045895093696815,
                  0.6974397081418282
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.0236123843805298
            },
            {
              "idx": 80,
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "exit": "2022-01-03",
              "q": [
                0.013189860322764313,
                0.0019066286282372095,
                0.00421556313074126
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002698892936616704,
                0.0002218059255919019,
                0.00038498394454112786
              ],
              "last_validation_exit": "2021-11-01",
              "validation_folds": 54,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.004719332623823019,
                  -0.030625865959471175,
                  0.15600134202363874,
                  -0.1287724205068931,
                  -0.014977218362838005,
                  0.014092997364819676
                ],
                [
                  -0.0010774280675596574,
                  -0.0018979724581702582,
                  -0.007244569025282936,
                  0.013624543051851552,
                  0.002741625570972731,
                  0.004306650393930105
                ],
                [
                  0.0038943365596784863,
                  0.0059876059857844255,
                  0.028481311223221124,
                  -0.016082408291106992,
                  -0.000849302849454057,
                  -0.0035335072253026107
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012937023117167237,
                0.002171555245108767,
                0.003914301151573761
              ],
              "feature_contributions": [
                [
                  8.648168796782172e-05,
                  -0.0016572441928688368,
                  -0.002515848877987126,
                  0.004807796982919678,
                  0.0003652711221613973,
                  -0.0008336195165958577
                ],
                [
                  -6.257511200254134e-06,
                  -3.255051134832397e-05,
                  3.702870736684535e-05,
                  -0.00016121854154383565,
                  -2.119151959968173e-05,
                  -8.073724054630752e-05
                ],
                [
                  2.8058764546529765e-05,
                  0.0001273921993775361,
                  -0.00018059581773604484,
                  0.00023608361046197743,
                  8.144009124064121e-06,
                  8.217921339343697e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375,
                  -0.30489016845367173,
                  -0.5809521091322716
                ],
                "used_input": [
                  0.5444467293815566,
                  1.037414480593342,
                  -0.56,
                  79.02923583984375,
                  -0.30489016845367173,
                  -0.5809521091322716
                ],
                "standardized_input": [
                  0.3903604373479596,
                  1.1527107800924337,
                  -0.3435408944900526,
                  -0.7953265630829224,
                  -0.5195249429456091,
                  -1.2600469550673223
                ],
                "training_mean": [
                  0.1062619661502798,
                  0.036474675824484076,
                  -0.5024177215189873,
                  94.54833346403097,
                  -0.05170858358624462,
                  -0.02319978400335943
                ],
                "training_scale": [
                  1.122513250082993,
                  0.8683355981875996,
                  0.16761404363951216,
                  19.512862193399634,
                  0.48733287651587026,
                  0.442644079957411
                ],
                "clip_low": [
                  -2.057112250910473,
                  -1.4215489684412566,
                  -0.69994,
                  62.82505630493164,
                  -3.3277675706460217,
                  -1.7621443500480365
                ],
                "clip_high": [
                  7.72257484627248,
                  4.0539789238544,
                  0.21893999999999994,
                  148.78225830078125,
                  0.9004503051714635,
                  0.697402349145357
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.2600469550673223
            },
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.011975852635401622,
                0.002249261907921049,
                0.003923633414971873
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002664463260805035,
                0.00021981782516046583,
                0.0003781399528699275
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.0055214974896746205,
                  -0.030625838692489527,
                  0.15899595367733604,
                  -0.12553623228528452,
                  -0.017184491656506134,
                  0.014695421433152459
                ],
                [
                  -0.0015777081752549585,
                  -0.0017510518624135503,
                  -0.007986047907426333,
                  0.012953050097888797,
                  0.0034844948890926293,
                  0.004107957277690745
                ],
                [
                  0.003810250202995968,
                  0.005926009903128185,
                  0.028495647688578332,
                  -0.015922522636727096,
                  -0.0007262349742590496,
                  -0.003475033550044046
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345936,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -0.00010012632238710532,
                  -0.0005955640532320151,
                  -0.0015305955606189977,
                  0.002358048315523296,
                  -0.00037643859479001167,
                  -0.0002955647444394814
                ],
                [
                  9.067840123829774e-06,
                  -1.0792580283101114e-05,
                  2.436643993450621e-05,
                  -7.711545886989604e-05,
                  2.419262972296991e-05,
                  -2.6186791779907894e-05
                ],
                [
                  -2.7084710012068487e-05,
                  4.517333646806891e-05,
                  -0.00010753063719847482,
                  0.0001172397256892072,
                  -6.236112241310224e-06,
                  2.739737128501949e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.17799272787354373,
                  -0.21364524870878618
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.17799272787354373,
                  -0.21364524870878618
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764,
                  0.46807870832473003,
                  -0.4297659628640257
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024,
                  -0.0458406685444153,
                  -0.024657194704291053
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891,
                  0.4781960649717791,
                  0.4397464441926718
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137,
                  -3.2345188308325294,
                  -1.755343313828907
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874,
                  0.8963111009732454,
                  0.6973649901488859
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.46807870832473003
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.005880793563456417,
                0.0022777607500660654,
                0.003388444896070701
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026632120903191314,
                0.0002218438881028878,
                0.00037558619324981005
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.005888446345513061,
                  -0.02580979226772534,
                  0.15571114699630528,
                  -0.1282933503748761,
                  -0.020291749825746552,
                  0.00884346780390843
                ],
                [
                  -0.0021641850255845274,
                  -0.003157154743957347,
                  -0.007459202914405063,
                  0.01377953563811354,
                  0.004334705564435473,
                  0.0056381131990297815
                ],
                [
                  0.003294772220662457,
                  0.004870822122800633,
                  0.028656761762313875,
                  -0.015147205140396313,
                  3.107210538698269e-05,
                  -0.002355133738268631
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01315324171017437,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.0002550645279372317,
                  -0.0004337543593856333,
                  -0.0018734703244154868,
                  -0.0034575929743237655,
                  -0.0010970324694907128,
                  -0.00015553349116512318
                ],
                [
                  2.977783556198497e-05,
                  -1.685406284853952e-05,
                  2.85081432721062e-05,
                  0.00011796514321547488,
                  7.444044874861089e-05,
                  -3.1498111011949e-05
                ],
                [
                  -5.57572576588791e-05,
                  3.198072319075393e-05,
                  -0.00013470412483103058,
                  -0.00015948832402512794,
                  6.562923329072894e-07,
                  1.618242348763546e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  0.4924221321796099,
                  -0.19696301367178878
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  0.4924221321796099,
                  -0.19696301367178878
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702,
                  1.1537799083389901,
                  -0.375339534366794
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234,
                  -0.04793869279495822,
                  -0.03144153096608515
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443,
                  0.46833960365325206,
                  0.44099133597781537
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109,
                  -3.1412700910190368,
                  -1.7485422776097774
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626,
                  0.8921718967750333,
                  0.6973276311524147
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1537799083389901
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.0005012695845830056,
                0.002083486463899341,
                0.0031264288600796183
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002687915018198475,
                0.00022217849121107828,
                0.0003826090852110351
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.007735234127490486,
                  -0.027439234255667973,
                  0.1550399187547997,
                  -0.12359813687432951,
                  -0.02285978595806083,
                  0.010847334962444822
                ],
                [
                  -0.0018525185975595498,
                  -0.003540879215828391,
                  -0.007195336555610606,
                  0.01411355927600155,
                  0.003963403718546953,
                  0.006028632673116318
                ],
                [
                  0.0036840260142446827,
                  0.004174865795790399,
                  0.028568471912564158,
                  -0.014296278208624875,
                  -0.00044655447527429946,
                  -0.001696419442195971
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637824,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0003524436899676079,
                  -0.0016771532259724738,
                  0.002410506293664854,
                  -0.01345180653527999,
                  0.0010794376868758187,
                  -0.0005729126713106331
                ],
                [
                  -2.667419181816695e-05,
                  -6.839498903856084e-05,
                  -3.535316231873374e-05,
                  0.00048541999020706127,
                  -5.914338084180836e-05,
                  -0.00010062285062492042
                ],
                [
                  6.571695328465181e-05,
                  9.99037361837709e-05,
                  0.0001738962453827551,
                  -0.000609158257692881,
                  8.255403773474558e-06,
                  3.5078181759387616e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.503661983398359,
                  -0.5250705957465347
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.503661983398359,
                  -0.5250705957465347
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223,
                  -1.00225525757634,
                  -1.1210327560051154
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967,
                  -0.04409672991344874,
                  -0.03358104365535396
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412,
                  0.45853114764020686,
                  0.4384256833338579
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082,
                  -3.048021351205544,
                  -1.741741241390648
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375,
                  0.8880326925768153,
                  0.6972902721559435
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.005761764829244447,
                0.0024639336632702223,
                0.0029906696882311796
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026967912988360076,
                0.00021891847008221054,
                0.0003851217322532995
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.010926139938064591,
                  -0.028927928742135577,
                  0.15477955695915763,
                  -0.12595920072277964,
                  -0.028379711575087802,
                  0.012707216284806363
                ],
                [
                  -0.002337899317491893,
                  -0.0033907660820501314,
                  -0.007291040555849862,
                  0.01431266521198072,
                  0.00458406027337661,
                  0.005881549727948149
                ],
                [
                  0.004581867101723803,
                  0.003658925863632146,
                  0.02861380589753397,
                  -0.014901555716562516,
                  -0.0016205800510889884,
                  -0.001205459888186153
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635865,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  3.6820681956022824e-05,
                  0.0006944285119856128,
                  0.01011058626386392,
                  -0.016891473538469048,
                  1.792583513342441e-05,
                  0.00019263490013864815
                ],
                [
                  -2.465864469341984e-06,
                  2.5475713991546905e-05,
                  -0.00014906324907161544,
                  0.0006007260749892074,
                  -9.062334099052845e-07,
                  2.79058112795802e-05
                ],
                [
                  6.036426529065276e-06,
                  -3.433809331020335e-05,
                  0.0007307195521668287,
                  -0.0007812348592129777,
                  4.0017897783001285e-07,
                  -7.144135375634434e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203,
                  -0.04259225196906887,
                  0.10411674707317609
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124,
                  -0.04259225196906887,
                  0.10411674707317609
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155,
                  -0.013344967976642464,
                  0.3202806237864593
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134,
                  -0.03655903837479413,
                  -0.03546801103841151
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612,
                  0.4520965209384244,
                  0.43582017688542085
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055,
                  -2.954772611392052,
                  -1.7349402051715184
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124,
                  0.8838934883785972,
                  0.6972529131594724
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.008564911304218098,
                0.0013606482600494933,
                0.0024545209762862875
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002704468180601234,
                0.0002724866263443017,
                0.0003960874929624129
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.01610456142427557,
                  -0.020725585026409664,
                  0.15465595362838652,
                  -0.1072231927559396,
                  -0.03522902007153631,
                  0.006730382723650032
                ],
                [
                  -0.005983914584191802,
                  -0.00793534286406717,
                  -0.007872696923439669,
                  0.003819737578437831,
                  0.008325805786780056,
                  0.00950633943924059
                ],
                [
                  0.0025925227905269663,
                  0.0012833612207913212,
                  0.027533705690565895,
                  -0.0185079510072376,
                  0.00050403821910799,
                  0.0007421577772597381
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815097,
                0.0012716456558544344,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -7.626856848146765e-05,
                  0.00030980828419821684,
                  0.010168346099612549,
                  -0.013875515540914998,
                  -0.00016866116469007534,
                  7.037360367877769e-05
                ],
                [
                  9.593689541708452e-06,
                  4.0156467914024435e-05,
                  -0.0001752309401565211,
                  0.00016733912828166382,
                  1.3494114465756782e-05,
                  3.3650144148426544e-05
                ],
                [
                  -4.858893388595663e-06,
                  -7.591948172356162e-06,
                  0.000716417914096294,
                  -0.0009478439203810143,
                  9.549839986552578e-07,
                  3.0710321783457135e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094,
                  0.003985688506847641,
                  0.05519393532200909
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876,
                  0.003985688506847641,
                  0.05519393532200909
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015,
                  0.10121263578694233,
                  0.2210498541589869
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592,
                  -0.04105895991536893,
                  -0.04121609327038133
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106,
                  0.44504965286189974,
                  0.43614608550272516
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274,
                  -2.8615238715785587,
                  -1.728139168952389
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876,
                  0.879754284180385,
                  0.6972155541630013
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.0036383765754799133,
                4.036649219782331e-06,
                0.0008290232346777286
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027963004945099363,
                0.00030267950538764886,
                0.00049249463615032
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012607803783319035,
                  -0.016741993437027192,
                  0.13820812384309447,
                  -0.13883786937309175,
                  -0.034492844763923856,
                  0.007417435832302602
                ],
                [
                  -0.006208417916783252,
                  -0.006328198826476577,
                  -0.011226393329902109,
                  -0.005303948937317907,
                  0.00826727822277672,
                  0.008434487756149025
                ],
                [
                  0.001774673389585763,
                  0.0029627575184236897,
                  0.01947051176353069,
                  -0.02866659025489024,
                  0.000776842492184989,
                  -0.0003042004571416146
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688458,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -2.569043969001382e-05,
                  -0.0005024060383599736,
                  0.014321999125751984,
                  -0.020983489952311293,
                  -0.00012737990398073752,
                  -4.020916361851328e-05
                ],
                [
                  4.365952971885618e-06,
                  -6.553809488241107e-05,
                  -0.0004014914852702935,
                  -0.00027665283759921655,
                  1.0536599447169764e-05,
                  -1.5779599181973107e-05
                ],
                [
                  -1.5340631762404742e-06,
                  3.7716944605067996e-05,
                  0.0008559337474683976,
                  -0.0018379704797714855,
                  1.2170196434107584e-06,
                  6.995581423623864e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812,
                  -0.006651390235526278,
                  -0.08821410038993578
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623,
                  -0.006651390235526278,
                  -0.08821410038993578
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163,
                  0.07666101933888099,
                  -0.11253145336654835
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021,
                  -0.040028651167585715,
                  -0.03942672247548468
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795,
                  0.43538764837596067,
                  0.4335443687511627
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625,
                  -2.7682751317650673,
                  -1.7213381327332595
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623,
                  0.875615079982167,
                  0.69717819516653
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.018569922802915875,
                6.28495692905082e-05,
                0.0024426548670321217
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002757256935675989,
                0.0002984462880297363,
                0.0004887664054835908
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.01372955107817664,
                  -0.0161878681547827,
                  0.13852394865740283,
                  -0.14837570924821175,
                  -0.03591018689415307,
                  0.006061820994813134
                ],
                [
                  -0.006431464207526786,
                  -0.0064784239816627195,
                  -0.010400316352926955,
                  -0.007286644581540873,
                  0.008563606101174513,
                  0.008536641797239156
                ],
                [
                  0.0016079210618958277,
                  0.002739687725958421,
                  0.02047614321349715,
                  -0.025454799436895326,
                  0.001036731827044358,
                  -0.00022825998601684036
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878698,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -4.121779565299626e-05,
                  -0.0006312767651024613,
                  0.020107826066149567,
                  -0.011466176696245323,
                  -0.0001555515131247639,
                  2.580651601315829e-05
                ],
                [
                  6.662285960284827e-06,
                  -8.717350365559291e-05,
                  -0.0005209209151318456,
                  -0.00019429802972609323,
                  1.2799654457882121e-05,
                  1.2540022504863514e-05
                ],
                [
                  -2.053307570051628e-06,
                  4.5445623903368106e-05,
                  0.0012642974885241124,
                  -0.0008367319668451729,
                  1.910222101506662e-06,
                  -4.13349022915601e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  0.0,
                  0.0
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  0.0,
                  0.0
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481,
                  0.09033050867597522,
                  0.08877775340319337
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383,
                  -0.03848069912933323,
                  -0.03824783485897128
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629,
                  0.42599891989280647,
                  0.4308267937944405
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724,
                  -2.6750263919515747,
                  -1.71453709651413
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426,
                  0.8714758757839548,
                  0.697140836170059
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.011581944858070117,
                0.00039724246513760195,
                0.0019550278165574968
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027892046598550165,
                0.0002945797382529114,
                0.00048679690368068134
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012649640194347469,
                  -0.02249302666598839,
                  0.12228437460968354,
                  -0.16911250838778222,
                  -0.036465086291385014,
                  0.0051393757973775545
                ],
                [
                  -0.006608097366164325,
                  -0.006131501078653464,
                  -0.009229838854755056,
                  -0.005449158824208077,
                  0.00883009224349455,
                  0.008479000113939993
                ],
                [
                  0.001436872912696892,
                  0.0020519642386767085,
                  0.017890715022162638,
                  -0.027247838769609324,
                  0.0012189800074378229,
                  -0.0001400832373481939
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204726,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.00023901391417777945,
                  -0.0013446049757444853,
                  0.012643526965919218,
                  -0.008943674150279439,
                  -0.000327699263099296,
                  -6.439724375282919e-05
                ],
                [
                  4.251705897216472e-05,
                  -0.00012481172787120616,
                  -0.0003249624359717277,
                  -9.81321860378136e-05,
                  2.7021237223749394e-05,
                  -3.61778968664195e-05
                ],
                [
                  -1.1450152520352209e-05,
                  5.173262384454517e-05,
                  0.0007801405870610557,
                  -0.0006077433282974211,
                  4.620007753797101e-06,
                  7.402714102280431e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.040372279877721684,
                  -0.14965989657916406
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.040372279877721684,
                  -0.14965989657916406
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048,
                  0.18583091750706882,
                  -0.259105514830232
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303,
                  -0.0370905974683093,
                  -0.03874441633377939
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983,
                  0.4168460145663564,
                  0.4280707043926
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456,
                  -2.581777652138082,
                  -1.7077360602950005
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085,
                  0.8673366715857368,
                  0.6971034771735878
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.019263296191632067,
                0.0012062301681599393,
                0.0024269207010045144
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027999758935794957,
                0.00029950106227223395,
                0.0004943274687558713
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012377915230445522,
                  -0.013797613882511741,
                  0.14009407040827537,
                  -0.15861369663233776,
                  -0.03496227730015963,
                  0.00902652449298047
                ],
                [
                  -0.006791177119092874,
                  -0.004774275086120169,
                  -0.004591155542257668,
                  -0.003268773439791703,
                  0.009139482578578221,
                  0.008595904875861107
                ],
                [
                  0.0011448119923117273,
                  0.003305971052456813,
                  0.02132323718681955,
                  -0.024450659436077916,
                  0.0016350439113752282,
                  8.703746641701024e-05
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007392,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  0.00017692035564254404,
                  0.0011350404917091139,
                  0.011584206511158155,
                  -0.004700324076569944,
                  0.00013775165004867198,
                  0.0003037110926361328
                ],
                [
                  -3.3076309288635386e-05,
                  0.0001338309293119374,
                  -0.00012936304538559707,
                  -3.3007575361131356e-05,
                  -1.2270447265812163e-05,
                  9.85538007207271e-05
                ],
                [
                  6.918749396673916e-06,
                  -0.00011499250763591872,
                  0.0007455260200391812,
                  -0.0003063661809778361,
                  -2.723890518709643e-06,
                  1.2382532043242035e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.0687188093520151,
                  0.2561585773472235
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.0687188093520151,
                  0.2561585773472235
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011,
                  -0.08104562071616415,
                  0.6921058903561444
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532,
                  -0.03565650504690496,
                  -0.03822727890700169
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175,
                  0.40794683306702134,
                  0.4253480000043633
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918,
                  -2.4885289123245897,
                  -1.700935024075871
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742,
                  0.8631974673875188,
                  0.6970661181771166
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.013808920728500367,
                -0.00010243972229558918,
                0.0015739395542022382
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002790035364376651,
                0.0003372740205845771,
                0.0005319539274865739
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.014099729671541715,
                  -0.02169923319422929,
                  0.12865075817784918,
                  -0.16191542069985135,
                  -0.03536519416482028,
                  0.007314057273303668
                ],
                [
                  -0.005422059136089292,
                  -0.008231635047705263,
                  -0.010251973147201844,
                  -0.006229863100600905,
                  0.008396389121440351,
                  0.008690939826546458
                ],
                [
                  0.0019085355026428612,
                  -3.5916047328859466e-05,
                  0.015085283784904693,
                  -0.026126828099200902,
                  0.0014315517751740986,
                  0.0005480773637122737
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425851,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  3.0631580267105584e-05,
                  -0.0011539848570663886,
                  0.013888169869933631,
                  -0.008926389262445046,
                  -0.00010118011492226663,
                  -4.2400746692520614e-05
                ],
                [
                  -4.216916031867235e-06,
                  -0.00015671620906864764,
                  -0.00039619794353502733,
                  -0.00012295273662414854,
                  8.599709203955142e-06,
                  -1.8036571100926798e-05
                ],
                [
                  1.8109903892530707e-06,
                  -8.342602365777115e-07,
                  0.0007112846568584054,
                  -0.0006291172350705608,
                  1.7888893048917295e-06,
                  -1.3877597897967336e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.01028114953705664,
                  -0.08986001004289261
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.01028114953705664,
                  -0.08986001004289261
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462,
                  0.058894240704273654,
                  -0.11933527916875383
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203,
                  -0.033801018299265545,
                  -0.03940333441767027
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457,
                  0.3993577042670352,
                  0.42281440975950446
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905,
                  -2.3952801725110966,
                  -1.6941339878567414
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547,
                  0.8590582631893066,
                  0.6970287591806454
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.013670236978217953,
                -0.0005043695744989542,
                0.001137481694299075
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002873568074973655,
                0.0003454963566745986,
                0.0005472084737683665
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.008750739276164621,
                  -0.003536201365147124,
                  0.11062976462352465,
                  -0.1620242553229689,
                  -0.037306434088458254,
                  0.009472273730702321
                ],
                [
                  -0.006040330604685502,
                  -0.0053278832041194725,
                  -0.012620732560620676,
                  -0.007040460659324223,
                  0.008581478404848308,
                  0.00767334587090869
                ],
                [
                  0.0011035940136389856,
                  0.0028432205938073054,
                  0.011763213037472024,
                  -0.02664899804098467,
                  0.0017733414931653875,
                  -0.00042147719248673745
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -4.5296225016645394e-05,
                  -0.0001912745447261552,
                  0.013630465835374365,
                  -0.008779001264887676,
                  -0.00015870052953583148,
                  5.670861101932372e-06
                ],
                [
                  1.1189905242027501e-05,
                  -0.00010313909579096289,
                  -0.000556508380119961,
                  -0.00013652575534646072,
                  1.3064872774420657e-05,
                  1.6440990516983053e-06
                ],
                [
                  -2.5005552066323526e-06,
                  6.731945506157554e-05,
                  0.0006344165717278114,
                  -0.000632056364232732,
                  3.3021504681438374e-06,
                  -1.1045329979961681e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.0007024376186694006,
                  -0.030902795704747167
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.0007024376186694006,
                  -0.030902795704747167
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632,
                  0.08671325480656716,
                  0.012203534171334901
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968,
                  -0.03319888780412639,
                  -0.03604416120669748
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204,
                  0.39095897736072865,
                  0.42130135662068735
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863,
                  -2.3020314326976044,
                  -1.6873329516376119
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204,
                  0.8549190589910886,
                  0.6969914001841743
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.008456656010976367,
                -0.0005037768421313739,
                0.000300460023503721
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00284863669022809,
                0.00035064004634164823,
                0.0005450041734988874
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.008777485724389623,
                  0.0020274679744352628,
                  0.11818391273744451,
                  -0.15779424642675363,
                  -0.03651424633148014,
                  0.011295993375425405
                ],
                [
                  -0.006222547337371724,
                  -0.006832391726163528,
                  -0.015245791682908993,
                  -0.008517268037318152,
                  0.00862398383619792,
                  0.007667051692088301
                ],
                [
                  0.000844032189825063,
                  0.0017917134907896731,
                  0.009562507492645873,
                  -0.027407573564630448,
                  0.002001326985822601,
                  -0.00036284700015879395
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0096440295302077,
                -2.5748678350054735e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -2.6290345082070318e-05,
                  -0.00012002497556945472,
                  0.010268796241090748,
                  -0.011410502946607832,
                  -0.0001368503393024221,
                  0.0002374988462396987
                ],
                [
                  6.729385577581096e-06,
                  0.00014603986759943383,
                  -0.00047829099324733684,
                  -0.00022237962191162827,
                  1.1670044723550125e-05,
                  5.8203153477080855e-05
                ],
                [
                  -1.1076645303677108e-06,
                  -4.647391626081455e-05,
                  0.00036404581660264397,
                  -0.0008683749687593716,
                  3.286432168341513e-06,
                  -3.34259451419674e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  -0.002665825588734175,
                  0.14324364518394694
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  -0.002665825588734175,
                  0.14324364518394694
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835,
                  0.07654574268476545,
                  0.4294123976182672
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759,
                  -0.031967818860364365,
                  -0.036561218037615466
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352,
                  0.3828036967686516,
                  0.4187230369194015
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836,
                  -2.2087826928841117,
                  -1.6805319154184826
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863,
                  0.8507798547928704,
                  0.6969540411877031
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "fixed453520": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.17777666610761522,
            "annualized_return": 0.04672240376132253,
            "annualized_volatility": 0.11523206975777595,
            "sharpe_zero_rf": 0.45375492364929443,
            "maximum_drawdown": -0.21302906371996233,
            "average_turnover": 0.02289741852282515,
            "cost_bps_sum": 4.922944982407408,
            "end_value": 117.77766661076153,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {},
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406419
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481203
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956114
            },
            {
              "date": "2019-06-24",
              "wealth": 104.1002588238388
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168235
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.09640511643899
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52752240473944
            },
            {
              "date": "2019-07-02",
              "wealth": 104.8372985343132
            },
            {
              "date": "2019-07-03",
              "wealth": 105.34161751674174
            },
            {
              "date": "2019-07-05",
              "wealth": 104.8689624294297
            },
            {
              "date": "2019-07-08",
              "wealth": 104.54278436335555
            },
            {
              "date": "2019-07-09",
              "wealth": 104.53455354912545
            },
            {
              "date": "2019-07-10",
              "wealth": 104.82759367816296
            },
            {
              "date": "2019-07-11",
              "wealth": 104.6360136008834
            },
            {
              "date": "2019-07-12",
              "wealth": 104.90944359785935
            },
            {
              "date": "2019-07-15",
              "wealth": 105.03734297165423
            },
            {
              "date": "2019-07-16",
              "wealth": 104.75928266252396
            },
            {
              "date": "2019-07-17",
              "wealth": 104.71419128339596
            },
            {
              "date": "2019-07-18",
              "wealth": 105.02642870228792
            },
            {
              "date": "2019-07-19",
              "wealth": 104.66365530263943
            },
            {
              "date": "2019-07-22",
              "wealth": 104.860404899441
            },
            {
              "date": "2019-07-23",
              "wealth": 105.15103899972642
            },
            {
              "date": "2019-07-24",
              "wealth": 105.48759008354106
            },
            {
              "date": "2019-07-25",
              "wealth": 105.12784828679736
            },
            {
              "date": "2019-07-26",
              "wealth": 105.46954541730437
            },
            {
              "date": "2019-07-29",
              "wealth": 105.40193503093201
            },
            {
              "date": "2019-07-30",
              "wealth": 105.29415392037033
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88262574377191
            },
            {
              "date": "2019-08-01",
              "wealth": 105.05631006374638
            },
            {
              "date": "2019-08-01",
              "wealth": 105.05594167660452
            },
            {
              "date": "2019-08-02",
              "wealth": 104.79806697238546
            },
            {
              "date": "2019-08-05",
              "wealth": 103.72042542751784
            },
            {
              "date": "2019-08-06",
              "wealth": 104.54936105242467
            },
            {
              "date": "2019-08-07",
              "wealth": 104.57325266660372
            },
            {
              "date": "2019-08-08",
              "wealth": 105.53966144419338
            },
            {
              "date": "2019-08-09",
              "wealth": 105.10042605623815
            },
            {
              "date": "2019-08-12",
              "wealth": 104.89941151766433
            },
            {
              "date": "2019-08-13",
              "wealth": 105.46830122824475
            },
            {
              "date": "2019-08-14",
              "wealth": 104.3921815469628
            },
            {
              "date": "2019-08-15",
              "wealth": 104.85533898552056
            },
            {
              "date": "2019-08-16",
              "wealth": 105.46797160532954
            },
            {
              "date": "2019-08-19",
              "wealth": 105.776340175407
            },
            {
              "date": "2019-08-20",
              "wealth": 105.70733671031066
            },
            {
              "date": "2019-08-21",
              "wealth": 106.02497253461513
            },
            {
              "date": "2019-08-22",
              "wealth": 105.84866617736151
            },
            {
              "date": "2019-08-23",
              "wealth": 104.97542021139051
            },
            {
              "date": "2019-08-26",
              "wealth": 105.44571721144946
            },
            {
              "date": "2019-08-27",
              "wealth": 105.54295248074047
            },
            {
              "date": "2019-08-28",
              "wealth": 105.88011470063886
            },
            {
              "date": "2019-08-29",
              "wealth": 106.35177246842794
            },
            {
              "date": "2019-08-30",
              "wealth": 106.33751225873536
            },
            {
              "date": "2019-09-03",
              "wealth": 106.12592643229932
            },
            {
              "date": "2019-09-03",
              "wealth": 106.12478750948382
            },
            {
              "date": "2019-09-04",
              "wealth": 106.76515727203993
            },
            {
              "date": "2019-09-05",
              "wealth": 106.93102163264716
            },
            {
              "date": "2019-09-06",
              "wealth": 107.06766715045777
            },
            {
              "date": "2019-09-09",
              "wealth": 106.70889813907823
            },
            {
              "date": "2019-09-10",
              "wealth": 106.25340544067485
            },
            {
              "date": "2019-09-11",
              "wealth": 106.54930872997107
            },
            {
              "date": "2019-09-12",
              "wealth": 106.6105748670132
            },
            {
              "date": "2019-09-13",
              "wealth": 106.05872363920098
            },
            {
              "date": "2019-09-16",
              "wealth": 106.16644478231042
            },
            {
              "date": "2019-09-17",
              "wealth": 106.43863896910348
            },
            {
              "date": "2019-09-18",
              "wealth": 106.53249899665866
            },
            {
              "date": "2019-09-19",
              "wealth": 106.60504317121986
            },
            {
              "date": "2019-09-20",
              "wealth": 106.72366000610631
            },
            {
              "date": "2019-09-23",
              "wealth": 106.7493500443411
            },
            {
              "date": "2019-09-24",
              "wealth": 106.61169925414939
            },
            {
              "date": "2019-09-25",
              "wealth": 106.54043290980907
            },
            {
              "date": "2019-09-26",
              "wealth": 106.56092671770512
            },
            {
              "date": "2019-09-27",
              "wealth": 106.35396441649439
            },
            {
              "date": "2019-09-30",
              "wealth": 106.67881259082925
            },
            {
              "date": "2019-10-01",
              "wealth": 106.2219274865459
            },
            {
              "date": "2019-10-01",
              "wealth": 106.22133810537323
            },
            {
              "date": "2019-10-02",
              "wealth": 105.49741726417396
            },
            {
              "date": "2019-10-03",
              "wealth": 106.1602890562695
            },
            {
              "date": "2019-10-04",
              "wealth": 106.96200266858278
            },
            {
              "date": "2019-10-07",
              "wealth": 106.52104680417607
            },
            {
              "date": "2019-10-08",
              "wealth": 105.84026073734107
            },
            {
              "date": "2019-10-09",
              "wealth": 106.19950143578922
            },
            {
              "date": "2019-10-10",
              "wealth": 106.16105007734201
            },
            {
              "date": "2019-10-11",
              "wealth": 106.36397063555937
            },
            {
              "date": "2019-10-14",
              "wealth": 106.48263031007036
            },
            {
              "date": "2019-10-15",
              "wealth": 106.72522337626492
            },
            {
              "date": "2019-10-16",
              "wealth": 106.74296286702312
            },
            {
              "date": "2019-10-17",
              "wealth": 106.9032436984151
            },
            {
              "date": "2019-10-18",
              "wealth": 106.74942402338174
            },
            {
              "date": "2019-10-21",
              "wealth": 106.89496506270724
            },
            {
              "date": "2019-10-22",
              "wealth": 106.85776378775276
            },
            {
              "date": "2019-10-23",
              "wealth": 107.02445048393791
            },
            {
              "date": "2019-10-24",
              "wealth": 107.1444458473913
            },
            {
              "date": "2019-10-25",
              "wealth": 107.22899308110536
            },
            {
              "date": "2019-10-28",
              "wealth": 107.30402044147623
            },
            {
              "date": "2019-10-29",
              "wealth": 107.2672818772718
            },
            {
              "date": "2019-10-30",
              "wealth": 107.67228525650398
            },
            {
              "date": "2019-10-31",
              "wealth": 107.90315019058137
            },
            {
              "date": "2019-11-01",
              "wealth": 108.31201772959734
            },
            {
              "date": "2019-11-01",
              "wealth": 108.31085576454625
            },
            {
              "date": "2019-11-04",
              "wealth": 108.21204437673893
            },
            {
              "date": "2019-11-05",
              "wealth": 107.83101980478496
            },
            {
              "date": "2019-11-06",
              "wealth": 108.07097375757122
            },
            {
              "date": "2019-11-07",
              "wealth": 107.77382250891199
            },
            {
              "date": "2019-11-08",
              "wealth": 107.81522539208571
            },
            {
              "date": "2019-11-11",
              "wealth": 107.7686591057347
            },
            {
              "date": "2019-11-12",
              "wealth": 107.909454140629
            },
            {
              "date": "2019-11-13",
              "wealth": 108.0777594535039
            },
            {
              "date": "2019-11-14",
              "wealth": 108.45087227288774
            },
            {
              "date": "2019-11-15",
              "wealth": 108.78045626093538
            },
            {
              "date": "2019-11-18",
              "wealth": 108.90510682653809
            },
            {
              "date": "2019-11-19",
              "wealth": 109.00423283785078
            },
            {
              "date": "2019-11-20",
              "wealth": 108.98876667294404
            },
            {
              "date": "2019-11-21",
              "wealth": 108.76351665348089
            },
            {
              "date": "2019-11-22",
              "wealth": 108.92609775429804
            },
            {
              "date": "2019-11-25",
              "wealth": 109.40142272975277
            },
            {
              "date": "2019-11-26",
              "wealth": 109.64154706335013
            },
            {
              "date": "2019-11-27",
              "wealth": 109.76471721995182
            },
            {
              "date": "2019-11-29",
              "wealth": 109.50384205856949
            },
            {
              "date": "2019-12-02",
              "wealth": 108.8489190326758
            },
            {
              "date": "2019-12-02",
              "wealth": 108.84828552901081
            },
            {
              "date": "2019-12-03",
              "wealth": 109.02745139528987
            },
            {
              "date": "2019-12-04",
              "wealth": 109.15096788028818
            },
            {
              "date": "2019-12-05",
              "wealth": 109.12575479929241
            },
            {
              "date": "2019-12-06",
              "wealth": 109.44501248277524
            },
            {
              "date": "2019-12-09",
              "wealth": 109.31686517218883
            },
            {
              "date": "2019-12-10",
              "wealth": 109.21726856958975
            },
            {
              "date": "2019-12-11",
              "wealth": 109.6006680507135
            },
            {
              "date": "2019-12-12",
              "wealth": 109.62352360118345
            },
            {
              "date": "2019-12-13",
              "wealth": 110.01864995573207
            },
            {
              "date": "2019-12-16",
              "wealth": 110.13316561114135
            },
            {
              "date": "2019-12-17",
              "wealth": 110.13045531162511
            },
            {
              "date": "2019-12-18",
              "wealth": 110.01524091705848
            },
            {
              "date": "2019-12-19",
              "wealth": 110.27231757943302
            },
            {
              "date": "2019-12-20",
              "wealth": 110.4865740756749
            },
            {
              "date": "2019-12-23",
              "wealth": 110.53991765901435
            },
            {
              "date": "2019-12-24",
              "wealth": 110.62912583786746
            },
            {
              "date": "2019-12-26",
              "wealth": 110.99370286422304
            },
            {
              "date": "2019-12-27",
              "wealth": 111.06696965898094
            },
            {
              "date": "2019-12-30",
              "wealth": 110.80126311440854
            },
            {
              "date": "2019-12-31",
              "wealth": 110.69597314446362
            },
            {
              "date": "2020-01-02",
              "wealth": 111.393039637785
            },
            {
              "date": "2020-01-02",
              "wealth": 111.39185431140608
            },
            {
              "date": "2020-01-03",
              "wealth": 111.34928847271213
            },
            {
              "date": "2020-01-06",
              "wealth": 111.4221032354035
            },
            {
              "date": "2020-01-07",
              "wealth": 111.16802468397945
            },
            {
              "date": "2020-01-08",
              "wealth": 111.31060591150462
            },
            {
              "date": "2020-01-09",
              "wealth": 111.78419110511368
            },
            {
              "date": "2020-01-10",
              "wealth": 111.78619692785959
            },
            {
              "date": "2020-01-13",
              "wealth": 112.03221184611948
            },
            {
              "date": "2020-01-14",
              "wealth": 112.06030806322806
            },
            {
              "date": "2020-01-15",
              "wealth": 112.32170763028816
            },
            {
              "date": "2020-01-16",
              "wealth": 112.69325264743003
            },
            {
              "date": "2020-01-17",
              "wealth": 112.81700096456784
            },
            {
              "date": "2020-01-21",
              "wealth": 112.97934859876754
            },
            {
              "date": "2020-01-22",
              "wealth": 113.00472137815913
            },
            {
              "date": "2020-01-23",
              "wealth": 113.19150450716818
            },
            {
              "date": "2020-01-24",
              "wealth": 112.9153811698606
            },
            {
              "date": "2020-01-27",
              "wealth": 112.41322194370365
            },
            {
              "date": "2020-01-28",
              "wealth": 112.79036671490628
            },
            {
              "date": "2020-01-29",
              "wealth": 113.01179812049178
            },
            {
              "date": "2020-01-30",
              "wealth": 113.22799156009864
            },
            {
              "date": "2020-01-31",
              "wealth": 112.56969815844714
            },
            {
              "date": "2020-02-03",
              "wealth": 112.88630832689631
            },
            {
              "date": "2020-02-03",
              "wealth": 112.88552008985407
            },
            {
              "date": "2020-02-04",
              "wealth": 113.37529214461928
            },
            {
              "date": "2020-02-05",
              "wealth": 113.78689797009294
            },
            {
              "date": "2020-02-06",
              "wealth": 113.97981295878894
            },
            {
              "date": "2020-02-07",
              "wealth": 113.97475940392398
            },
            {
              "date": "2020-02-10",
              "wealth": 114.49341040217334
            },
            {
              "date": "2020-02-11",
              "wealth": 114.45772857898079
            },
            {
              "date": "2020-02-12",
              "wealth": 114.68521385989331
            },
            {
              "date": "2020-02-13",
              "wealth": 114.64794972135775
            },
            {
              "date": "2020-02-14",
              "wealth": 114.88509627925447
            },
            {
              "date": "2020-02-18",
              "wealth": 114.85445040380975
            },
            {
              "date": "2020-02-19",
              "wealth": 115.06874623727435
            },
            {
              "date": "2020-02-20",
              "wealth": 115.04148732918169
            },
            {
              "date": "2020-02-21",
              "wealth": 114.70229876693706
            },
            {
              "date": "2020-02-24",
              "wealth": 113.28137825127541
            },
            {
              "date": "2020-02-25",
              "wealth": 111.88370917098656
            },
            {
              "date": "2020-02-26",
              "wealth": 111.59797628957625
            },
            {
              "date": "2020-02-27",
              "wealth": 109.47883500669087
            },
            {
              "date": "2020-02-28",
              "wealth": 109.98832497564801
            },
            {
              "date": "2020-03-02",
              "wealth": 111.94864286520341
            },
            {
              "date": "2020-03-02",
              "wealth": 111.94670885773856
            },
            {
              "date": "2020-03-03",
              "wealth": 111.21461926604535
            },
            {
              "date": "2020-03-04",
              "wealth": 113.21669411452251
            },
            {
              "date": "2020-03-05",
              "wealth": 111.86470239955169
            },
            {
              "date": "2020-03-06",
              "wealth": 111.61295941864259
            },
            {
              "date": "2020-03-09",
              "wealth": 107.63423917675955
            },
            {
              "date": "2020-03-10",
              "wealth": 108.69891604719209
            },
            {
              "date": "2020-03-11",
              "wealth": 105.29330549641995
            },
            {
              "date": "2020-03-12",
              "wealth": 100.03038537706863
            },
            {
              "date": "2020-03-13",
              "wealth": 104.0981835195521
            },
            {
              "date": "2020-03-16",
              "wealth": 100.03538795106056
            },
            {
              "date": "2020-03-17",
              "wealth": 100.29010211262718
            },
            {
              "date": "2020-03-18",
              "wealth": 96.66883054507336
            },
            {
              "date": "2020-03-19",
              "wealth": 95.95095396178382
            },
            {
              "date": "2020-03-20",
              "wealth": 95.53992770125598
            },
            {
              "date": "2020-03-23",
              "wealth": 96.39422314600534
            },
            {
              "date": "2020-03-24",
              "wealth": 99.83082570592302
            },
            {
              "date": "2020-03-25",
              "wealth": 101.40300840107949
            },
            {
              "date": "2020-03-26",
              "wealth": 103.87947049070276
            },
            {
              "date": "2020-03-27",
              "wealth": 102.85946125850269
            },
            {
              "date": "2020-03-30",
              "wealth": 104.55572117839402
            },
            {
              "date": "2020-03-31",
              "wealth": 103.92030087607132
            },
            {
              "date": "2020-04-01",
              "wealth": 101.87909742685642
            },
            {
              "date": "2020-04-01",
              "wealth": 101.8736056803189
            },
            {
              "date": "2020-04-02",
              "wealth": 102.99100774612366
            },
            {
              "date": "2020-04-03",
              "wealth": 102.23370332242698
            },
            {
              "date": "2020-04-06",
              "wealth": 105.57843787351183
            },
            {
              "date": "2020-04-07",
              "wealth": 105.50259583508739
            },
            {
              "date": "2020-04-08",
              "wealth": 107.49046176289025
            },
            {
              "date": "2020-04-09",
              "wealth": 109.33664662845636
            },
            {
              "date": "2020-04-13",
              "wealth": 108.57269250994982
            },
            {
              "date": "2020-04-14",
              "wealth": 110.02626428989518
            },
            {
              "date": "2020-04-15",
              "wealth": 109.36531590205664
            },
            {
              "date": "2020-04-16",
              "wealth": 109.54384136162933
            },
            {
              "date": "2020-04-17",
              "wealth": 110.92660196604736
            },
            {
              "date": "2020-04-20",
              "wealth": 109.9555629232134
            },
            {
              "date": "2020-04-21",
              "wealth": 108.38551381260496
            },
            {
              "date": "2020-04-22",
              "wealth": 109.41632768445398
            },
            {
              "date": "2020-04-23",
              "wealth": 109.52831670970755
            },
            {
              "date": "2020-04-24",
              "wealth": 110.24649021745834
            },
            {
              "date": "2020-04-27",
              "wealth": 110.63992558125183
            },
            {
              "date": "2020-04-28",
              "wealth": 110.60790284765436
            },
            {
              "date": "2020-04-29",
              "wealth": 112.12608051359571
            },
            {
              "date": "2020-04-30",
              "wealth": 111.38507903473439
            },
            {
              "date": "2020-05-01",
              "wealth": 109.91632016777314
            },
            {
              "date": "2020-05-01",
              "wealth": 109.91311553020374
            },
            {
              "date": "2020-05-04",
              "wealth": 110.0901403159049
            },
            {
              "date": "2020-05-05",
              "wealth": 110.49079447284882
            },
            {
              "date": "2020-05-06",
              "wealth": 109.76259767743296
            },
            {
              "date": "2020-05-07",
              "wealth": 110.65465775975686
            },
            {
              "date": "2020-05-08",
              "wealth": 111.25629141299373
            },
            {
              "date": "2020-05-11",
              "wealth": 110.96918668584921
            },
            {
              "date": "2020-05-12",
              "wealth": 110.28317752673925
            },
            {
              "date": "2020-05-13",
              "wealth": 109.52511617523659
            },
            {
              "date": "2020-05-14",
              "wealth": 110.35442921424244
            },
            {
              "date": "2020-05-15",
              "wealth": 110.63533314447068
            },
            {
              "date": "2020-05-18",
              "wealth": 112.04849512711503
            },
            {
              "date": "2020-05-19",
              "wealth": 111.64312515248557
            },
            {
              "date": "2020-05-20",
              "wealth": 112.76335964914436
            },
            {
              "date": "2020-05-21",
              "wealth": 112.41295470755882
            },
            {
              "date": "2020-05-22",
              "wealth": 112.58360282443145
            },
            {
              "date": "2020-05-26",
              "wealth": 113.0882628735737
            },
            {
              "date": "2020-05-27",
              "wealth": 113.99070400044131
            },
            {
              "date": "2020-05-28",
              "wealth": 113.87682813162297
            },
            {
              "date": "2020-05-29",
              "wealth": 114.38180797828628
            },
            {
              "date": "2020-06-01",
              "wealth": 114.57178636564207
            },
            {
              "date": "2020-06-01",
              "wealth": 114.56990197162263
            },
            {
              "date": "2020-06-02",
              "wealth": 115.0040416956259
            },
            {
              "date": "2020-06-03",
              "wealth": 115.44482325729581
            },
            {
              "date": "2020-06-04",
              "wealth": 115.07878828454174
            },
            {
              "date": "2020-06-05",
              "wealth": 116.34601814272553
            },
            {
              "date": "2020-06-08",
              "wealth": 117.11676093611536
            },
            {
              "date": "2020-06-09",
              "wealth": 116.80297669237602
            },
            {
              "date": "2020-06-10",
              "wealth": 116.94873919742327
            },
            {
              "date": "2020-06-11",
              "wealth": 113.71056997827569
            },
            {
              "date": "2020-06-12",
              "wealth": 114.34051078178267
            },
            {
              "date": "2020-06-15",
              "wealth": 115.11402112237477
            },
            {
              "date": "2020-06-16",
              "wealth": 115.96452318812634
            },
            {
              "date": "2020-06-17",
              "wealth": 115.7624679729573
            },
            {
              "date": "2020-06-18",
              "wealth": 115.92384596324877
            },
            {
              "date": "2020-06-19",
              "wealth": 115.65376847232127
            },
            {
              "date": "2020-06-22",
              "wealth": 115.93047164746464
            },
            {
              "date": "2020-06-23",
              "wealth": 116.11614992590471
            },
            {
              "date": "2020-06-24",
              "wealth": 114.77845255603695
            },
            {
              "date": "2020-06-25",
              "wealth": 115.36189777947905
            },
            {
              "date": "2020-06-26",
              "wealth": 114.25429982064885
            },
            {
              "date": "2020-06-29",
              "wealth": 115.1491222107087
            },
            {
              "date": "2020-06-30",
              "wealth": 115.80376906221457
            },
            {
              "date": "2020-07-01",
              "wealth": 116.19968607867422
            },
            {
              "date": "2020-07-01",
              "wealth": 116.1990859571193
            },
            {
              "date": "2020-07-02",
              "wealth": 116.5941574377158
            },
            {
              "date": "2020-07-06",
              "wealth": 117.40596426139825
            },
            {
              "date": "2020-07-07",
              "wealth": 117.01685252533238
            },
            {
              "date": "2020-07-08",
              "wealth": 117.31944833482068
            },
            {
              "date": "2020-07-09",
              "wealth": 117.27793355514059
            },
            {
              "date": "2020-07-10",
              "wealth": 117.69502083608008
            },
            {
              "date": "2020-07-13",
              "wealth": 117.21337026464039
            },
            {
              "date": "2020-07-14",
              "wealth": 118.0333254292378
            },
            {
              "date": "2020-07-15",
              "wealth": 118.55993967069504
            },
            {
              "date": "2020-07-16",
              "wealth": 118.4770909448845
            },
            {
              "date": "2020-07-17",
              "wealth": 118.68748493940063
            },
            {
              "date": "2020-07-20",
              "wealth": 119.21762411941661
            },
            {
              "date": "2020-07-21",
              "wealth": 119.40835118430083
            },
            {
              "date": "2020-07-22",
              "wealth": 119.81086067515761
            },
            {
              "date": "2020-07-23",
              "wealth": 119.21156029424169
            },
            {
              "date": "2020-07-24",
              "wealth": 118.78775535667023
            },
            {
              "date": "2020-07-27",
              "wealth": 119.0457836613379
            },
            {
              "date": "2020-07-28",
              "wealth": 118.77344236451708
            },
            {
              "date": "2020-07-29",
              "wealth": 119.62150104773187
            },
            {
              "date": "2020-07-30",
              "wealth": 119.45714753056001
            },
            {
              "date": "2020-07-31",
              "wealth": 119.93105386026252
            },
            {
              "date": "2020-08-03",
              "wealth": 120.3251769244585
            },
            {
              "date": "2020-08-03",
              "wealth": 120.32395713824238
            },
            {
              "date": "2020-08-04",
              "wealth": 120.76612151778326
            },
            {
              "date": "2020-08-05",
              "wealth": 120.92982709326077
            },
            {
              "date": "2020-08-06",
              "wealth": 121.4462235255534
            },
            {
              "date": "2020-08-07",
              "wealth": 121.32859103117049
            },
            {
              "date": "2020-08-10",
              "wealth": 121.39639583914541
            },
            {
              "date": "2020-08-11",
              "wealth": 120.64456273415371
            },
            {
              "date": "2020-08-12",
              "wealth": 121.22590432580203
            },
            {
              "date": "2020-08-13",
              "wealth": 120.82371991687856
            },
            {
              "date": "2020-08-14",
              "wealth": 120.74151633005569
            },
            {
              "date": "2020-08-17",
              "wealth": 121.03514901187712
            },
            {
              "date": "2020-08-18",
              "wealth": 121.29537178373836
            },
            {
              "date": "2020-08-19",
              "wealth": 120.94555642154667
            },
            {
              "date": "2020-08-20",
              "wealth": 121.32221718807634
            },
            {
              "date": "2020-08-21",
              "wealth": 121.59424540704454
            },
            {
              "date": "2020-08-24",
              "wealth": 122.06063779107038
            },
            {
              "date": "2020-08-25",
              "wealth": 122.05593822804744
            },
            {
              "date": "2020-08-26",
              "wealth": 122.6156206052862
            },
            {
              "date": "2020-08-27",
              "wealth": 122.40512896928303
            },
            {
              "date": "2020-08-28",
              "wealth": 122.91568810206638
            },
            {
              "date": "2020-08-31",
              "wealth": 122.855658911789
            },
            {
              "date": "2020-09-01",
              "wealth": 123.68338329655062
            },
            {
              "date": "2020-09-01",
              "wealth": 123.68097394919687
            },
            {
              "date": "2020-09-02",
              "wealth": 124.6445065341501
            },
            {
              "date": "2020-09-03",
              "wealth": 122.70375745982057
            },
            {
              "date": "2020-09-04",
              "wealth": 121.7535896930763
            },
            {
              "date": "2020-09-08",
              "wealth": 120.39214143183143
            },
            {
              "date": "2020-09-09",
              "wealth": 121.42581296033484
            },
            {
              "date": "2020-09-10",
              "wealth": 120.56597804193598
            },
            {
              "date": "2020-09-11",
              "wealth": 120.67850957943331
            },
            {
              "date": "2020-09-14",
              "wealth": 121.39570573388698
            },
            {
              "date": "2020-09-15",
              "wealth": 121.6715584251646
            },
            {
              "date": "2020-09-16",
              "wealth": 121.44993278373765
            },
            {
              "date": "2020-09-17",
              "wealth": 120.99922963722084
            },
            {
              "date": "2020-09-18",
              "wealth": 120.30439620604386
            },
            {
              "date": "2020-09-21",
              "wealth": 119.77578020961703
            },
            {
              "date": "2020-09-22",
              "wealth": 120.31806185098269
            },
            {
              "date": "2020-09-23",
              "wealth": 118.92609436820524
            },
            {
              "date": "2020-09-24",
              "wealth": 119.02191102112508
            },
            {
              "date": "2020-09-25",
              "wealth": 119.86085838842509
            },
            {
              "date": "2020-09-28",
              "wealth": 120.84256204165492
            },
            {
              "date": "2020-09-29",
              "wealth": 120.55522453318433
            },
            {
              "date": "2020-09-30",
              "wealth": 120.83371781310662
            },
            {
              "date": "2020-10-01",
              "wealth": 121.26706346796115
            },
            {
              "date": "2020-10-01",
              "wealth": 121.26590661823431
            },
            {
              "date": "2020-10-02",
              "wealth": 120.70957072777834
            },
            {
              "date": "2020-10-05",
              "wealth": 121.31882022850242
            },
            {
              "date": "2020-10-06",
              "wealth": 120.61456889110019
            },
            {
              "date": "2020-10-07",
              "wealth": 121.44375304719719
            },
            {
              "date": "2020-10-08",
              "wealth": 122.06874085671895
            },
            {
              "date": "2020-10-09",
              "wealth": 122.60063723465474
            },
            {
              "date": "2020-10-12",
              "wealth": 123.68973763621202
            },
            {
              "date": "2020-10-13",
              "wealth": 123.38807082323508
            },
            {
              "date": "2020-10-14",
              "wealth": 123.06916989872191
            },
            {
              "date": "2020-10-15",
              "wealth": 122.92909565811325
            },
            {
              "date": "2020-10-16",
              "wealth": 122.829295226302
            },
            {
              "date": "2020-10-19",
              "wealth": 121.85793869213876
            },
            {
              "date": "2020-10-20",
              "wealth": 121.93879462363199
            },
            {
              "date": "2020-10-21",
              "wealth": 121.73820589419286
            },
            {
              "date": "2020-10-22",
              "wealth": 121.84227699816817
            },
            {
              "date": "2020-10-23",
              "wealth": 122.15211711643836
            },
            {
              "date": "2020-10-26",
              "wealth": 121.27942367287152
            },
            {
              "date": "2020-10-27",
              "wealth": 121.28302773385404
            },
            {
              "date": "2020-10-28",
              "wealth": 119.28732624899307
            },
            {
              "date": "2020-10-29",
              "wealth": 119.58417538121357
            },
            {
              "date": "2020-10-30",
              "wealth": 118.76537681862031
            },
            {
              "date": "2020-11-02",
              "wealth": 119.52407158503235
            },
            {
              "date": "2020-11-02",
              "wealth": 119.5237479418927
            },
            {
              "date": "2020-11-03",
              "wealth": 120.4026129546221
            },
            {
              "date": "2020-11-04",
              "wealth": 122.33609857993108
            },
            {
              "date": "2020-11-05",
              "wealth": 123.51146733046451
            },
            {
              "date": "2020-11-06",
              "wealth": 123.27903676349732
            },
            {
              "date": "2020-11-09",
              "wealth": 123.5021731319896
            },
            {
              "date": "2020-11-10",
              "wealth": 123.23668536341847
            },
            {
              "date": "2020-11-11",
              "wealth": 123.77580710510216
            },
            {
              "date": "2020-11-12",
              "wealth": 123.5452522592713
            },
            {
              "date": "2020-11-13",
              "wealth": 124.31463260185829
            },
            {
              "date": "2020-11-16",
              "wealth": 125.08993837597102
            },
            {
              "date": "2020-11-17",
              "wealth": 124.95871219202175
            },
            {
              "date": "2020-11-18",
              "wealth": 124.28961114373965
            },
            {
              "date": "2020-11-19",
              "wealth": 124.71479982057905
            },
            {
              "date": "2020-11-20",
              "wealth": 124.36740924931973
            },
            {
              "date": "2020-11-23",
              "wealth": 124.66115865118527
            },
            {
              "date": "2020-11-24",
              "wealth": 125.47795039463736
            },
            {
              "date": "2020-11-25",
              "wealth": 125.41491902132788
            },
            {
              "date": "2020-11-27",
              "wealth": 125.79217323829556
            },
            {
              "date": "2020-11-30",
              "wealth": 125.58770372128626
            },
            {
              "date": "2020-12-01",
              "wealth": 125.91615583472873
            },
            {
              "date": "2020-12-01",
              "wealth": 125.91319775900486
            },
            {
              "date": "2020-12-02",
              "wealth": 125.87461997220949
            },
            {
              "date": "2020-12-03",
              "wealth": 126.07574794454507
            },
            {
              "date": "2020-12-04",
              "wealth": 126.25284254151892
            },
            {
              "date": "2020-12-07",
              "wealth": 126.29340582396586
            },
            {
              "date": "2020-12-08",
              "wealth": 126.4755134752855
            },
            {
              "date": "2020-12-09",
              "wealth": 125.80752432730664
            },
            {
              "date": "2020-12-10",
              "wealth": 126.01273266211388
            },
            {
              "date": "2020-12-11",
              "wealth": 126.06015222237
            },
            {
              "date": "2020-12-14",
              "wealth": 125.76223406741988
            },
            {
              "date": "2020-12-15",
              "wealth": 126.53056874605268
            },
            {
              "date": "2020-12-16",
              "wealth": 126.56341026684052
            },
            {
              "date": "2020-12-17",
              "wealth": 126.88846681796146
            },
            {
              "date": "2020-12-18",
              "wealth": 126.60321403724343
            },
            {
              "date": "2020-12-21",
              "wealth": 126.37801090945366
            },
            {
              "date": "2020-12-22",
              "wealth": 126.42494713466986
            },
            {
              "date": "2020-12-23",
              "wealth": 126.38961765462271
            },
            {
              "date": "2020-12-24",
              "wealth": 126.76071335746313
            },
            {
              "date": "2020-12-28",
              "wealth": 127.27372077846992
            },
            {
              "date": "2020-12-29",
              "wealth": 127.16697626455979
            },
            {
              "date": "2020-12-30",
              "wealth": 127.3118507808258
            },
            {
              "date": "2020-12-31",
              "wealth": 127.64061589300476
            },
            {
              "date": "2021-01-04",
              "wealth": 126.73209589526489
            },
            {
              "date": "2021-01-04",
              "wealth": 126.73179223550423
            },
            {
              "date": "2021-01-05",
              "wealth": 126.93990306229965
            },
            {
              "date": "2021-01-06",
              "wealth": 126.81970435719846
            },
            {
              "date": "2021-01-07",
              "wealth": 127.51896711927972
            },
            {
              "date": "2021-01-08",
              "wealth": 127.70886051825698
            },
            {
              "date": "2021-01-11",
              "wealth": 127.11943071870427
            },
            {
              "date": "2021-01-12",
              "wealth": 127.17789377809906
            },
            {
              "date": "2021-01-13",
              "wealth": 127.68084608913395
            },
            {
              "date": "2021-01-14",
              "wealth": 127.26654470263429
            },
            {
              "date": "2021-01-15",
              "wealth": 126.99677220584776
            },
            {
              "date": "2021-01-19",
              "wealth": 127.52309994336382
            },
            {
              "date": "2021-01-20",
              "wealth": 128.34454220500066
            },
            {
              "date": "2021-01-21",
              "wealth": 128.2361837888513
            },
            {
              "date": "2021-01-22",
              "wealth": 128.07398815666193
            },
            {
              "date": "2021-01-25",
              "wealth": 128.59192446766264
            },
            {
              "date": "2021-01-26",
              "wealth": 128.48253702412063
            },
            {
              "date": "2021-01-27",
              "wealth": 127.03949258790018
            },
            {
              "date": "2021-01-28",
              "wealth": 127.38226235221796
            },
            {
              "date": "2021-01-29",
              "wealth": 126.09682164094222
            },
            {
              "date": "2021-02-01",
              "wealth": 127.15347399824378
            },
            {
              "date": "2021-02-01",
              "wealth": 127.15251325188665
            },
            {
              "date": "2021-02-02",
              "wealth": 127.78163125045332
            },
            {
              "date": "2021-02-03",
              "wealth": 127.65850673367065
            },
            {
              "date": "2021-02-04",
              "wealth": 128.34671663613221
            },
            {
              "date": "2021-02-05",
              "wealth": 128.41663170298384
            },
            {
              "date": "2021-02-08",
              "wealth": 128.9699889576814
            },
            {
              "date": "2021-02-09",
              "wealth": 128.9248135403349
            },
            {
              "date": "2021-02-10",
              "wealth": 129.07142581657212
            },
            {
              "date": "2021-02-11",
              "wealth": 129.06597401706622
            },
            {
              "date": "2021-02-12",
              "wealth": 129.13076458695855
            },
            {
              "date": "2021-02-16",
              "wealth": 128.58225735876704
            },
            {
              "date": "2021-02-17",
              "wealth": 128.75158472320226
            },
            {
              "date": "2021-02-18",
              "wealth": 128.4450824973201
            },
            {
              "date": "2021-02-19",
              "wealth": 127.98205092271333
            },
            {
              "date": "2021-02-22",
              "wealth": 127.29889019810868
            },
            {
              "date": "2021-02-23",
              "wealth": 127.42287370716215
            },
            {
              "date": "2021-02-24",
              "wealth": 128.04979771584485
            },
            {
              "date": "2021-02-25",
              "wealth": 125.63921544193995
            },
            {
              "date": "2021-02-26",
              "wealth": 126.05016156399095
            },
            {
              "date": "2021-03-01",
              "wealth": 127.42790261625737
            },
            {
              "date": "2021-03-01",
              "wealth": 127.42599619760301
            },
            {
              "date": "2021-03-02",
              "wealth": 127.03064042260664
            },
            {
              "date": "2021-03-03",
              "wealth": 125.84871997026056
            },
            {
              "date": "2021-03-04",
              "wealth": 124.72763955947815
            },
            {
              "date": "2021-03-05",
              "wealth": 125.65310264638408
            },
            {
              "date": "2021-03-08",
              "wealth": 124.96491655097128
            },
            {
              "date": "2021-03-09",
              "wealth": 126.16260634010344
            },
            {
              "date": "2021-03-10",
              "wealth": 126.7275934124091
            },
            {
              "date": "2021-03-11",
              "wealth": 127.30899236628258
            },
            {
              "date": "2021-03-12",
              "wealth": 126.77733676375678
            },
            {
              "date": "2021-03-15",
              "wealth": 127.26213705086185
            },
            {
              "date": "2021-03-16",
              "wealth": 127.16348922888763
            },
            {
              "date": "2021-03-17",
              "wealth": 127.31199302643722
            },
            {
              "date": "2021-03-18",
              "wealth": 126.04450406721722
            },
            {
              "date": "2021-03-19",
              "wealth": 125.94750737447434
            },
            {
              "date": "2021-03-22",
              "wealth": 126.6382791814821
            },
            {
              "date": "2021-03-23",
              "wealth": 126.47141797507282
            },
            {
              "date": "2021-03-24",
              "wealth": 126.31213812616623
            },
            {
              "date": "2021-03-25",
              "wealth": 126.54723948071766
            },
            {
              "date": "2021-03-26",
              "wealth": 127.3105857021757
            },
            {
              "date": "2021-03-29",
              "wealth": 127.07075569796557
            },
            {
              "date": "2021-03-30",
              "wealth": 126.95425598359232
            },
            {
              "date": "2021-03-31",
              "wealth": 127.19435851196418
            },
            {
              "date": "2021-04-01",
              "wealth": 128.17678486957573
            },
            {
              "date": "2021-04-01",
              "wealth": 128.17530612018683
            },
            {
              "date": "2021-04-05",
              "wealth": 128.75090511418253
            },
            {
              "date": "2021-04-06",
              "wealth": 129.10477892721136
            },
            {
              "date": "2021-04-07",
              "wealth": 129.09371938700946
            },
            {
              "date": "2021-04-08",
              "wealth": 129.62015406475845
            },
            {
              "date": "2021-04-09",
              "wealth": 129.8760376484039
            },
            {
              "date": "2021-04-12",
              "wealth": 129.86406685058623
            },
            {
              "date": "2021-04-13",
              "wealth": 130.3395419291039
            },
            {
              "date": "2021-04-14",
              "wealth": 130.04579679278675
            },
            {
              "date": "2021-04-15",
              "wealth": 131.1300354264799
            },
            {
              "date": "2021-04-16",
              "wealth": 131.03084246734562
            },
            {
              "date": "2021-04-19",
              "wealth": 130.6214935826598
            },
            {
              "date": "2021-04-20",
              "wealth": 130.36739563858922
            },
            {
              "date": "2021-04-21",
              "wealth": 131.04099343598728
            },
            {
              "date": "2021-04-22",
              "wealth": 130.5550169196906
            },
            {
              "date": "2021-04-23",
              "wealth": 131.16081539001914
            },
            {
              "date": "2021-04-26",
              "wealth": 131.2267682593447
            },
            {
              "date": "2021-04-27",
              "wealth": 130.9199550824507
            },
            {
              "date": "2021-04-28",
              "wealth": 130.96596591141156
            },
            {
              "date": "2021-04-29",
              "wealth": 131.23839476366243
            },
            {
              "date": "2021-04-30",
              "wealth": 130.93357096615145
            },
            {
              "date": "2021-05-03",
              "wealth": 131.20193764892625
            },
            {
              "date": "2021-05-03",
              "wealth": 131.20076706741747
            },
            {
              "date": "2021-05-04",
              "wealth": 130.9128812347647
            },
            {
              "date": "2021-05-05",
              "wealth": 131.01958183194733
            },
            {
              "date": "2021-05-06",
              "wealth": 131.55841802419073
            },
            {
              "date": "2021-05-07",
              "wealth": 132.01510024426864
            },
            {
              "date": "2021-05-10",
              "wealth": 131.1904134800785
            },
            {
              "date": "2021-05-11",
              "wealth": 130.4913722806609
            },
            {
              "date": "2021-05-12",
              "wealth": 128.88569475934412
            },
            {
              "date": "2021-05-13",
              "wealth": 129.82417072044595
            },
            {
              "date": "2021-05-14",
              "wealth": 130.95615950244505
            },
            {
              "date": "2021-05-17",
              "wealth": 130.73224983427733
            },
            {
              "date": "2021-05-18",
              "wealth": 130.1408580138516
            },
            {
              "date": "2021-05-19",
              "wealth": 129.80554157072334
            },
            {
              "date": "2021-05-20",
              "wealth": 130.79669370190416
            },
            {
              "date": "2021-05-21",
              "wealth": 130.78276775778548
            },
            {
              "date": "2021-05-24",
              "wealth": 131.4962315749006
            },
            {
              "date": "2021-05-25",
              "wealth": 131.63193930712737
            },
            {
              "date": "2021-05-26",
              "wealth": 131.68280362207798
            },
            {
              "date": "2021-05-27",
              "wealth": 131.55336533466152
            },
            {
              "date": "2021-05-28",
              "wealth": 131.67723760288845
            },
            {
              "date": "2021-06-01",
              "wealth": 131.61994509624293
            },
            {
              "date": "2021-06-01",
              "wealth": 131.61990662284236
            },
            {
              "date": "2021-06-02",
              "wealth": 131.80751119466893
            },
            {
              "date": "2021-06-03",
              "wealth": 131.36633009642009
            },
            {
              "date": "2021-06-04",
              "wealth": 132.3470155917941
            },
            {
              "date": "2021-06-07",
              "wealth": 132.2308389643233
            },
            {
              "date": "2021-06-08",
              "wealth": 132.47666452082552
            },
            {
              "date": "2021-06-09",
              "wealth": 132.62894068628017
            },
            {
              "date": "2021-06-10",
              "wealth": 133.19090448656604
            },
            {
              "date": "2021-06-11",
              "wealth": 133.2432501975078
            },
            {
              "date": "2021-06-14",
              "wealth": 133.13411677996945
            },
            {
              "date": "2021-06-15",
              "wealth": 133.0520993638364
            },
            {
              "date": "2021-06-16",
              "wealth": 132.32313215737668
            },
            {
              "date": "2021-06-17",
              "wealth": 132.61678689970188
            },
            {
              "date": "2021-06-18",
              "wealth": 132.21552872028434
            },
            {
              "date": "2021-06-21",
              "wealth": 132.75128339142842
            },
            {
              "date": "2021-06-22",
              "wealth": 133.19855706301684
            },
            {
              "date": "2021-06-23",
              "wealth": 132.99162291237047
            },
            {
              "date": "2021-06-24",
              "wealth": 133.38958197957248
            },
            {
              "date": "2021-06-25",
              "wealth": 133.4365853434459
            },
            {
              "date": "2021-06-28",
              "wealth": 133.81757905195047
            },
            {
              "date": "2021-06-29",
              "wealth": 133.9063984294708
            },
            {
              "date": "2021-06-30",
              "wealth": 134.059914456382
            },
            {
              "date": "2021-07-01",
              "wealth": 134.33856278453476
            },
            {
              "date": "2021-07-01",
              "wealth": 134.3380574093171
            },
            {
              "date": "2021-07-02",
              "wealth": 135.04755096564003
            },
            {
              "date": "2021-07-06",
              "wealth": 135.283528091829
            },
            {
              "date": "2021-07-07",
              "wealth": 135.72927494205842
            },
            {
              "date": "2021-07-08",
              "wealth": 135.36844506178818
            },
            {
              "date": "2021-07-09",
              "wealth": 135.6596467138123
            },
            {
              "date": "2021-07-12",
              "wealth": 135.84025240169413
            },
            {
              "date": "2021-07-13",
              "wealth": 135.3839328102646
            },
            {
              "date": "2021-07-14",
              "wealth": 135.80339203712822
            },
            {
              "date": "2021-07-15",
              "wealth": 135.85206889502075
            },
            {
              "date": "2021-07-16",
              "wealth": 135.32689002616178
            },
            {
              "date": "2021-07-19",
              "wealth": 135.03445280731967
            },
            {
              "date": "2021-07-20",
              "wealth": 135.79049288814866
            },
            {
              "date": "2021-07-21",
              "wealth": 135.90719870983884
            },
            {
              "date": "2021-07-22",
              "wealth": 136.25734645208877
            },
            {
              "date": "2021-07-23",
              "wealth": 136.80114507388075
            },
            {
              "date": "2021-07-26",
              "wealth": 136.8600322380714
            },
            {
              "date": "2021-07-27",
              "wealth": 136.89790075142406
            },
            {
              "date": "2021-07-28",
              "wealth": 136.96151354933357
            },
            {
              "date": "2021-07-29",
              "wealth": 136.9921610085508
            },
            {
              "date": "2021-07-30",
              "wealth": 136.84819406251896
            },
            {
              "date": "2021-08-02",
              "wealth": 137.00843141768928
            },
            {
              "date": "2021-08-02",
              "wealth": 137.00818526291687
            },
            {
              "date": "2021-08-03",
              "wealth": 137.5501041606762
            },
            {
              "date": "2021-08-04",
              "wealth": 137.23824232655582
            },
            {
              "date": "2021-08-05",
              "wealth": 137.34269439098276
            },
            {
              "date": "2021-08-06",
              "wealth": 136.9421277076025
            },
            {
              "date": "2021-08-09",
              "wealth": 136.6732098274626
            },
            {
              "date": "2021-08-10",
              "wealth": 136.6010221712805
            },
            {
              "date": "2021-08-11",
              "wealth": 136.85103438901663
            },
            {
              "date": "2021-08-12",
              "wealth": 137.02797244618995
            },
            {
              "date": "2021-08-13",
              "wealth": 137.5951356005547
            },
            {
              "date": "2021-08-16",
              "wealth": 137.8647289485959
            },
            {
              "date": "2021-08-17",
              "wealth": 137.3792342355328
            },
            {
              "date": "2021-08-18",
              "wealth": 136.65203554860943
            },
            {
              "date": "2021-08-19",
              "wealth": 136.91576219194826
            },
            {
              "date": "2021-08-20",
              "wealth": 137.38232899554302
            },
            {
              "date": "2021-08-23",
              "wealth": 137.9641174216862
            },
            {
              "date": "2021-08-24",
              "wealth": 137.8718943410504
            },
            {
              "date": "2021-08-25",
              "wealth": 137.7472012991915
            },
            {
              "date": "2021-08-26",
              "wealth": 137.36578363579278
            },
            {
              "date": "2021-08-27",
              "wealth": 138.23310182832427
            },
            {
              "date": "2021-08-30",
              "wealth": 138.65172696034895
            },
            {
              "date": "2021-08-31",
              "wealth": 138.40563023077928
            },
            {
              "date": "2021-09-01",
              "wealth": 138.494844736274
            },
            {
              "date": "2021-09-01",
              "wealth": 138.49351162007127
            },
            {
              "date": "2021-09-02",
              "wealth": 138.79234769761402
            },
            {
              "date": "2021-09-03",
              "wealth": 138.56096160623565
            },
            {
              "date": "2021-09-07",
              "wealth": 138.01604585613308
            },
            {
              "date": "2021-09-08",
              "wealth": 138.16067483291093
            },
            {
              "date": "2021-09-09",
              "wealth": 138.2112488490707
            },
            {
              "date": "2021-09-10",
              "wealth": 137.4899461159956
            },
            {
              "date": "2021-09-13",
              "wealth": 137.7726961039136
            },
            {
              "date": "2021-09-14",
              "wealth": 137.70632096739
            },
            {
              "date": "2021-09-15",
              "wealth": 138.10255437896424
            },
            {
              "date": "2021-09-16",
              "wealth": 137.81258691204357
            },
            {
              "date": "2021-09-17",
              "wealth": 137.00958701448712
            },
            {
              "date": "2021-09-20",
              "wealth": 136.3212387661151
            },
            {
              "date": "2021-09-21",
              "wealth": 136.23348891806842
            },
            {
              "date": "2021-09-22",
              "wealth": 136.94220588778683
            },
            {
              "date": "2021-09-23",
              "wealth": 137.04726916123315
            },
            {
              "date": "2021-09-24",
              "wealth": 136.94404258495368
            },
            {
              "date": "2021-09-27",
              "wealth": 136.62569597106938
            },
            {
              "date": "2021-09-28",
              "wealth": 134.91430909074904
            },
            {
              "date": "2021-09-29",
              "wealth": 135.05883858455834
            },
            {
              "date": "2021-09-30",
              "wealth": 134.3102943127641
            },
            {
              "date": "2021-10-01",
              "wealth": 135.40865443352394
            },
            {
              "date": "2021-10-01",
              "wealth": 135.40781224333531
            },
            {
              "date": "2021-10-04",
              "wealth": 134.52008689555453
            },
            {
              "date": "2021-10-05",
              "wealth": 134.88696391990516
            },
            {
              "date": "2021-10-06",
              "wealth": 135.15997036861748
            },
            {
              "date": "2021-10-07",
              "wealth": 135.3795213308263
            },
            {
              "date": "2021-10-08",
              "wealth": 135.04126158821256
            },
            {
              "date": "2021-10-11",
              "wealth": 134.43101901464857
            },
            {
              "date": "2021-10-12",
              "wealth": 134.66414645230793
            },
            {
              "date": "2021-10-13",
              "wealth": 135.10891031167617
            },
            {
              "date": "2021-10-14",
              "wealth": 136.37432134796015
            },
            {
              "date": "2021-10-15",
              "wealth": 136.51633972685838
            },
            {
              "date": "2021-10-18",
              "wealth": 136.61372338666317
            },
            {
              "date": "2021-10-19",
              "wealth": 136.78192874060508
            },
            {
              "date": "2021-10-20",
              "wealth": 136.9450168696006
            },
            {
              "date": "2021-10-21",
              "wealth": 136.930894869965
            },
            {
              "date": "2021-10-22",
              "wealth": 137.091152511326
            },
            {
              "date": "2021-10-25",
              "wealth": 137.5016882606443
            },
            {
              "date": "2021-10-26",
              "wealth": 137.73201122694937
            },
            {
              "date": "2021-10-27",
              "wealth": 137.87494166963052
            },
            {
              "date": "2021-10-28",
              "wealth": 138.32608645079017
            },
            {
              "date": "2021-10-29",
              "wealth": 138.4629105275683
            },
            {
              "date": "2021-11-01",
              "wealth": 138.52176838839605
            },
            {
              "date": "2021-11-01",
              "wealth": 138.51954934202266
            },
            {
              "date": "2021-11-02",
              "wealth": 138.99634084234478
            },
            {
              "date": "2021-11-03",
              "wealth": 139.15523832568712
            },
            {
              "date": "2021-11-04",
              "wealth": 139.86023426409687
            },
            {
              "date": "2021-11-05",
              "wealth": 140.550547515663
            },
            {
              "date": "2021-11-08",
              "wealth": 140.3285508334892
            },
            {
              "date": "2021-11-09",
              "wealth": 140.41787583689174
            },
            {
              "date": "2021-11-10",
              "wealth": 139.20185623944897
            },
            {
              "date": "2021-11-11",
              "wealth": 138.9863986324096
            },
            {
              "date": "2021-11-12",
              "wealth": 139.53306218740278
            },
            {
              "date": "2021-11-15",
              "wealth": 139.15385938210414
            },
            {
              "date": "2021-11-16",
              "wealth": 139.31634986454824
            },
            {
              "date": "2021-11-17",
              "wealth": 139.44585796480072
            },
            {
              "date": "2021-11-18",
              "wealth": 139.7533941754533
            },
            {
              "date": "2021-11-19",
              "wealth": 139.87498928781883
            },
            {
              "date": "2021-11-22",
              "wealth": 139.09891662049526
            },
            {
              "date": "2021-11-23",
              "wealth": 138.78815385174715
            },
            {
              "date": "2021-11-24",
              "wealth": 139.23692248453648
            },
            {
              "date": "2021-11-26",
              "wealth": 138.66339940729145
            },
            {
              "date": "2021-11-29",
              "wealth": 139.3349463552258
            },
            {
              "date": "2021-11-30",
              "wealth": 138.4625337193679
            },
            {
              "date": "2021-12-01",
              "wealth": 137.87321202239372
            },
            {
              "date": "2021-12-01",
              "wealth": 137.87221023712692
            },
            {
              "date": "2021-12-02",
              "wealth": 138.78277591460713
            },
            {
              "date": "2021-12-03",
              "wealth": 138.7481115027877
            },
            {
              "date": "2021-12-06",
              "wealth": 139.10507758682277
            },
            {
              "date": "2021-12-07",
              "wealth": 140.24135674716817
            },
            {
              "date": "2021-12-08",
              "wealth": 140.07334747777568
            },
            {
              "date": "2021-12-09",
              "wealth": 139.73466982124023
            },
            {
              "date": "2021-12-10",
              "wealth": 140.40369940166582
            },
            {
              "date": "2021-12-13",
              "wealth": 140.18288316738162
            },
            {
              "date": "2021-12-14",
              "wealth": 139.53300499105626
            },
            {
              "date": "2021-12-15",
              "wealth": 140.49462908240972
            },
            {
              "date": "2021-12-16",
              "wealth": 140.06224906603578
            },
            {
              "date": "2021-12-17",
              "wealth": 139.551362889141
            },
            {
              "date": "2021-12-20",
              "wealth": 138.71324748986635
            },
            {
              "date": "2021-12-21",
              "wealth": 139.6923680705631
            },
            {
              "date": "2021-12-22",
              "wealth": 140.42173960490118
            },
            {
              "date": "2021-12-23",
              "wealth": 140.6823338237419
            },
            {
              "date": "2021-12-27",
              "wealth": 141.70054371362355
            },
            {
              "date": "2021-12-28",
              "wealth": 141.60294413223147
            },
            {
              "date": "2021-12-29",
              "wealth": 141.28963825710724
            },
            {
              "date": "2021-12-30",
              "wealth": 141.37574255701094
            },
            {
              "date": "2021-12-31",
              "wealth": 141.1141451494868
            },
            {
              "date": "2022-01-03",
              "wealth": 140.75517021990308
            },
            {
              "date": "2022-01-03",
              "wealth": 140.75248907128923
            },
            {
              "date": "2022-01-04",
              "wealth": 140.72894183645448
            },
            {
              "date": "2022-01-05",
              "wealth": 139.140219656785
            },
            {
              "date": "2022-01-06",
              "wealth": 138.92431644861847
            },
            {
              "date": "2022-01-07",
              "wealth": 138.39882782332637
            },
            {
              "date": "2022-01-10",
              "wealth": 138.28316830107374
            },
            {
              "date": "2022-01-11",
              "wealth": 139.04582544102212
            },
            {
              "date": "2022-01-12",
              "wealth": 139.2035311260015
            },
            {
              "date": "2022-01-13",
              "wealth": 138.58674344247925
            },
            {
              "date": "2022-01-14",
              "wealth": 138.02775306156454
            },
            {
              "date": "2022-01-18",
              "wealth": 136.30490148637537
            },
            {
              "date": "2022-01-19",
              "wealth": 135.83611064002787
            },
            {
              "date": "2022-01-20",
              "wealth": 135.26193759202917
            },
            {
              "date": "2022-01-21",
              "wealth": 134.56054305885655
            },
            {
              "date": "2022-01-24",
              "wealth": 134.6780379329204
            },
            {
              "date": "2022-01-25",
              "wealth": 133.8238942158271
            },
            {
              "date": "2022-01-26",
              "wealth": 133.146637217059
            },
            {
              "date": "2022-01-27",
              "wealth": 133.12842719603077
            },
            {
              "date": "2022-01-28",
              "wealth": 134.6909117057154
            },
            {
              "date": "2022-01-31",
              "wealth": 135.75917802264505
            },
            {
              "date": "2022-02-01",
              "wealth": 136.14209373548405
            },
            {
              "date": "2022-02-01",
              "wealth": 136.1408855269695
            },
            {
              "date": "2022-02-02",
              "wealth": 136.83569237080494
            },
            {
              "date": "2022-02-03",
              "wealth": 134.95851065293778
            },
            {
              "date": "2022-02-04",
              "wealth": 134.6090712363545
            },
            {
              "date": "2022-02-07",
              "wealth": 134.47605294791197
            },
            {
              "date": "2022-02-08",
              "wealth": 134.72087801995278
            },
            {
              "date": "2022-02-09",
              "wealth": 135.76672338249486
            },
            {
              "date": "2022-02-10",
              "wealth": 133.85766453444376
            },
            {
              "date": "2022-02-11",
              "wealth": 133.33908895650296
            },
            {
              "date": "2022-02-14",
              "wealth": 132.58103535724837
            },
            {
              "date": "2022-02-15",
              "wealth": 133.26644603483342
            },
            {
              "date": "2022-02-16",
              "wealth": 133.47003950797657
            },
            {
              "date": "2022-02-17",
              "wealth": 132.4492184876346
            },
            {
              "date": "2022-02-18",
              "wealth": 132.28311625819268
            },
            {
              "date": "2022-02-22",
              "wealth": 131.61448037364494
            },
            {
              "date": "2022-02-23",
              "wealth": 130.0990208030578
            },
            {
              "date": "2022-02-24",
              "wealth": 131.1918408814669
            },
            {
              "date": "2022-02-25",
              "wealth": 132.56385881828572
            },
            {
              "date": "2022-02-28",
              "wealth": 133.2283079026359
            },
            {
              "date": "2022-03-01",
              "wealth": 132.88316237735805
            },
            {
              "date": "2022-03-01",
              "wealth": 132.8815215660112
            },
            {
              "date": "2022-03-02",
              "wealth": 132.87849951146626
            },
            {
              "date": "2022-03-03",
              "wealth": 132.86839948947053
            },
            {
              "date": "2022-03-04",
              "wealth": 132.85802721412074
            },
            {
              "date": "2022-03-07",
              "wealth": 130.56993432064615
            },
            {
              "date": "2022-03-08",
              "wealth": 129.6722807147448
            },
            {
              "date": "2022-03-09",
              "wealth": 130.98522774838366
            },
            {
              "date": "2022-03-10",
              "wealth": 130.21154182873542
            },
            {
              "date": "2022-03-11",
              "wealth": 129.43619987434965
            },
            {
              "date": "2022-03-14",
              "wealth": 128.06357067290776
            },
            {
              "date": "2022-03-15",
              "wealth": 129.5160567067939
            },
            {
              "date": "2022-03-16",
              "wealth": 130.98547812076845
            },
            {
              "date": "2022-03-17",
              "wealth": 131.90802763600522
            },
            {
              "date": "2022-03-18",
              "wealth": 132.76246363571494
            },
            {
              "date": "2022-03-21",
              "wealth": 131.80104938599501
            },
            {
              "date": "2022-03-22",
              "wealth": 132.22218174968737
            },
            {
              "date": "2022-03-23",
              "wealth": 131.78281740785386
            },
            {
              "date": "2022-03-24",
              "wealth": 132.47999645985487
            },
            {
              "date": "2022-03-25",
              "wealth": 132.13259508836418
            },
            {
              "date": "2022-03-28",
              "wealth": 132.8208120460082
            },
            {
              "date": "2022-03-29",
              "wealth": 134.04030902899527
            },
            {
              "date": "2022-03-30",
              "wealth": 133.87498245854528
            },
            {
              "date": "2022-03-31",
              "wealth": 132.91279159914666
            },
            {
              "date": "2022-04-01",
              "wealth": 132.88994252584837
            },
            {
              "date": "2022-04-01",
              "wealth": 132.8865604056768
            },
            {
              "date": "2022-04-04",
              "wealth": 133.46047556581786
            },
            {
              "date": "2022-04-05",
              "wealth": 131.6773040890331
            },
            {
              "date": "2022-04-06",
              "wealth": 130.76687831962363
            },
            {
              "date": "2022-04-07",
              "wealth": 130.82982961793493
            },
            {
              "date": "2022-04-08",
              "wealth": 130.23612760408307
            },
            {
              "date": "2022-04-11",
              "wealth": 128.75783353750091
            },
            {
              "date": "2022-04-12",
              "wealth": 128.77823807221043
            },
            {
              "date": "2022-04-13",
              "wealth": 129.67302126340758
            },
            {
              "date": "2022-04-14",
              "wealth": 128.23578804307527
            },
            {
              "date": "2022-04-18",
              "wealth": 127.93557800123257
            },
            {
              "date": "2022-04-19",
              "wealth": 128.37274838206864
            },
            {
              "date": "2022-04-20",
              "wealth": 128.93705380101179
            },
            {
              "date": "2022-04-21",
              "wealth": 127.5426965690041
            },
            {
              "date": "2022-04-22",
              "wealth": 125.94898823036166
            },
            {
              "date": "2022-04-25",
              "wealth": 126.83948467038174
            },
            {
              "date": "2022-04-26",
              "wealth": 125.48871328924552
            },
            {
              "date": "2022-04-27",
              "wealth": 125.14881948521194
            },
            {
              "date": "2022-04-28",
              "wealth": 126.54962069681478
            },
            {
              "date": "2022-04-29",
              "wealth": 123.94581886663013
            },
            {
              "date": "2022-05-02",
              "wealth": 123.79273626138763
            },
            {
              "date": "2022-05-02",
              "wealth": 123.79156208939467
            },
            {
              "date": "2022-05-03",
              "wealth": 124.25756721806681
            },
            {
              "date": "2022-05-04",
              "wealth": 126.48616612716472
            },
            {
              "date": "2022-05-05",
              "wealth": 123.6129663042517
            },
            {
              "date": "2022-05-06",
              "wealth": 122.82382653393817
            },
            {
              "date": "2022-05-09",
              "wealth": 121.45908115600515
            },
            {
              "date": "2022-05-10",
              "wealth": 121.83144424804392
            },
            {
              "date": "2022-05-11",
              "wealth": 121.36244869596123
            },
            {
              "date": "2022-05-12",
              "wealth": 121.46296628307658
            },
            {
              "date": "2022-05-13",
              "wealth": 122.36328663418514
            },
            {
              "date": "2022-05-16",
              "wealth": 122.36028315778796
            },
            {
              "date": "2022-05-17",
              "wealth": 122.99291132918772
            },
            {
              "date": "2022-05-18",
              "wealth": 121.18190458846344
            },
            {
              "date": "2022-05-19",
              "wealth": 121.08315509688616
            },
            {
              "date": "2022-05-20",
              "wealth": 121.43195735139396
            },
            {
              "date": "2022-05-23",
              "wealth": 122.05522793530658
            },
            {
              "date": "2022-05-24",
              "wealth": 122.35226512229953
            },
            {
              "date": "2022-05-25",
              "wealth": 123.16860607696995
            },
            {
              "date": "2022-05-26",
              "wealth": 124.22115421413831
            },
            {
              "date": "2022-05-27",
              "wealth": 125.75524334575438
            },
            {
              "date": "2022-05-31",
              "wealth": 124.79025994096658
            },
            {
              "date": "2022-06-01",
              "wealth": 123.94603635775225
            },
            {
              "date": "2022-06-01",
              "wealth": 123.945309629048
            },
            {
              "date": "2022-06-02",
              "wealth": 125.08185331864806
            },
            {
              "date": "2022-06-03",
              "wealth": 123.98585758436786
            },
            {
              "date": "2022-06-06",
              "wealth": 123.65582535240506
            },
            {
              "date": "2022-06-07",
              "wealth": 124.49806685941526
            },
            {
              "date": "2022-06-08",
              "wealth": 123.57995832002298
            },
            {
              "date": "2022-06-09",
              "wealth": 122.04851082869915
            },
            {
              "date": "2022-06-10",
              "wealth": 119.80478868836013
            },
            {
              "date": "2022-06-13",
              "wealth": 116.47572074271162
            },
            {
              "date": "2022-06-14",
              "wealth": 115.86554508712405
            },
            {
              "date": "2022-06-15",
              "wealth": 117.53745668291666
            },
            {
              "date": "2022-06-16",
              "wealth": 116.12950068316589
            },
            {
              "date": "2022-06-17",
              "wealth": 116.29785949048222
            },
            {
              "date": "2022-06-21",
              "wealth": 117.09736885998024
            },
            {
              "date": "2022-06-22",
              "wealth": 117.70960521002857
            },
            {
              "date": "2022-06-23",
              "wealth": 118.63595179877377
            },
            {
              "date": "2022-06-24",
              "wealth": 120.15602536282468
            },
            {
              "date": "2022-06-27",
              "wealth": 119.49066761240076
            },
            {
              "date": "2022-06-28",
              "wealth": 118.45319212500847
            },
            {
              "date": "2022-06-29",
              "wealth": 118.89521457707313
            },
            {
              "date": "2022-06-30",
              "wealth": 118.87443139677168
            },
            {
              "date": "2022-07-01",
              "wealth": 120.18752151129499
            },
            {
              "date": "2022-07-01",
              "wealth": 120.18557624669094
            },
            {
              "date": "2022-07-05",
              "wealth": 120.4360738401053
            },
            {
              "date": "2022-07-06",
              "wealth": 120.14153426659307
            },
            {
              "date": "2022-07-07",
              "wealth": 120.69696932301268
            },
            {
              "date": "2022-07-08",
              "wealth": 120.36001708570465
            },
            {
              "date": "2022-07-11",
              "wealth": 120.12315438846211
            },
            {
              "date": "2022-07-12",
              "wealth": 119.77323548531709
            },
            {
              "date": "2022-07-13",
              "wealth": 119.84832815369174
            },
            {
              "date": "2022-07-14",
              "wealth": 119.33198885628244
            },
            {
              "date": "2022-07-15",
              "wealth": 120.69137357472533
            },
            {
              "date": "2022-07-18",
              "wealth": 119.94927011253971
            },
            {
              "date": "2022-07-19",
              "wealth": 121.28884845086763
            },
            {
              "date": "2022-07-20",
              "wealth": 121.5768090820676
            },
            {
              "date": "2022-07-21",
              "wealth": 122.94855236883733
            },
            {
              "date": "2022-07-22",
              "wealth": 123.09262215312322
            },
            {
              "date": "2022-07-25",
              "wealth": 122.80232573288188
            },
            {
              "date": "2022-07-26",
              "wealth": 122.1503471430007
            },
            {
              "date": "2022-07-27",
              "wealth": 123.83806530862738
            },
            {
              "date": "2022-07-28",
              "wealth": 125.1746319144391
            },
            {
              "date": "2022-07-29",
              "wealth": 126.08914783277281
            },
            {
              "date": "2022-08-01",
              "wealth": 126.21570431327055
            },
            {
              "date": "2022-08-01",
              "wealth": 126.21422867652146
            },
            {
              "date": "2022-08-02",
              "wealth": 124.9203001521374
            },
            {
              "date": "2022-08-03",
              "wealth": 126.25473583718508
            },
            {
              "date": "2022-08-04",
              "wealth": 126.47737321353677
            },
            {
              "date": "2022-08-05",
              "wealth": 125.40321445114877
            },
            {
              "date": "2022-08-08",
              "wealth": 125.69116233421612
            },
            {
              "date": "2022-08-09",
              "wealth": 125.22236085889408
            },
            {
              "date": "2022-08-10",
              "wealth": 126.67786491504937
            },
            {
              "date": "2022-08-11",
              "wealth": 126.14683514182589
            },
            {
              "date": "2022-08-12",
              "wealth": 127.590088307674
            },
            {
              "date": "2022-08-15",
              "wealth": 127.95386236603203
            },
            {
              "date": "2022-08-16",
              "wealth": 127.92287227989249
            },
            {
              "date": "2022-08-17",
              "wealth": 126.97254573731247
            },
            {
              "date": "2022-08-18",
              "wealth": 127.29157961004877
            },
            {
              "date": "2022-08-19",
              "wealth": 125.82896023845379
            },
            {
              "date": "2022-08-22",
              "wealth": 124.26007043557748
            },
            {
              "date": "2022-08-23",
              "wealth": 124.04365821202582
            },
            {
              "date": "2022-08-24",
              "wealth": 124.01124243037081
            },
            {
              "date": "2022-08-25",
              "wealth": 125.34182230911522
            },
            {
              "date": "2022-08-26",
              "wealth": 123.18058959275481
            },
            {
              "date": "2022-08-29",
              "wealth": 122.3867163782142
            },
            {
              "date": "2022-08-30",
              "wealth": 121.79386024334823
            },
            {
              "date": "2022-08-31",
              "wealth": 120.94361233480278
            },
            {
              "date": "2022-09-01",
              "wealth": 120.63443415476952
            },
            {
              "date": "2022-09-01",
              "wealth": 120.63390740262643
            },
            {
              "date": "2022-09-02",
              "wealth": 120.31587284898684
            },
            {
              "date": "2022-09-06",
              "wealth": 119.31266208688395
            },
            {
              "date": "2022-09-07",
              "wealth": 120.87375588950503
            },
            {
              "date": "2022-09-08",
              "wealth": 121.01783419695013
            },
            {
              "date": "2022-09-09",
              "wealth": 121.92950621916046
            },
            {
              "date": "2022-09-12",
              "wealth": 122.3730841619517
            },
            {
              "date": "2022-09-13",
              "wealth": 119.51570997225939
            },
            {
              "date": "2022-09-14",
              "wealth": 119.85584051412344
            },
            {
              "date": "2022-09-15",
              "wealth": 118.98291301255334
            },
            {
              "date": "2022-09-16",
              "wealth": 118.55344468568238
            },
            {
              "date": "2022-09-19",
              "wealth": 118.88641873264059
            },
            {
              "date": "2022-09-20",
              "wealth": 117.77713811494579
            },
            {
              "date": "2022-09-21",
              "wealth": 117.10972804500297
            },
            {
              "date": "2022-09-22",
              "wealth": 115.71458324354992
            },
            {
              "date": "2022-09-23",
              "wealth": 114.8363091552096
            },
            {
              "date": "2022-09-26",
              "wealth": 113.25033510134473
            },
            {
              "date": "2022-09-27",
              "wealth": 112.50263354089846
            },
            {
              "date": "2022-09-28",
              "wealth": 114.83987665911607
            },
            {
              "date": "2022-09-29",
              "wealth": 113.4140502987169
            },
            {
              "date": "2022-09-30",
              "wealth": 112.47911727889411
            },
            {
              "date": "2022-10-03",
              "wealth": 114.67915635070932
            },
            {
              "date": "2022-10-03",
              "wealth": 114.6779600726483
            },
            {
              "date": "2022-10-04",
              "wealth": 116.46568157212519
            },
            {
              "date": "2022-10-05",
              "wealth": 115.78666811112475
            },
            {
              "date": "2022-10-06",
              "wealth": 114.96672454367514
            },
            {
              "date": "2022-10-07",
              "wealth": 113.07963234935603
            },
            {
              "date": "2022-10-10",
              "wealth": 112.25498069254904
            },
            {
              "date": "2022-10-11",
              "wealth": 111.98707007390647
            },
            {
              "date": "2022-10-12",
              "wealth": 111.92286795688925
            },
            {
              "date": "2022-10-13",
              "wealth": 113.12152625538745
            },
            {
              "date": "2022-10-14",
              "wealth": 111.51420955770072
            },
            {
              "date": "2022-10-17",
              "wealth": 112.95508416379334
            },
            {
              "date": "2022-10-18",
              "wealth": 113.79346129747206
            },
            {
              "date": "2022-10-19",
              "wealth": 112.7068088224639
            },
            {
              "date": "2022-10-20",
              "wealth": 111.79015521849988
            },
            {
              "date": "2022-10-21",
              "wealth": 113.18884089274346
            },
            {
              "date": "2022-10-24",
              "wealth": 113.77280178493093
            },
            {
              "date": "2022-10-25",
              "wealth": 115.398028070657
            },
            {
              "date": "2022-10-26",
              "wealth": 115.29001349375106
            },
            {
              "date": "2022-10-27",
              "wealth": 115.3839049582
            },
            {
              "date": "2022-10-28",
              "wealth": 116.49982278874144
            },
            {
              "date": "2022-10-31",
              "wealth": 115.80498006620591
            },
            {
              "date": "2022-11-01",
              "wealth": 115.72083994421045
            },
            {
              "date": "2022-11-01",
              "wealth": 115.7187881703138
            },
            {
              "date": "2022-11-02",
              "wealth": 114.23168063665322
            },
            {
              "date": "2022-11-03",
              "wealth": 113.45078836701032
            },
            {
              "date": "2022-11-04",
              "wealth": 114.1334410968096
            },
            {
              "date": "2022-11-07",
              "wealth": 114.39494043466979
            },
            {
              "date": "2022-11-08",
              "wealth": 115.03465668634472
            },
            {
              "date": "2022-11-09",
              "wealth": 114.04732442708507
            },
            {
              "date": "2022-11-10",
              "wealth": 118.50763243744466
            },
            {
              "date": "2022-11-11",
              "wealth": 119.00262935851646
            },
            {
              "date": "2022-11-14",
              "wealth": 118.32408396444656
            },
            {
              "date": "2022-11-15",
              "wealth": 119.41553117082758
            },
            {
              "date": "2022-11-16",
              "wealth": 119.51380564832606
            },
            {
              "date": "2022-11-17",
              "wealth": 118.93652042038983
            },
            {
              "date": "2022-11-18",
              "wealth": 119.0304465713751
            },
            {
              "date": "2022-11-21",
              "wealth": 118.77325998409844
            },
            {
              "date": "2022-11-22",
              "wealth": 119.94262073128326
            },
            {
              "date": "2022-11-23",
              "wealth": 120.75082841952374
            },
            {
              "date": "2022-11-25",
              "wealth": 120.75076473431014
            },
            {
              "date": "2022-11-28",
              "wealth": 119.72114994179123
            },
            {
              "date": "2022-11-29",
              "wealth": 119.33224748354088
            },
            {
              "date": "2022-11-30",
              "wealth": 121.68798223352144
            },
            {
              "date": "2022-12-01",
              "wealth": 122.41241386476774
            },
            {
              "date": "2022-12-01",
              "wealth": 122.412000109348
            },
            {
              "date": "2022-12-02",
              "wealth": 122.58404243485775
            },
            {
              "date": "2022-12-05",
              "wealth": 120.94985150054713
            },
            {
              "date": "2022-12-06",
              "wealth": 120.50628915505047
            },
            {
              "date": "2022-12-07",
              "wealth": 121.06222151504612
            },
            {
              "date": "2022-12-08",
              "wealth": 121.15629164575809
            },
            {
              "date": "2022-12-09",
              "wealth": 120.25386871376593
            },
            {
              "date": "2022-12-12",
              "wealth": 120.92812768985114
            },
            {
              "date": "2022-12-13",
              "wealth": 121.93318750351112
            },
            {
              "date": "2022-12-14",
              "wealth": 121.72565293918532
            },
            {
              "date": "2022-12-15",
              "wealth": 120.50902644068067
            },
            {
              "date": "2022-12-16",
              "wealth": 119.67191401729319
            },
            {
              "date": "2022-12-19",
              "wealth": 118.63334357412637
            },
            {
              "date": "2022-12-20",
              "wealth": 118.1077589909338
            },
            {
              "date": "2022-12-21",
              "wealth": 119.09782813811327
            },
            {
              "date": "2022-12-22",
              "wealth": 118.32947877078108
            },
            {
              "date": "2022-12-23",
              "wealth": 118.36066001874876
            },
            {
              "date": "2022-12-27",
              "wealth": 117.4908860714619
            },
            {
              "date": "2022-12-28",
              "wealth": 116.67221590509365
            },
            {
              "date": "2022-12-29",
              "wealth": 117.96743984197188
            },
            {
              "date": "2022-12-30",
              "wealth": 117.50460713874625
            },
            {
              "date": "2023-01-03",
              "wealth": 117.77766661076153
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0,
              "cost": 0.0,
              "net_return": 0.04529176435372073,
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.031647252739553156,
              "cost": 1.5823626369776577e-05,
              "net_return": 0.005042932952793233,
              "bl_prior": [
                0.0011566598566095233,
                8.605830857022763e-05,
                0.0003169950210001033
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.007013136890823335,
              "cost": 3.5065684454116676e-06,
              "net_return": 0.010181362432241547,
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.021463611273597333,
              "cost": 1.0731805636798667e-05,
              "net_return": 0.000904595676795239,
              "bl_prior": [
                0.001290848361523943,
                8.592058375792964e-05,
                0.0003577283300308561
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.011097165841445322,
              "cost": 5.548582920722661e-06,
              "net_return": 0.019676636382974566,
              "bl_prior": [
                0.001262484340766958,
                0.00010336677477907603,
                0.00037627614175779977
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.02145588412915228,
              "cost": 1.0727942064576141e-05,
              "net_return": 0.004956987362370269,
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.011640054317815812,
              "cost": 5.8200271589079065e-06,
              "net_return": 0.023372952416233606,
              "bl_prior": [
                0.0012186217686792147,
                7.515530241970786e-05,
                0.00034450756591545287
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.02128187511126839,
              "cost": 1.0640937555634194e-05,
              "net_return": 0.013405403910037306,
              "bl_prior": [
                0.0012547400091219947,
                2.9166243358994345e-05,
                0.0003123191307542713
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.013965148722216297,
              "cost": 6.982574361108149e-06,
              "net_return": -0.00830628156408153,
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.034551691121135014,
              "cost": 1.7275845560567507e-05,
              "net_return": -0.08994790093589311,
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.10780909286059118,
              "cost": 5.390454643029559e-05,
              "net_return": 0.07888981100060288,
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.05831049592083176,
              "cost": 2.915524796041588e-05,
              "net_return": 0.04235464024598867,
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.032894555967296624,
              "cost": 1.644727798364831e-05,
              "net_return": 0.01420855661477538,
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.010329142447358552,
              "cost": 5.164571223679276e-06,
              "net_return": 0.035503459475708654,
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.02027482937993394,
              "cost": 1.013741468996697e-05,
              "net_return": 0.02790942392879625,
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.038959919910476065,
              "cost": 1.9479959955238033e-05,
              "net_return": -0.019536333533146766,
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.019079372317007515,
              "cost": 9.539686158503757e-06,
              "net_return": -0.014373168056380892,
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.005415530702157639,
              "cost": 2.7077653510788197e-06,
              "net_return": 0.0534794720839884,
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.046984848040464544,
              "cost": 2.349242402023227e-05,
              "net_return": 0.006480026769615899,
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.004792152430134561,
              "cost": 2.3960762150672803e-06,
              "net_return": 0.003324951741720872,
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.015111602175286704,
              "cost": 7.555801087643352e-06,
              "net_return": 0.002158247111812006,
              "bl_prior": [
                0.0032399490932571865,
                -0.00016209391977744508,
                0.000993512620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.02992152605859988,
              "cost": 1.496076302929994e-05,
              "net_return": 0.00587690951465758,
              "bl_prior": [
                0.0032488922799654525,
                -0.0001248522861490268,
                0.0010389855138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0230735915305518,
              "cost": 1.1536795765275902e-05,
              "net_return": 0.023601409431737164,
              "bl_prior": [
                0.003082395456536388,
                -0.00013363002434446495,
                0.000989308291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.017843966785242665,
              "cost": 8.921983392621334e-06,
              "net_return": 0.0031859853200888466,
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0005846135329223012,
              "cost": 2.923067664611506e-07,
              "net_return": 0.020655058671418924,
              "bl_prior": [
                0.003125710140834587,
                -0.00014390718645497166,
                0.0009723422340957437
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0075239038917831735,
              "cost": 3.7619519458915867e-06,
              "net_return": 0.01987417892386345,
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0035932791854133284,
              "cost": 1.7966395927066643e-06,
              "net_return": 0.01084906456634882,
              "bl_prior": [
                0.003123622970386922,
                -0.00014413047932795284,
                0.0009753254587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.019251492071854143,
              "cost": 9.625746035927071e-06,
              "net_return": -0.02228379192472385,
              "bl_prior": [
                0.003111091042641642,
                -0.00013101501769876086,
                0.0009803747923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.01243923724302029,
              "cost": 6.219618621510145e-06,
              "net_return": 0.022990509490665056,
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03203895530946538,
              "cost": 1.601947765473269e-05,
              "net_return": -0.00468198156540911,
              "bl_prior": [
                0.003275554652124886,
                -8.606960181467513e-05,
                0.0010354015057796333
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.01453197836029621,
              "cost": 7.265989180148105e-06,
              "net_return": 0.020902959721002645,
              "bl_prior": [
                0.0030945747544488724,
                -0.00013224669881642214,
                0.000948619118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03809662706754574,
              "cost": 1.904831353377287e-05,
              "net_return": -0.03277376225123352,
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.01774922775751747,
              "cost": 8.874613878758736e-06,
              "net_return": -0.023937720279650798,
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.024695549345641082,
              "cost": 1.2347774672820541e-05,
              "net_return": 5.102338301576914e-05,
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0509010705745504,
              "cost": 2.54505352872752e-05,
              "net_return": -0.06845669500301899,
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.018969965903087277,
              "cost": 9.484982951543639e-06,
              "net_return": 0.001238360997538157,
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.011726533991814753,
              "cost": 5.8632669959073765e-06,
              "net_return": -0.03032380023519954,
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03237049203752232,
              "cost": 1.618524601876116e-05,
              "net_return": 0.05015647819486024,
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.023382775655685917,
              "cost": 1.1691387827842959e-05,
              "net_return": -0.04422009280753347,
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.00873303127396538,
              "cost": 4.36651563698269e-06,
              "net_return": -0.04936631771671263,
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.020863042580490626,
              "cost": 1.0431521290245313e-05,
              "net_return": 0.009083460557692602,
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03546075015774758,
              "cost": 1.773037507887379e-05,
              "net_return": 0.057825141295062554,
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.006760023868217585,
              "cost": 3.3800119341087926e-06,
              "net_return": -0.037861742185121394,
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": []
        },
        "prior_only": {
          "portfolio": {
            "months": 43,
            "cumulative_return": 0.17458769532935237,
            "annualized_return": 0.04593071181201758,
            "annualized_volatility": 0.11509823522617554,
            "sharpe_zero_rf": 0.4475723262208706,
            "maximum_drawdown": -0.21435725570497377,
            "average_turnover": 0.013794704073326525,
            "cost_bps_sum": 2.9658613757652033,
            "end_value": 117.45876953293524,
            "entry": "2019-06-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {},
          "path": [
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-03",
              "wealth": 100.0
            },
            {
              "date": "2019-06-04",
              "wealth": 100.85522162427071
            },
            {
              "date": "2019-06-05",
              "wealth": 101.24025313076982
            },
            {
              "date": "2019-06-06",
              "wealth": 101.57349312406421
            },
            {
              "date": "2019-06-07",
              "wealth": 102.26774096481206
            },
            {
              "date": "2019-06-10",
              "wealth": 102.23821919450809
            },
            {
              "date": "2019-06-11",
              "wealth": 102.244956184925
            },
            {
              "date": "2019-06-12",
              "wealth": 102.28090149203675
            },
            {
              "date": "2019-06-13",
              "wealth": 102.61373311795845
            },
            {
              "date": "2019-06-14",
              "wealth": 102.59522481160836
            },
            {
              "date": "2019-06-17",
              "wealth": 102.61676997922613
            },
            {
              "date": "2019-06-18",
              "wealth": 103.31473718739358
            },
            {
              "date": "2019-06-19",
              "wealth": 103.6481712751604
            },
            {
              "date": "2019-06-20",
              "wealth": 104.275629316065
            },
            {
              "date": "2019-06-21",
              "wealth": 103.98646174956116
            },
            {
              "date": "2019-06-24",
              "wealth": 104.10025882383881
            },
            {
              "date": "2019-06-25",
              "wealth": 103.61917441168238
            },
            {
              "date": "2019-06-26",
              "wealth": 103.38583478216701
            },
            {
              "date": "2019-06-27",
              "wealth": 103.78037902574968
            },
            {
              "date": "2019-06-28",
              "wealth": 104.096405116439
            },
            {
              "date": "2019-07-01",
              "wealth": 104.5291764353721
            },
            {
              "date": "2019-07-01",
              "wealth": 104.52856769650379
            },
            {
              "date": "2019-07-02",
              "wealth": 104.83735211003247
            },
            {
              "date": "2019-07-03",
              "wealth": 105.3480547248995
            },
            {
              "date": "2019-07-05",
              "wealth": 104.8808631591579
            },
            {
              "date": "2019-07-08",
              "wealth": 104.54993192515526
            },
            {
              "date": "2019-07-09",
              "wealth": 104.54367582442744
            },
            {
              "date": "2019-07-10",
              "wealth": 104.84116756425313
            },
            {
              "date": "2019-07-11",
              "wealth": 104.6572061568655
            },
            {
              "date": "2019-07-12",
              "wealth": 104.934233158073
            },
            {
              "date": "2019-07-15",
              "wealth": 105.06029575455695
            },
            {
              "date": "2019-07-16",
              "wealth": 104.78109019033104
            },
            {
              "date": "2019-07-17",
              "wealth": 104.72392562144601
            },
            {
              "date": "2019-07-18",
              "wealth": 105.03744740397956
            },
            {
              "date": "2019-07-19",
              "wealth": 104.67070695650087
            },
            {
              "date": "2019-07-22",
              "wealth": 104.86956274323808
            },
            {
              "date": "2019-07-23",
              "wealth": 105.16944600081695
            },
            {
              "date": "2019-07-24",
              "wealth": 105.50946022978458
            },
            {
              "date": "2019-07-25",
              "wealth": 105.14643491958346
            },
            {
              "date": "2019-07-26",
              "wealth": 105.49543184444866
            },
            {
              "date": "2019-07-29",
              "wealth": 105.42492346592084
            },
            {
              "date": "2019-07-30",
              "wealth": 105.31404927533893
            },
            {
              "date": "2019-07-31",
              "wealth": 104.88821665836312
            },
            {
              "date": "2019-08-01",
              "wealth": 105.04087065959331
            },
            {
              "date": "2019-08-01",
              "wealth": 105.0405016676973
            },
            {
              "date": "2019-08-02",
              "wealth": 104.77257692723546
            },
            {
              "date": "2019-08-05",
              "wealth": 103.65465151841
            },
            {
              "date": "2019-08-06",
              "wealth": 104.49594021409678
            },
            {
              "date": "2019-08-07",
              "wealth": 104.52043382508664
            },
            {
              "date": "2019-08-08",
              "wealth": 105.50673502289953
            },
            {
              "date": "2019-08-09",
              "wealth": 105.06204908186686
            },
            {
              "date": "2019-08-12",
              "wealth": 104.84169292419695
            },
            {
              "date": "2019-08-13",
              "wealth": 105.43024770381498
            },
            {
              "date": "2019-08-14",
              "wealth": 104.31636663166879
            },
            {
              "date": "2019-08-15",
              "wealth": 104.77530951791032
            },
            {
              "date": "2019-08-16",
              "wealth": 105.40565641754941
            },
            {
              "date": "2019-08-19",
              "wealth": 105.7314914185842
            },
            {
              "date": "2019-08-20",
              "wealth": 105.64978232825484
            },
            {
              "date": "2019-08-21",
              "wealth": 105.9786208067168
            },
            {
              "date": "2019-08-22",
              "wealth": 105.80438710278344
            },
            {
              "date": "2019-08-23",
              "wealth": 104.89731705896521
            },
            {
              "date": "2019-08-26",
              "wealth": 105.37980871967457
            },
            {
              "date": "2019-08-27",
              "wealth": 105.46836405254749
            },
            {
              "date": "2019-08-28",
              "wealth": 105.81229394659316
            },
            {
              "date": "2019-08-29",
              "wealth": 106.29911237369433
            },
            {
              "date": "2019-08-30",
              "wealth": 106.28410725668877
            },
            {
              "date": "2019-09-03",
              "wealth": 106.0640881917341
            },
            {
              "date": "2019-09-03",
              "wealth": 106.06367292362566
            },
            {
              "date": "2019-09-04",
              "wealth": 106.70367391340254
            },
            {
              "date": "2019-09-05",
              "wealth": 106.869442756912
            },
            {
              "date": "2019-09-06",
              "wealth": 107.00600958401867
            },
            {
              "date": "2019-09-09",
              "wealth": 106.6474471786552
            },
            {
              "date": "2019-09-10",
              "wealth": 106.19221678699725
            },
            {
              "date": "2019-09-11",
              "wealth": 106.48794967305966
            },
            {
              "date": "2019-09-12",
              "wealth": 106.54918052848022
            },
            {
              "date": "2019-09-13",
              "wealth": 105.99764709785785
            },
            {
              "date": "2019-09-16",
              "wealth": 106.10530620708055
            },
            {
              "date": "2019-09-17",
              "wealth": 106.37734364411334
            },
            {
              "date": "2019-09-18",
              "wealth": 106.47114962004831
            },
            {
              "date": "2019-09-19",
              "wealth": 106.54365201825085
            },
            {
              "date": "2019-09-20",
              "wealth": 106.66220054469673
            },
            {
              "date": "2019-09-23",
              "wealth": 106.68787578868707
            },
            {
              "date": "2019-09-24",
              "wealth": 106.55030426811024
            },
            {
              "date": "2019-09-25",
              "wealth": 106.4790789642584
            },
            {
              "date": "2019-09-26",
              "wealth": 106.49956097028789
            },
            {
              "date": "2019-09-27",
              "wealth": 106.29271785344137
            },
            {
              "date": "2019-09-30",
              "wealth": 106.6173789559139
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16075696022737
            },
            {
              "date": "2019-10-01",
              "wealth": 106.16016791846445
            },
            {
              "date": "2019-10-02",
              "wealth": 105.43666396500124
            },
            {
              "date": "2019-10-03",
              "wealth": 106.09915402596683
            },
            {
              "date": "2019-10-04",
              "wealth": 106.90040595165115
            },
            {
              "date": "2019-10-07",
              "wealth": 106.45970402259421
            },
            {
              "date": "2019-10-08",
              "wealth": 105.77931000326771
            },
            {
              "date": "2019-10-09",
              "wealth": 106.13834382406715
            },
            {
              "date": "2019-10-10",
              "wealth": 106.09991460878652
            },
            {
              "date": "2019-10-11",
              "wealth": 106.30271831017743
            },
            {
              "date": "2019-10-14",
              "wealth": 106.4213096515776
            },
            {
              "date": "2019-10-15",
              "wealth": 106.66376301454991
            },
            {
              "date": "2019-10-16",
              "wealth": 106.68149228958325
            },
            {
              "date": "2019-10-17",
              "wealth": 106.84168081929093
            },
            {
              "date": "2019-10-18",
              "wealth": 106.68794972512504
            },
            {
              "date": "2019-10-21",
              "wealth": 106.83340695104042
            },
            {
              "date": "2019-10-22",
              "wealth": 106.79622709936095
            },
            {
              "date": "2019-10-23",
              "wealth": 106.96281780488601
            },
            {
              "date": "2019-10-24",
              "wealth": 107.08274406603904
            },
            {
              "date": "2019-10-25",
              "wealth": 107.16724261113573
            },
            {
              "date": "2019-10-28",
              "wealth": 107.24222676514391
            },
            {
              "date": "2019-10-29",
              "wealth": 107.2055093577511
            },
            {
              "date": "2019-10-30",
              "wealth": 107.61027950576208
            },
            {
              "date": "2019-10-31",
              "wealth": 107.84101149055242
            },
            {
              "date": "2019-11-01",
              "wealth": 108.2496435730751
            },
            {
              "date": "2019-11-01",
              "wealth": 108.24931664551016
            },
            {
              "date": "2019-11-04",
              "wealth": 108.16041273951548
            },
            {
              "date": "2019-11-05",
              "wealth": 107.78419512879205
            },
            {
              "date": "2019-11-06",
              "wealth": 108.02117029149127
            },
            {
              "date": "2019-11-07",
              "wealth": 107.73659948567723
            },
            {
              "date": "2019-11-08",
              "wealth": 107.78211377118002
            },
            {
              "date": "2019-11-11",
              "wealth": 107.73232917893758
            },
            {
              "date": "2019-11-12",
              "wealth": 107.87485995456186
            },
            {
              "date": "2019-11-13",
              "wealth": 108.04052715777291
            },
            {
              "date": "2019-11-14",
              "wealth": 108.40961298172874
            },
            {
              "date": "2019-11-15",
              "wealth": 108.74779948248296
            },
            {
              "date": "2019-11-18",
              "wealth": 108.87135776667857
            },
            {
              "date": "2019-11-19",
              "wealth": 108.96808147774053
            },
            {
              "date": "2019-11-20",
              "wealth": 108.94456481135627
            },
            {
              "date": "2019-11-21",
              "wealth": 108.72037788075697
            },
            {
              "date": "2019-11-22",
              "wealth": 108.88549941544409
            },
            {
              "date": "2019-11-25",
              "wealth": 109.36859297407823
            },
            {
              "date": "2019-11-26",
              "wealth": 109.60906446854882
            },
            {
              "date": "2019-11-27",
              "wealth": 109.73991455678495
            },
            {
              "date": "2019-11-29",
              "wealth": 109.47591966206944
            },
            {
              "date": "2019-12-02",
              "wealth": 108.81579478429451
            },
            {
              "date": "2019-12-02",
              "wealth": 108.81516078217561
            },
            {
              "date": "2019-12-03",
              "wealth": 108.97727005382256
            },
            {
              "date": "2019-12-04",
              "wealth": 109.11163310898873
            },
            {
              "date": "2019-12-05",
              "wealth": 109.09093168270014
            },
            {
              "date": "2019-12-06",
              "wealth": 109.42337589930165
            },
            {
              "date": "2019-12-09",
              "wealth": 109.29092922677258
            },
            {
              "date": "2019-12-10",
              "wealth": 109.19141463024081
            },
            {
              "date": "2019-12-11",
              "wealth": 109.57329628661388
            },
            {
              "date": "2019-12-12",
              "wealth": 109.6142330842959
            },
            {
              "date": "2019-12-13",
              "wealth": 110.00353127195294
            },
            {
              "date": "2019-12-16",
              "wealth": 110.13072116351843
            },
            {
              "date": "2019-12-17",
              "wealth": 110.12815821357694
            },
            {
              "date": "2019-12-18",
              "wealth": 110.01598942080395
            },
            {
              "date": "2019-12-19",
              "wealth": 110.27671788782133
            },
            {
              "date": "2019-12-20",
              "wealth": 110.49582164025115
            },
            {
              "date": "2019-12-23",
              "wealth": 110.55184918227822
            },
            {
              "date": "2019-12-24",
              "wealth": 110.63920091530811
            },
            {
              "date": "2019-12-26",
              "wealth": 111.00809618103725
            },
            {
              "date": "2019-12-27",
              "wealth": 111.07948976944556
            },
            {
              "date": "2019-12-30",
              "wealth": 110.80830511880023
            },
            {
              "date": "2019-12-31",
              "wealth": 110.70971075002697
            },
            {
              "date": "2020-01-02",
              "wealth": 111.41212097049558
            },
            {
              "date": "2020-01-02",
              "wealth": 111.41185808627681
            },
            {
              "date": "2020-01-03",
              "wealth": 111.33751988829991
            },
            {
              "date": "2020-01-06",
              "wealth": 111.42119875859979
            },
            {
              "date": "2020-01-07",
              "wealth": 111.16405253467481
            },
            {
              "date": "2020-01-08",
              "wealth": 111.32368906398578
            },
            {
              "date": "2020-01-09",
              "wealth": 111.81083852176553
            },
            {
              "date": "2020-01-10",
              "wealth": 111.80156738535129
            },
            {
              "date": "2020-01-13",
              "wealth": 112.06560737157866
            },
            {
              "date": "2020-01-14",
              "wealth": 112.08585139856197
            },
            {
              "date": "2020-01-15",
              "wealth": 112.34673853602352
            },
            {
              "date": "2020-01-16",
              "wealth": 112.74170349293033
            },
            {
              "date": "2020-01-17",
              "wealth": 112.87435026308904
            },
            {
              "date": "2020-01-21",
              "wealth": 113.02341444416948
            },
            {
              "date": "2020-01-22",
              "wealth": 113.04866310607083
            },
            {
              "date": "2020-01-23",
              "wealth": 113.23245184183588
            },
            {
              "date": "2020-01-24",
              "wealth": 112.92799689519863
            },
            {
              "date": "2020-01-27",
              "wealth": 112.37430809426307
            },
            {
              "date": "2020-01-28",
              "wealth": 112.78241871376767
            },
            {
              "date": "2020-01-29",
              "wealth": 112.99117101280703
            },
            {
              "date": "2020-01-30",
              "wealth": 113.21246014767883
            },
            {
              "date": "2020-01-31",
              "wealth": 112.5017684301193
            },
            {
              "date": "2020-02-03",
              "wealth": 112.83678202459065
            },
            {
              "date": "2020-02-03",
              "wealth": 112.83625022040809
            },
            {
              "date": "2020-02-04",
              "wealth": 113.34955117961987
            },
            {
              "date": "2020-02-05",
              "wealth": 113.77906489801279
            },
            {
              "date": "2020-02-06",
              "wealth": 113.97500150956881
            },
            {
              "date": "2020-02-07",
              "wealth": 113.95839913857073
            },
            {
              "date": "2020-02-10",
              "wealth": 114.48327514561599
            },
            {
              "date": "2020-02-11",
              "wealth": 114.45230587436933
            },
            {
              "date": "2020-02-12",
              "wealth": 114.6900874978579
            },
            {
              "date": "2020-02-13",
              "wealth": 114.65059424309447
            },
            {
              "date": "2020-02-14",
              "wealth": 114.88674105119293
            },
            {
              "date": "2020-02-18",
              "wealth": 114.8512944788322
            },
            {
              "date": "2020-02-19",
              "wealth": 115.07130009761822
            },
            {
              "date": "2020-02-20",
              "wealth": 115.0359417214281
            },
            {
              "date": "2020-02-21",
              "wealth": 114.68025998622275
            },
            {
              "date": "2020-02-24",
              "wealth": 113.21263101625937
            },
            {
              "date": "2020-02-25",
              "wealth": 111.77838620620999
            },
            {
              "date": "2020-02-26",
              "wealth": 111.4893693883072
            },
            {
              "date": "2020-02-27",
              "wealth": 109.31689623791854
            },
            {
              "date": "2020-02-28",
              "wealth": 109.80892140153543
            },
            {
              "date": "2020-03-02",
              "wealth": 111.81384311777589
            },
            {
              "date": "2020-03-02",
              "wealth": 111.81302466551273
            },
            {
              "date": "2020-03-03",
              "wealth": 111.08180931841947
            },
            {
              "date": "2020-03-04",
              "wealth": 113.08149333503007
            },
            {
              "date": "2020-03-05",
              "wealth": 111.73111613755742
            },
            {
              "date": "2020-03-06",
              "wealth": 111.47967378234242
            },
            {
              "date": "2020-03-09",
              "wealth": 107.50570483692049
            },
            {
              "date": "2020-03-10",
              "wealth": 108.56911029465266
            },
            {
              "date": "2020-03-11",
              "wealth": 105.16756664589275
            },
            {
              "date": "2020-03-12",
              "wealth": 99.91093138504314
            },
            {
              "date": "2020-03-13",
              "wealth": 103.97387185627962
            },
            {
              "date": "2020-03-16",
              "wealth": 99.91592798507595
            },
            {
              "date": "2020-03-17",
              "wealth": 100.17033797283268
            },
            {
              "date": "2020-03-18",
              "wealth": 96.55339084473115
            },
            {
              "date": "2020-03-19",
              "wealth": 95.83637153319293
            },
            {
              "date": "2020-03-20",
              "wealth": 95.42583611079853
            },
            {
              "date": "2020-03-23",
              "wealth": 96.27911137552101
            },
            {
              "date": "2020-03-24",
              "wealth": 99.71161002347993
            },
            {
              "date": "2020-03-25",
              "wealth": 101.28191525411977
            },
            {
              "date": "2020-03-26",
              "wealth": 103.75542000951314
            },
            {
              "date": "2020-03-27",
              "wealth": 102.73662884894432
            },
            {
              "date": "2020-03-30",
              "wealth": 104.43086313414295
            },
            {
              "date": "2020-03-31",
              "wealth": 103.79620163617196
            },
            {
              "date": "2020-04-01",
              "wealth": 101.7574357453012
            },
            {
              "date": "2020-04-01",
              "wealth": 101.75296813123889
            },
            {
              "date": "2020-04-02",
              "wealth": 102.84573418642105
            },
            {
              "date": "2020-04-03",
              "wealth": 102.10512483047657
            },
            {
              "date": "2020-04-06",
              "wealth": 105.37239525068796
            },
            {
              "date": "2020-04-07",
              "wealth": 105.29101614775958
            },
            {
              "date": "2020-04-08",
              "wealth": 107.23848551226978
            },
            {
              "date": "2020-04-09",
              "wealth": 109.06741756160658
            },
            {
              "date": "2020-04-13",
              "wealth": 108.31269682826311
            },
            {
              "date": "2020-04-14",
              "wealth": 109.7322752319004
            },
            {
              "date": "2020-04-15",
              "wealth": 109.10605630524057
            },
            {
              "date": "2020-04-16",
              "wealth": 109.27991708181712
            },
            {
              "date": "2020-04-17",
              "wealth": 110.62719869764045
            },
            {
              "date": "2020-04-20",
              "wealth": 109.68085784025081
            },
            {
              "date": "2020-04-21",
              "wealth": 108.15085184519337
            },
            {
              "date": "2020-04-22",
              "wealth": 109.15222000763634
            },
            {
              "date": "2020-04-23",
              "wealth": 109.26482737409587
            },
            {
              "date": "2020-04-24",
              "wealth": 109.96632123052754
            },
            {
              "date": "2020-04-27",
              "wealth": 110.33699524401955
            },
            {
              "date": "2020-04-28",
              "wealth": 110.31489389208444
            },
            {
              "date": "2020-04-29",
              "wealth": 111.79985208622091
            },
            {
              "date": "2020-04-30",
              "wealth": 111.06859148818401
            },
            {
              "date": "2020-05-01",
              "wealth": 109.63476490152686
            },
            {
              "date": "2020-05-01",
              "wealth": 109.63376127079151
            },
            {
              "date": "2020-05-04",
              "wealth": 109.81317977555747
            },
            {
              "date": "2020-05-05",
              "wealth": 110.22378353438238
            },
            {
              "date": "2020-05-06",
              "wealth": 109.49396992127384
            },
            {
              "date": "2020-05-07",
              "wealth": 110.39039437426207
            },
            {
              "date": "2020-05-08",
              "wealth": 111.01255632764277
            },
            {
              "date": "2020-05-11",
              "wealth": 110.72947656935045
            },
            {
              "date": "2020-05-12",
              "wealth": 110.01900590321692
            },
            {
              "date": "2020-05-13",
              "wealth": 109.24096324862266
            },
            {
              "date": "2020-05-14",
              "wealth": 110.07952206772734
            },
            {
              "date": "2020-05-15",
              "wealth": 110.36551150866184
            },
            {
              "date": "2020-05-18",
              "wealth": 111.81564403339843
            },
            {
              "date": "2020-05-19",
              "wealth": 111.39649490373174
            },
            {
              "date": "2020-05-20",
              "wealth": 112.53284120571847
            },
            {
              "date": "2020-05-21",
              "wealth": 112.17465867708971
            },
            {
              "date": "2020-05-22",
              "wealth": 112.34497215043731
            },
            {
              "date": "2020-05-26",
              "wealth": 112.86534353071794
            },
            {
              "date": "2020-05-27",
              "wealth": 113.78184272358023
            },
            {
              "date": "2020-05-28",
              "wealth": 113.66707648616095
            },
            {
              "date": "2020-05-29",
              "wealth": 114.17249276565353
            },
            {
              "date": "2020-06-01",
              "wealth": 114.36718985859947
            },
            {
              "date": "2020-06-01",
              "wealth": 114.36530832011579
            },
            {
              "date": "2020-06-02",
              "wealth": 114.81002083271946
            },
            {
              "date": "2020-06-03",
              "wealth": 115.27212392326908
            },
            {
              "date": "2020-06-04",
              "wealth": 114.90818081609319
            },
            {
              "date": "2020-06-05",
              "wealth": 116.20865201754104
            },
            {
              "date": "2020-06-08",
              "wealth": 116.99124473326046
            },
            {
              "date": "2020-06-09",
              "wealth": 116.6649621666299
            },
            {
              "date": "2020-06-10",
              "wealth": 116.7953116939688
            },
            {
              "date": "2020-06-11",
              "wealth": 113.49005390623762
            },
            {
              "date": "2020-06-12",
              "wealth": 114.13488017139271
            },
            {
              "date": "2020-06-15",
              "wealth": 114.91857866760739
            },
            {
              "date": "2020-06-16",
              "wealth": 115.79203072867185
            },
            {
              "date": "2020-06-17",
              "wealth": 115.58368572245935
            },
            {
              "date": "2020-06-18",
              "wealth": 115.74268886561163
            },
            {
              "date": "2020-06-19",
              "wealth": 115.4660486593421
            },
            {
              "date": "2020-06-22",
              "wealth": 115.75073468778321
            },
            {
              "date": "2020-06-23",
              "wealth": 115.94183303531352
            },
            {
              "date": "2020-06-24",
              "wealth": 114.57443940403672
            },
            {
              "date": "2020-06-25",
              "wealth": 115.1689102898802
            },
            {
              "date": "2020-06-26",
              "wealth": 114.03274785830543
            },
            {
              "date": "2020-06-29",
              "wealth": 114.94142401718132
            },
            {
              "date": "2020-06-30",
              "wealth": 115.61162935222896
            },
            {
              "date": "2020-07-01",
              "wealth": 116.01674620707144
            },
            {
              "date": "2020-07-01",
              "wealth": 116.01615592107804
            },
            {
              "date": "2020-07-02",
              "wealth": 116.41556266797615
            },
            {
              "date": "2020-07-06",
              "wealth": 117.24581771868661
            },
            {
              "date": "2020-07-07",
              "wealth": 116.84137909806016
            },
            {
              "date": "2020-07-08",
              "wealth": 117.15427855036586
            },
            {
              "date": "2020-07-09",
              "wealth": 117.1023828910668
            },
            {
              "date": "2020-07-10",
              "wealth": 117.53309661425294
            },
            {
              "date": "2020-07-13",
              "wealth": 117.0406890789253
            },
            {
              "date": "2020-07-14",
              "wealth": 117.87469276570775
            },
            {
              "date": "2020-07-15",
              "wealth": 118.41180661559592
            },
            {
              "date": "2020-07-16",
              "wealth": 118.32426939045702
            },
            {
              "date": "2020-07-17",
              "wealth": 118.53809265801355
            },
            {
              "date": "2020-07-20",
              "wealth": 119.07634780660707
            },
            {
              "date": "2020-07-21",
              "wealth": 119.26811193278421
            },
            {
              "date": "2020-07-22",
              "wealth": 119.67651825090057
            },
            {
              "date": "2020-07-23",
              "wealth": 119.06244485351142
            },
            {
              "date": "2020-07-24",
              "wealth": 118.63210830062809
            },
            {
              "date": "2020-07-27",
              "wealth": 118.90028657670649
            },
            {
              "date": "2020-07-28",
              "wealth": 118.61794707042755
            },
            {
              "date": "2020-07-29",
              "wealth": 119.47790140246421
            },
            {
              "date": "2020-07-30",
              "wealth": 119.30785093523598
            },
            {
              "date": "2020-07-31",
              "wealth": 119.79028889285628
            },
            {
              "date": "2020-08-03",
              "wealth": 120.19284597303005
            },
            {
              "date": "2020-08-03",
              "wealth": 120.19162730698064
            },
            {
              "date": "2020-08-04",
              "wealth": 120.63383230648236
            },
            {
              "date": "2020-08-05",
              "wealth": 120.80886954024832
            },
            {
              "date": "2020-08-06",
              "wealth": 121.33144116906091
            },
            {
              "date": "2020-08-07",
              "wealth": 121.21736409661672
            },
            {
              "date": "2020-08-10",
              "wealth": 121.29002407162672
            },
            {
              "date": "2020-08-11",
              "wealth": 120.53300727798948
            },
            {
              "date": "2020-08-12",
              "wealth": 121.13420014036632
            },
            {
              "date": "2020-08-13",
              "wealth": 120.73267835410377
            },
            {
              "date": "2020-08-14",
              "wealth": 120.65001344014767
            },
            {
              "date": "2020-08-17",
              "wealth": 120.9452744670654
            },
            {
              "date": "2020-08-18",
              "wealth": 121.205821910874
            },
            {
              "date": "2020-08-19",
              "wealth": 120.85280403747149
            },
            {
              "date": "2020-08-20",
              "wealth": 121.22945979296853
            },
            {
              "date": "2020-08-21",
              "wealth": 121.5046931246526
            },
            {
              "date": "2020-08-24",
              "wealth": 121.98481389266715
            },
            {
              "date": "2020-08-25",
              "wealth": 121.98734804001418
            },
            {
              "date": "2020-08-26",
              "wealth": 122.55951658974104
            },
            {
              "date": "2020-08-27",
              "wealth": 122.35624917559682
            },
            {
              "date": "2020-08-28",
              "wealth": 122.87251128650914
            },
            {
              "date": "2020-08-31",
              "wealth": 122.80663205858276
            },
            {
              "date": "2020-09-01",
              "wealth": 123.64156900875584
            },
            {
              "date": "2020-09-01",
              "wealth": 123.6389158095117
            },
            {
              "date": "2020-09-02",
              "wealth": 124.61510041314277
            },
            {
              "date": "2020-09-03",
              "wealth": 122.63457094858525
            },
            {
              "date": "2020-09-04",
              "wealth": 121.68800427224889
            },
            {
              "date": "2020-09-08",
              "wealth": 120.29301803901731
            },
            {
              "date": "2020-09-09",
              "wealth": 121.34859332220158
            },
            {
              "date": "2020-09-10",
              "wealth": 120.46745421829759
            },
            {
              "date": "2020-09-11",
              "wealth": 120.57963573594111
            },
            {
              "date": "2020-09-14",
              "wealth": 121.30892909648954
            },
            {
              "date": "2020-09-15",
              "wealth": 121.58932269602123
            },
            {
              "date": "2020-09-16",
              "wealth": 121.36222084328634
            },
            {
              "date": "2020-09-17",
              "wealth": 120.90094871613842
            },
            {
              "date": "2020-09-18",
              "wealth": 120.19506419783058
            },
            {
              "date": "2020-09-21",
              "wealth": 119.65485324433327
            },
            {
              "date": "2020-09-22",
              "wealth": 120.20794724890139
            },
            {
              "date": "2020-09-23",
              "wealth": 118.79838520904451
            },
            {
              "date": "2020-09-24",
              "wealth": 118.90028374856628
            },
            {
              "date": "2020-09-25",
              "wealth": 119.75862959321297
            },
            {
              "date": "2020-09-28",
              "wealth": 120.75304620135367
            },
            {
              "date": "2020-09-29",
              "wealth": 120.46094350461408
            },
            {
              "date": "2020-09-30",
              "wealth": 120.74839490404788
            },
            {
              "date": "2020-10-01",
              "wealth": 121.18575934484713
            },
            {
              "date": "2020-10-01",
              "wealth": 121.18543061073888
            },
            {
              "date": "2020-10-02",
              "wealth": 120.6280900702354
            },
            {
              "date": "2020-10-05",
              "wealth": 121.23332088978358
            },
            {
              "date": "2020-10-06",
              "wealth": 120.5333113223973
            },
            {
              "date": "2020-10-07",
              "wealth": 121.35810346486822
            },
            {
              "date": "2020-10-08",
              "wealth": 121.98189840454498
            },
            {
              "date": "2020-10-09",
              "wealth": 122.51005734549985
            },
            {
              "date": "2020-10-12",
              "wealth": 123.59271532679375
            },
            {
              "date": "2020-10-13",
              "wealth": 123.2951042994094
            },
            {
              "date": "2020-10-14",
              "wealth": 122.97564395183672
            },
            {
              "date": "2020-10-15",
              "wealth": 122.83562816364937
            },
            {
              "date": "2020-10-16",
              "wealth": 122.73726531330614
            },
            {
              "date": "2020-10-19",
              "wealth": 121.76690167449341
            },
            {
              "date": "2020-10-20",
              "wealth": 121.84763430896305
            },
            {
              "date": "2020-10-21",
              "wealth": 121.64756482422523
            },
            {
              "date": "2020-10-22",
              "wealth": 121.75008551617329
            },
            {
              "date": "2020-10-23",
              "wealth": 122.05835438846488
            },
            {
              "date": "2020-10-26",
              "wealth": 121.18690669766535
            },
            {
              "date": "2020-10-27",
              "wealth": 121.18824940623483
            },
            {
              "date": "2020-10-28",
              "wealth": 119.19979655155099
            },
            {
              "date": "2020-10-29",
              "wealth": 119.49452143069193
            },
            {
              "date": "2020-10-30",
              "wealth": 118.67868025404874
            },
            {
              "date": "2020-11-02",
              "wealth": 119.43420984863708
            },
            {
              "date": "2020-11-02",
              "wealth": 119.43389116402788
            },
            {
              "date": "2020-11-03",
              "wealth": 120.30825363664574
            },
            {
              "date": "2020-11-04",
              "wealth": 122.23240352217178
            },
            {
              "date": "2020-11-05",
              "wealth": 123.40214261334424
            },
            {
              "date": "2020-11-06",
              "wealth": 123.1696462744694
            },
            {
              "date": "2020-11-09",
              "wealth": 123.39295331498415
            },
            {
              "date": "2020-11-10",
              "wealth": 123.12740673249544
            },
            {
              "date": "2020-11-11",
              "wealth": 123.66578216671486
            },
            {
              "date": "2020-11-12",
              "wealth": 123.43734383872372
            },
            {
              "date": "2020-11-13",
              "wealth": 124.203129647481
            },
            {
              "date": "2020-11-16",
              "wealth": 124.97303579540998
            },
            {
              "date": "2020-11-17",
              "wealth": 124.84106570265179
            },
            {
              "date": "2020-11-18",
              "wealth": 124.16948511324273
            },
            {
              "date": "2020-11-19",
              "wealth": 124.588870371446
            },
            {
              "date": "2020-11-20",
              "wealth": 124.24489774471594
            },
            {
              "date": "2020-11-23",
              "wealth": 124.53452590853017
            },
            {
              "date": "2020-11-24",
              "wealth": 125.3515791856752
            },
            {
              "date": "2020-11-25",
              "wealth": 125.2882794943111
            },
            {
              "date": "2020-11-27",
              "wealth": 125.66445844437949
            },
            {
              "date": "2020-11-30",
              "wealth": 125.45506908864249
            },
            {
              "date": "2020-12-01",
              "wealth": 125.78159140959208
            },
            {
              "date": "2020-12-01",
              "wealth": 125.77987541778047
            },
            {
              "date": "2020-12-02",
              "wealth": 125.74818667032147
            },
            {
              "date": "2020-12-03",
              "wealth": 125.94382398471338
            },
            {
              "date": "2020-12-04",
              "wealth": 126.13853393927972
            },
            {
              "date": "2020-12-07",
              "wealth": 126.17534616507463
            },
            {
              "date": "2020-12-08",
              "wealth": 126.3624340451455
            },
            {
              "date": "2020-12-09",
              "wealth": 125.68831105505386
            },
            {
              "date": "2020-12-10",
              "wealth": 125.88667807888397
            },
            {
              "date": "2020-12-11",
              "wealth": 125.93129010449401
            },
            {
              "date": "2020-12-14",
              "wealth": 125.62896580159597
            },
            {
              "date": "2020-12-15",
              "wealth": 126.41096158561776
            },
            {
              "date": "2020-12-16",
              "wealth": 126.44676653572489
            },
            {
              "date": "2020-12-17",
              "wealth": 126.77676122212584
            },
            {
              "date": "2020-12-18",
              "wealth": 126.48761875545156
            },
            {
              "date": "2020-12-21",
              "wealth": 126.2605699025373
            },
            {
              "date": "2020-12-22",
              "wealth": 126.30183821716044
            },
            {
              "date": "2020-12-23",
              "wealth": 126.2674101806531
            },
            {
              "date": "2020-12-24",
              "wealth": 126.63874536150006
            },
            {
              "date": "2020-12-28",
              "wealth": 127.16132609906357
            },
            {
              "date": "2020-12-29",
              "wealth": 127.05169425377356
            },
            {
              "date": "2020-12-30",
              "wealth": 127.19659749375819
            },
            {
              "date": "2020-12-31",
              "wealth": 127.5312627011034
            },
            {
              "date": "2021-01-04",
              "wealth": 126.61254647203674
            },
            {
              "date": "2021-01-04",
              "wealth": 126.61224312735584
            },
            {
              "date": "2021-01-05",
              "wealth": 126.83293096964013
            },
            {
              "date": "2021-01-06",
              "wealth": 126.7306936413703
            },
            {
              "date": "2021-01-07",
              "wealth": 127.44853569704966
            },
            {
              "date": "2021-01-08",
              "wealth": 127.64658694708326
            },
            {
              "date": "2021-01-11",
              "wealth": 127.05423297906928
            },
            {
              "date": "2021-01-12",
              "wealth": 127.11024372199027
            },
            {
              "date": "2021-01-13",
              "wealth": 127.60654984080502
            },
            {
              "date": "2021-01-14",
              "wealth": 127.19350933714692
            },
            {
              "date": "2021-01-15",
              "wealth": 126.91258042558343
            },
            {
              "date": "2021-01-19",
              "wealth": 127.44632895811677
            },
            {
              "date": "2021-01-20",
              "wealth": 128.28535459347458
            },
            {
              "date": "2021-01-21",
              "wealth": 128.18327485161208
            },
            {
              "date": "2021-01-22",
              "wealth": 128.01748413047642
            },
            {
              "date": "2021-01-25",
              "wealth": 128.53477263580677
            },
            {
              "date": "2021-01-26",
              "wealth": 128.4235210733957
            },
            {
              "date": "2021-01-27",
              "wealth": 126.95184522676438
            },
            {
              "date": "2021-01-28",
              "wealth": 127.30737371346218
            },
            {
              "date": "2021-01-29",
              "wealth": 125.9991251215243
            },
            {
              "date": "2021-02-01",
              "wealth": 127.07346408444414
            },
            {
              "date": "2021-02-01",
              "wealth": 127.072501285612
            },
            {
              "date": "2021-02-02",
              "wealth": 127.72256571108232
            },
            {
              "date": "2021-02-03",
              "wealth": 127.60353163135343
            },
            {
              "date": "2021-02-04",
              "wealth": 128.30381086896125
            },
            {
              "date": "2021-02-05",
              "wealth": 128.38218923283497
            },
            {
              "date": "2021-02-08",
              "wealth": 128.9392198268213
            },
            {
              "date": "2021-02-09",
              "wealth": 128.89516299466155
            },
            {
              "date": "2021-02-10",
              "wealth": 129.03811039431523
            },
            {
              "date": "2021-02-11",
              "wealth": 129.03816330822588
            },
            {
              "date": "2021-02-12",
              "wealth": 129.1135551748964
            },
            {
              "date": "2021-02-16",
              "wealth": 128.57314717021774
            },
            {
              "date": "2021-02-17",
              "wealth": 128.73639338847096
            },
            {
              "date": "2021-02-18",
              "wealth": 128.42688011128692
            },
            {
              "date": "2021-02-19",
              "wealth": 127.97089911237073
            },
            {
              "date": "2021-02-22",
              "wealth": 127.28581336715887
            },
            {
              "date": "2021-02-23",
              "wealth": 127.41036928945242
            },
            {
              "date": "2021-02-24",
              "wealth": 128.04944741895136
            },
            {
              "date": "2021-02-25",
              "wealth": 125.62817700534104
            },
            {
              "date": "2021-02-26",
              "wealth": 126.01599845076518
            },
            {
              "date": "2021-03-01",
              "wealth": 127.4228023091713
            },
            {
              "date": "2021-03-01",
              "wealth": 127.42088929102638
            },
            {
              "date": "2021-03-02",
              "wealth": 127.01705298989437
            },
            {
              "date": "2021-03-03",
              "wealth": 125.8278844101071
            },
            {
              "date": "2021-03-04",
              "wealth": 124.70172991398408
            },
            {
              "date": "2021-03-05",
              "wealth": 125.65146129885652
            },
            {
              "date": "2021-03-08",
              "wealth": 124.96872488446365
            },
            {
              "date": "2021-03-09",
              "wealth": 126.17483683916369
            },
            {
              "date": "2021-03-10",
              "wealth": 126.74180184176292
            },
            {
              "date": "2021-03-11",
              "wealth": 127.33532480797642
            },
            {
              "date": "2021-03-12",
              "wealth": 126.81988938337727
            },
            {
              "date": "2021-03-15",
              "wealth": 127.30811374722414
            },
            {
              "date": "2021-03-16",
              "wealth": 127.20870261433166
            },
            {
              "date": "2021-03-17",
              "wealth": 127.36045845333874
            },
            {
              "date": "2021-03-18",
              "wealth": 126.0812517599644
            },
            {
              "date": "2021-03-19",
              "wealth": 125.98005715575947
            },
            {
              "date": "2021-03-22",
              "wealth": 126.67657080619318
            },
            {
              "date": "2021-03-23",
              "wealth": 126.49591206520257
            },
            {
              "date": "2021-03-24",
              "wealth": 126.32638056313279
            },
            {
              "date": "2021-03-25",
              "wealth": 126.57007215735611
            },
            {
              "date": "2021-03-26",
              "wealth": 127.35486348919882
            },
            {
              "date": "2021-03-29",
              "wealth": 127.11737635656743
            },
            {
              "date": "2021-03-30",
              "wealth": 126.99357797290938
            },
            {
              "date": "2021-03-31",
              "wealth": 127.23564194010291
            },
            {
              "date": "2021-04-01",
              "wealth": 128.22420889916899
            },
            {
              "date": "2021-04-01",
              "wealth": 128.22272152733592
            },
            {
              "date": "2021-04-05",
              "wealth": 128.82322051458576
            },
            {
              "date": "2021-04-06",
              "wealth": 129.167915889093
            },
            {
              "date": "2021-04-07",
              "wealth": 129.16090890277914
            },
            {
              "date": "2021-04-08",
              "wealth": 129.68900339197216
            },
            {
              "date": "2021-04-09",
              "wealth": 129.95713832680892
            },
            {
              "date": "2021-04-12",
              "wealth": 129.94593838550907
            },
            {
              "date": "2021-04-13",
              "wealth": 130.41980000209375
            },
            {
              "date": "2021-04-14",
              "wealth": 130.1231999528672
            },
            {
              "date": "2021-04-15",
              "wealth": 131.21403519591365
            },
            {
              "date": "2021-04-16",
              "wealth": 131.1280893673577
            },
            {
              "date": "2021-04-19",
              "wealth": 130.71536588078706
            },
            {
              "date": "2021-04-20",
              "wealth": 130.44898958351877
            },
            {
              "date": "2021-04-21",
              "wealth": 131.13090111962967
            },
            {
              "date": "2021-04-22",
              "wealth": 130.63130633707522
            },
            {
              "date": "2021-04-23",
              "wealth": 131.25055580053356
            },
            {
              "date": "2021-04-26",
              "wealth": 131.31990708076913
            },
            {
              "date": "2021-04-27",
              "wealth": 131.01848388893663
            },
            {
              "date": "2021-04-28",
              "wealth": 131.063931444269
            },
            {
              "date": "2021-04-29",
              "wealth": 131.34654610307695
            },
            {
              "date": "2021-04-30",
              "wealth": 131.03012480096578
            },
            {
              "date": "2021-05-03",
              "wealth": 131.29837304107897
            },
            {
              "date": "2021-05-03",
              "wealth": 131.29719803815925
            },
            {
              "date": "2021-05-04",
              "wealth": 131.00020023284551
            },
            {
              "date": "2021-05-05",
              "wealth": 131.10578539452294
            },
            {
              "date": "2021-05-06",
              "wealth": 131.65293968598638
            },
            {
              "date": "2021-05-07",
              "wealth": 132.11903307469976
            },
            {
              "date": "2021-05-10",
              "wealth": 131.28772135426254
            },
            {
              "date": "2021-05-11",
              "wealth": 130.58125948516266
            },
            {
              "date": "2021-05-12",
              "wealth": 128.9538776924237
            },
            {
              "date": "2021-05-13",
              "wealth": 129.90343005939448
            },
            {
              "date": "2021-05-14",
              "wealth": 131.0489254423481
            },
            {
              "date": "2021-05-17",
              "wealth": 130.82302437203498
            },
            {
              "date": "2021-05-18",
              "wealth": 130.22426113900735
            },
            {
              "date": "2021-05-19",
              "wealth": 129.88760910442195
            },
            {
              "date": "2021-05-20",
              "wealth": 130.8844605575791
            },
            {
              "date": "2021-05-21",
              "wealth": 130.86855595411728
            },
            {
              "date": "2021-05-24",
              "wealth": 131.5922225523412
            },
            {
              "date": "2021-05-25",
              "wealth": 131.7202066999691
            },
            {
              "date": "2021-05-26",
              "wealth": 131.77441455178908
            },
            {
              "date": "2021-05-27",
              "wealth": 131.64957465669886
            },
            {
              "date": "2021-05-28",
              "wealth": 131.7747922871055
            },
            {
              "date": "2021-06-01",
              "wealth": 131.71612570684485
            },
            {
              "date": "2021-06-01",
              "wealth": 131.71608740062462
            },
            {
              "date": "2021-06-02",
              "wealth": 131.90379643371892
            },
            {
              "date": "2021-06-03",
              "wealth": 131.46260618481045
            },
            {
              "date": "2021-06-04",
              "wealth": 132.44671186598882
            },
            {
              "date": "2021-06-07",
              "wealth": 132.33026610215958
            },
            {
              "date": "2021-06-08",
              "wealth": 132.5715443051781
            },
            {
              "date": "2021-06-09",
              "wealth": 132.71714535503273
            },
            {
              "date": "2021-06-10",
              "wealth": 133.27965947072792
            },
            {
              "date": "2021-06-11",
              "wealth": 133.33313846815176
            },
            {
              "date": "2021-06-14",
              "wealth": 133.23181662173894
            },
            {
              "date": "2021-06-15",
              "wealth": 133.14628909911758
            },
            {
              "date": "2021-06-16",
              "wealth": 132.41315755666568
            },
            {
              "date": "2021-06-17",
              "wealth": 132.6991737020806
            },
            {
              "date": "2021-06-18",
              "wealth": 132.27274301213077
            },
            {
              "date": "2021-06-21",
              "wealth": 132.83540751982298
            },
            {
              "date": "2021-06-22",
              "wealth": 133.2878889618614
            },
            {
              "date": "2021-06-23",
              "wealth": 133.08130190845694
            },
            {
              "date": "2021-06-24",
              "wealth": 133.4848189847554
            },
            {
              "date": "2021-06-25",
              "wealth": 133.54011811100037
            },
            {
              "date": "2021-06-28",
              "wealth": 133.9183869220252
            },
            {
              "date": "2021-06-29",
              "wealth": 134.00639279880343
            },
            {
              "date": "2021-06-30",
              "wealth": 134.15965208102824
            },
            {
              "date": "2021-07-01",
              "wealth": 134.44714082326297
            },
            {
              "date": "2021-07-01",
              "wealth": 134.44663143502973
            },
            {
              "date": "2021-07-02",
              "wealth": 135.16316162788584
            },
            {
              "date": "2021-07-06",
              "wealth": 135.39194493231182
            },
            {
              "date": "2021-07-07",
              "wealth": 135.83821577109592
            },
            {
              "date": "2021-07-08",
              "wealth": 135.46533461500854
            },
            {
              "date": "2021-07-09",
              "wealth": 135.7768595544119
            },
            {
              "date": "2021-07-12",
              "wealth": 135.96318523959556
            },
            {
              "date": "2021-07-13",
              "wealth": 135.50686073624712
            },
            {
              "date": "2021-07-14",
              "wealth": 135.92246816944893
            },
            {
              "date": "2021-07-15",
              "wealth": 135.963620483895
            },
            {
              "date": "2021-07-16",
              "wealth": 135.4292724042138
            },
            {
              "date": "2021-07-19",
              "wealth": 135.10696857227026
            },
            {
              "date": "2021-07-20",
              "wealth": 135.8845489437063
            },
            {
              "date": "2021-07-21",
              "wealth": 136.01706604487438
            },
            {
              "date": "2021-07-22",
              "wealth": 136.3647204643004
            },
            {
              "date": "2021-07-23",
              "wealth": 136.92355410487676
            },
            {
              "date": "2021-07-26",
              "wealth": 136.98887243667332
            },
            {
              "date": "2021-07-27",
              "wealth": 137.01467333108087
            },
            {
              "date": "2021-07-28",
              "wealth": 137.0753665741148
            },
            {
              "date": "2021-07-29",
              "wealth": 137.1156374491612
            },
            {
              "date": "2021-07-30",
              "wealth": 136.9637658759895
            },
            {
              "date": "2021-08-02",
              "wealth": 137.11730861785546
            },
            {
              "date": "2021-08-02",
              "wealth": 137.11706161486546
            },
            {
              "date": "2021-08-03",
              "wealth": 137.66915709492477
            },
            {
              "date": "2021-08-04",
              "wealth": 137.34994502113878
            },
            {
              "date": "2021-08-05",
              "wealth": 137.46883071745805
            },
            {
              "date": "2021-08-06",
              "wealth": 137.0814114577599
            },
            {
              "date": "2021-08-09",
              "wealth": 136.81699208916115
            },
            {
              "date": "2021-08-10",
              "wealth": 136.74949197838745
            },
            {
              "date": "2021-08-11",
              "wealth": 137.00103539125016
            },
            {
              "date": "2021-08-12",
              "wealth": 137.1803679997846
            },
            {
              "date": "2021-08-13",
              "wealth": 137.74145659771597
            },
            {
              "date": "2021-08-16",
              "wealth": 138.01374858691943
            },
            {
              "date": "2021-08-17",
              "wealth": 137.52110398806246
            },
            {
              "date": "2021-08-18",
              "wealth": 136.77900508123543
            },
            {
              "date": "2021-08-19",
              "wealth": 137.0419499248757
            },
            {
              "date": "2021-08-20",
              "wealth": 137.5189483184006
            },
            {
              "date": "2021-08-23",
              "wealth": 138.11241313288707
            },
            {
              "date": "2021-08-24",
              "wealth": 138.02546243272926
            },
            {
              "date": "2021-08-25",
              "wealth": 137.90714130609138
            },
            {
              "date": "2021-08-26",
              "wealth": 137.51751892678473
            },
            {
              "date": "2021-08-27",
              "wealth": 138.3904762936484
            },
            {
              "date": "2021-08-30",
              "wealth": 138.8133217026938
            },
            {
              "date": "2021-08-31",
              "wealth": 138.56805283758035
            },
            {
              "date": "2021-09-01",
              "wealth": 138.65633473141418
            },
            {
              "date": "2021-09-01",
              "wealth": 138.65499456630687
            },
            {
              "date": "2021-09-02",
              "wealth": 138.95598407507663
            },
            {
              "date": "2021-09-03",
              "wealth": 138.72901439721647
            },
            {
              "date": "2021-09-07",
              "wealth": 138.18505324387507
            },
            {
              "date": "2021-09-08",
              "wealth": 138.32375450314697
            },
            {
              "date": "2021-09-09",
              "wealth": 138.3594421642491
            },
            {
              "date": "2021-09-10",
              "wealth": 137.63043247851957
            },
            {
              "date": "2021-09-13",
              "wealth": 137.91362727863955
            },
            {
              "date": "2021-09-14",
              "wealth": 137.83557483286802
            },
            {
              "date": "2021-09-15",
              "wealth": 138.24529643961978
            },
            {
              "date": "2021-09-16",
              "wealth": 137.95476046742712
            },
            {
              "date": "2021-09-17",
              "wealth": 137.14053239093514
            },
            {
              "date": "2021-09-20",
              "wealth": 136.42441514790394
            },
            {
              "date": "2021-09-21",
              "wealth": 136.33540302822766
            },
            {
              "date": "2021-09-22",
              "wealth": 137.05407405596566
            },
            {
              "date": "2021-09-23",
              "wealth": 137.18527570533783
            },
            {
              "date": "2021-09-24",
              "wealth": 137.08714970624976
            },
            {
              "date": "2021-09-27",
              "wealth": 136.76523996340234
            },
            {
              "date": "2021-09-28",
              "wealth": 135.03915802248994
            },
            {
              "date": "2021-09-29",
              "wealth": 135.18641136335415
            },
            {
              "date": "2021-09-30",
              "wealth": 134.4242337766617
            },
            {
              "date": "2021-10-01",
              "wealth": 135.52966389891333
            },
            {
              "date": "2021-10-01",
              "wealth": 135.52880189347164
            },
            {
              "date": "2021-10-04",
              "wealth": 134.64087180313413
            },
            {
              "date": "2021-10-05",
              "wealth": 135.00942998128914
            },
            {
              "date": "2021-10-06",
              "wealth": 135.2826274954169
            },
            {
              "date": "2021-10-07",
              "wealth": 135.50296032559748
            },
            {
              "date": "2021-10-08",
              "wealth": 135.16764904358254
            },
            {
              "date": "2021-10-11",
              "wealth": 134.55611190925654
            },
            {
              "date": "2021-10-12",
              "wealth": 134.78703179280606
            },
            {
              "date": "2021-10-13",
              "wealth": 135.22798236510596
            },
            {
              "date": "2021-10-14",
              "wealth": 136.49130492760958
            },
            {
              "date": "2021-10-15",
              "wealth": 136.63163256068282
            },
            {
              "date": "2021-10-18",
              "wealth": 136.72834208376304
            },
            {
              "date": "2021-10-19",
              "wealth": 136.89928882370415
            },
            {
              "date": "2021-10-20",
              "wealth": 137.06517954192253
            },
            {
              "date": "2021-10-21",
              "wealth": 137.05036583657485
            },
            {
              "date": "2021-10-22",
              "wealth": 137.2087950753166
            },
            {
              "date": "2021-10-25",
              "wealth": 137.620730733325
            },
            {
              "date": "2021-10-26",
              "wealth": 137.84712467608912
            },
            {
              "date": "2021-10-27",
              "wealth": 137.98947726310072
            },
            {
              "date": "2021-10-28",
              "wealth": 138.4395351455132
            },
            {
              "date": "2021-10-29",
              "wealth": 138.57777652902763
            },
            {
              "date": "2021-11-01",
              "wealth": 138.63899774394753
            },
            {
              "date": "2021-11-01",
              "wealth": 138.6381601605831
            },
            {
              "date": "2021-11-02",
              "wealth": 139.11564841018532
            },
            {
              "date": "2021-11-03",
              "wealth": 139.28672520079522
            },
            {
              "date": "2021-11-04",
              "wealth": 139.99162653677456
            },
            {
              "date": "2021-11-05",
              "wealth": 140.67719552549315
            },
            {
              "date": "2021-11-08",
              "wealth": 140.45944611538667
            },
            {
              "date": "2021-11-09",
              "wealth": 140.54042356512534
            },
            {
              "date": "2021-11-10",
              "wealth": 139.3264183690172
            },
            {
              "date": "2021-11-11",
              "wealth": 139.11519014183182
            },
            {
              "date": "2021-11-12",
              "wealth": 139.67432916289258
            },
            {
              "date": "2021-11-15",
              "wealth": 139.3058133815366
            },
            {
              "date": "2021-11-16",
              "wealth": 139.4763121334724
            },
            {
              "date": "2021-11-17",
              "wealth": 139.59697040067334
            },
            {
              "date": "2021-11-18",
              "wealth": 139.90643380997776
            },
            {
              "date": "2021-11-19",
              "wealth": 140.0203889326321
            },
            {
              "date": "2021-11-22",
              "wealth": 139.2517671389329
            },
            {
              "date": "2021-11-23",
              "wealth": 138.95240730934066
            },
            {
              "date": "2021-11-24",
              "wealth": 139.39875877982894
            },
            {
              "date": "2021-11-26",
              "wealth": 138.78203661662866
            },
            {
              "date": "2021-11-29",
              "wealth": 139.47018691158456
            },
            {
              "date": "2021-11-30",
              "wealth": 138.56676073427442
            },
            {
              "date": "2021-12-01",
              "wealth": 137.96148783806495
            },
            {
              "date": "2021-12-01",
              "wealth": 137.96097127773672
            },
            {
              "date": "2021-12-02",
              "wealth": 138.86592792632666
            },
            {
              "date": "2021-12-03",
              "wealth": 138.82780549259445
            },
            {
              "date": "2021-12-06",
              "wealth": 139.1851609791771
            },
            {
              "date": "2021-12-07",
              "wealth": 140.31631212389777
            },
            {
              "date": "2021-12-08",
              "wealth": 140.15303460643
            },
            {
              "date": "2021-12-09",
              "wealth": 139.81873306462296
            },
            {
              "date": "2021-12-10",
              "wealth": 140.48758728749627
            },
            {
              "date": "2021-12-13",
              "wealth": 140.26694339098137
            },
            {
              "date": "2021-12-14",
              "wealth": 139.62049733627782
            },
            {
              "date": "2021-12-15",
              "wealth": 140.5789523518161
            },
            {
              "date": "2021-12-16",
              "wealth": 140.15033746360464
            },
            {
              "date": "2021-12-17",
              "wealth": 139.63899411982828
            },
            {
              "date": "2021-12-20",
              "wealth": 138.80518310520264
            },
            {
              "date": "2021-12-21",
              "wealth": 139.7767498510832
            },
            {
              "date": "2021-12-22",
              "wealth": 140.50571546763896
            },
            {
              "date": "2021-12-23",
              "wealth": 140.76569949437982
            },
            {
              "date": "2021-12-27",
              "wealth": 141.78098354964644
            },
            {
              "date": "2021-12-28",
              "wealth": 141.6848513979418
            },
            {
              "date": "2021-12-29",
              "wealth": 141.37191233911813
            },
            {
              "date": "2021-12-30",
              "wealth": 141.45708437087188
            },
            {
              "date": "2021-12-31",
              "wealth": 141.19585048408857
            },
            {
              "date": "2022-01-03",
              "wealth": 140.83857070116466
            },
            {
              "date": "2022-01-03",
              "wealth": 140.8372929646917
            },
            {
              "date": "2022-01-04",
              "wealth": 140.81207885426434
            },
            {
              "date": "2022-01-05",
              "wealth": 139.20363575995856
            },
            {
              "date": "2022-01-06",
              "wealth": 138.9881310070944
            },
            {
              "date": "2022-01-07",
              "wealth": 138.46288706774047
            },
            {
              "date": "2022-01-10",
              "wealth": 138.3467370715932
            },
            {
              "date": "2022-01-11",
              "wealth": 139.11816464629862
            },
            {
              "date": "2022-01-12",
              "wealth": 139.28067633082546
            },
            {
              "date": "2022-01-13",
              "wealth": 138.63997955138075
            },
            {
              "date": "2022-01-14",
              "wealth": 138.09356547719398
            },
            {
              "date": "2022-01-18",
              "wealth": 136.3586249301348
            },
            {
              "date": "2022-01-19",
              "wealth": 135.87342911910713
            },
            {
              "date": "2022-01-20",
              "wealth": 135.28492075463151
            },
            {
              "date": "2022-01-21",
              "wealth": 134.54822527098017
            },
            {
              "date": "2022-01-24",
              "wealth": 134.67557126908284
            },
            {
              "date": "2022-01-25",
              "wealth": 133.80894810054295
            },
            {
              "date": "2022-01-26",
              "wealth": 133.13741485159412
            },
            {
              "date": "2022-01-27",
              "wealth": 133.10977005037762
            },
            {
              "date": "2022-01-28",
              "wealth": 134.70326686962719
            },
            {
              "date": "2022-01-31",
              "wealth": 135.7950002769502
            },
            {
              "date": "2022-02-01",
              "wealth": 136.18482689909234
            },
            {
              "date": "2022-02-01",
              "wealth": 136.18443918592348
            },
            {
              "date": "2022-02-02",
              "wealth": 136.8821503544926
            },
            {
              "date": "2022-02-03",
              "wealth": 135.00952950278958
            },
            {
              "date": "2022-02-04",
              "wealth": 134.6629837146677
            },
            {
              "date": "2022-02-07",
              "wealth": 134.52783465306464
            },
            {
              "date": "2022-02-08",
              "wealth": 134.77338416661755
            },
            {
              "date": "2022-02-09",
              "wealth": 135.81690463433495
            },
            {
              "date": "2022-02-10",
              "wealth": 133.91309880428355
            },
            {
              "date": "2022-02-11",
              "wealth": 133.3983716891832
            },
            {
              "date": "2022-02-14",
              "wealth": 132.64257406318154
            },
            {
              "date": "2022-02-15",
              "wealth": 133.33081237619345
            },
            {
              "date": "2022-02-16",
              "wealth": 133.53534107157734
            },
            {
              "date": "2022-02-17",
              "wealth": 132.52038785228703
            },
            {
              "date": "2022-02-18",
              "wealth": 132.3553991901566
            },
            {
              "date": "2022-02-22",
              "wealth": 131.68813389067185
            },
            {
              "date": "2022-02-23",
              "wealth": 130.1770982188993
            },
            {
              "date": "2022-02-24",
              "wealth": 131.26723605663668
            },
            {
              "date": "2022-02-25",
              "wealth": 132.6339986815227
            },
            {
              "date": "2022-02-28",
              "wealth": 133.2998649057039
            },
            {
              "date": "2022-03-01",
              "wealth": 132.96329893331225
            },
            {
              "date": "2022-03-01",
              "wealth": 132.96297029874003
            },
            {
              "date": "2022-03-02",
              "wealth": 132.915733754843
            },
            {
              "date": "2022-03-03",
              "wealth": 132.91886672785026
            },
            {
              "date": "2022-03-04",
              "wealth": 132.9442545840251
            },
            {
              "date": "2022-03-07",
              "wealth": 130.6988282844731
            },
            {
              "date": "2022-03-08",
              "wealth": 129.8010636520581
            },
            {
              "date": "2022-03-09",
              "wealth": 131.06184893998844
            },
            {
              "date": "2022-03-10",
              "wealth": 130.29645497740296
            },
            {
              "date": "2022-03-11",
              "wealth": 129.53719431860426
            },
            {
              "date": "2022-03-14",
              "wealth": 128.15881526965694
            },
            {
              "date": "2022-03-15",
              "wealth": 129.57276489465167
            },
            {
              "date": "2022-03-16",
              "wealth": 130.99948572615662
            },
            {
              "date": "2022-03-17",
              "wealth": 131.88825596373934
            },
            {
              "date": "2022-03-18",
              "wealth": 132.73324676027121
            },
            {
              "date": "2022-03-21",
              "wealth": 131.75624208072088
            },
            {
              "date": "2022-03-22",
              "wealth": 132.15071721511734
            },
            {
              "date": "2022-03-23",
              "wealth": 131.7423541522591
            },
            {
              "date": "2022-03-24",
              "wealth": 132.40457005472143
            },
            {
              "date": "2022-03-25",
              "wealth": 132.03437722009966
            },
            {
              "date": "2022-03-28",
              "wealth": 132.71164849203265
            },
            {
              "date": "2022-03-29",
              "wealth": 133.9161127341596
            },
            {
              "date": "2022-03-30",
              "wealth": 133.76642075710092
            },
            {
              "date": "2022-03-31",
              "wealth": 132.83322086682054
            },
            {
              "date": "2022-04-01",
              "wealth": 132.7856169473774
            },
            {
              "date": "2022-04-01",
              "wealth": 132.78488192782527
            },
            {
              "date": "2022-04-04",
              "wealth": 133.36512725851316
            },
            {
              "date": "2022-04-05",
              "wealth": 131.58976141005445
            },
            {
              "date": "2022-04-06",
              "wealth": 130.674486200933
            },
            {
              "date": "2022-04-07",
              "wealth": 130.75001705031076
            },
            {
              "date": "2022-04-08",
              "wealth": 130.16344946248344
            },
            {
              "date": "2022-04-11",
              "wealth": 128.67635947449887
            },
            {
              "date": "2022-04-12",
              "wealth": 128.69109228693625
            },
            {
              "date": "2022-04-13",
              "wealth": 129.59332852666785
            },
            {
              "date": "2022-04-14",
              "wealth": 128.15592587306816
            },
            {
              "date": "2022-04-18",
              "wealth": 127.86612295272575
            },
            {
              "date": "2022-04-19",
              "wealth": 128.33366463886014
            },
            {
              "date": "2022-04-20",
              "wealth": 128.88363147532397
            },
            {
              "date": "2022-04-21",
              "wealth": 127.484223805215
            },
            {
              "date": "2022-04-22",
              "wealth": 125.85792038109176
            },
            {
              "date": "2022-04-25",
              "wealth": 126.74115981518572
            },
            {
              "date": "2022-04-26",
              "wealth": 125.35569732135309
            },
            {
              "date": "2022-04-27",
              "wealth": 125.03155566609486
            },
            {
              "date": "2022-04-28",
              "wealth": 126.45845760412979
            },
            {
              "date": "2022-04-29",
              "wealth": 123.82411405924925
            },
            {
              "date": "2022-05-02",
              "wealth": 123.68573863879566
            },
            {
              "date": "2022-05-02",
              "wealth": 123.68550022163907
            },
            {
              "date": "2022-05-03",
              "wealth": 124.14458882735542
            },
            {
              "date": "2022-05-04",
              "wealth": 126.36710458700645
            },
            {
              "date": "2022-05-05",
              "wealth": 123.50313773545292
            },
            {
              "date": "2022-05-06",
              "wealth": 122.7181563550446
            },
            {
              "date": "2022-05-09",
              "wealth": 121.35936307378243
            },
            {
              "date": "2022-05-10",
              "wealth": 121.73032768130557
            },
            {
              "date": "2022-05-11",
              "wealth": 121.26362033154919
            },
            {
              "date": "2022-05-12",
              "wealth": 121.3676235539698
            },
            {
              "date": "2022-05-13",
              "wealth": 122.26715473430035
            },
            {
              "date": "2022-05-16",
              "wealth": 122.26771041323158
            },
            {
              "date": "2022-05-17",
              "wealth": 122.89741844583197
            },
            {
              "date": "2022-05-18",
              "wealth": 121.09228167938167
            },
            {
              "date": "2022-05-19",
              "wealth": 120.99478468643778
            },
            {
              "date": "2022-05-20",
              "wealth": 121.34302178522948
            },
            {
              "date": "2022-05-23",
              "wealth": 121.96254287222463
            },
            {
              "date": "2022-05-24",
              "wealth": 122.25384639273673
            },
            {
              "date": "2022-05-25",
              "wealth": 123.05907860696647
            },
            {
              "date": "2022-05-26",
              "wealth": 124.10978592414841
            },
            {
              "date": "2022-05-27",
              "wealth": 125.6377358958041
            },
            {
              "date": "2022-05-31",
              "wealth": 124.6697654177651
            },
            {
              "date": "2022-06-01",
              "wealth": 123.82659839718298
            },
            {
              "date": "2022-06-01",
              "wealth": 123.82587825080799
            },
            {
              "date": "2022-06-02",
              "wealth": 124.96259219604852
            },
            {
              "date": "2022-06-03",
              "wealth": 123.86916599506394
            },
            {
              "date": "2022-06-06",
              "wealth": 123.53888811267694
            },
            {
              "date": "2022-06-07",
              "wealth": 124.37871968501119
            },
            {
              "date": "2022-06-08",
              "wealth": 123.4640017516317
            },
            {
              "date": "2022-06-09",
              "wealth": 121.94101712020579
            },
            {
              "date": "2022-06-10",
              "wealth": 119.69917199183324
            },
            {
              "date": "2022-06-13",
              "wealth": 116.37952978083379
            },
            {
              "date": "2022-06-14",
              "wealth": 115.76651915927317
            },
            {
              "date": "2022-06-15",
              "wealth": 117.43502357587293
            },
            {
              "date": "2022-06-16",
              "wealth": 116.03495876797722
            },
            {
              "date": "2022-06-17",
              "wealth": 116.20111700337614
            },
            {
              "date": "2022-06-21",
              "wealth": 117.00558197570092
            },
            {
              "date": "2022-06-22",
              "wealth": 117.62381493822879
            },
            {
              "date": "2022-06-23",
              "wealth": 118.54698314107374
            },
            {
              "date": "2022-06-24",
              "wealth": 120.05982953704215
            },
            {
              "date": "2022-06-27",
              "wealth": 119.39925337319718
            },
            {
              "date": "2022-06-28",
              "wealth": 118.36467313367147
            },
            {
              "date": "2022-06-29",
              "wealth": 118.80895351887851
            },
            {
              "date": "2022-06-30",
              "wealth": 118.79400282943053
            },
            {
              "date": "2022-07-01",
              "wealth": 120.10388873442882
            },
            {
              "date": "2022-07-01",
              "wealth": 120.10313190318243
            },
            {
              "date": "2022-07-05",
              "wealth": 120.36035589397929
            },
            {
              "date": "2022-07-06",
              "wealth": 120.04742389159001
            },
            {
              "date": "2022-07-07",
              "wealth": 120.56984515606554
            },
            {
              "date": "2022-07-08",
              "wealth": 120.2216513589253
            },
            {
              "date": "2022-07-11",
              "wealth": 120.0142018013925
            },
            {
              "date": "2022-07-12",
              "wealth": 119.67908896918468
            },
            {
              "date": "2022-07-13",
              "wealth": 119.76169748923252
            },
            {
              "date": "2022-07-14",
              "wealth": 119.24302222624074
            },
            {
              "date": "2022-07-15",
              "wealth": 120.57725281567895
            },
            {
              "date": "2022-07-18",
              "wealth": 119.84712673907865
            },
            {
              "date": "2022-07-19",
              "wealth": 121.13898905805569
            },
            {
              "date": "2022-07-20",
              "wealth": 121.41784693008026
            },
            {
              "date": "2022-07-21",
              "wealth": 122.78654565405839
            },
            {
              "date": "2022-07-22",
              "wealth": 122.96022433937425
            },
            {
              "date": "2022-07-25",
              "wealth": 122.67038200550228
            },
            {
              "date": "2022-07-26",
              "wealth": 122.03474093779444
            },
            {
              "date": "2022-07-27",
              "wealth": 123.68610577136243
            },
            {
              "date": "2022-07-28",
              "wealth": 125.01971403267592
            },
            {
              "date": "2022-07-29",
              "wealth": 125.91296484767554
            },
            {
              "date": "2022-08-01",
              "wealth": 126.05513960932248
            },
            {
              "date": "2022-08-01",
              "wealth": 126.05477195758958
            },
            {
              "date": "2022-08-02",
              "wealth": 124.76045486248825
            },
            {
              "date": "2022-08-03",
              "wealth": 126.0848038695375
            },
            {
              "date": "2022-08-04",
              "wealth": 126.31150649622322
            },
            {
              "date": "2022-08-05",
              "wealth": 125.23761514706496
            },
            {
              "date": "2022-08-08",
              "wealth": 125.5275290038053
            },
            {
              "date": "2022-08-09",
              "wealth": 125.0612311189537
            },
            {
              "date": "2022-08-10",
              "wealth": 126.5038390649076
            },
            {
              "date": "2022-08-11",
              "wealth": 125.97734762576894
            },
            {
              "date": "2022-08-12",
              "wealth": 127.409256839961
            },
            {
              "date": "2022-08-15",
              "wealth": 127.77739068540225
            },
            {
              "date": "2022-08-16",
              "wealth": 127.74984915593734
            },
            {
              "date": "2022-08-17",
              "wealth": 126.80414062703817
            },
            {
              "date": "2022-08-18",
              "wealth": 127.1219682613959
            },
            {
              "date": "2022-08-19",
              "wealth": 125.6653175286043
            },
            {
              "date": "2022-08-22",
              "wealth": 124.10129025924893
            },
            {
              "date": "2022-08-23",
              "wealth": 123.88084725603542
            },
            {
              "date": "2022-08-24",
              "wealth": 123.84804436561662
            },
            {
              "date": "2022-08-25",
              "wealth": 125.1721588964899
            },
            {
              "date": "2022-08-26",
              "wealth": 123.01959606315648
            },
            {
              "date": "2022-08-29",
              "wealth": 122.22882523707054
            },
            {
              "date": "2022-08-30",
              "wealth": 121.63481993459541
            },
            {
              "date": "2022-08-31",
              "wealth": 120.7933965518293
            },
            {
              "date": "2022-09-01",
              "wealth": 120.48226857851756
            },
            {
              "date": "2022-09-01",
              "wealth": 120.4817426006435
            },
            {
              "date": "2022-09-02",
              "wealth": 120.16996917855943
            },
            {
              "date": "2022-09-06",
              "wealth": 119.17087597381185
            },
            {
              "date": "2022-09-07",
              "wealth": 120.72159460622348
            },
            {
              "date": "2022-09-08",
              "wealth": 120.86381245991426
            },
            {
              "date": "2022-09-09",
              "wealth": 121.77167407908853
            },
            {
              "date": "2022-09-12",
              "wealth": 122.21446903899975
            },
            {
              "date": "2022-09-13",
              "wealth": 119.36262678990836
            },
            {
              "date": "2022-09-14",
              "wealth": 119.69725793715592
            },
            {
              "date": "2022-09-15",
              "wealth": 118.8271176605019
            },
            {
              "date": "2022-09-16",
              "wealth": 118.40193607394293
            },
            {
              "date": "2022-09-19",
              "wealth": 118.72911294342516
            },
            {
              "date": "2022-09-20",
              "wealth": 117.6257814403455
            },
            {
              "date": "2022-09-21",
              "wealth": 116.95946454147233
            },
            {
              "date": "2022-09-22",
              "wealth": 115.56492699637333
            },
            {
              "date": "2022-09-23",
              "wealth": 114.69254454168858
            },
            {
              "date": "2022-09-26",
              "wealth": 113.1094108547773
            },
            {
              "date": "2022-09-27",
              "wealth": 112.37205991850965
            },
            {
              "date": "2022-09-28",
              "wealth": 114.70933518850914
            },
            {
              "date": "2022-09-29",
              "wealth": 113.28844889361334
            },
            {
              "date": "2022-09-30",
              "wealth": 112.35457352925869
            },
            {
              "date": "2022-10-03",
              "wealth": 114.54448625539438
            },
            {
              "date": "2022-10-03",
              "wealth": 114.544196123707
            },
            {
              "date": "2022-10-04",
              "wealth": 116.29377816861557
            },
            {
              "date": "2022-10-05",
              "wealth": 115.60526576660662
            },
            {
              "date": "2022-10-06",
              "wealth": 114.78855076155949
            },
            {
              "date": "2022-10-07",
              "wealth": 112.93642182986616
            },
            {
              "date": "2022-10-10",
              "wealth": 112.11828692596968
            },
            {
              "date": "2022-10-11",
              "wealth": 111.86579609830247
            },
            {
              "date": "2022-10-12",
              "wealth": 111.81400406753974
            },
            {
              "date": "2022-10-13",
              "wealth": 112.97042672086037
            },
            {
              "date": "2022-10-14",
              "wealth": 111.3892010047922
            },
            {
              "date": "2022-10-17",
              "wealth": 112.7967590639708
            },
            {
              "date": "2022-10-18",
              "wealth": 113.61975573260469
            },
            {
              "date": "2022-10-19",
              "wealth": 112.53450177522319
            },
            {
              "date": "2022-10-20",
              "wealth": 111.62161055274835
            },
            {
              "date": "2022-10-21",
              "wealth": 112.99279903864186
            },
            {
              "date": "2022-10-24",
              "wealth": 113.55948467845015
            },
            {
              "date": "2022-10-25",
              "wealth": 115.1766758550818
            },
            {
              "date": "2022-10-26",
              "wealth": 115.08412615803786
            },
            {
              "date": "2022-10-27",
              "wealth": 115.194939033439
            },
            {
              "date": "2022-10-28",
              "wealth": 116.26741646150768
            },
            {
              "date": "2022-10-31",
              "wealth": 115.57806120093063
            },
            {
              "date": "2022-11-01",
              "wealth": 115.4908644715226
            },
            {
              "date": "2022-11-01",
              "wealth": 115.49029138088748
            },
            {
              "date": "2022-11-02",
              "wealth": 113.98629558967428
            },
            {
              "date": "2022-11-03",
              "wealth": 113.19849562402709
            },
            {
              "date": "2022-11-04",
              "wealth": 113.88884808052633
            },
            {
              "date": "2022-11-07",
              "wealth": 114.16499433955119
            },
            {
              "date": "2022-11-08",
              "wealth": 114.80767463152456
            },
            {
              "date": "2022-11-09",
              "wealth": 113.80847878441939
            },
            {
              "date": "2022-11-10",
              "wealth": 118.27088973136033
            },
            {
              "date": "2022-11-11",
              "wealth": 118.76757493144949
            },
            {
              "date": "2022-11-14",
              "wealth": 118.08939575077879
            },
            {
              "date": "2022-11-15",
              "wealth": 119.16460716302551
            },
            {
              "date": "2022-11-16",
              "wealth": 119.24183517227281
            },
            {
              "date": "2022-11-17",
              "wealth": 118.66689972067144
            },
            {
              "date": "2022-11-18",
              "wealth": 118.7620752467622
            },
            {
              "date": "2022-11-21",
              "wealth": 118.50396639853516
            },
            {
              "date": "2022-11-22",
              "wealth": 119.67237672766645
            },
            {
              "date": "2022-11-23",
              "wealth": 120.4686472878238
            },
            {
              "date": "2022-11-25",
              "wealth": 120.46544969505344
            },
            {
              "date": "2022-11-28",
              "wealth": 119.43677886117068
            },
            {
              "date": "2022-11-29",
              "wealth": 119.05360427048039
            },
            {
              "date": "2022-11-30",
              "wealth": 121.42324244964449
            },
            {
              "date": "2022-12-01",
              "wealth": 122.12781297602709
            },
            {
              "date": "2022-12-01",
              "wealth": 122.12740367866627
            },
            {
              "date": "2022-12-02",
              "wealth": 122.28529600496942
            },
            {
              "date": "2022-12-05",
              "wealth": 120.64144433605149
            },
            {
              "date": "2022-12-06",
              "wealth": 120.18167496205878
            },
            {
              "date": "2022-12-07",
              "wealth": 120.71779660102506
            },
            {
              "date": "2022-12-08",
              "wealth": 120.82179726385786
            },
            {
              "date": "2022-12-09",
              "wealth": 119.92196237155845
            },
            {
              "date": "2022-12-12",
              "wealth": 120.6130587128835
            },
            {
              "date": "2022-12-13",
              "wealth": 121.61441352278996
            },
            {
              "date": "2022-12-14",
              "wealth": 121.40075908676683
            },
            {
              "date": "2022-12-15",
              "wealth": 120.15798531738325
            },
            {
              "date": "2022-12-16",
              "wealth": 119.31651023655792
            },
            {
              "date": "2022-12-19",
              "wealth": 118.28540406642813
            },
            {
              "date": "2022-12-20",
              "wealth": 117.78239479024657
            },
            {
              "date": "2022-12-21",
              "wealth": 118.77234539121487
            },
            {
              "date": "2022-12-22",
              "wealth": 117.98949084489368
            },
            {
              "date": "2022-12-23",
              "wealth": 118.02916165124329
            },
            {
              "date": "2022-12-27",
              "wealth": 117.17788435566767
            },
            {
              "date": "2022-12-28",
              "wealth": 116.35141785087534
            },
            {
              "date": "2022-12-29",
              "wealth": 117.6529945267273
            },
            {
              "date": "2022-12-30",
              "wealth": 117.19831827165973
            },
            {
              "date": "2023-01-03",
              "wealth": 117.45876953293524
            }
          ],
          "decisions": [
            {
              "date": "2019-05-31",
              "decision_date": "2019-05-31",
              "holding_month": "2019-06-30",
              "entry": "2019-06-03",
              "exit": "2019-07-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.0011566486066095234,
                8.604955857022766e-05,
                0.00031699002100010325
              ],
              "actual": [
                0.08204800063491602,
                0.00605880499937439,
                0.031247911591137933
              ],
              "view_error_variance": null,
              "gross_return": 0.045291764353720836,
              "turnover": 5.551115123125783e-17,
              "cost": 2.7755575615628914e-20,
              "net_return": 0.04529176435372073,
              "training_rows": 49,
              "last_training_exit": "2019-05-01",
              "last_error_exit": "2019-05-01",
              "bl_prior": [
                0.0011566486066095234,
                8.604955857022766e-05,
                0.00031699002100010325
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-06-30",
              "decision_date": "2019-06-28",
              "holding_month": "2019-07-31",
              "entry": "2019-07-01",
              "exit": "2019-08-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0011566486066095234,
                8.604955857022766e-05,
                0.00031699002100010325
              ],
              "actual": [
                -0.0027729580434807666,
                0.013002618185171677,
                0.008778756915299724
              ],
              "view_error_variance": null,
              "gross_return": 0.004901080866017163,
              "turnover": 0.011647252739553138,
              "cost": 5.823626369776569e-06,
              "net_return": 0.004895228697583631,
              "training_rows": 50,
              "last_training_exit": "2019-06-03",
              "last_error_exit": "2019-06-03",
              "bl_prior": [
                0.0011566486066095234,
                8.604955857022766e-05,
                0.00031699002100010325
              ],
              "covariance": [
                [
                  0.001125189231734262,
                  -0.00016386092486156883,
                  6.837806032470286e-05
                ],
                [
                  -0.00016386092486156883,
                  0.00021829866137811226,
                  0.00015876354066728874
                ],
                [
                  6.837806032470286e-05,
                  0.00015876354066728874,
                  0.0002022932101018698
                ]
              ]
            },
            {
              "date": "2019-07-31",
              "decision_date": "2019-07-31",
              "holding_month": "2019-08-31",
              "entry": "2019-08-01",
              "exit": "2019-09-03",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.001290837111523943,
                8.591183375792961e-05,
                0.00035772333003085605
              ],
              "actual": [
                -0.013906446517751414,
                0.030115598221515327,
                0.029511731351050896
              ],
              "view_error_variance": null,
              "gross_return": 0.009744684267359742,
              "turnover": 0.007025682359355995,
              "cost": 3.5128411796779974e-06,
              "net_return": 0.009741137194651639,
              "training_rows": 51,
              "last_training_exit": "2019-07-01",
              "last_error_exit": "2019-07-01",
              "bl_prior": [
                0.001290837111523943,
                8.591183375792961e-05,
                0.00035772333003085605
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-08-31",
              "decision_date": "2019-08-30",
              "holding_month": "2019-09-30",
              "entry": "2019-09-03",
              "exit": "2019-10-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.001290837111523943,
                8.591183375792961e-05,
                0.00035772333003085605
              ],
              "actual": [
                0.013256807851573127,
                -0.011296205413918625,
                -0.005482771663411046
              ],
              "view_error_variance": null,
              "gross_return": 0.0009153373056541795,
              "turnover": 0.007830512957058278,
              "cost": 3.915256478529139e-06,
              "net_return": 0.0009114184653951085,
              "training_rows": 52,
              "last_training_exit": "2019-08-01",
              "last_error_exit": "2019-08-01",
              "bl_prior": [
                0.001290837111523943,
                8.591183375792961e-05,
                0.00035772333003085605
              ],
              "covariance": [
                [
                  0.0012051604814091832,
                  -0.00014061234352756008,
                  0.00011613474105045399
                ],
                [
                  -0.00014061234352756008,
                  0.00019665607157155226,
                  0.000144053315202653
                ],
                [
                  0.00011613474105045399,
                  0.000144053315202653,
                  0.00020205019109354786
                ]
              ]
            },
            {
              "date": "2019-09-30",
              "decision_date": "2019-09-30",
              "holding_month": "2019-10-31",
              "entry": "2019-10-01",
              "exit": "2019-11-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.001262473090766958,
                0.00010335802477907603,
                0.0003762711417577998
              ],
              "actual": [
                0.04399138878847131,
                -0.002773487396605323,
                0.004284449043681304
              ],
              "view_error_variance": null,
              "gross_return": 0.01968229417473649,
              "turnover": 0.011097165841445322,
              "cost": 5.548582920722661e-06,
              "net_return": 0.019676636382974566,
              "training_rows": 53,
              "last_training_exit": "2019-09-03",
              "last_error_exit": "2019-09-03",
              "bl_prior": [
                0.001262473090766958,
                0.00010335802477907603,
                0.0003762711417577998
              ],
              "covariance": [
                [
                  0.0012230267647552705,
                  -0.00017698164964354698,
                  8.285384771076442e-05
                ],
                [
                  -0.00017698164964354698,
                  0.00023918830740607896,
                  0.00018634522329549462
                ],
                [
                  8.285384771076442e-05,
                  0.00018634522329549462,
                  0.0002400169853992641
                ]
              ]
            },
            {
              "date": "2019-10-31",
              "decision_date": "2019-10-31",
              "holding_month": "2019-11-30",
              "entry": "2019-11-01",
              "exit": "2019-12-02",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0012186105186792148,
                7.514655241970788e-05,
                0.00034450256591545285
              ],
              "actual": [
                0.017965412391856672,
                -0.008566471270711196,
                -0.0005920101660894517
              ],
              "view_error_variance": null,
              "gross_return": 0.005233087434994371,
              "turnover": 0.006040252034979876,
              "cost": 3.020126017489938e-06,
              "net_return": 0.005230051504393485,
              "training_rows": 54,
              "last_training_exit": "2019-10-01",
              "last_error_exit": "2019-10-01",
              "bl_prior": [
                0.0012186105186792148,
                7.514655241970788e-05,
                0.00034450256591545285
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-11-30",
              "decision_date": "2019-11-29",
              "holding_month": "2019-12-31",
              "entry": "2019-12-02",
              "exit": "2020-01-02",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0012186105186792148,
                7.514655241970788e-05,
                0.00034450256591545285
              ],
              "actual": [
                0.04757826642305352,
                -0.00111026152709226,
                0.011786400766916616
              ],
              "view_error_variance": null,
              "gross_return": 0.02386579378877657,
              "turnover": 0.011652759053328327,
              "cost": 5.826379526664163e-06,
              "net_return": 0.02385982835807754,
              "training_rows": 55,
              "last_training_exit": "2019-11-01",
              "last_error_exit": "2019-11-01",
              "bl_prior": [
                0.0012186105186792148,
                7.514655241970788e-05,
                0.00034450256591545285
              ],
              "covariance": [
                [
                  0.001202265610272494,
                  -0.00019127164271010147,
                  6.684878898799521e-05
                ],
                [
                  -0.00019127164271010147,
                  0.00023077461632964219,
                  0.00017679872236027027
                ],
                [
                  6.684878898799521e-05,
                  0.00017679872236027027,
                  0.0002291975924774435
                ]
              ]
            },
            {
              "date": "2019-12-31",
              "decision_date": "2019-12-31",
              "holding_month": "2020-01-31",
              "entry": "2020-01-02",
              "exit": "2020-02-03",
              "weights": [
                0.47,
                0.33,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0012547287591219947,
                2.9157493358994343e-05,
                0.00031231413075427135
              ],
              "actual": [
                -0.0023088210332067316,
                0.029015695392541563,
                0.021498318429805208
              ],
              "view_error_variance": null,
              "gross_return": 0.012789697279892594,
              "turnover": 0.004719131392078579,
              "cost": 2.3595656960392895e-06,
              "net_return": 0.012787307536065606,
              "training_rows": 56,
              "last_training_exit": "2019-12-02",
              "last_error_exit": "2019-12-02",
              "bl_prior": [
                0.0012547287591219947,
                2.9157493358994343e-05,
                0.00031231413075427135
              ],
              "covariance": [
                [
                  0.0012076058322443844,
                  -0.00017112411247325728,
                  9.18115925223247e-05
                ],
                [
                  -0.00017112411247325728,
                  0.0001790719397313274,
                  0.0001299683452529947
                ],
                [
                  9.18115925223247e-05,
                  0.0001299683452529947,
                  0.0001906075741405714
                ]
              ]
            },
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": null,
              "gross_return": -0.009060980851766242,
              "turnover": 0.009426078500689161,
              "cost": 4.713039250344581e-06,
              "net_return": -0.009065651186258128,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": null,
              "gross_return": -0.08993217874476346,
              "turnover": 0.014639551603663425,
              "cost": 7.319775801831713e-06,
              "net_return": -0.08993884023717946,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.44,
                0.36,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.001986405521387171,
                -0.00015151043456050386,
                0.0006034947320603943
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": null,
              "gross_return": 0.07746011654541815,
              "turnover": 0.08780909286059116,
              "cost": 4.390454643029558e-05,
              "net_return": 0.07741281114770437,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.001986405521387171,
                -0.00015151043456050386,
                0.0006034947320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            },
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": null,
              "gross_return": 0.04317491740629565,
              "turnover": 0.018308622018842258,
              "cost": 9.154311009421129e-06,
              "net_return": 0.04316536785866454,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": null,
              "gross_return": 0.014440024787352151,
              "turnover": 0.032903466212744065,
              "cost": 1.645173310637203e-05,
              "net_return": 0.014423335490811873,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025738495534910677,
                -0.0001760585565456494,
                0.0008245590228286476
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": null,
              "gross_return": 0.03600093468700407,
              "turnover": 0.010175875685126345,
              "cost": 5.087937842563173e-06,
              "net_return": 0.03599566357864359,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.0025738495534910677,
                -0.0001760585565456494,
                0.0008245590228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0026679060202384145,
                -0.00016961501019277682,
                0.0008732342980059593
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": null,
              "gross_return": 0.028703677444716715,
              "turnover": 0.020278512244979896,
              "cost": 1.0139256122489949e-05,
              "net_return": 0.028693247154657042,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.0026679060202384145,
                -0.00016961501019277682,
                0.0008732342980059593
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0027345996280891387,
                -0.00018653265603729447,
                0.0008454403234552456
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": null,
              "gross_return": -0.019841297123990534,
              "turnover": 0.042917592609050204,
              "cost": 2.1458796304525103e-05,
              "net_return": -0.019862330149941654,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.0027345996280891387,
                -0.00018653265603729447,
                0.0008454403234552456
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": null,
              "gross_return": -0.014450753306533516,
              "turnover": 0.0054252927081892555,
              "cost": 2.712646354094628e-06,
              "net_return": -0.014453426753104348,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": null,
              "gross_return": 0.053148232747825375,
              "turnover": 0.0053365716506353356,
              "cost": 2.668285825317668e-06,
              "net_return": 0.053145422647324025,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0032264833126040286,
                -0.00015797315325586113,
                0.0009962617816525077
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": null,
              "gross_return": 0.00662006582126533,
              "turnover": 0.027285261577137093,
              "cost": 1.3642630788568547e-05,
              "net_return": 0.006606332875362941,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264833126040286,
                -0.00015797315325586113,
                0.0009962617816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            },
            {
              "date": "2020-12-31",
              "decision_date": "2020-12-31",
              "holding_month": "2021-01-31",
              "entry": "2021-01-04",
              "exit": "2021-02-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0032399378432571863,
                -0.00016210266977744505,
                0.000993507620831863
              ],
              "actual": [
                0.020173893404188403,
                -0.009934645592362457,
                -0.011368851420119341
              ],
              "view_error_variance": null,
              "gross_return": 0.00364278323877713,
              "turnover": 0.004791700180726777,
              "cost": 2.3958500903633884e-06,
              "net_return": 0.0036403786611243216,
              "training_rows": 68,
              "last_training_exit": "2020-12-01",
              "last_error_exit": "2020-12-01",
              "bl_prior": [
                0.0032399378432571863,
                -0.00016210266977744505,
                0.000993507620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-01-31",
              "decision_date": "2021-01-29",
              "holding_month": "2021-02-28",
              "entry": "2021-02-01",
              "exit": "2021-03-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0032399378432571863,
                -0.00016210266977744505,
                0.000993507620831863
              ],
              "actual": [
                0.0354839644735625,
                -0.02594600677864367,
                -0.023604311815892398
              ],
              "view_error_variance": null,
              "gross_return": 0.0027567020402939095,
              "turnover": 0.015153420725150663,
              "cost": 7.576710362575332e-06,
              "net_return": 0.0027491044431984246,
              "training_rows": 69,
              "last_training_exit": "2021-01-04",
              "last_error_exit": "2021-01-04",
              "bl_prior": [
                0.0032399378432571863,
                -0.00016210266977744505,
                0.000993507620831863
              ],
              "covariance": [
                [
                  0.002905539659507087,
                  -0.0003797243650580237,
                  0.0006069290914749691
                ],
                [
                  -0.0003797243650580237,
                  0.00025167176753855796,
                  8.97488886331868e-05
                ],
                [
                  0.0006069290914749691,
                  8.97488886331868e-05,
                  0.00046436423073696874
                ]
              ]
            },
            {
              "date": "2021-02-28",
              "decision_date": "2021-02-26",
              "holding_month": "2021-03-31",
              "entry": "2021-03-01",
              "exit": "2021-04-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0032488810299654523,
                -0.00012486103614902684,
                0.0010389805138532769
              ],
              "actual": [
                0.03168033639542034,
                -0.018429355747443865,
                -0.009569592202264832
              ],
              "view_error_variance": null,
              "gross_return": 0.006304457711857685,
              "turnover": 0.030026307854482237,
              "cost": 1.5013153927241118e-05,
              "net_return": 0.0062893499081362325,
              "training_rows": 70,
              "last_training_exit": "2021-02-01",
              "last_error_exit": "2021-02-01",
              "bl_prior": [
                0.0032488810299654523,
                -0.00012486103614902684,
                0.0010389805138532769
              ],
              "covariance": [
                [
                  0.0028614174372364218,
                  -0.0003352226264951209,
                  0.0006462124225154173
                ],
                [
                  -0.0003352226264951209,
                  0.0002386362842973203,
                  8.691533979565786e-05
                ],
                [
                  0.0006462124225154173,
                  8.691533979565786e-05,
                  0.0004718812324044638
                ]
              ]
            },
            {
              "date": "2021-03-31",
              "decision_date": "2021-03-31",
              "holding_month": "2021-04-30",
              "entry": "2021-04-01",
              "exit": "2021-05-03",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0030823842065363883,
                -0.00013363877434446496,
                0.000989303291204972
              ],
              "actual": [
                0.043908018953380035,
                0.007269818176546705,
                0.006550868787854158
              ],
              "view_error_variance": null,
              "gross_return": 0.023986790150038455,
              "turnover": 0.023199547820707794,
              "cost": 1.1599773910353898e-05,
              "net_return": 0.02397491213478542,
              "training_rows": 71,
              "last_training_exit": "2021-03-01",
              "last_error_exit": "2021-03-01",
              "bl_prior": [
                0.0030823842065363883,
                -0.00013363877434446496,
                0.000989303291204972
              ],
              "covariance": [
                [
                  0.0027856280442481777,
                  -0.000386685290815689,
                  0.0005738045724418328
                ],
                [
                  -0.000386685290815689,
                  0.0002782038772315377,
                  0.00011590757049117943
                ],
                [
                  0.0005738045724418328,
                  0.00011590757049117943,
                  0.00048470804605625607
                ]
              ]
            },
            {
              "date": "2021-04-30",
              "decision_date": "2021-04-30",
              "holding_month": "2021-05-31",
              "entry": "2021-05-03",
              "exit": "2021-06-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0031256988908345868,
                -0.00014391593645497164,
                0.0009723372340957438
              ],
              "actual": [
                0.003515203467018946,
                0.002357105329169995,
                0.003940536916387849
              ],
              "view_error_variance": null,
              "gross_return": 0.0031906824741519046,
              "turnover": 0.017898209894278844,
              "cost": 8.949104947139422e-06,
              "net_return": 0.0031817048154525462,
              "training_rows": 72,
              "last_training_exit": "2021-04-01",
              "last_error_exit": "2021-04-01",
              "bl_prior": [
                0.0031256988908345868,
                -0.00014391593645497164,
                0.0009723372340957438
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-05-31",
              "decision_date": "2021-05-28",
              "holding_month": "2021-06-30",
              "entry": "2021-06-01",
              "exit": "2021-07-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0031256988908345868,
                -0.00014391593645497164,
                0.0009723372340957438
              ],
              "actual": [
                0.028994467712358585,
                0.009684910140427272,
                0.021090639980875903
              ],
              "view_error_variance": null,
              "gross_return": 0.020734395293200918,
              "turnover": 0.0005816481469387291,
              "cost": 2.908240734693646e-07,
              "net_return": 0.02073409843906604,
              "training_rows": 73,
              "last_training_exit": "2021-05-03",
              "last_error_exit": "2021-05-03",
              "bl_prior": [
                0.0031256988908345868,
                -0.00014391593645497164,
                0.0009723372340957438
              ],
              "covariance": [
                [
                  0.0028238591137975362,
                  -0.0003854867948183105,
                  0.0005723166665567604
                ],
                [
                  -0.0003854867948183105,
                  0.0002706450563997339,
                  0.000105884566731721
                ],
                [
                  0.0005723166665567604,
                  0.000105884566731721,
                  0.0004716639766582646
                ]
              ]
            },
            {
              "date": "2021-06-30",
              "decision_date": "2021-06-30",
              "holding_month": "2021-07-31",
              "entry": "2021-07-01",
              "exit": "2021-08-02",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0031236117203869217,
                -0.0001441392293279528,
                0.0009753204587406518
              ],
              "actual": [
                0.01663446437926619,
                0.025113310577830728,
                0.018014239915192576
              ],
              "view_error_variance": null,
              "gross_return": 0.01986421790058979,
              "turnover": 0.007577524224330501,
              "cost": 3.7887621121652504e-06,
              "net_return": 0.01986035387768159,
              "training_rows": 74,
              "last_training_exit": "2021-06-01",
              "last_error_exit": "2021-06-01",
              "bl_prior": [
                0.0031236117203869217,
                -0.0001441392293279528,
                0.0009753204587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-07-31",
              "decision_date": "2021-07-30",
              "holding_month": "2021-08-31",
              "entry": "2021-08-02",
              "exit": "2021-09-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0031236117203869217,
                -0.0001441392293279528,
                0.0009753204587406518
              ],
              "actual": [
                0.03247353371844475,
                -0.007871343770054384,
                -0.005036195763588824
              ],
              "view_error_variance": null,
              "gross_return": 0.011225977995883672,
              "turnover": 0.003602798107411237,
              "cost": 1.8013990537056185e-06,
              "net_return": 0.011224156374363803,
              "training_rows": 75,
              "last_training_exit": "2021-07-01",
              "last_error_exit": "2021-07-01",
              "bl_prior": [
                0.0031236117203869217,
                -0.0001441392293279528,
                0.0009753204587406518
              ],
              "covariance": [
                [
                  0.002822588682324608,
                  -0.00038634664316816914,
                  0.0005725055310877722
                ],
                [
                  -0.00038634664316816914,
                  0.0002705372302993886,
                  0.00010756133544854494
                ],
                [
                  0.0005725055310877722,
                  0.00010756133544854494,
                  0.00047427113549886225
                ]
              ]
            },
            {
              "date": "2021-08-31",
              "decision_date": "2021-08-31",
              "holding_month": "2021-09-30",
              "entry": "2021-09-01",
              "exit": "2021-10-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0031110797926416417,
                -0.00013102376769876087,
                0.0009803697923390611
              ],
              "actual": [
                -0.03578789274007077,
                -0.01237551703020423,
                -0.009191989463075978
              ],
              "view_error_variance": null,
              "gross_return": -0.022540339618988475,
              "turnover": 0.019330744749553652,
              "cost": 9.665372374776826e-06,
              "net_return": -0.022549787130587418,
              "training_rows": 76,
              "last_training_exit": "2021-08-02",
              "last_error_exit": "2021-08-02",
              "bl_prior": [
                0.0031110797926416417,
                -0.00013102376769876087,
                0.0009803697923390611
              ],
              "covariance": [
                [
                  0.002809661415377838,
                  -0.0003822766103343023,
                  0.0005694054687681771
                ],
                [
                  -0.0003822766103343023,
                  0.0002754120703086075,
                  0.00011610371481459527
                ],
                [
                  0.0005694054687681771,
                  0.00011610371481459527,
                  0.00047639577902418187
                ]
              ]
            },
            {
              "date": "2021-09-30",
              "decision_date": "2021-09-30",
              "holding_month": "2021-10-31",
              "entry": "2021-10-01",
              "exit": "2021-11-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.003275543402124886,
                -8.607835181467518e-05,
                0.001035396505779633
              ],
              "actual": [
                0.059414373328005476,
                -0.008554726497354115,
                -0.0037272079123389368
              ],
              "view_error_variance": null,
              "gross_return": 0.022948596955210586,
              "turnover": 0.012720542749175584,
              "cost": 6.360271374587792e-06,
              "net_return": 0.022942090724531683,
              "training_rows": 77,
              "last_training_exit": "2021-09-01",
              "last_error_exit": "2021-09-01",
              "bl_prior": [
                0.003275543402124886,
                -8.607835181467518e-05,
                0.001035396505779633
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-10-31",
              "decision_date": "2021-10-29",
              "holding_month": "2021-11-30",
              "entry": "2021-11-01",
              "exit": "2021-12-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.003275543402124886,
                -8.607835181467518e-05,
                0.001035396505779633
              ],
              "actual": [
                -0.020737338628536328,
                0.012905521962219169,
                0.0007441643041874446
              ],
              "view_error_variance": null,
              "gross_return": -0.004880851864554388,
              "turnover": 0.012082940270118303,
              "cost": 6.041470135059152e-06,
              "net_return": -0.004886863847168632,
              "training_rows": 78,
              "last_training_exit": "2021-10-01",
              "last_error_exit": "2021-10-01",
              "bl_prior": [
                0.003275543402124886,
                -8.607835181467518e-05,
                0.001035396505779633
              ],
              "covariance": [
                [
                  0.0029143084127082677,
                  -0.0003497201325655711,
                  0.0006059031076459191
                ],
                [
                  -0.0003497201325655711,
                  0.00027968627620163233,
                  0.0001252626112903281
                ],
                [
                  0.0006059031076459191,
                  0.0001252626112903281,
                  0.0004883014495978741
                ]
              ]
            },
            {
              "date": "2021-11-30",
              "decision_date": "2021-11-30",
              "holding_month": "2021-12-31",
              "entry": "2021-12-01",
              "exit": "2022-01-03",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0030945635044488727,
                -0.00013225544881642208,
                0.000948614118511741
              ],
              "actual": [
                0.06412509089644902,
                -0.016349256722413275,
                -0.01111836702898461
              ],
              "view_error_variance": null,
              "gross_return": 0.020858068747826204,
              "turnover": 0.007488471403580221,
              "cost": 3.744235701790111e-06,
              "net_return": 0.020854246414598654,
              "training_rows": 79,
              "last_training_exit": "2021-11-01",
              "last_error_exit": "2021-11-01",
              "bl_prior": [
                0.0030945635044488727,
                -0.00013225544881642208,
                0.000948614118511741
              ],
              "covariance": [
                [
                  0.002811675915178604,
                  -0.00038847280583477765,
                  0.0005426836099567466
                ],
                [
                  -0.00038847280583477765,
                  0.0002794104355682196,
                  0.00012058465325102129
                ],
                [
                  0.0005426836099567466,
                  0.00012058465325102129,
                  0.0004651669714315147
                ]
              ]
            },
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028224786807531286,
                -7.410099692061065e-05,
                0.0009747507244834548
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": null,
              "gross_return": -0.03303433322000696,
              "turnover": 0.01814469525771037,
              "cost": 9.072347628855185e-06,
              "net_return": -0.03304310586868109,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224786807531286,
                -7.410099692061065e-05,
                0.0009747507244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0029249721320707303,
                5.820419855969783e-06,
                0.0010554384724755029
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": null,
              "gross_return": -0.02365277759974951,
              "turnover": 0.005693926081067446,
              "cost": 2.8469630405337233e-06,
              "net_return": -0.023655557224206425,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.0029249721320707303,
                5.820419855969783e-06,
                0.0010554384724755029
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.003012624643950949,
                2.0205091877410994e-05,
                0.0011092220697402786
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": null,
              "gross_return": -0.00133385521520887,
              "turnover": 0.004943237342272672,
              "cost": 2.4716186711363357e-06,
              "net_return": -0.0013363235370986715,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.003012624643950949,
                2.0205091877410994e-05,
                0.0011092220697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": null,
              "gross_return": -0.06852544624752854,
              "turnover": 0.011070770600742796,
              "cost": 5.5353853003713986e-06,
              "net_return": -0.06853060231808106,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": null,
              "gross_return": 0.001140781864414635,
              "turnover": 0.003855208517888453,
              "cost": 1.9276042589442266e-06,
              "net_return": 0.001138852061179696,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0033993884145053074,
                0.00031113034317819903,
                0.0015000114739621517
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": null,
              "gross_return": -0.030058252515199835,
              "turnover": 0.011631529644055894,
              "cost": 5.815764822027947e-06,
              "net_return": -0.0300638934682943,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.0033993884145053074,
                0.00031113034317819903,
                0.0015000114739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": null,
              "gross_return": 0.04955747291367953,
              "turnover": 0.012602943241286718,
              "cost": 6.301471620643359e-06,
              "net_return": 0.04955085915704993,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": null,
              "gross_return": -0.044207000596112794,
              "turnover": 0.005833189095432512,
              "cost": 2.9165945477162557e-06,
              "net_return": -0.044209788256763694,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.004114869861097534,
                0.0005218559106271322,
                0.0018436778946331058
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": null,
              "gross_return": -0.049279303379011874,
              "turnover": 0.008731208007101976,
              "cost": 4.365604003550988e-06,
              "net_return": -0.049283453849091274,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114869861097534,
                0.0005218559106271322,
                0.0018436778946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.004647668052351287,
                0.0007547932309937859,
                0.0021414739518224243
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": null,
              "gross_return": 0.008264655738586693,
              "turnover": 0.005065834190158575,
              "cost": 2.532917095079287e-06,
              "net_return": 0.008262101887803741,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647668052351287,
                0.0007547932309937859,
                0.0021414739518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.46,
                0.36,
                0.18000000000000005
              ],
              "forecast": null,
              "posterior": [
                0.0047827656834803795,
                0.0007291341189715296,
                0.002128426211477874
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": null,
              "gross_return": 0.05747255042632994,
              "turnover": 0.009924432338943412,
              "cost": 4.962216169471706e-06,
              "net_return": 0.05746730301894143,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.0047827656834803795,
                0.0007291341189715296,
                0.002128426211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.46,
                0.36,
                0.18000000000000005
              ],
              "forecast": null,
              "posterior": [
                0.004916702029963678,
                0.0008669335917813686,
                0.0023601365015082326
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": null,
              "gross_return": -0.03822757223280406,
              "turnover": 0.006702770660477447,
              "cost": 3.3513853302387237e-06,
              "net_return": -0.0382307955028095,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916702029963678,
                0.0008669335917813686,
                0.0023601365015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": []
        }
      }
    },
    {
      "id": "covid_shock",
      "name": "COVID shock",
      "start": "2020-02-29",
      "end": "2020-04-30",
      "description": "February\u2013April 2020 holding months. Tests loss protection during the sudden market disruption.",
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.025082904147443963,
            "annualized_return": null,
            "annualized_volatility": 0.3086628422405827,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.17874849912443658,
            "average_turnover": 0.11550522186988839,
            "cost_bps_sum": 1.732578328048326,
            "end_value": 97.4917095852556,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.13517233987466995,
              "rmse": 0.1488298353748987,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.009210315846574573,
              "forecast_max": 0.01038752565171838,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.023429545900941984,
              "rmse": 0.027980534217177576,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.002058993235094438,
              "forecast_max": 0.0029859185549656344,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.047425601555171115,
              "rmse": 0.056316324410626034,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0038339570290854895,
              "forecast_max": 0.004249812281313561,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99932315018366
            },
            {
              "date": "2020-02-04",
              "wealth": 100.43225054922024
            },
            {
              "date": "2020-02-05",
              "wealth": 100.8030014107213
            },
            {
              "date": "2020-02-06",
              "wealth": 100.96417093390852
            },
            {
              "date": "2020-02-07",
              "wealth": 100.96442089654983
            },
            {
              "date": "2020-02-10",
              "wealth": 101.42078281728378
            },
            {
              "date": "2020-02-11",
              "wealth": 101.39052228058108
            },
            {
              "date": "2020-02-12",
              "wealth": 101.59536319081649
            },
            {
              "date": "2020-02-13",
              "wealth": 101.55493873458433
            },
            {
              "date": "2020-02-14",
              "wealth": 101.7657386800916
            },
            {
              "date": "2020-02-18",
              "wealth": 101.74484487130563
            },
            {
              "date": "2020-02-19",
              "wealth": 101.92232349856648
            },
            {
              "date": "2020-02-20",
              "wealth": 101.90817192950288
            },
            {
              "date": "2020-02-21",
              "wealth": 101.61013505208714
            },
            {
              "date": "2020-02-24",
              "wealth": 100.3473528916504
            },
            {
              "date": "2020-02-25",
              "wealth": 99.13128630279078
            },
            {
              "date": "2020-02-26",
              "wealth": 98.86185121481641
            },
            {
              "date": "2020-02-27",
              "wealth": 96.97102340108074
            },
            {
              "date": "2020-02-28",
              "wealth": 97.43659588842846
            },
            {
              "date": "2020-03-02",
              "wealth": 99.13104074760709
            },
            {
              "date": "2020-03-02",
              "wealth": 99.129886542387
            },
            {
              "date": "2020-03-03",
              "wealth": 98.55982243064291
            },
            {
              "date": "2020-03-04",
              "wealth": 100.27275025942059
            },
            {
              "date": "2020-03-05",
              "wealth": 99.09515772904408
            },
            {
              "date": "2020-03-06",
              "wealth": 98.90206877167832
            },
            {
              "date": "2020-03-09",
              "wealth": 95.31037300601938
            },
            {
              "date": "2020-03-10",
              "wealth": 96.10114340873008
            },
            {
              "date": "2020-03-11",
              "wealth": 93.00420218167048
            },
            {
              "date": "2020-03-12",
              "wealth": 88.19828296049785
            },
            {
              "date": "2020-03-13",
              "wealth": 91.96615637099279
            },
            {
              "date": "2020-03-16",
              "wealth": 88.33405543522329
            },
            {
              "date": "2020-03-17",
              "wealth": 88.34257223868298
            },
            {
              "date": "2020-03-18",
              "wealth": 84.98038547836417
            },
            {
              "date": "2020-03-19",
              "wealth": 84.03765546603772
            },
            {
              "date": "2020-03-20",
              "wealth": 83.70386114592243
            },
            {
              "date": "2020-03-23",
              "wealth": 84.85409109993542
            },
            {
              "date": "2020-03-24",
              "wealth": 87.92545107732231
            },
            {
              "date": "2020-03-25",
              "wealth": 89.586240527246
            },
            {
              "date": "2020-03-26",
              "wealth": 91.67918493075754
            },
            {
              "date": "2020-03-27",
              "wealth": 90.77528976814607
            },
            {
              "date": "2020-03-30",
              "wealth": 92.29089350618644
            },
            {
              "date": "2020-03-31",
              "wealth": 91.72246686805424
            },
            {
              "date": "2020-04-01",
              "wealth": 89.87431100962561
            },
            {
              "date": "2020-04-01",
              "wealth": 89.86039432239781
            },
            {
              "date": "2020-04-02",
              "wealth": 90.80809988424558
            },
            {
              "date": "2020-04-03",
              "wealth": 90.08936959002216
            },
            {
              "date": "2020-04-06",
              "wealth": 93.21494912904224
            },
            {
              "date": "2020-04-07",
              "wealth": 93.23596496882685
            },
            {
              "date": "2020-04-08",
              "wealth": 95.20725921236328
            },
            {
              "date": "2020-04-09",
              "wealth": 97.6204865778428
            },
            {
              "date": "2020-04-13",
              "wealth": 96.82491366952942
            },
            {
              "date": "2020-04-14",
              "wealth": 97.87473593656038
            },
            {
              "date": "2020-04-15",
              "wealth": 97.38111740178398
            },
            {
              "date": "2020-04-16",
              "wealth": 97.40746491925977
            },
            {
              "date": "2020-04-17",
              "wealth": 98.61847419106685
            },
            {
              "date": "2020-04-20",
              "wealth": 97.6883853962685
            },
            {
              "date": "2020-04-21",
              "wealth": 96.32010753033123
            },
            {
              "date": "2020-04-22",
              "wealth": 97.19757209041772
            },
            {
              "date": "2020-04-23",
              "wealth": 97.36861798669061
            },
            {
              "date": "2020-04-24",
              "wealth": 97.92842956321257
            },
            {
              "date": "2020-04-27",
              "wealth": 98.137186752704
            },
            {
              "date": "2020-04-28",
              "wealth": 98.11746726799419
            },
            {
              "date": "2020-04-29",
              "wealth": 99.48029734528986
            },
            {
              "date": "2020-04-30",
              "wealth": 98.77049372368546
            },
            {
              "date": "2020-05-01",
              "wealth": 97.4917095852556
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "posterior": [
                0.0015097989705315695,
                0.00023926150453485606,
                0.0005963353261593078
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020130903979194994,
                0.00019919414179824898,
                0.00017437437363159426
              ],
              "gross_return": -0.008682882795842013,
              "turnover": 0.01353699632678218,
              "cost": 6.76849816339109e-06,
              "net_return": -0.008689592523929202,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.43,
                0.3,
                0.2700000000000001
              ],
              "forecast": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "posterior": [
                0.0015092072747103474,
                0.00026831762001320827,
                0.0006270057785933761
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001924374553396311,
                0.00021099761920416728,
                0.00017165799717482692
              ],
              "gross_return": -0.09336816429022943,
              "turnover": 0.023286454200084017,
              "cost": 1.1643227100042009e-05,
              "net_return": -0.0933787204105887,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.41,
                0.19,
                0.4000000000000001
              ],
              "forecast": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "posterior": [
                0.0023836730172460555,
                3.815261070808449e-05,
                0.0010403883053425793
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019953213903779,
                0.000221363714754344,
                0.00016348648502223547
              ],
              "gross_return": 0.08492412391913665,
              "turnover": 0.309692215082799,
              "cost": 0.0001548461075413995,
              "net_return": 0.08475612764157003,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.002058993235094438,
                0.0038339570290854895
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667949,
                0.002523763961946975,
                0.004138514984270312
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574573,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            }
          ]
        },
        "ols": {
          "portfolio": {
            "months": 3,
            "cumulative_return": 0.014087436327989478,
            "annualized_return": null,
            "annualized_volatility": 0.3065731834449282,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.16944968468787291,
            "average_turnover": 0.4464732669010257,
            "cost_bps_sum": 6.697099003515384,
            "end_value": 101.40874363279895,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": "2020-04-17",
            "drawdown_trough": "2020-03-19"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.12685613301299778,
              "rmse": 0.13697314593704027,
              "oos_r2_vs_mean": 0.15298547404629614,
              "forecast_min": -0.007465196310084609,
              "forecast_max": 0.02479040857726504,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.02254849098891164,
              "rmse": 0.026926117110942723,
              "oos_r2_vs_mean": 0.07394782361448837,
              "forecast_min": -0.002204608243850256,
              "forecast_max": 0.005411786009023072,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.0468483168279378,
              "rmse": 0.054937983367425336,
              "oos_r2_vs_mean": 0.04835093984313199,
              "forecast_min": 0.001982530646493442,
              "forecast_max": 0.005595021988535925,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99037378942595
            },
            {
              "date": "2020-02-04",
              "wealth": 100.5796564432326
            },
            {
              "date": "2020-02-05",
              "wealth": 101.0797824872082
            },
            {
              "date": "2020-02-06",
              "wealth": 101.24699516237652
            },
            {
              "date": "2020-02-07",
              "wealth": 101.1775644861318
            },
            {
              "date": "2020-02-10",
              "wealth": 101.67213744542003
            },
            {
              "date": "2020-02-11",
              "wealth": 101.67511846677495
            },
            {
              "date": "2020-02-12",
              "wealth": 101.95401718809542
            },
            {
              "date": "2020-02-13",
              "wealth": 101.8875530017667
            },
            {
              "date": "2020-02-14",
              "wealth": 102.0934638888266
            },
            {
              "date": "2020-02-18",
              "wealth": 102.04995664427163
            },
            {
              "date": "2020-02-19",
              "wealth": 102.2474587102512
            },
            {
              "date": "2020-02-20",
              "wealth": 102.19439111877503
            },
            {
              "date": "2020-02-21",
              "wealth": 101.78942895371236
            },
            {
              "date": "2020-02-24",
              "wealth": 100.20611118044967
            },
            {
              "date": "2020-02-25",
              "wealth": 98.7760899788871
            },
            {
              "date": "2020-02-26",
              "wealth": 98.45954766183141
            },
            {
              "date": "2020-02-27",
              "wealth": 96.18790297328853
            },
            {
              "date": "2020-02-28",
              "wealth": 96.56019923171357
            },
            {
              "date": "2020-03-02",
              "wealth": 98.49348280592862
            },
            {
              "date": "2020-03-02",
              "wealth": 98.47338414633697
            },
            {
              "date": "2020-03-03",
              "wealth": 98.49962803518864
            },
            {
              "date": "2020-03-04",
              "wealth": 99.5977771708983
            },
            {
              "date": "2020-03-05",
              "wealth": 98.97462548617754
            },
            {
              "date": "2020-03-06",
              "wealth": 99.14542891309232
            },
            {
              "date": "2020-03-09",
              "wealth": 96.52278808077989
            },
            {
              "date": "2020-03-10",
              "wealth": 96.31910452940475
            },
            {
              "date": "2020-03-11",
              "wealth": 93.57121050605966
            },
            {
              "date": "2020-03-12",
              "wealth": 89.65688990709843
            },
            {
              "date": "2020-03-13",
              "wealth": 92.6912145688326
            },
            {
              "date": "2020-03-16",
              "wealth": 90.53023131731605
            },
            {
              "date": "2020-03-17",
              "wealth": 89.43292313856416
            },
            {
              "date": "2020-03-18",
              "wealth": 86.23075742576472
            },
            {
              "date": "2020-03-19",
              "wealth": 84.92165907166283
            },
            {
              "date": "2020-03-20",
              "wealth": 85.3485379112239
            },
            {
              "date": "2020-03-23",
              "wealth": 87.3744853140328
            },
            {
              "date": "2020-03-24",
              "wealth": 89.57124758128893
            },
            {
              "date": "2020-03-25",
              "wealth": 91.4264406336004
            },
            {
              "date": "2020-03-26",
              "wealth": 92.83421046796275
            },
            {
              "date": "2020-03-27",
              "wealth": 92.3383854105961
            },
            {
              "date": "2020-03-30",
              "wealth": 93.56274464830587
            },
            {
              "date": "2020-03-31",
              "wealth": 93.16906811405804
            },
            {
              "date": "2020-04-01",
              "wealth": 91.79497046141776
            },
            {
              "date": "2020-04-01",
              "wealth": 91.7610625938068
            },
            {
              "date": "2020-04-02",
              "wealth": 93.11299411475169
            },
            {
              "date": "2020-04-03",
              "wealth": 92.1811552105254
            },
            {
              "date": "2020-04-06",
              "wealth": 96.34326320189489
            },
            {
              "date": "2020-04-07",
              "wealth": 96.37815318280681
            },
            {
              "date": "2020-04-08",
              "wealth": 98.78953786544643
            },
            {
              "date": "2020-04-09",
              "wealth": 100.84099270710281
            },
            {
              "date": "2020-04-13",
              "wealth": 100.00183440138824
            },
            {
              "date": "2020-04-14",
              "wealth": 101.75259650073598
            },
            {
              "date": "2020-04-15",
              "wealth": 100.66121039562665
            },
            {
              "date": "2020-04-16",
              "wealth": 100.86270293811717
            },
            {
              "date": "2020-04-17",
              "wealth": 102.61913650131581
            },
            {
              "date": "2020-04-20",
              "wealth": 101.37270239340683
            },
            {
              "date": "2020-04-21",
              "wealth": 99.38340436685645
            },
            {
              "date": "2020-04-22",
              "wealth": 100.73301791461799
            },
            {
              "date": "2020-04-23",
              "wealth": 100.83727134649685
            },
            {
              "date": "2020-04-24",
              "wealth": 101.70892546420662
            },
            {
              "date": "2020-04-27",
              "wealth": 102.37284688584572
            },
            {
              "date": "2020-04-28",
              "wealth": 102.19600720081655
            },
            {
              "date": "2020-04-29",
              "wealth": 104.04436521597498
            },
            {
              "date": "2020-04-30",
              "wealth": 103.23116249149567
            },
            {
              "date": "2020-05-01",
              "wealth": 101.40874363279895
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.5,
                0.15,
                0.35
              ],
              "forecast": [
                0.018652817230144857,
                0.0011667062741396983,
                0.0020646171657861994
              ],
              "posterior": [
                0.0017457840189632951,
                7.992779088252423e-05,
                0.0004750331128939072
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.002012300451778962,
                0.0002285026524817596,
                0.00020022428258154322
              ],
              "gross_return": -0.014970350912475682,
              "turnover": 0.19252421148116355,
              "cost": 9.626210574058178e-05,
              "net_return": -0.015065171940713662,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.28,
                0.36,
                0.36
              ],
              "forecast": [
                -0.007465196310084609,
                0.005411786009023072,
                0.001982530646493442
              ],
              "posterior": [
                0.0008267318071290911,
                0.00036083763345414686,
                0.0005357955838510848
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0019329556724771604,
                0.00023949187729967338,
                0.0001928240039283546
              ],
              "gross_return": -0.06781947977937579,
              "turnover": 0.4081216141225254,
              "cost": 0.0002040608070612627,
              "net_return": -0.0680097012886588,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.61,
                0.15,
                0.24000000000000002
              ],
              "forecast": [
                0.02479040857726504,
                -0.002204608243850256,
                0.005595021988535925
              ],
              "posterior": [
                0.0034946818168068794,
                -0.0003308364430746412,
                0.0011380356653785512
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.002076806799380216,
                0.00025184756319890394,
                0.00018364208090761083
              ],
              "gross_return": 0.10513915996917957,
              "turnover": 0.738773975099388,
              "cost": 0.000369386987549694,
              "net_return": 0.10473093594405536,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.018652817230144857,
                0.0011667062741396983,
                0.0020646171657861994
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0815384615067453,
                  -0.09542029793084439,
                  0.147759661380106,
                  -0.09783997480062799
                ],
                [
                  0.008607394126139903,
                  0.10533065785778425,
                  -0.16576781087193143,
                  0.03508473306155175
                ],
                [
                  0.005151519124264932,
                  0.15021282988313073,
                  -0.011142458085875277,
                  -0.08268996493814659
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010387525651718382,
                0.0020589932350944373,
                0.0038339570290854895
              ],
              "feature_contributions": [
                [
                  0.0024720174526175667,
                  0.0060576950443459385,
                  -0.00598533131364905,
                  0.0057209103951120195
                ],
                [
                  -0.00010192401493857999,
                  -0.0026117839479935716,
                  0.0026226982358693394,
                  -0.0008012772338919271
                ],
                [
                  -6.271876004992548e-05,
                  -0.0038295416178758816,
                  0.00018125351811474355,
                  0.0019416669965117734
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                -0.007465196310084609,
                0.005411786009023072,
                0.001982530646493442
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.08572456738189978,
                  -0.09508697085157085,
                  0.1500412029929966,
                  -0.09043252890112378
                ],
                [
                  0.0256728138375765,
                  0.10083332179271041,
                  -0.17061654704649326,
                  -0.011451310148409078
                ],
                [
                  0.015008684498862094,
                  0.14744414041433934,
                  -0.016644407256137608,
                  -0.10940607452055333
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.0025237639619469744,
                0.00413851498427031
              ],
              "feature_contributions": [
                [
                  -0.004257051269183873,
                  -0.0014367255428014583,
                  -0.00466676664395933,
                  -0.007273275976807894
                ],
                [
                  0.0005125078108436573,
                  0.0006124636434040821,
                  0.00213329116353665,
                  -0.0003702405707082921
                ],
                [
                  0.0003027091626764577,
                  0.0009048147638698407,
                  0.00021025834472763666,
                  -0.0035737666090508028
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.02479040857726504,
                -0.002204608243850256,
                0.005595021988535925
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.06777663767604314,
                  -0.05372202022030846,
                  0.1626336391974411,
                  -0.05072570137942167
                ],
                [
                  0.007673761136696199,
                  0.056797794709940494,
                  -0.18198392518793846,
                  -0.05278861176961377
                ],
                [
                  0.010001544059481941,
                  0.13811513760590427,
                  -0.020892049244488703,
                  -0.12362819576497877
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574576,
                0.002985918554965634,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -0.0010396622002840756,
                  0.0005526337002325062,
                  0.01345360540233413,
                  0.0026135158284079046
                ],
                [
                  4.7729305967026736e-05,
                  -0.0002369087555040863,
                  -0.006104160467795693,
                  0.0011028131185168634
                ],
                [
                  6.116770666303678e-05,
                  -0.0005664599647346551,
                  -0.0006890524124690377,
                  0.0025395543777630195
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            }
          ]
        },
        "ridge": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.02262043667787783,
            "annualized_return": null,
            "annualized_volatility": 0.30918165552340626,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.17830823261925044,
            "average_turnover": 0.12383926867022677,
            "cost_bps_sum": 1.8575890300534017,
            "end_value": 97.73795633221222,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.13465577215351876,
              "rmse": 0.14803192386371744,
              "oos_r2_vs_mean": 0.010693724335349097,
              "forecast_min": 0.008981553218750667,
              "forecast_max": 0.01108661453377139,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.02325069327350403,
              "rmse": 0.027905853746703152,
              "oos_r2_vs_mean": 0.005330906711144223,
              "forecast_min": 0.00205365017502959,
              "forecast_max": 0.002657728138614213,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.04740027207245757,
              "rmse": 0.05621430341925898,
              "oos_r2_vs_mean": 0.003619859190924002,
              "forecast_min": 0.0036386591073755982,
              "forecast_max": 0.004375929736100219,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99832858796391
            },
            {
              "date": "2020-02-04",
              "wealth": 100.43460260653889
            },
            {
              "date": "2020-02-05",
              "wealth": 100.80904320789634
            },
            {
              "date": "2020-02-06",
              "wealth": 100.96904927366742
            },
            {
              "date": "2020-02-07",
              "wealth": 100.96838086490465
            },
            {
              "date": "2020-02-10",
              "wealth": 101.42517721102098
            },
            {
              "date": "2020-02-11",
              "wealth": 101.3958354209462
            },
            {
              "date": "2020-02-12",
              "wealth": 101.60276371810579
            },
            {
              "date": "2020-02-13",
              "wealth": 101.56077233691109
            },
            {
              "date": "2020-02-14",
              "wealth": 101.77155852692587
            },
            {
              "date": "2020-02-18",
              "wealth": 101.75099614925551
            },
            {
              "date": "2020-02-19",
              "wealth": 101.92727108289098
            },
            {
              "date": "2020-02-20",
              "wealth": 101.91358749836174
            },
            {
              "date": "2020-02-21",
              "wealth": 101.61350099786158
            },
            {
              "date": "2020-02-24",
              "wealth": 100.34306348560385
            },
            {
              "date": "2020-02-25",
              "wealth": 99.12519224066337
            },
            {
              "date": "2020-02-26",
              "wealth": 98.8525364859901
            },
            {
              "date": "2020-02-27",
              "wealth": 96.95144814226174
            },
            {
              "date": "2020-02-28",
              "wealth": 97.41684289884425
            },
            {
              "date": "2020-03-02",
              "wealth": 99.11096931061715
            },
            {
              "date": "2020-03-02",
              "wealth": 99.1105068195967
            },
            {
              "date": "2020-03-03",
              "wealth": 98.58022070114953
            },
            {
              "date": "2020-03-04",
              "wealth": 100.25377692190068
            },
            {
              "date": "2020-03-05",
              "wealth": 99.10938617143525
            },
            {
              "date": "2020-03-06",
              "wealth": 98.93936662820825
            },
            {
              "date": "2020-03-09",
              "wealth": 95.39832702398992
            },
            {
              "date": "2020-03-10",
              "wealth": 96.12124197220018
            },
            {
              "date": "2020-03-11",
              "wealth": 93.03830811820009
            },
            {
              "date": "2020-03-12",
              "wealth": 88.27302408495501
            },
            {
              "date": "2020-03-13",
              "wealth": 92.01060570561849
            },
            {
              "date": "2020-03-16",
              "wealth": 88.4605416463232
            },
            {
              "date": "2020-03-17",
              "wealth": 88.39013069136134
            },
            {
              "date": "2020-03-18",
              "wealth": 85.02584623501204
            },
            {
              "date": "2020-03-19",
              "wealth": 84.04057623999445
            },
            {
              "date": "2020-03-20",
              "wealth": 83.75279952039746
            },
            {
              "date": "2020-03-23",
              "wealth": 84.98104883491865
            },
            {
              "date": "2020-03-24",
              "wealth": 88.0043409888609
            },
            {
              "date": "2020-03-25",
              "wealth": 89.69520784022737
            },
            {
              "date": "2020-03-26",
              "wealth": 91.74201792909729
            },
            {
              "date": "2020-03-27",
              "wealth": 90.86151125474441
            },
            {
              "date": "2020-03-30",
              "wealth": 92.36148704855901
            },
            {
              "date": "2020-03-31",
              "wealth": 91.80266499757859
            },
            {
              "date": "2020-04-01",
              "wealth": 89.97878052608253
            },
            {
              "date": "2020-04-01",
              "wealth": 89.96398995929808
            },
            {
              "date": "2020-04-02",
              "wealth": 90.93339988745694
            },
            {
              "date": "2020-04-03",
              "wealth": 90.1998730973598
            },
            {
              "date": "2020-04-06",
              "wealth": 93.39404328920068
            },
            {
              "date": "2020-04-07",
              "wealth": 93.42005830973505
            },
            {
              "date": "2020-04-08",
              "wealth": 95.42726015167341
            },
            {
              "date": "2020-04-09",
              "wealth": 97.85659059719553
            },
            {
              "date": "2020-04-13",
              "wealth": 97.0527367479905
            },
            {
              "date": "2020-04-14",
              "wealth": 98.13230237280604
            },
            {
              "date": "2020-04-15",
              "wealth": 97.60810102866556
            },
            {
              "date": "2020-04-16",
              "wealth": 97.63841624492422
            },
            {
              "date": "2020-04-17",
              "wealth": 98.88074232868807
            },
            {
              "date": "2020-04-20",
              "wealth": 97.928761265172
            },
            {
              "date": "2020-04-21",
              "wealth": 96.52514603657022
            },
            {
              "date": "2020-04-22",
              "wealth": 97.42857709530946
            },
            {
              "date": "2020-04-23",
              "wealth": 97.59915622970442
            },
            {
              "date": "2020-04-24",
              "wealth": 98.17360843187895
            },
            {
              "date": "2020-04-27",
              "wealth": 98.40231861173207
            },
            {
              "date": "2020-04-28",
              "wealth": 98.37383801871854
            },
            {
              "date": "2020-04-29",
              "wealth": 99.76602042258699
            },
            {
              "date": "2020-04-30",
              "wealth": 99.04756201029508
            },
            {
              "date": "2020-05-01",
              "wealth": 97.73795633221222
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.29,
                0.2700000000000001
              ],
              "forecast": [
                0.01108661453377139,
                0.00205365017502959,
                0.0036386591073755982
              ],
              "posterior": [
                0.001526413839361775,
                0.00022719222594291306,
                0.0005860350758393545
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020105566690507884,
                0.00020132106599984626,
                0.00017507426236064989
              ],
              "gross_return": -0.008873741090244271,
              "turnover": 0.03342824072176093,
              "cost": 1.6714120360880465e-05,
              "net_return": -0.008890306893828526,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.42,
                0.3,
                0.2800000000000001
              ],
              "forecast": [
                0.008981553218750667,
                0.002657728138614213,
                0.00399334606920644
              ],
              "posterior": [
                0.0014652553437152598,
                0.00027286000684147177,
                0.0006198791763461296
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001922556610131294,
                0.0002129550957659352,
                0.00017189874867680417
              ],
              "gross_return": -0.09213681360883319,
              "turnover": 0.009332791792172224,
              "cost": 4.666395896086112e-06,
              "net_return": -0.09214105005788042,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.42,
                0.18,
                0.4000000000000001
              ],
              "forecast": [
                0.010272037988163892,
                0.002577981789254176,
                0.004375929736100219
              ],
              "posterior": [
                0.002473867580290322,
                9.241171318330683e-06,
                0.0010514771538980923
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019992304293448095,
                0.00022332656937278252,
                0.00016371560147141482
              ],
              "gross_return": 0.08641197857533083,
              "turnover": 0.32875677349674715,
              "cost": 0.00016437838674837358,
              "net_return": 0.08623339592694856,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01108661453377139,
                0.00205365017502959,
                0.0036386591073755982
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014787392019133885,
                0.00018331198653454852,
                0.00017992416884243188
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.006043263534565343,
                  -0.008405175312207622,
                  0.009680835566936965,
                  -0.006403405249309709
                ],
                [
                  -0.00029487646181808184,
                  0.00792685210361758,
                  -0.013169884733442943,
                  0.0009040839850600316
                ],
                [
                  0.0029155280451180496,
                  0.013353247335014336,
                  -0.0005233035454081132,
                  -0.007329862466618527
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.00018321480013425333,
                  0.0005335970431838325,
                  -0.00039214361835886413,
                  0.0003744206570937879
                ],
                [
                  3.4917644595949662e-06,
                  -0.00019655459771551626,
                  0.00020836755504775704,
                  -2.0647781856683513e-05
                ],
                [
                  -3.549599632063468e-05,
                  -0.0003404290861374045,
                  8.51253896726578e-06,
                  0.00017211462178088295
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.008981553218750667,
                0.002657728138614213,
                0.00399334606920644
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014383438451218084,
                0.00019956222558711618,
                0.00018386829846886254
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.0063569873841265966,
                  -0.00838624273477231,
                  0.009912961607226886,
                  -0.005425326861881802
                ],
                [
                  0.0014850646226425412,
                  0.007593172195762741,
                  -0.01412986235899214,
                  -0.0036643580599788617
                ],
                [
                  0.0040118183007306,
                  0.013114732851902199,
                  -0.0014000747052233375,
                  -0.009926477652651993
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0003156857134224042,
                  -0.00012671272454339085,
                  -0.0003083251643457913,
                  -0.0004363463016056948
                ],
                [
                  2.9646427677432135e-05,
                  4.612108205233824e-05,
                  0.00017667167126652152,
                  -0.00011847500432905387
                ],
                [
                  8.091409734919285e-05,
                  8.048067475088275e-05,
                  1.768626455031863e-05,
                  -0.00032424995171426494
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.010272037988163892,
                0.002577981789254176,
                0.004375929736100219
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014931406624548776,
                0.00021632081286292114,
                0.00017992905316438154
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.004289528220907889,
                  -0.004082002715225663,
                  0.012075004619215053,
                  -0.001681692634646495
                ],
                [
                  -0.0008006861847489326,
                  0.002567152583601892,
                  -0.016472359566862667,
                  -0.007671781615073489
                ],
                [
                  0.0034360734642524837,
                  0.011647106972374675,
                  -0.002093406346338265,
                  -0.010803097106960763
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -6.57993742570396e-05,
                  4.199120315325593e-05,
                  0.0009988852747804544,
                  8.66450379126471e-05
                ],
                [
                  -4.9801127784264594e-06,
                  -1.0707826366782915e-05,
                  -0.0005525209216996465,
                  0.00016027209513339767
                ],
                [
                  2.101442862062713e-05,
                  -4.776898404617795e-05,
                  -6.904381070243247e-05,
                  0.00022191582091464105
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            }
          ]
        },
        "elastic_net": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.025082904147443963,
            "annualized_return": null,
            "annualized_volatility": 0.3086628422405827,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.17874849912443658,
            "average_turnover": 0.11550522186988839,
            "cost_bps_sum": 1.732578328048326,
            "end_value": 97.4917095852556,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.13517233987466995,
              "rmse": 0.1488298353748987,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.009210315846574574,
              "forecast_max": 0.01038752565171838,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.023429545900941984,
              "rmse": 0.027980534217177576,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0020589932350944377,
              "forecast_max": 0.0029859185549656344,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.047425601555171115,
              "rmse": 0.056316324410626034,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0038339570290854886,
              "forecast_max": 0.004249812281313561,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99932315018366
            },
            {
              "date": "2020-02-04",
              "wealth": 100.43225054922024
            },
            {
              "date": "2020-02-05",
              "wealth": 100.8030014107213
            },
            {
              "date": "2020-02-06",
              "wealth": 100.96417093390852
            },
            {
              "date": "2020-02-07",
              "wealth": 100.96442089654983
            },
            {
              "date": "2020-02-10",
              "wealth": 101.42078281728378
            },
            {
              "date": "2020-02-11",
              "wealth": 101.39052228058108
            },
            {
              "date": "2020-02-12",
              "wealth": 101.59536319081649
            },
            {
              "date": "2020-02-13",
              "wealth": 101.55493873458433
            },
            {
              "date": "2020-02-14",
              "wealth": 101.7657386800916
            },
            {
              "date": "2020-02-18",
              "wealth": 101.74484487130563
            },
            {
              "date": "2020-02-19",
              "wealth": 101.92232349856648
            },
            {
              "date": "2020-02-20",
              "wealth": 101.90817192950288
            },
            {
              "date": "2020-02-21",
              "wealth": 101.61013505208714
            },
            {
              "date": "2020-02-24",
              "wealth": 100.3473528916504
            },
            {
              "date": "2020-02-25",
              "wealth": 99.13128630279078
            },
            {
              "date": "2020-02-26",
              "wealth": 98.86185121481641
            },
            {
              "date": "2020-02-27",
              "wealth": 96.97102340108074
            },
            {
              "date": "2020-02-28",
              "wealth": 97.43659588842846
            },
            {
              "date": "2020-03-02",
              "wealth": 99.13104074760709
            },
            {
              "date": "2020-03-02",
              "wealth": 99.129886542387
            },
            {
              "date": "2020-03-03",
              "wealth": 98.55982243064291
            },
            {
              "date": "2020-03-04",
              "wealth": 100.27275025942059
            },
            {
              "date": "2020-03-05",
              "wealth": 99.09515772904408
            },
            {
              "date": "2020-03-06",
              "wealth": 98.90206877167832
            },
            {
              "date": "2020-03-09",
              "wealth": 95.31037300601938
            },
            {
              "date": "2020-03-10",
              "wealth": 96.10114340873008
            },
            {
              "date": "2020-03-11",
              "wealth": 93.00420218167048
            },
            {
              "date": "2020-03-12",
              "wealth": 88.19828296049785
            },
            {
              "date": "2020-03-13",
              "wealth": 91.96615637099279
            },
            {
              "date": "2020-03-16",
              "wealth": 88.33405543522329
            },
            {
              "date": "2020-03-17",
              "wealth": 88.34257223868298
            },
            {
              "date": "2020-03-18",
              "wealth": 84.98038547836417
            },
            {
              "date": "2020-03-19",
              "wealth": 84.03765546603772
            },
            {
              "date": "2020-03-20",
              "wealth": 83.70386114592243
            },
            {
              "date": "2020-03-23",
              "wealth": 84.85409109993542
            },
            {
              "date": "2020-03-24",
              "wealth": 87.92545107732231
            },
            {
              "date": "2020-03-25",
              "wealth": 89.586240527246
            },
            {
              "date": "2020-03-26",
              "wealth": 91.67918493075754
            },
            {
              "date": "2020-03-27",
              "wealth": 90.77528976814607
            },
            {
              "date": "2020-03-30",
              "wealth": 92.29089350618644
            },
            {
              "date": "2020-03-31",
              "wealth": 91.72246686805424
            },
            {
              "date": "2020-04-01",
              "wealth": 89.87431100962561
            },
            {
              "date": "2020-04-01",
              "wealth": 89.86039432239781
            },
            {
              "date": "2020-04-02",
              "wealth": 90.80809988424558
            },
            {
              "date": "2020-04-03",
              "wealth": 90.08936959002216
            },
            {
              "date": "2020-04-06",
              "wealth": 93.21494912904224
            },
            {
              "date": "2020-04-07",
              "wealth": 93.23596496882685
            },
            {
              "date": "2020-04-08",
              "wealth": 95.20725921236328
            },
            {
              "date": "2020-04-09",
              "wealth": 97.6204865778428
            },
            {
              "date": "2020-04-13",
              "wealth": 96.82491366952942
            },
            {
              "date": "2020-04-14",
              "wealth": 97.87473593656038
            },
            {
              "date": "2020-04-15",
              "wealth": 97.38111740178398
            },
            {
              "date": "2020-04-16",
              "wealth": 97.40746491925977
            },
            {
              "date": "2020-04-17",
              "wealth": 98.61847419106685
            },
            {
              "date": "2020-04-20",
              "wealth": 97.6883853962685
            },
            {
              "date": "2020-04-21",
              "wealth": 96.32010753033123
            },
            {
              "date": "2020-04-22",
              "wealth": 97.19757209041772
            },
            {
              "date": "2020-04-23",
              "wealth": 97.36861798669061
            },
            {
              "date": "2020-04-24",
              "wealth": 97.92842956321257
            },
            {
              "date": "2020-04-27",
              "wealth": 98.137186752704
            },
            {
              "date": "2020-04-28",
              "wealth": 98.11746726799419
            },
            {
              "date": "2020-04-29",
              "wealth": 99.48029734528986
            },
            {
              "date": "2020-04-30",
              "wealth": 98.77049372368546
            },
            {
              "date": "2020-05-01",
              "wealth": 97.4917095852556
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.44,
                0.3,
                0.26000000000000006
              ],
              "forecast": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "posterior": [
                0.0015097989705315695,
                0.00023926150453485606,
                0.0005963353261593078
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020130903979194994,
                0.000199194141798249,
                0.00017437437363159426
              ],
              "gross_return": -0.008682882795842013,
              "turnover": 0.01353699632678218,
              "cost": 6.76849816339109e-06,
              "net_return": -0.008689592523929202,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.43,
                0.3,
                0.2700000000000001
              ],
              "forecast": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "posterior": [
                0.001509207274710347,
                0.0002683176200132082,
                0.000627005778593376
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0019243745533963114,
                0.00021099761920416728,
                0.00017165799717482695
              ],
              "gross_return": -0.09336816429022943,
              "turnover": 0.023286454200084017,
              "cost": 1.1643227100042009e-05,
              "net_return": -0.0933787204105887,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.41,
                0.19,
                0.4000000000000001
              ],
              "forecast": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "posterior": [
                0.0023836730172460555,
                3.815261070808449e-05,
                0.0010403883053425793
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0019953213903779,
                0.000221363714754344,
                0.00016348648502223547
              ],
              "gross_return": 0.08492412391913665,
              "turnover": 0.309692215082799,
              "cost": 0.0001548461075413995,
              "net_return": 0.08475612764157003,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014749961692746446,
                0.00018180929805077908,
                0.00017398858789124288
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.0038339570290854886
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.737205287839934
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014346864208139437,
                0.00019822767773885512,
                0.00017832429094073238
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.004138514984270311
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                1.0,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0014872423405835411,
                0.00021501679951388598,
                0.0001744680469228279
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "iterations": [
                1,
                1,
                1
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            }
          ]
        },
        "ridge_lags": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.05644384202794217,
            "annualized_return": null,
            "annualized_volatility": 0.36835866662284533,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.22396091011465913,
            "average_turnover": 0.1331957826709774,
            "cost_bps_sum": 1.9979367400646613,
            "end_value": 94.35561579720579,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.1422892094439768,
              "rmse": 0.1543072572536755,
              "oos_r2_vs_mean": -0.07496098255463557,
              "forecast_min": 0.012984655292262826,
              "forecast_max": 0.02621862931205194,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.023388131167773257,
              "rmse": 0.028118244752611272,
              "oos_r2_vs_mean": -0.009867532637733545,
              "forecast_min": 0.001613161344270009,
              "forecast_max": 0.0025069705072346227,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.0473883670137627,
              "rmse": 0.0566108695349345,
              "oos_r2_vs_mean": -0.010487736584559926,
              "forecast_min": 0.004442632849652618,
              "forecast_max": 0.00495148947645692,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.98438493428819
            },
            {
              "date": "2020-02-04",
              "wealth": 100.62669617411065
            },
            {
              "date": "2020-02-05",
              "wealth": 101.1637957275659
            },
            {
              "date": "2020-02-06",
              "wealth": 101.34273968759678
            },
            {
              "date": "2020-02-07",
              "wealth": 101.24536175479636
            },
            {
              "date": "2020-02-10",
              "wealth": 101.75573811403503
            },
            {
              "date": "2020-02-11",
              "wealth": 101.76845000439938
            },
            {
              "date": "2020-02-12",
              "wealth": 102.06869937802199
            },
            {
              "date": "2020-02-13",
              "wealth": 102.00097159200887
            },
            {
              "date": "2020-02-14",
              "wealth": 102.20452262535899
            },
            {
              "date": "2020-02-18",
              "wealth": 102.14722718263135
            },
            {
              "date": "2020-02-19",
              "wealth": 102.36374968687215
            },
            {
              "date": "2020-02-20",
              "wealth": 102.28771945571998
            },
            {
              "date": "2020-02-21",
              "wealth": 101.84470102630709
            },
            {
              "date": "2020-02-24",
              "wealth": 100.15866468895095
            },
            {
              "date": "2020-02-25",
              "wealth": 98.63532755662999
            },
            {
              "date": "2020-02-26",
              "wealth": 98.31941166630511
            },
            {
              "date": "2020-02-27",
              "wealth": 95.93450566614362
            },
            {
              "date": "2020-02-28",
              "wealth": 96.26146320822586
            },
            {
              "date": "2020-03-02",
              "wealth": 98.3163806586517
            },
            {
              "date": "2020-03-02",
              "wealth": 98.3152906006918
            },
            {
              "date": "2020-03-03",
              "wealth": 97.4317317869134
            },
            {
              "date": "2020-03-04",
              "wealth": 99.49440430883864
            },
            {
              "date": "2020-03-05",
              "wealth": 97.92693436682774
            },
            {
              "date": "2020-03-06",
              "wealth": 97.50433611423227
            },
            {
              "date": "2020-03-09",
              "wealth": 93.04459683881448
            },
            {
              "date": "2020-03-10",
              "wealth": 94.31679020513454
            },
            {
              "date": "2020-03-11",
              "wealth": 90.81745813517458
            },
            {
              "date": "2020-03-12",
              "wealth": 85.06668100364742
            },
            {
              "date": "2020-03-13",
              "wealth": 89.70735447005015
            },
            {
              "date": "2020-03-16",
              "wealth": 84.87314046528246
            },
            {
              "date": "2020-03-17",
              "wealth": 85.33193219356993
            },
            {
              "date": "2020-03-18",
              "wealth": 81.57292045512004
            },
            {
              "date": "2020-03-19",
              "wealth": 80.31771723679455
            },
            {
              "date": "2020-03-20",
              "wealth": 79.43827114425112
            },
            {
              "date": "2020-03-23",
              "wealth": 80.66394173666455
            },
            {
              "date": "2020-03-24",
              "wealth": 84.45322481466863
            },
            {
              "date": "2020-03-25",
              "wealth": 86.47735058107011
            },
            {
              "date": "2020-03-26",
              "wealth": 88.890617260401
            },
            {
              "date": "2020-03-27",
              "wealth": 87.6698071835421
            },
            {
              "date": "2020-03-30",
              "wealth": 89.42619117042575
            },
            {
              "date": "2020-03-31",
              "wealth": 88.71346783491568
            },
            {
              "date": "2020-04-01",
              "wealth": 86.42749424241833
            },
            {
              "date": "2020-04-01",
              "wealth": 86.42468052877157
            },
            {
              "date": "2020-04-02",
              "wealth": 87.43301991614493
            },
            {
              "date": "2020-04-03",
              "wealth": 86.67980069999915
            },
            {
              "date": "2020-04-06",
              "wealth": 89.97711596307745
            },
            {
              "date": "2020-04-07",
              "wealth": 90.01604094061308
            },
            {
              "date": "2020-04-08",
              "wealth": 92.05658557735246
            },
            {
              "date": "2020-04-09",
              "wealth": 94.40123378507847
            },
            {
              "date": "2020-04-13",
              "wealth": 93.60797588372101
            },
            {
              "date": "2020-04-14",
              "wealth": 94.76040278529958
            },
            {
              "date": "2020-04-15",
              "wealth": 94.14296044863971
            },
            {
              "date": "2020-04-16",
              "wealth": 94.19276184807345
            },
            {
              "date": "2020-04-17",
              "wealth": 95.49585667955006
            },
            {
              "date": "2020-04-20",
              "wealth": 94.50886161066346
            },
            {
              "date": "2020-04-21",
              "wealth": 93.03642625760186
            },
            {
              "date": "2020-04-22",
              "wealth": 93.9969419176506
            },
            {
              "date": "2020-04-23",
              "wealth": 94.15491146892134
            },
            {
              "date": "2020-04-24",
              "wealth": 94.76139640889318
            },
            {
              "date": "2020-04-27",
              "wealth": 95.05971850810678
            },
            {
              "date": "2020-04-28",
              "wealth": 95.00004887042603
            },
            {
              "date": "2020-04-29",
              "wealth": 96.43773743141752
            },
            {
              "date": "2020-04-30",
              "wealth": 95.72163878868706
            },
            {
              "date": "2020-05-01",
              "wealth": 94.35561579720579
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.53,
                0.15,
                0.31999999999999995
              ],
              "forecast": [
                0.02621862931205194,
                0.001613161344270009,
                0.004565814577158293
              ],
              "posterior": [
                0.0020328126885125466,
                0.0001729047323445947,
                0.0006540357385080902
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0019365621902322611,
                0.00020051686918854796,
                0.00017543470277967902
              ],
              "gross_return": -0.01668264776277558,
              "turnover": 0.31230131423637614,
              "cost": 0.00015615065711818807,
              "net_return": -0.01683619341348319,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.51,
                0.15,
                0.33999999999999997
              ],
              "forecast": [
                0.019462467615943255,
                0.0025069705072346227,
                0.00495148947645692
              ],
              "posterior": [
                0.0018332737792954683,
                0.00025250111287758377,
                0.0006901958693964758
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.0018469946986744295,
                0.00021212441102964508,
                0.00017285346278041826
              ],
              "gross_return": -0.12091503046617459,
              "turnover": 0.022174493255323252,
              "cost": 1.1087246627661626e-05,
              "net_return": -0.1209247770980385,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.46,
                0.15,
                0.39
              ],
              "forecast": [
                0.012984655292262826,
                0.002399049009922675,
                0.004442632849652618
              ],
              "posterior": [
                0.002605932320301146,
                -2.110384082881917e-05,
                0.0010711782910564247
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.002024496553208497,
                0.000223304852775807,
                0.0001646667416934472
              ],
              "gross_return": 0.09176701863299253,
              "turnover": 0.0651115405212328,
              "cost": 3.25557702606164e-05,
              "net_return": 0.09173147531675574,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.02621862931205194,
                0.001613161344270009,
                0.004565814577158293
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014122064209877952,
                0.00018359206757937124,
                0.00017826350386144742
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.02941869900885032,
                  -0.03875151672109863,
                  0.038746003352777246,
                  -0.03084100155153402,
                  -0.12917654142809298,
                  0.05145160604900818,
                  0.09824513993103616,
                  0.05413547726482786,
                  0.025330130996394667
                ],
                [
                  -0.0001331530195810927,
                  0.0076617357659590135,
                  -0.01274283872647519,
                  0.0006612319002508616,
                  0.004219686764230256,
                  -0.005000431338704567,
                  -0.010216718306187414,
                  -0.005859488463195887,
                  -0.013232502804109
                ],
                [
                  0.0033092554702421647,
                  0.013262473023200643,
                  -0.00040124650251517277,
                  -0.0074382690736879906,
                  -0.00013876379417375679,
                  0.018948421053477927,
                  0.012807007777822418,
                  -0.0011444343710141625,
                  -0.015686938773106777
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.000891892439951973,
                  0.0024601146285711524,
                  -0.0015694924107165847,
                  0.0018033386326128161,
                  0.001386841297635478,
                  0.004462491004006923,
                  0.0051851308793967295,
                  0.0012413757892326975,
                  -3.0588600357624595e-05
                ],
                [
                  1.5767246344262192e-06,
                  -0.00018998076053335048,
                  0.00020161103939361316,
                  -1.5101442187534754e-05,
                  -1.7694534436443045e-05,
                  -0.00016939543398590372,
                  -0.00021060849287755476,
                  -5.2480361533354204e-05,
                  6.241370701672831e-06
                ],
                [
                  -4.028955241656745e-05,
                  -0.00033811487632460065,
                  6.52704633498277e-06,
                  0.00017466014869346594,
                  5.982633614058011e-07,
                  0.0006599705739178862,
                  0.0002714372509859994,
                  -1.0538658246959291e-05,
                  7.607351767191221e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  -0.00040366158914406647,
                  0.034658049122072265,
                  0.024460823914773222,
                  0.17484581512190286,
                  -0.17502643936601595
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  -0.00040366158914406647,
                  0.034658049122072265,
                  0.024460823914773222,
                  0.17484581512190286,
                  -0.17502643936601595
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792,
                  -0.29378364686807645,
                  2.373356195447516,
                  1.4442193250065471,
                  0.6274885501207983,
                  -0.033045069845568174
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046,
                  0.009418653297638808,
                  0.00251806214714492,
                  0.003851827688082184,
                  -0.055326212185790515,
                  -0.16030526183983734
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623,
                  0.03343383810329506,
                  0.013541998894467284,
                  0.014269990623894755,
                  0.3668147048474156,
                  0.4454878623339611
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984,
                  -0.07743962486873705,
                  -0.03064096615582445,
                  -0.026465463524253413,
                  -0.8120936112849977,
                  -1.3516589288520666
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625,
                  0.08226310603373538,
                  0.03605584019300755,
                  0.037340393155733065,
                  0.9617303599702012,
                  0.9216796866064452
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.373356195447516
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.019462467615943255,
                0.0025069705072346227,
                0.00495148947645692
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001371318043287684,
                0.0001998573576477508,
                0.00018266488764252393
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.030382839816362854,
                  -0.03879015242135874,
                  0.039425076622582586,
                  -0.02761605151226811,
                  -0.1298540990314269,
                  0.05347854155816566,
                  0.09765799363409698,
                  0.05475992857561522,
                  0.024141126854485415
                ],
                [
                  0.0015686829150115466,
                  0.007357296121866873,
                  -0.013689887958885216,
                  -0.0038759586557531164,
                  0.005662900851210039,
                  -0.00726713298261732,
                  -0.00956333597328274,
                  -0.006533989836565265,
                  -0.011025089301172674
                ],
                [
                  0.004372073131290008,
                  0.013038716132014775,
                  -0.0012804173092706064,
                  -0.010077780796425484,
                  0.0009035619407183422,
                  0.017052959179454753,
                  0.012909659691122736,
                  -0.0016854360434709486,
                  -0.014280506025397193
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0015088009278069268,
                  -0.0005861034618499182,
                  -0.001226247383036492,
                  -0.002221094184572482,
                  0.012329721790758023,
                  0.003921605566297168,
                  0.0017618741678712788,
                  -0.0016383639748500847,
                  -0.0015387470995352568
                ],
                [
                  3.13157042997632e-05,
                  4.468836599140055e-05,
                  0.0001711704844462615,
                  -0.00012531641586418366,
                  -0.00021615237427717165,
                  -0.00021422536994946732,
                  -6.935853997622212e-05,
                  7.858676472972175e-05,
                  0.0002824979258875454
                ],
                [
                  8.818005314412316e-05,
                  8.001418588084821e-05,
                  1.6174707808148475e-05,
                  -0.00032919229267139825,
                  -3.484455347166321e-05,
                  0.0005078827563811426,
                  9.45934890611703e-05,
                  2.048043393271342e-05,
                  0.0003696857121215243
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.07916599945023106,
                  0.02961687466266505,
                  0.010913401696630132,
                  -0.35746004353885663,
                  -0.9339569423638182
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.07725018236734413,
                  0.02961687466266505,
                  0.010913401696630132,
                  -0.35746004353885663,
                  -0.9339569423638182
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314,
                  -2.6182266917314596,
                  2.022059764414282,
                  0.4974812565807103,
                  -0.8250060796844718,
                  -1.757597156302712
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987,
                  0.00975961970000453,
                  0.0023171496607802093,
                  0.00387747130332222,
                  -0.057260355126929646,
                  -0.1553574404724473
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535,
                  0.03323234093599749,
                  0.013500948627892109,
                  0.014143106499463497,
                  0.36387572868158746,
                  0.442990874842581
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363,
                  -0.07725018236734413,
                  -0.03043325965045042,
                  -0.02637242828786993,
                  -0.8113600575458965,
                  -1.3489595385230873
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374,
                  0.08221316968564721,
                  0.035994046530329254,
                  0.03731325162302838,
                  0.9611000106849308,
                  0.9196801385235673
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.6182266917314596
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.012984655292262826,
                0.002399049009922675,
                0.004442632849652618
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014740537757097513,
                0.0002173316738229232,
                0.00017840092857154659
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.00406198449656314,
                  -0.0036734694545324073,
                  0.01141891562017251,
                  -0.0013247635341203563,
                  -0.02291279884508825,
                  0.011825833593540974,
                  0.01433381364593824,
                  0.010660558164756166,
                  0.007461525171938425
                ],
                [
                  -0.0006680901706089526,
                  0.0023414987390476265,
                  -0.01616025624514351,
                  -0.007890350321091852,
                  0.004759229835819064,
                  -0.0007171712402638168,
                  -0.005573143612810576,
                  -0.004534607776445293,
                  -0.010992898649589205
                ],
                [
                  0.003870468973807137,
                  0.011724061134436014,
                  -0.001890604940359819,
                  -0.010811841919894798,
                  0.0007194015491957897,
                  0.017671750086461463,
                  0.013581927366471147,
                  -0.0012806978612124782,
                  -0.01431879532786392
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -6.230895901626239e-05,
                  3.7788657407598775e-05,
                  0.0009446113708975384,
                  6.82551521451357e-05,
                  0.0022097192382639396,
                  0.0010449397210704687,
                  -0.0011244698200662143,
                  0.0005426026092231282,
                  0.00011320147576291931
                ],
                [
                  -4.155391287079647e-06,
                  -9.766603705567385e-06,
                  -0.0005420522566439922,
                  0.00016483823976599915,
                  -0.0001861059428083872,
                  -2.5694900986986585e-05,
                  0.00017727638734963447,
                  -9.358500561874196e-05,
                  -6.762407110783819e-05
                ],
                [
                  2.3671116122692256e-05,
                  -4.808460080392853e-05,
                  -6.235510360595537e-05,
                  0.00022209545572878626,
                  -2.766134124790201e-05,
                  0.0006225610517381051,
                  -0.0004248057287701815,
                  -2.598911730579033e-05,
                  -8.661116351676855e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547,
                  -0.12487124690097573,
                  0.03722696083057131,
                  -0.0631185204853616,
                  0.4488134541939625,
                  0.025857802687344777
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547,
                  -0.07706073986595122,
                  0.03669850831805903,
                  -0.026279393051486445,
                  0.4488134541939625,
                  0.025857802687344777
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096,
                  -2.6285354564563783,
                  2.408320929515156,
                  -2.1381636160904876,
                  1.3872566617960669,
                  0.41350366712988906
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642,
                  0.00958972520617667,
                  0.0028807609786513258,
                  0.004227458529002386,
                  -0.053324603013325166,
                  -0.15567895160206538
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262,
                  0.032965301974257726,
                  0.014042043535375455,
                  0.014267781637903324,
                  0.3619647834721332,
                  0.439020905302845
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992,
                  -0.07706073986595122,
                  -0.030225553145076387,
                  -0.026279393051486445,
                  -0.8106265038067952,
                  -1.346260148194108
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126,
                  0.08216323333755905,
                  0.03669850831805903,
                  0.03728611009032369,
                  0.9604696613996605,
                  0.9176805904406895
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                true,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.6285354564563783
            }
          ]
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.03185523733618123,
            "annualized_return": null,
            "annualized_volatility": 0.3233049836488512,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.19547557691062423,
            "average_turnover": 0.049702968402473464,
            "cost_bps_sum": 0.7455445260371021,
            "end_value": 96.81447626638187,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 3,
              "mae": 0.13473585761468068,
              "rmse": 0.1478239855975911,
              "oos_r2_vs_mean": 0.013471100243267586,
              "forecast_min": 0.008237687595786311,
              "forecast_max": 0.012007336964551555,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 3,
              "mae": 0.02325110927021472,
              "rmse": 0.027901420117558664,
              "oos_r2_vs_mean": 0.005646943883518163,
              "forecast_min": 0.0019375627059086957,
              "forecast_max": 0.0027473075876587503,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 3,
              "mae": 0.047444548836258225,
              "rmse": 0.05621134820066935,
              "oos_r2_vs_mean": 0.0037246170030027503,
              "forecast_min": 0.0034662966277134557,
              "forecast_max": 0.004434018859660604,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          },
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99936516672331
            },
            {
              "date": "2020-02-04",
              "wealth": 100.43042112732859
            },
            {
              "date": "2020-02-05",
              "wealth": 100.81343412758825
            },
            {
              "date": "2020-02-06",
              "wealth": 100.95515634724845
            },
            {
              "date": "2020-02-07",
              "wealth": 100.96485959421639
            },
            {
              "date": "2020-02-10",
              "wealth": 101.41505446486282
            },
            {
              "date": "2020-02-11",
              "wealth": 101.3874901303004
            },
            {
              "date": "2020-02-12",
              "wealth": 101.59897854652175
            },
            {
              "date": "2020-02-13",
              "wealth": 101.54372582100471
            },
            {
              "date": "2020-02-14",
              "wealth": 101.75597451281602
            },
            {
              "date": "2020-02-18",
              "wealth": 101.74758820952599
            },
            {
              "date": "2020-02-19",
              "wealth": 101.90035742262837
            },
            {
              "date": "2020-02-20",
              "wealth": 101.90619717331664
            },
            {
              "date": "2020-02-21",
              "wealth": 101.6130249017208
            },
            {
              "date": "2020-02-24",
              "wealth": 100.34211483852826
            },
            {
              "date": "2020-02-25",
              "wealth": 99.17015709328352
            },
            {
              "date": "2020-02-26",
              "wealth": 98.86808305469772
            },
            {
              "date": "2020-02-27",
              "wealth": 96.95006959853268
            },
            {
              "date": "2020-02-28",
              "wealth": 97.44412673194942
            },
            {
              "date": "2020-03-02",
              "wealth": 99.05437771522307
            },
            {
              "date": "2020-03-02",
              "wealth": 99.05394732383411
            },
            {
              "date": "2020-03-03",
              "wealth": 98.60120058956271
            },
            {
              "date": "2020-03-04",
              "wealth": 100.22843588406444
            },
            {
              "date": "2020-03-05",
              "wealth": 99.06724319793133
            },
            {
              "date": "2020-03-06",
              "wealth": 98.91414727815729
            },
            {
              "date": "2020-03-09",
              "wealth": 95.17204076646924
            },
            {
              "date": "2020-03-10",
              "wealth": 95.72939218103053
            },
            {
              "date": "2020-03-11",
              "wealth": 92.48066620617114
            },
            {
              "date": "2020-03-12",
              "wealth": 87.39283033023409
            },
            {
              "date": "2020-03-13",
              "wealth": 91.47375000967952
            },
            {
              "date": "2020-03-16",
              "wealth": 87.733689200572
            },
            {
              "date": "2020-03-17",
              "wealth": 87.39916431956973
            },
            {
              "date": "2020-03-18",
              "wealth": 83.76149091154741
            },
            {
              "date": "2020-03-19",
              "wealth": 82.29284829240679
            },
            {
              "date": "2020-03-20",
              "wealth": 81.98602449009475
            },
            {
              "date": "2020-03-23",
              "wealth": 83.79664825117592
            },
            {
              "date": "2020-03-24",
              "wealth": 86.94486834729813
            },
            {
              "date": "2020-03-25",
              "wealth": 89.0692761293193
            },
            {
              "date": "2020-03-26",
              "wealth": 91.00819868276872
            },
            {
              "date": "2020-03-27",
              "wealth": 90.08987682412791
            },
            {
              "date": "2020-03-30",
              "wealth": 91.63788327633253
            },
            {
              "date": "2020-03-31",
              "wealth": 91.05384665991328
            },
            {
              "date": "2020-04-01",
              "wealth": 89.11965373298045
            },
            {
              "date": "2020-04-01",
              "wealth": 89.11396245219957
            },
            {
              "date": "2020-04-02",
              "wealth": 90.07421288104142
            },
            {
              "date": "2020-04-03",
              "wealth": 89.34761684122623
            },
            {
              "date": "2020-04-06",
              "wealth": 92.51160681844293
            },
            {
              "date": "2020-04-07",
              "wealth": 92.53737603526115
            },
            {
              "date": "2020-04-08",
              "wealth": 94.52561276928557
            },
            {
              "date": "2020-04-09",
              "wealth": 96.9319896118888
            },
            {
              "date": "2020-04-13",
              "wealth": 96.13573100033184
            },
            {
              "date": "2020-04-14",
              "wealth": 97.20509631636577
            },
            {
              "date": "2020-04-15",
              "wealth": 96.68584790463723
            },
            {
              "date": "2020-04-16",
              "wealth": 96.7158766866491
            },
            {
              "date": "2020-04-17",
              "wealth": 97.9464646144634
            },
            {
              "date": "2020-04-20",
              "wealth": 97.00347837310441
            },
            {
              "date": "2020-04-21",
              "wealth": 95.61312524586378
            },
            {
              "date": "2020-04-22",
              "wealth": 96.50802020864906
            },
            {
              "date": "2020-04-23",
              "wealth": 96.6769876208823
            },
            {
              "date": "2020-04-24",
              "wealth": 97.24601209387782
            },
            {
              "date": "2020-04-27",
              "wealth": 97.47256129861061
            },
            {
              "date": "2020-04-28",
              "wealth": 97.44434980535011
            },
            {
              "date": "2020-04-29",
              "wealth": 98.82337813125113
            },
            {
              "date": "2020-04-30",
              "wealth": 98.1117080952132
            },
            {
              "date": "2020-05-01",
              "wealth": 96.81447626638187
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.012007336964551555,
                0.0019375627059086957,
                0.0034662966277134557
              ],
              "posterior": [
                0.0015440323866942722,
                0.00021160162396681247,
                0.0005731183808410297
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": [
                0.0020777551155190545,
                0.00020239182450416498,
                0.00017616119063837527
              ],
              "gross_return": -0.009449934506331333,
              "turnover": 0.012696665533851542,
              "cost": 6.348332766925771e-06,
              "net_return": -0.009456222847769369,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.4,
                0.21,
                0.39
              ],
              "forecast": [
                0.008237687595786311,
                0.0027473075876587503,
                0.004011903004506624
              ],
              "posterior": [
                0.0014328299108700537,
                0.00028064122110023213,
                0.0006201489166457705
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": [
                0.001987120813458223,
                0.00021392157732321647,
                0.00017289941015227885
              ],
              "gross_return": -0.10029174868090591,
              "turnover": 0.008690002378252737,
              "cost": 4.345001189126369e-06,
              "net_return": -0.10029565791432782,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.42,
                0.18,
                0.4000000000000001
              ],
              "forecast": [
                0.0102086384124939,
                0.0025527217593099014,
                0.004434018859660604
              ],
              "posterior": [
                0.002465659690876623,
                1.0946435466541732e-05,
                0.0010519821067956148
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": [
                0.0020697349517444226,
                0.0002244416349358969,
                0.00016466668888342234
              ],
              "gross_return": 0.08641197857533083,
              "turnover": 0.12772223729531612,
              "cost": 6.386111864765807e-05,
              "net_return": 0.08634259909106667,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 58,
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "exit": "2020-03-02",
              "q": [
                0.012007336964551555,
                0.0019375627059086957,
                0.0034662966277134557
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014800285999221397,
                0.00018489562693451442,
                0.00018476899044623165
              ],
              "last_validation_exit": "2020-01-02",
              "validation_folds": 32,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.004968164800701191,
                  -0.007545739577874972,
                  0.010007750383945323,
                  -0.00636885994665126,
                  0.01077189668764497,
                  0.007594379073727236
                ],
                [
                  -0.000457330981621521,
                  0.007593729027160319,
                  -0.013255860265789468,
                  0.0008843792647126416,
                  -0.0011089179046742848,
                  -0.003561019518064321
                ],
                [
                  0.002980587088611453,
                  0.012781772107447416,
                  -0.0006157178855749764,
                  -0.007372203336597153,
                  0.002243218365166734,
                  -0.006943640134615908
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038752565171838,
                0.0020589932350944377,
                0.003833957029085489
              ],
              "feature_contributions": [
                [
                  0.0001506208219761129,
                  0.000479036329146093,
                  -0.0004053860247968598,
                  0.00037240072013567104,
                  0.000414885026566045,
                  0.0006082544398061128
                ],
                [
                  5.415461302173642e-06,
                  -0.00018829446223841682,
                  0.00020972781839337948,
                  -2.0197758657508224e-05,
                  -1.668210271832408e-05,
                  -0.00011139948526704602
                ],
                [
                  -3.628807773186747e-05,
                  -0.0003258598368312347,
                  1.0015836009121406e-05,
                  0.00017310884000195232,
                  3.469606806431766e-05,
                  -0.0002233332308843227
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  0.22305506716824655,
                  0.5827891320350226
                ],
                "used_input": [
                  -0.35746004353885663,
                  -0.9339569423638182,
                  -0.624,
                  74.27989196777344,
                  0.22305506716824655,
                  0.5827891320350226
                ],
                "standardized_input": [
                  -0.8296091326577987,
                  -1.737205287839934,
                  -1.1084517995697167,
                  -1.6000491296963792,
                  1.0539501893390097,
                  2.191681899725351
                ],
                "training_mean": [
                  -0.053723321391570114,
                  -0.1582175378686213,
                  -0.49431719298245613,
                  101.11032398960046,
                  0.03457126094733012,
                  0.08711905495115975
                ],
                "training_scale": [
                  0.3661202730184666,
                  0.44654446421802135,
                  0.11699453875025026,
                  16.768505118913623,
                  0.17883559216316,
                  0.22615967999095915
                ],
                "clip_low": [
                  -0.8120936112849977,
                  -1.3516589288520666,
                  -0.65288,
                  70.40639251708984,
                  -0.36007292106131067,
                  -0.3883705386716204
                ],
                "clip_high": [
                  0.9617303599702012,
                  0.9216796866064452,
                  -0.2342000000000001,
                  149.32763916015625,
                  0.501337307873405,
                  0.6982242470677226
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.191681899725351
            },
            {
              "idx": 59,
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "exit": "2020-04-01",
              "q": [
                0.008237687595786311,
                0.0027473075876587503,
                0.004011903004506624
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.001439415384519234,
                0.00020108450294814228,
                0.0001885890553671002
              ],
              "last_validation_exit": "2020-02-03",
              "validation_folds": 33,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.005254353809987246,
                  -0.00752547543999086,
                  0.010238018786537444,
                  -0.005412517997552032,
                  0.01110130867650303,
                  0.007555952431304826
                ],
                [
                  0.0011583565919153957,
                  0.007247096314652497,
                  -0.01424270870023125,
                  -0.0036750161590573924,
                  -0.0030580188059571908,
                  -0.00331916915803569
                ],
                [
                  0.0039656081079098154,
                  0.012534853460955234,
                  -0.0015124591995837717,
                  -0.009968011554691406,
                  0.0009163430576989098,
                  -0.006770453979711556
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010168623122667947,
                0.002523763961946975,
                0.0041385149842703105
              ],
              "feature_contributions": [
                [
                  -0.0002609293256144236,
                  -0.00011370688002289322,
                  -0.00031843549385212575,
                  -0.0004353161147210421,
                  -0.0006770223940859723,
                  -0.00012552531858517888
                ],
                [
                  2.3124337084934083e-05,
                  4.4019010125413176e-05,
                  0.00017808263700677432,
                  -0.00011881959902034766,
                  7.497085194494681e-05,
                  2.2166388570054646e-05
                ],
                [
                  7.99820870336347e-05,
                  7.692215128078603e-05,
                  1.910594729381578e-05,
                  -0.0003256066631482736,
                  -2.269688773904952e-05,
                  4.568138551540039e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.26704400524540767,
                  -0.015385392598970142
                ],
                "used_input": [
                  0.4488134541939625,
                  0.025857802687344777,
                  -0.595,
                  138.4209442138672,
                  -0.26704400524540767,
                  -0.015385392598970142
                ],
                "standardized_input": [
                  1.3693460411455018,
                  0.4166414102270937,
                  -0.8576600471546263,
                  2.2177624347352314,
                  -1.6816611367404393,
                  -0.4580909892805504
                ],
                "training_mean": [
                  -0.049780694823168326,
                  -0.15849528026950568,
                  -0.49533206896551724,
                  100.60899375783987,
                  0.032319273432599493,
                  0.0873028967999933
                ],
                "training_scale": [
                  0.36411114067269723,
                  0.44247421987259344,
                  0.11620913363650452,
                  17.049594611129535,
                  0.17801641016588066,
                  0.2241657046348791
                ],
                "clip_low": [
                  -0.8113600575458965,
                  -1.3489595385230873,
                  -0.65261,
                  69.38596870422363,
                  -0.35861387267060446,
                  -0.38734091846105123
                ],
                "clip_high": [
                  0.9611000106849308,
                  0.9196801385235673,
                  -0.23465000000000003,
                  149.30284912109374,
                  0.5005239803380649,
                  0.6981868880712514
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2177624347352314
            },
            {
              "idx": 60,
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "exit": "2020-05-01",
              "q": [
                0.0102086384124939,
                0.0025527217593099014,
                0.004434018859660604
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0014973175592498376,
                0.0002179881222742516,
                0.0001845834840372827
              ],
              "last_validation_exit": "2020-03-02",
              "validation_folds": 34,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  -0.003489564321587591,
                  -0.003688797395163291,
                  0.01228172274568195,
                  -0.001660606432889266,
                  0.008639041530049976,
                  0.0025532531461246993
                ],
                [
                  -0.0007937180098941992,
                  0.0027547168471855153,
                  -0.01643309748799055,
                  -0.007649427158458797,
                  -0.00044078128319885245,
                  0.0022331065772993354
                ],
                [
                  0.0034617197934523323,
                  0.011219145094115614,
                  -0.002176408584164152,
                  -0.010855466469817616,
                  0.0015116114783120308,
                  -0.005207818669224522
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009210315846574574,
                0.0029859185549656344,
                0.004249812281313561
              ],
              "feature_contributions": [
                [
                  -5.352829890965412e-05,
                  3.794633458565447e-05,
                  0.0010159856982643015,
                  8.555862371718213e-05,
                  -1.521115742564783e-05,
                  -7.242863431251185e-05
                ],
                [
                  -4.936772082286874e-06,
                  -1.1490173929563547e-05,
                  -0.0005512039810441071,
                  0.00015980508554201854,
                  3.14691094308561e-07,
                  -2.568564523610259e-05
                ],
                [
                  2.1171277116434408e-05,
                  -4.601375811896546e-05,
                  -7.178135413558054e-05,
                  0.00022299158558046706,
                  -1.0611573625310497e-06,
                  5.889998526721843e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  0.279,
                  75.95555877685547,
                  0.02701504804925502,
                  -0.0830678953575099
                ],
                "used_input": [
                  0.09682812920879935,
                  -0.29773439196240103,
                  -0.23509999999999992,
                  75.95555877685547,
                  0.02701504804925502,
                  -0.0830678953575099
                ],
                "standardized_input": [
                  0.41808743858891334,
                  -0.2803754053253575,
                  2.25467106101491,
                  -1.4042743370576096,
                  -0.04799009222074469,
                  -0.7731634332829457
                ],
                "training_mean": [
                  -0.054993849810657434,
                  -0.17162683653811941,
                  -0.4975159322033898,
                  100.16377305111642,
                  0.03556302791719294,
                  0.09571778657031749
                ],
                "training_scale": [
                  0.363134514473506,
                  0.44978109002800004,
                  0.11638767922326854,
                  17.238949424216262,
                  0.17811967996683448,
                  0.23123918466847523
                ],
                "clip_low": [
                  -0.8106265038067952,
                  -1.346260148194108,
                  -0.65234,
                  69.47183883666992,
                  -0.3571548242798983,
                  -0.386311298250482
                ],
                "clip_high": [
                  0.9604696613996605,
                  0.9176805904406895,
                  -0.23509999999999992,
                  149.27805908203126,
                  0.49971065280272475,
                  0.6981495290747802
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.25467106101491
            }
          ]
        },
        "fixed453520": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.026309551646623852,
            "annualized_return": null,
            "annualized_volatility": 0.2924882409402196,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.16971435923834188,
            "average_turnover": 0.0521086442346475,
            "cost_bps_sum": 0.7816296635197124,
            "end_value": 97.36904483533762,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {},
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99930174256389
            },
            {
              "date": "2020-02-04",
              "wealth": 100.4331648584937
            },
            {
              "date": "2020-02-05",
              "wealth": 100.79778465302337
            },
            {
              "date": "2020-02-06",
              "wealth": 100.96867782116325
            },
            {
              "date": "2020-02-07",
              "wealth": 100.96420114463814
            },
            {
              "date": "2020-02-10",
              "wealth": 101.42364658663757
            },
            {
              "date": "2020-02-11",
              "wealth": 101.3920379498406
            },
            {
              "date": "2020-02-12",
              "wealth": 101.59355510837304
            },
            {
              "date": "2020-02-13",
              "wealth": 101.56054478224239
            },
            {
              "date": "2020-02-14",
              "wealth": 101.77062035421521
            },
            {
              "date": "2020-02-18",
              "wealth": 101.7434727967311
            },
            {
              "date": "2020-02-19",
              "wealth": 101.93330612252652
            },
            {
              "date": "2020-02-20",
              "wealth": 101.90915889998315
            },
            {
              "date": "2020-02-21",
              "wealth": 101.60868972239044
            },
            {
              "date": "2020-02-24",
              "wealth": 100.34997151579717
            },
            {
              "date": "2020-02-25",
              "wealth": 99.1118505239746
            },
            {
              "date": "2020-02-26",
              "wealth": 98.85873490203143
            },
            {
              "date": "2020-02-27",
              "wealth": 96.98149990844055
            },
            {
              "date": "2020-02-28",
              "wealth": 97.43283007992757
            },
            {
              "date": "2020-03-02",
              "wealth": 99.16937184359186
            },
            {
              "date": "2020-03-02",
              "wealth": 99.16765860883956
            },
            {
              "date": "2020-03-03",
              "wealth": 98.5191392245638
            },
            {
              "date": "2020-03-04",
              "wealth": 100.29267126591603
            },
            {
              "date": "2020-03-05",
              "wealth": 99.0950134321106
            },
            {
              "date": "2020-03-06",
              "wealth": 98.87200766228766
            },
            {
              "date": "2020-03-09",
              "wealth": 95.3474701866166
            },
            {
              "date": "2020-03-10",
              "wealth": 96.29061102115381
            },
            {
              "date": "2020-03-11",
              "wealth": 93.2737610583486
            },
            {
              "date": "2020-03-12",
              "wealth": 88.61161894620605
            },
            {
              "date": "2020-03-13",
              "wealth": 92.21506581480585
            },
            {
              "date": "2020-03-16",
              "wealth": 88.61605046147665
            },
            {
              "date": "2020-03-17",
              "wealth": 88.84168824283542
            },
            {
              "date": "2020-03-18",
              "wealth": 85.63379561065958
            },
            {
              "date": "2020-03-19",
              "wealth": 84.99786677754483
            },
            {
              "date": "2020-03-20",
              "wealth": 84.63376038889618
            },
            {
              "date": "2020-03-23",
              "wealth": 85.39053546411212
            },
            {
              "date": "2020-03-24",
              "wealth": 88.43483960590933
            },
            {
              "date": "2020-03-25",
              "wealth": 89.82755296367434
            },
            {
              "date": "2020-03-26",
              "wealth": 92.02131952963548
            },
            {
              "date": "2020-03-27",
              "wealth": 91.11774738938415
            },
            {
              "date": "2020-03-30",
              "wealth": 92.62037418711704
            },
            {
              "date": "2020-03-31",
              "wealth": 92.0574890049011
            },
            {
              "date": "2020-04-01",
              "wealth": 90.24929500912972
            },
            {
              "date": "2020-04-01",
              "wealth": 90.24443016181661
            },
            {
              "date": "2020-04-02",
              "wealth": 91.23427745363253
            },
            {
              "date": "2020-04-03",
              "wealth": 90.56342158552877
            },
            {
              "date": "2020-04-06",
              "wealth": 93.5263447253299
            },
            {
              "date": "2020-04-07",
              "wealth": 93.45916028148679
            },
            {
              "date": "2020-04-08",
              "wealth": 95.2201053927809
            },
            {
              "date": "2020-04-09",
              "wealth": 96.855542757089
            },
            {
              "date": "2020-04-13",
              "wealth": 96.17879627664401
            },
            {
              "date": "2020-04-14",
              "wealth": 97.46643850845135
            },
            {
              "date": "2020-04-15",
              "wealth": 96.88093934771649
            },
            {
              "date": "2020-04-16",
              "wealth": 97.03908559434166
            },
            {
              "date": "2020-04-17",
              "wealth": 98.26399995721889
            },
            {
              "date": "2020-04-20",
              "wealth": 97.40380791336001
            },
            {
              "date": "2020-04-21",
              "wealth": 96.012984585112
            },
            {
              "date": "2020-04-22",
              "wealth": 96.9261279832148
            },
            {
              "date": "2020-04-23",
              "wealth": 97.02533312767686
            },
            {
              "date": "2020-04-24",
              "wealth": 97.66152499044121
            },
            {
              "date": "2020-04-27",
              "wealth": 98.01004853561214
            },
            {
              "date": "2020-04-28",
              "wealth": 97.98168129243439
            },
            {
              "date": "2020-04-29",
              "wealth": 99.32655445592292
            },
            {
              "date": "2020-04-30",
              "wealth": 98.67014050294333
            },
            {
              "date": "2020-05-01",
              "wealth": 97.36904483533762
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.013965148722216297,
              "cost": 6.982574361108149e-06,
              "net_return": -0.00830628156408153,
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.034551691121135014,
              "cost": 1.7275845560567507e-05,
              "net_return": -0.08994790093589311,
              "bl_prior": [
                0.00124620854363367,
                4.915373725267335e-05,
                0.00032471660570838976
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.10780909286059118,
              "cost": 5.390454643029559e-05,
              "net_return": 0.07888981100060288,
              "bl_prior": [
                0.0019864167713871707,
                -0.00015150168456050386,
                0.0006034997320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": []
        },
        "prior_only": {
          "portfolio": {
            "months": 3,
            "cumulative_return": -0.028377423262265444,
            "annualized_return": null,
            "annualized_volatility": 0.28991575457763696,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.170724272430692,
            "average_turnover": 0.03729157432164792,
            "cost_bps_sum": 0.5593736148247187,
            "end_value": 97.16225767377345,
            "entry": "2020-02-03",
            "exit": "2020-05-01",
            "recovery_date": null,
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {},
          "path": [
            {
              "date": "2020-02-03",
              "wealth": 100.0
            },
            {
              "date": "2020-02-03",
              "wealth": 99.99952869607498
            },
            {
              "date": "2020-02-04",
              "wealth": 100.45443440146802
            },
            {
              "date": "2020-02-05",
              "wealth": 100.8350848513358
            },
            {
              "date": "2020-02-06",
              "wealth": 101.00873089834316
            },
            {
              "date": "2020-02-07",
              "wealth": 100.99401728217988
            },
            {
              "date": "2020-02-10",
              "wealth": 101.45918120978186
            },
            {
              "date": "2020-02-11",
              "wealth": 101.43173513174686
            },
            {
              "date": "2020-02-12",
              "wealth": 101.64246572794266
            },
            {
              "date": "2020-02-13",
              "wealth": 101.60746539023822
            },
            {
              "date": "2020-02-14",
              "wealth": 101.81674715444787
            },
            {
              "date": "2020-02-18",
              "wealth": 101.78533313171101
            },
            {
              "date": "2020-02-19",
              "wealth": 101.98030999549474
            },
            {
              "date": "2020-02-20",
              "wealth": 101.94897413536499
            },
            {
              "date": "2020-02-21",
              "wealth": 101.63375623493974
            },
            {
              "date": "2020-02-24",
              "wealth": 100.33309084584387
            },
            {
              "date": "2020-02-25",
              "wealth": 99.06201169566322
            },
            {
              "date": "2020-02-26",
              "wealth": 98.80587463404459
            },
            {
              "date": "2020-02-27",
              "wealth": 96.88055107251728
            },
            {
              "date": "2020-02-28",
              "wealth": 97.31660140538627
            },
            {
              "date": "2020-03-02",
              "wealth": 99.09343488137421
            },
            {
              "date": "2020-03-02",
              "wealth": 99.09270953964744
            },
            {
              "date": "2020-03-03",
              "wealth": 98.44468029424243
            },
            {
              "date": "2020-03-04",
              "wealth": 100.21687193311318
            },
            {
              "date": "2020-03-05",
              "wealth": 99.02011926678992
            },
            {
              "date": "2020-03-06",
              "wealth": 98.7972820405739
            },
            {
              "date": "2020-03-09",
              "wealth": 95.27540834467581
            },
            {
              "date": "2020-03-10",
              "wealth": 96.21783637093804
            },
            {
              "date": "2020-03-11",
              "wealth": 93.20326648714021
            },
            {
              "date": "2020-03-12",
              "wealth": 88.54464793516483
            },
            {
              "date": "2020-03-13",
              "wealth": 92.14537138574235
            },
            {
              "date": "2020-03-16",
              "wealth": 88.54907610117874
            },
            {
              "date": "2020-03-17",
              "wealth": 88.77454334970528
            },
            {
              "date": "2020-03-18",
              "wealth": 85.56907518302779
            },
            {
              "date": "2020-03-19",
              "wealth": 84.93362697307975
            },
            {
              "date": "2020-03-20",
              "wealth": 84.56979576925747
            },
            {
              "date": "2020-03-23",
              "wealth": 85.32599888796793
            },
            {
              "date": "2020-03-24",
              "wealth": 88.36800220140067
            },
            {
              "date": "2020-03-25",
              "wealth": 89.75966297235178
            },
            {
              "date": "2020-03-26",
              "wealth": 91.9517715304054
            },
            {
              "date": "2020-03-27",
              "wealth": 91.04888229314695
            },
            {
              "date": "2020-03-30",
              "wealth": 92.55037343353537
            },
            {
              "date": "2020-03-31",
              "wealth": 91.98791366945535
            },
            {
              "date": "2020-04-01",
              "wealth": 90.18108627302495
            },
            {
              "date": "2020-04-01",
              "wealth": 90.17712691333553
            },
            {
              "date": "2020-04-02",
              "wealth": 91.14557535326358
            },
            {
              "date": "2020-04-03",
              "wealth": 90.48922080055834
            },
            {
              "date": "2020-04-06",
              "wealth": 93.3847929372215
            },
            {
              "date": "2020-04-07",
              "wealth": 93.31267185979603
            },
            {
              "date": "2020-04-08",
              "wealth": 95.03858900274129
            },
            {
              "date": "2020-04-09",
              "wealth": 96.65945412891816
            },
            {
              "date": "2020-04-13",
              "wealth": 95.99059356784775
            },
            {
              "date": "2020-04-14",
              "wealth": 97.24867482306108
            },
            {
              "date": "2020-04-15",
              "wealth": 96.69369716823628
            },
            {
              "date": "2020-04-16",
              "wealth": 96.8477788191457
            },
            {
              "date": "2020-04-17",
              "wealth": 98.04178807007393
            },
            {
              "date": "2020-04-20",
              "wealth": 97.2031068879188
            },
            {
              "date": "2020-04-21",
              "wealth": 95.84716074375811
            },
            {
              "date": "2020-04-22",
              "wealth": 96.7346090956836
            },
            {
              "date": "2020-04-23",
              "wealth": 96.83440577938819
            },
            {
              "date": "2020-04-24",
              "wealth": 97.45609477462982
            },
            {
              "date": "2020-04-27",
              "wealth": 97.78459936935606
            },
            {
              "date": "2020-04-28",
              "wealth": 97.76501235921756
            },
            {
              "date": "2020-04-29",
              "wealth": 99.08103552780887
            },
            {
              "date": "2020-04-30",
              "wealth": 98.43296617939592
            },
            {
              "date": "2020-05-01",
              "wealth": 97.16225767377345
            }
          ],
          "decisions": [
            {
              "date": "2020-01-31",
              "decision_date": "2020-01-31",
              "holding_month": "2020-02-29",
              "entry": "2020-02-03",
              "exit": "2020-03-02",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "actual": [
                -0.04637150616684116,
                0.02979088495004789,
                0.010705055509822037
              ],
              "view_error_variance": null,
              "gross_return": -0.009060980851766242,
              "turnover": 0.009426078500689161,
              "cost": 4.713039250344581e-06,
              "net_return": -0.009065651186258128,
              "training_rows": 57,
              "last_training_exit": "2020-01-02",
              "last_error_exit": "2020-01-02",
              "bl_prior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-02-29",
              "decision_date": "2020-02-28",
              "holding_month": "2020-03-31",
              "entry": "2020-03-02",
              "exit": "2020-04-01",
              "weights": [
                0.45,
                0.35,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "actual": [
                -0.19894727457936534,
                0.04216153172542669,
                -0.07581220643974196
              ],
              "view_error_variance": null,
              "gross_return": -0.08993217874476346,
              "turnover": 0.014639551603663425,
              "cost": 7.319775801831713e-06,
              "net_return": -0.08993884023717946,
              "training_rows": 58,
              "last_training_exit": "2020-02-03",
              "last_error_exit": "2020-02-03",
              "bl_prior": [
                0.00124619729363367,
                4.914498725267337e-05,
                0.0003247116057083898
              ],
              "covariance": [
                [
                  0.0012111290870821117,
                  -0.00018196923603871524,
                  8.580030440034006e-05
                ],
                [
                  -0.00018196923603871524,
                  0.0002064631085988225,
                  0.00014641031554451665
                ],
                [
                  8.580030440034006e-05,
                  0.00014641031554451665,
                  0.00020015447431311027
                ]
              ]
            },
            {
              "date": "2020-03-31",
              "decision_date": "2020-03-31",
              "holding_month": "2020-04-30",
              "entry": "2020-04-01",
              "exit": "2020-05-01",
              "weights": [
                0.44,
                0.36,
                0.20000000000000007
              ],
              "forecast": null,
              "posterior": [
                0.001986405521387171,
                -0.00015151043456050386,
                0.0006034947320603943
              ],
              "actual": [
                0.1488524059499916,
                6.69403305728622e-05,
                0.059704797042078095
              ],
              "view_error_variance": null,
              "gross_return": 0.07746011654541815,
              "turnover": 0.08780909286059116,
              "cost": 4.390454643029558e-05,
              "net_return": 0.07741281114770437,
              "training_rows": 59,
              "last_training_exit": "2020-03-02",
              "last_error_exit": "2020-03-02",
              "bl_prior": [
                0.001986405521387171,
                -0.00015151043456050386,
                0.0006034947320603943
              ],
              "covariance": [
                [
                  0.0019098433844236546,
                  -0.00036970997878125144,
                  0.0003226558906883088
                ],
                [
                  -0.00036970997878125144,
                  0.00025304642769919164,
                  8.599533466322269e-05
                ],
                [
                  0.0003226558906883088,
                  8.599533466322269e-05,
                  0.000330521874411454
                ]
              ]
            }
          ],
          "predictions": []
        }
      }
    },
    {
      "id": "covid_recovery",
      "name": "COVID recovery",
      "start": "2020-05-31",
      "end": "2020-12-31",
      "description": "May\u2013December 2020 holding months. Tests participation in the recovery after the initial shock.",
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.1497960640157323,
            "annualized_return": null,
            "annualized_volatility": 0.08757521104249595,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04383809306453035,
            "average_turnover": 0.026417431580015357,
            "cost_bps_sum": 1.0566972632006144,
            "end_value": 114.97960640157324,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-16",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.04774449688666255,
              "rmse": 0.056279046849752455,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.005741022672808908,
              "forecast_max": 0.011165986875122848,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.006025314506282656,
              "rmse": 0.007643779318007263,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0031448035115009647,
              "forecast_max": 0.0036388454411399856,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.017459801793954344,
              "rmse": 0.019043127176579733,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.002915445302629303,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.99351391774537
            },
            {
              "date": "2020-05-04",
              "wealth": 100.16029338124325
            },
            {
              "date": "2020-05-05",
              "wealth": 100.43363530280648
            },
            {
              "date": "2020-05-06",
              "wealth": 99.65353837846793
            },
            {
              "date": "2020-05-07",
              "wealth": 100.35151380301583
            },
            {
              "date": "2020-05-08",
              "wealth": 100.71005776284163
            },
            {
              "date": "2020-05-11",
              "wealth": 100.31357102352547
            },
            {
              "date": "2020-05-12",
              "wealth": 99.99737043938929
            },
            {
              "date": "2020-05-13",
              "wealth": 99.47147883615405
            },
            {
              "date": "2020-05-14",
              "wealth": 100.26888803441179
            },
            {
              "date": "2020-05-15",
              "wealth": 100.56122001236825
            },
            {
              "date": "2020-05-18",
              "wealth": 101.77601903525256
            },
            {
              "date": "2020-05-19",
              "wealth": 101.47702248437307
            },
            {
              "date": "2020-05-20",
              "wealth": 102.56333839935857
            },
            {
              "date": "2020-05-21",
              "wealth": 102.28052459761363
            },
            {
              "date": "2020-05-22",
              "wealth": 102.3991434468676
            },
            {
              "date": "2020-05-26",
              "wealth": 102.75756786402357
            },
            {
              "date": "2020-05-27",
              "wealth": 103.5235870965093
            },
            {
              "date": "2020-05-28",
              "wealth": 103.46204373717867
            },
            {
              "date": "2020-05-29",
              "wealth": 103.97384784614674
            },
            {
              "date": "2020-06-01",
              "wealth": 104.10762389753152
            },
            {
              "date": "2020-06-01",
              "wealth": 104.10711992181345
            },
            {
              "date": "2020-06-02",
              "wealth": 104.5248980993376
            },
            {
              "date": "2020-06-03",
              "wealth": 104.88948903996491
            },
            {
              "date": "2020-06-04",
              "wealth": 104.56557442826606
            },
            {
              "date": "2020-06-05",
              "wealth": 105.6904885565282
            },
            {
              "date": "2020-06-08",
              "wealth": 106.35156646153284
            },
            {
              "date": "2020-06-09",
              "wealth": 106.03771631562097
            },
            {
              "date": "2020-06-10",
              "wealth": 106.2512542392689
            },
            {
              "date": "2020-06-11",
              "wealth": 103.46438616835349
            },
            {
              "date": "2020-06-12",
              "wealth": 104.0748106586058
            },
            {
              "date": "2020-06-15",
              "wealth": 105.0027008759193
            },
            {
              "date": "2020-06-16",
              "wealth": 105.60461581347091
            },
            {
              "date": "2020-06-17",
              "wealth": 105.39346673834227
            },
            {
              "date": "2020-06-18",
              "wealth": 105.55462560456829
            },
            {
              "date": "2020-06-19",
              "wealth": 105.36262502319659
            },
            {
              "date": "2020-06-22",
              "wealth": 105.55837758609465
            },
            {
              "date": "2020-06-23",
              "wealth": 105.65938073752812
            },
            {
              "date": "2020-06-24",
              "wealth": 104.55533910842607
            },
            {
              "date": "2020-06-25",
              "wealth": 105.02638907352791
            },
            {
              "date": "2020-06-26",
              "wealth": 104.1789868196024
            },
            {
              "date": "2020-06-29",
              "wealth": 104.9673059968244
            },
            {
              "date": "2020-06-30",
              "wealth": 105.54841210808891
            },
            {
              "date": "2020-07-01",
              "wealth": 105.95576266750251
            },
            {
              "date": "2020-07-01",
              "wealth": 105.95531974659895
            },
            {
              "date": "2020-07-02",
              "wealth": 106.30834579753495
            },
            {
              "date": "2020-07-06",
              "wealth": 107.00458415575926
            },
            {
              "date": "2020-07-07",
              "wealth": 106.71398204254042
            },
            {
              "date": "2020-07-08",
              "wealth": 106.9195758330334
            },
            {
              "date": "2020-07-09",
              "wealth": 106.99749738590583
            },
            {
              "date": "2020-07-10",
              "wealth": 107.28888170703064
            },
            {
              "date": "2020-07-13",
              "wealth": 106.84798817152733
            },
            {
              "date": "2020-07-14",
              "wealth": 107.61730753887001
            },
            {
              "date": "2020-07-15",
              "wealth": 108.07204165689276
            },
            {
              "date": "2020-07-16",
              "wealth": 108.06919095923125
            },
            {
              "date": "2020-07-17",
              "wealth": 108.29724790939107
            },
            {
              "date": "2020-07-20",
              "wealth": 108.76697100198805
            },
            {
              "date": "2020-07-21",
              "wealth": 108.93770095436459
            },
            {
              "date": "2020-07-22",
              "wealth": 109.32360070099584
            },
            {
              "date": "2020-07-23",
              "wealth": 108.87267477400458
            },
            {
              "date": "2020-07-24",
              "wealth": 108.49586455009474
            },
            {
              "date": "2020-07-27",
              "wealth": 108.63236827978544
            },
            {
              "date": "2020-07-28",
              "wealth": 108.38174416251731
            },
            {
              "date": "2020-07-29",
              "wealth": 109.1560311210692
            },
            {
              "date": "2020-07-30",
              "wealth": 108.99368260650623
            },
            {
              "date": "2020-07-31",
              "wealth": 109.3899245969039
            },
            {
              "date": "2020-08-03",
              "wealth": 109.72906948913062
            },
            {
              "date": "2020-08-03",
              "wealth": 109.72813458587748
            },
            {
              "date": "2020-08-04",
              "wealth": 110.1335158029001
            },
            {
              "date": "2020-08-05",
              "wealth": 110.25026854473714
            },
            {
              "date": "2020-08-06",
              "wealth": 110.74328526579588
            },
            {
              "date": "2020-08-07",
              "wealth": 110.59949474597349
            },
            {
              "date": "2020-08-10",
              "wealth": 110.60668304751162
            },
            {
              "date": "2020-08-11",
              "wealth": 109.89965401575688
            },
            {
              "date": "2020-08-12",
              "wealth": 110.30878804314332
            },
            {
              "date": "2020-08-13",
              "wealth": 109.79610020939433
            },
            {
              "date": "2020-08-14",
              "wealth": 109.62396688236926
            },
            {
              "date": "2020-08-17",
              "wealth": 109.88750648744498
            },
            {
              "date": "2020-08-18",
              "wealth": 110.14402880069125
            },
            {
              "date": "2020-08-19",
              "wealth": 109.82085089220168
            },
            {
              "date": "2020-08-20",
              "wealth": 110.17461229633562
            },
            {
              "date": "2020-08-21",
              "wealth": 110.42269630681429
            },
            {
              "date": "2020-08-24",
              "wealth": 110.74972042782336
            },
            {
              "date": "2020-08-25",
              "wealth": 110.65954566249368
            },
            {
              "date": "2020-08-26",
              "wealth": 111.10224877327215
            },
            {
              "date": "2020-08-27",
              "wealth": 110.7758368523428
            },
            {
              "date": "2020-08-28",
              "wealth": 111.2292316337825
            },
            {
              "date": "2020-08-31",
              "wealth": 111.28069101817727
            },
            {
              "date": "2020-09-01",
              "wealth": 112.04512589395462
            },
            {
              "date": "2020-09-01",
              "wealth": 112.04410724175217
            },
            {
              "date": "2020-09-02",
              "wealth": 112.8809699855714
            },
            {
              "date": "2020-09-03",
              "wealth": 111.29542375505588
            },
            {
              "date": "2020-09-04",
              "wealth": 110.3487019033074
            },
            {
              "date": "2020-09-08",
              "wealth": 109.28436687400702
            },
            {
              "date": "2020-09-09",
              "wealth": 110.11527941282935
            },
            {
              "date": "2020-09-10",
              "wealth": 109.44708984569006
            },
            {
              "date": "2020-09-11",
              "wealth": 109.5396421829375
            },
            {
              "date": "2020-09-14",
              "wealth": 110.16796842714218
            },
            {
              "date": "2020-09-15",
              "wealth": 110.4140977120277
            },
            {
              "date": "2020-09-16",
              "wealth": 110.26012287684343
            },
            {
              "date": "2020-09-17",
              "wealth": 109.90868191453595
            },
            {
              "date": "2020-09-18",
              "wealth": 109.32804421296608
            },
            {
              "date": "2020-09-21",
              "wealth": 108.87606606547637
            },
            {
              "date": "2020-09-22",
              "wealth": 109.31543647104137
            },
            {
              "date": "2020-09-23",
              "wealth": 108.05590303059599
            },
            {
              "date": "2020-09-24",
              "wealth": 108.06925740313234
            },
            {
              "date": "2020-09-25",
              "wealth": 108.69738958557451
            },
            {
              "date": "2020-09-28",
              "wealth": 109.58514405320808
            },
            {
              "date": "2020-09-29",
              "wealth": 109.32455606463907
            },
            {
              "date": "2020-09-30",
              "wealth": 109.56207427764363
            },
            {
              "date": "2020-10-01",
              "wealth": 109.96138440666874
            },
            {
              "date": "2020-10-01",
              "wealth": 109.96043554966174
            },
            {
              "date": "2020-10-02",
              "wealth": 109.5345461887436
            },
            {
              "date": "2020-10-05",
              "wealth": 109.98844093216941
            },
            {
              "date": "2020-10-06",
              "wealth": 109.39791354310445
            },
            {
              "date": "2020-10-07",
              "wealth": 110.0794567864941
            },
            {
              "date": "2020-10-08",
              "wealth": 110.6116846698044
            },
            {
              "date": "2020-10-09",
              "wealth": 111.08592306727756
            },
            {
              "date": "2020-10-12",
              "wealth": 112.06471753986489
            },
            {
              "date": "2020-10-13",
              "wealth": 111.78785060277129
            },
            {
              "date": "2020-10-14",
              "wealth": 111.55650825719098
            },
            {
              "date": "2020-10-15",
              "wealth": 111.43143204674385
            },
            {
              "date": "2020-10-16",
              "wealth": 111.31885513507748
            },
            {
              "date": "2020-10-19",
              "wealth": 110.52489596201714
            },
            {
              "date": "2020-10-20",
              "wealth": 110.55844863763171
            },
            {
              "date": "2020-10-21",
              "wealth": 110.37431107403631
            },
            {
              "date": "2020-10-22",
              "wealth": 110.43332570878407
            },
            {
              "date": "2020-10-23",
              "wealth": 110.72288727032385
            },
            {
              "date": "2020-10-26",
              "wealth": 110.06308329692935
            },
            {
              "date": "2020-10-27",
              "wealth": 110.14077716934469
            },
            {
              "date": "2020-10-28",
              "wealth": 108.4601199066623
            },
            {
              "date": "2020-10-29",
              "wealth": 108.66815737660268
            },
            {
              "date": "2020-10-30",
              "wealth": 107.93248351812946
            },
            {
              "date": "2020-11-02",
              "wealth": 108.60343848689601
            },
            {
              "date": "2020-11-02",
              "wealth": 108.6030889515465
            },
            {
              "date": "2020-11-03",
              "wealth": 109.33484705981236
            },
            {
              "date": "2020-11-04",
              "wealth": 111.12724185151504
            },
            {
              "date": "2020-11-05",
              "wealth": 112.13959859840836
            },
            {
              "date": "2020-11-06",
              "wealth": 111.91169199484855
            },
            {
              "date": "2020-11-09",
              "wealth": 111.97382093118058
            },
            {
              "date": "2020-11-10",
              "wealth": 111.7286480025805
            },
            {
              "date": "2020-11-11",
              "wealth": 112.1824916696532
            },
            {
              "date": "2020-11-12",
              "wealth": 112.04634482408194
            },
            {
              "date": "2020-11-13",
              "wealth": 112.6896211523272
            },
            {
              "date": "2020-11-16",
              "wealth": 113.3798379591415
            },
            {
              "date": "2020-11-17",
              "wealth": 113.32967897917584
            },
            {
              "date": "2020-11-18",
              "wealth": 112.85400809996841
            },
            {
              "date": "2020-11-19",
              "wealth": 113.30755033620336
            },
            {
              "date": "2020-11-20",
              "wealth": 112.99996500867137
            },
            {
              "date": "2020-11-23",
              "wealth": 113.27566948573346
            },
            {
              "date": "2020-11-24",
              "wealth": 113.87953238019158
            },
            {
              "date": "2020-11-25",
              "wealth": 113.84064785802657
            },
            {
              "date": "2020-11-27",
              "wealth": 114.19597399814063
            },
            {
              "date": "2020-11-30",
              "wealth": 114.12066370085151
            },
            {
              "date": "2020-12-01",
              "wealth": 114.3337839129604
            },
            {
              "date": "2020-12-01",
              "wealth": 114.33351765927681
            },
            {
              "date": "2020-12-02",
              "wealth": 114.24877234076467
            },
            {
              "date": "2020-12-03",
              "wealth": 114.46914993121283
            },
            {
              "date": "2020-12-04",
              "wealth": 114.54154662089697
            },
            {
              "date": "2020-12-07",
              "wealth": 114.55886509836373
            },
            {
              "date": "2020-12-08",
              "wealth": 114.67324015932847
            },
            {
              "date": "2020-12-09",
              "wealth": 114.05869368282956
            },
            {
              "date": "2020-12-10",
              "wealth": 114.30898894794343
            },
            {
              "date": "2020-12-11",
              "wealth": 114.34738290671751
            },
            {
              "date": "2020-12-14",
              "wealth": 114.09191911898854
            },
            {
              "date": "2020-12-15",
              "wealth": 114.78101942113248
            },
            {
              "date": "2020-12-16",
              "wealth": 114.80048895594447
            },
            {
              "date": "2020-12-17",
              "wealth": 115.10889429748998
            },
            {
              "date": "2020-12-18",
              "wealth": 114.86672164560984
            },
            {
              "date": "2020-12-21",
              "wealth": 114.63065092859757
            },
            {
              "date": "2020-12-22",
              "wealth": 114.70995735824715
            },
            {
              "date": "2020-12-23",
              "wealth": 114.70905371208
            },
            {
              "date": "2020-12-24",
              "wealth": 115.07343887216572
            },
            {
              "date": "2020-12-28",
              "wealth": 115.5109755160087
            },
            {
              "date": "2020-12-29",
              "wealth": 115.43393601862793
            },
            {
              "date": "2020-12-30",
              "wealth": 115.57434664182345
            },
            {
              "date": "2020-12-31",
              "wealth": 115.84345795221435
            },
            {
              "date": "2021-01-04",
              "wealth": 114.97960640157324
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.37,
                0.24,
                0.39
              ],
              "forecast": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "posterior": [
                0.0024438394719595692,
                1.2595366310040837e-05,
                0.0009496281644615447
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038118963965141444,
                0.0002561986999438758,
                0.00048554726217747577
              ],
              "gross_return": 0.04114376841652374,
              "turnover": 0.1297216450927195,
              "cost": 6.486082254635975e-05,
              "net_return": 0.041076238975315205,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "posterior": [
                0.0025057038832779427,
                1.0480031345514219e-05,
                0.0009760272752421431
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004564006045775604,
                0.00025088032063042145,
                0.0005776981511456985
              ],
              "gross_return": 0.01775712119475992,
              "turnover": 0.00968182154611072,
              "cost": 4.84091077305536e-06,
              "net_return": 0.017752194323347625,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "posterior": [
                0.0026053306174315095,
                -1.0849390476714882e-06,
                0.0010285667256953695
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004613071272342252,
                0.0002448804719761615,
                0.0005693324253064911
              ],
              "gross_return": 0.03561642540985119,
              "turnover": 0.008360487290513502,
              "cost": 4.180243645256751e-06,
              "net_return": 0.03561209628086992,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.38,
                0.23,
                0.39
              ],
              "forecast": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "posterior": [
                0.0027431747574685177,
                6.618443479618997e-06,
                0.0011005304431495847
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004434226731190618,
                0.00024091043436589004,
                0.0005559578346522653
              ],
              "gross_return": 0.021115744989392476,
              "turnover": 0.01704021108517717,
              "cost": 8.520105542588586e-06,
              "net_return": 0.021107044975473777,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "posterior": [
                0.0028114914668707467,
                6.2930992476320275e-06,
                0.001108396679567089
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004351209087945964,
                0.00023172097368411262,
                0.0005455285522801368
              ],
              "gross_return": -0.01858841920699709,
              "turnover": 0.018182891836156734,
              "cost": 9.091445918078366e-06,
              "net_return": -0.018597341657307198,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "posterior": [
                0.002943647274438305,
                -1.91881037515267e-05,
                0.0011151641764029822
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0043195344219980345,
                0.00023334386139210286,
                0.00054764739163653
              ],
              "gross_return": -0.012340775625182519,
              "turnover": 0.017258004018756573,
              "cost": 8.629002009378286e-06,
              "net_return": -0.012349298138614295,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "posterior": [
                0.002914802612403412,
                -1.581938468595629e-05,
                0.001106169681294233
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004271214704893395,
                0.00022836501806894455,
                0.0005411692623369727
              ],
              "gross_return": 0.05276732933416523,
              "turnover": 0.006436911287147906,
              "cost": 3.2184556435739532e-06,
              "net_return": 0.05276394104921289,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.41,
                0.22,
                0.3700000000000001
              ],
              "forecast": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "posterior": [
                0.003385880595056384,
                4.084651478546693e-06,
                0.0012393446134991216
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.0041635326118996474,
                0.0002375425052074508,
                0.000529622983491164
              ],
              "gross_return": 0.005650912833993366,
              "turnover": 0.004657480483540755,
              "cost": 2.3287402417703773e-06,
              "net_return": 0.005648570934243535,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808908,
                0.0036388454411399856,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254526,
                0.0035802896196552784,
                0.003846418281964529
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148951,
                0.003546657097170531,
                0.004239548243405848
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01020893571949021,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122848,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310233,
                0.0033844894471555488,
                0.004486954481059277
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224516,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            }
          ]
        },
        "ols": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.1761330792989042,
            "annualized_return": null,
            "annualized_volatility": 0.09757186739365303,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.040760448424972284,
            "average_turnover": 0.16099338675615543,
            "cost_bps_sum": 6.439735470246216,
            "end_value": 117.61330792989042,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-07-10",
            "drawdown_trough": "2020-06-11"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.03876567350033663,
              "rmse": 0.04923262492361731,
              "oos_r2_vs_mean": 0.23473382813891785,
              "forecast_min": -0.009297834674813255,
              "forecast_max": 0.056989422340854634,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.0075754352710656475,
              "rmse": 0.009220641915707312,
              "oos_r2_vs_mean": -0.45514420034700853,
              "forecast_min": -0.007844725222872842,
              "forecast_max": 0.006162321970134364,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.015066715217267754,
              "rmse": 0.016515368443427908,
              "oos_r2_vs_mean": 0.24785772711019682,
              "forecast_min": 0.0033096423902494515,
              "forecast_max": 0.021507889224896517,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.99198668543269
            },
            {
              "date": "2020-05-04",
              "wealth": 100.21090330551327
            },
            {
              "date": "2020-05-05",
              "wealth": 100.82840394803901
            },
            {
              "date": "2020-05-06",
              "wealth": 100.12448092455227
            },
            {
              "date": "2020-05-07",
              "wealth": 101.10438539637248
            },
            {
              "date": "2020-05-08",
              "wealth": 102.16198134495347
            },
            {
              "date": "2020-05-11",
              "wealth": 102.00520383171042
            },
            {
              "date": "2020-05-12",
              "wealth": 100.75289747717487
            },
            {
              "date": "2020-05-13",
              "wealth": 99.5627023405862
            },
            {
              "date": "2020-05-14",
              "wealth": 100.54293508403342
            },
            {
              "date": "2020-05-15",
              "wealth": 100.90990487164406
            },
            {
              "date": "2020-05-18",
              "wealth": 103.06113817905653
            },
            {
              "date": "2020-05-19",
              "wealth": 102.36475337077762
            },
            {
              "date": "2020-05-20",
              "wealth": 103.76207984329517
            },
            {
              "date": "2020-05-21",
              "wealth": 103.25283639305395
            },
            {
              "date": "2020-05-22",
              "wealth": 103.4197889263038
            },
            {
              "date": "2020-05-26",
              "wealth": 104.26024909798694
            },
            {
              "date": "2020-05-27",
              "wealth": 105.4371442979508
            },
            {
              "date": "2020-05-28",
              "wealth": 105.29784465399746
            },
            {
              "date": "2020-05-29",
              "wealth": 105.77936782567511
            },
            {
              "date": "2020-06-01",
              "wealth": 106.07109103494281
            },
            {
              "date": "2020-06-01",
              "wealth": 106.05592375932216
            },
            {
              "date": "2020-06-02",
              "wealth": 106.62508854201401
            },
            {
              "date": "2020-06-03",
              "wealth": 107.32415541084954
            },
            {
              "date": "2020-06-04",
              "wealth": 107.00898586555107
            },
            {
              "date": "2020-06-05",
              "wealth": 108.66277695046534
            },
            {
              "date": "2020-06-08",
              "wealth": 109.54272984216357
            },
            {
              "date": "2020-06-09",
              "wealth": 109.05893345690797
            },
            {
              "date": "2020-06-10",
              "wealth": 109.01860834704421
            },
            {
              "date": "2020-06-11",
              "wealth": 105.07771905210139
            },
            {
              "date": "2020-06-12",
              "wealth": 105.89907713152085
            },
            {
              "date": "2020-06-15",
              "wealth": 106.87199238392154
            },
            {
              "date": "2020-06-16",
              "wealth": 107.92514939351472
            },
            {
              "date": "2020-06-17",
              "wealth": 107.63410755943897
            },
            {
              "date": "2020-06-18",
              "wealth": 107.76079654009175
            },
            {
              "date": "2020-06-19",
              "wealth": 107.43604651143855
            },
            {
              "date": "2020-06-22",
              "wealth": 107.78580578646604
            },
            {
              "date": "2020-06-23",
              "wealth": 108.00836455184971
            },
            {
              "date": "2020-06-24",
              "wealth": 106.37315646890349
            },
            {
              "date": "2020-06-25",
              "wealth": 107.05516099555366
            },
            {
              "date": "2020-06-26",
              "wealth": 105.67473399588306
            },
            {
              "date": "2020-06-29",
              "wealth": 106.70660966511639
            },
            {
              "date": "2020-06-30",
              "wealth": 107.5385731913198
            },
            {
              "date": "2020-07-01",
              "wealth": 108.06280366979922
            },
            {
              "date": "2020-07-01",
              "wealth": 108.05188765353024
            },
            {
              "date": "2020-07-02",
              "wealth": 108.45213777847823
            },
            {
              "date": "2020-07-06",
              "wealth": 109.32309452757572
            },
            {
              "date": "2020-07-07",
              "wealth": 108.8951581147932
            },
            {
              "date": "2020-07-08",
              "wealth": 109.19525561042154
            },
            {
              "date": "2020-07-09",
              "wealth": 109.18452724988425
            },
            {
              "date": "2020-07-10",
              "wealth": 109.60127265443084
            },
            {
              "date": "2020-07-13",
              "wealth": 109.05917520352291
            },
            {
              "date": "2020-07-14",
              "wealth": 109.96586907349025
            },
            {
              "date": "2020-07-15",
              "wealth": 110.5220388483976
            },
            {
              "date": "2020-07-16",
              "wealth": 110.4764904811967
            },
            {
              "date": "2020-07-17",
              "wealth": 110.73734726776912
            },
            {
              "date": "2020-07-20",
              "wealth": 111.28905305708932
            },
            {
              "date": "2020-07-21",
              "wealth": 111.47408290445992
            },
            {
              "date": "2020-07-22",
              "wealth": 111.91910438489701
            },
            {
              "date": "2020-07-23",
              "wealth": 111.32778241072508
            },
            {
              "date": "2020-07-24",
              "wealth": 110.88512762488362
            },
            {
              "date": "2020-07-27",
              "wealth": 111.11449562887324
            },
            {
              "date": "2020-07-28",
              "wealth": 110.77521267203589
            },
            {
              "date": "2020-07-29",
              "wealth": 111.67112986426613
            },
            {
              "date": "2020-07-30",
              "wealth": 111.45836094943068
            },
            {
              "date": "2020-07-31",
              "wealth": 111.9389533203335
            },
            {
              "date": "2020-08-03",
              "wealth": 112.35868424850136
            },
            {
              "date": "2020-08-03",
              "wealth": 112.3408666736336
            },
            {
              "date": "2020-08-04",
              "wealth": 112.75264796595827
            },
            {
              "date": "2020-08-05",
              "wealth": 112.80541119999162
            },
            {
              "date": "2020-08-06",
              "wealth": 113.26883852347004
            },
            {
              "date": "2020-08-07",
              "wealth": 113.10319853175426
            },
            {
              "date": "2020-08-10",
              "wealth": 113.08415857203366
            },
            {
              "date": "2020-08-11",
              "wealth": 112.39722519351432
            },
            {
              "date": "2020-08-12",
              "wealth": 112.70065265707706
            },
            {
              "date": "2020-08-13",
              "wealth": 112.18230873428047
            },
            {
              "date": "2020-08-14",
              "wealth": 112.0145968194858
            },
            {
              "date": "2020-08-17",
              "wealth": 112.2730249238028
            },
            {
              "date": "2020-08-18",
              "wealth": 112.53098377719026
            },
            {
              "date": "2020-08-19",
              "wealth": 112.22168805304167
            },
            {
              "date": "2020-08-20",
              "wealth": 112.58088354048107
            },
            {
              "date": "2020-08-21",
              "wealth": 112.81401503321526
            },
            {
              "date": "2020-08-24",
              "wealth": 113.06935202747763
            },
            {
              "date": "2020-08-25",
              "wealth": 112.93863073633753
            },
            {
              "date": "2020-08-26",
              "wealth": 113.31753553099828
            },
            {
              "date": "2020-08-27",
              "wealth": 112.94897276165499
            },
            {
              "date": "2020-08-28",
              "wealth": 113.37653195280136
            },
            {
              "date": "2020-08-31",
              "wealth": 113.45870893871465
            },
            {
              "date": "2020-09-01",
              "wealth": 114.19247743032442
            },
            {
              "date": "2020-09-01",
              "wealth": 114.18893931496092
            },
            {
              "date": "2020-09-02",
              "wealth": 114.9283095215934
            },
            {
              "date": "2020-09-03",
              "wealth": 113.63530199829393
            },
            {
              "date": "2020-09-04",
              "wealth": 112.68095476796597
            },
            {
              "date": "2020-09-08",
              "wealth": 111.85554284059543
            },
            {
              "date": "2020-09-09",
              "wealth": 112.53002603613187
            },
            {
              "date": "2020-09-10",
              "wealth": 112.01201774872852
            },
            {
              "date": "2020-09-11",
              "wealth": 112.114294536839
            },
            {
              "date": "2020-09-14",
              "wealth": 112.64017247354762
            },
            {
              "date": "2020-09-15",
              "wealth": 112.84584875040572
            },
            {
              "date": "2020-09-16",
              "wealth": 112.7214790478518
            },
            {
              "date": "2020-09-17",
              "wealth": 112.44326800620777
            },
            {
              "date": "2020-09-18",
              "wealth": 111.94130898366414
            },
            {
              "date": "2020-09-21",
              "wealth": 111.58659271284738
            },
            {
              "date": "2020-09-22",
              "wealth": 111.94909622334359
            },
            {
              "date": "2020-09-23",
              "wealth": 110.84826061666602
            },
            {
              "date": "2020-09-24",
              "wealth": 110.8371787638922
            },
            {
              "date": "2020-09-25",
              "wealth": 111.34456541900597
            },
            {
              "date": "2020-09-28",
              "wealth": 112.1175750043033
            },
            {
              "date": "2020-09-29",
              "wealth": 111.90154747752081
            },
            {
              "date": "2020-09-30",
              "wealth": 112.05917010117331
            },
            {
              "date": "2020-10-01",
              "wealth": 112.42036622704437
            },
            {
              "date": "2020-10-01",
              "wealth": 112.41948782371195
            },
            {
              "date": "2020-10-02",
              "wealth": 112.06315223269421
            },
            {
              "date": "2020-10-05",
              "wealth": 112.31908768191096
            },
            {
              "date": "2020-10-06",
              "wealth": 111.85790794711983
            },
            {
              "date": "2020-10-07",
              "wealth": 112.38040786733634
            },
            {
              "date": "2020-10-08",
              "wealth": 112.86163861506014
            },
            {
              "date": "2020-10-09",
              "wealth": 113.26640983965694
            },
            {
              "date": "2020-10-12",
              "wealth": 114.13840733927185
            },
            {
              "date": "2020-10-13",
              "wealth": 113.92950479895075
            },
            {
              "date": "2020-10-14",
              "wealth": 113.75608079188466
            },
            {
              "date": "2020-10-15",
              "wealth": 113.6301465460666
            },
            {
              "date": "2020-10-16",
              "wealth": 113.51294006648503
            },
            {
              "date": "2020-10-19",
              "wealth": 112.8267079100748
            },
            {
              "date": "2020-10-20",
              "wealth": 112.80538379839123
            },
            {
              "date": "2020-10-21",
              "wealth": 112.62194231542979
            },
            {
              "date": "2020-10-22",
              "wealth": 112.60385153523299
            },
            {
              "date": "2020-10-23",
              "wealth": 112.88375128369454
            },
            {
              "date": "2020-10-26",
              "wealth": 112.40209087911505
            },
            {
              "date": "2020-10-27",
              "wealth": 112.53687353428364
            },
            {
              "date": "2020-10-28",
              "wealth": 111.11536611125013
            },
            {
              "date": "2020-10-29",
              "wealth": 111.2053846619445
            },
            {
              "date": "2020-10-30",
              "wealth": 110.51178000763423
            },
            {
              "date": "2020-11-02",
              "wealth": 111.12023444754196
            },
            {
              "date": "2020-11-02",
              "wealth": 111.11215153233472
            },
            {
              "date": "2020-11-03",
              "wealth": 111.84584966673086
            },
            {
              "date": "2020-11-04",
              "wealth": 113.67838625325481
            },
            {
              "date": "2020-11-05",
              "wealth": 114.70023188809088
            },
            {
              "date": "2020-11-06",
              "wealth": 114.46398637820938
            },
            {
              "date": "2020-11-09",
              "wealth": 114.50388742067607
            },
            {
              "date": "2020-11-10",
              "wealth": 114.25213762370761
            },
            {
              "date": "2020-11-11",
              "wealth": 114.71000727220934
            },
            {
              "date": "2020-11-12",
              "wealth": 114.58502899329692
            },
            {
              "date": "2020-11-13",
              "wealth": 115.23084491450516
            },
            {
              "date": "2020-11-16",
              "wealth": 115.93009669420145
            },
            {
              "date": "2020-11-17",
              "wealth": 115.88977390105117
            },
            {
              "date": "2020-11-18",
              "wealth": 115.42289750788088
            },
            {
              "date": "2020-11-19",
              "wealth": 115.89327541388465
            },
            {
              "date": "2020-11-20",
              "wealth": 115.58289594438492
            },
            {
              "date": "2020-11-23",
              "wealth": 115.86284099870389
            },
            {
              "date": "2020-11-24",
              "wealth": 116.45788700175407
            },
            {
              "date": "2020-11-25",
              "wealth": 116.42094585593425
            },
            {
              "date": "2020-11-27",
              "wealth": 116.785883065812
            },
            {
              "date": "2020-11-30",
              "wealth": 116.72295108646446
            },
            {
              "date": "2020-12-01",
              "wealth": 116.92488057503527
            },
            {
              "date": "2020-12-01",
              "wealth": 116.91906729649088
            },
            {
              "date": "2020-12-02",
              "wealth": 116.84615629167791
            },
            {
              "date": "2020-12-03",
              "wealth": 117.06065230914145
            },
            {
              "date": "2020-12-04",
              "wealth": 117.18970452982187
            },
            {
              "date": "2020-12-07",
              "wealth": 117.17805333472755
            },
            {
              "date": "2020-12-08",
              "wealth": 117.2990631932795
            },
            {
              "date": "2020-12-09",
              "wealth": 116.62967166252236
            },
            {
              "date": "2020-12-10",
              "wealth": 116.87981722195683
            },
            {
              "date": "2020-12-11",
              "wealth": 116.90189367342164
            },
            {
              "date": "2020-12-14",
              "wealth": 116.62210032002166
            },
            {
              "date": "2020-12-15",
              "wealth": 117.40139701501124
            },
            {
              "date": "2020-12-16",
              "wealth": 117.43271425311647
            },
            {
              "date": "2020-12-17",
              "wealth": 117.78304994732021
            },
            {
              "date": "2020-12-18",
              "wealth": 117.52057288058826
            },
            {
              "date": "2020-12-21",
              "wealth": 117.25293325872659
            },
            {
              "date": "2020-12-22",
              "wealth": 117.32081726522843
            },
            {
              "date": "2020-12-23",
              "wealth": 117.33930328280495
            },
            {
              "date": "2020-12-24",
              "wealth": 117.72830578788056
            },
            {
              "date": "2020-12-28",
              "wealth": 118.21736016691224
            },
            {
              "date": "2020-12-29",
              "wealth": 118.13166036537045
            },
            {
              "date": "2020-12-30",
              "wealth": 118.28041746679317
            },
            {
              "date": "2020-12-31",
              "wealth": 118.57568425023783
            },
            {
              "date": "2021-01-04",
              "wealth": 117.61330792989042
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.7,
                0.15,
                0.15000000000000005
              ],
              "forecast": [
                0.056989422340854634,
                -0.007844725222872842,
                0.015802325394981866
              ],
              "posterior": [
                0.0053264189099465524,
                -0.000645509875507333,
                0.0015696768678928024
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.003639450374491324,
                0.00027939858455349804,
                0.0005005645204098757
              ],
              "gross_return": 0.06079591526303527,
              "turnover": 0.16026629134595416,
              "cost": 8.013314567297709e-05,
              "net_return": 0.060710910349428104,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.57,
                0.15,
                0.28
              ],
              "forecast": [
                0.0346251463710439,
                0.0011018493525081414,
                0.021507889224896517
              ],
              "posterior": [
                0.0040902477909740605,
                -0.0001089367904015376,
                0.0016424959187431888
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.0041725372902776305,
                0.0002686674669321319,
                0.00057954262258668
              ],
              "gross_return": 0.01892284597917784,
              "turnover": 0.2859832113096971,
              "cost": 0.00014299160565484857,
              "net_return": 0.01877714856539292,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.47,
                0.15,
                0.38
              ],
              "forecast": [
                0.021494059304812296,
                0.00207116783958378,
                0.006663864820785747
              ],
              "posterior": [
                0.003193733282033356,
                -0.00011943592864684033,
                0.0011671908749204918
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004019610884030204,
                0.0002575606398668913,
                0.0005565747281444166
              ],
              "gross_return": 0.03985859653633198,
              "turnover": 0.20203096529571402,
              "cost": 0.000101015482647857,
              "net_return": 0.03975355471831743,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.32,
                0.3,
                0.37999999999999995
              ],
              "forecast": [
                -0.005579818570760212,
                0.0041628596474683425,
                0.0033096423902494515
              ],
              "posterior": [
                0.002229288524986161,
                8.903697583750955e-05,
                0.0009748748325419138
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.0038679740614505527,
                0.0002509228335430246,
                0.0005346466909692993
              ],
              "gross_return": 0.01648207648308443,
              "turnover": 0.3171552779730749,
              "cost": 0.00015857763898653745,
              "net_return": 0.016320885155323595,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.31,
                0.29,
                0.39999999999999997
              ],
              "forecast": [
                -0.009297834674813255,
                0.006162321970134364,
                0.014446910090352063
              ],
              "posterior": [
                0.00246141699424622,
                0.0002966982165435933,
                0.001418089907142412
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.0037682796682646856,
                0.00024127195842549553,
                0.0005219414484262891
              ],
              "gross_return": -0.01548812957302627,
              "turnover": 0.06196757340079562,
              "cost": 3.098378670039781e-05,
              "net_return": -0.01551863347882354,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.31,
                0.29,
                0.39999999999999997
              ],
              "forecast": [
                -0.0017207368564557905,
                0.005949998857594973,
                0.009099737163980947
              ],
              "posterior": [
                0.002589443893016602,
                0.0001855300424013321,
                0.001261507088699385
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0038334125725158603,
                0.00024349018811158869,
                0.000522907153180903
              ],
              "gross_return": -0.011557189961649587,
              "turnover": 0.015627120990554855,
              "cost": 7.813560495277428e-06,
              "net_return": -0.011564913219341943,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.22,
                0.4
              ],
              "forecast": [
                0.009575253391417854,
                0.003519326922538841,
                0.006079894689088306
              ],
              "posterior": [
                0.0029950293477869097,
                -5.842977309926568e-06,
                0.001169784127096017
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.0037411915129611705,
                0.0002401891030232724,
                0.0005334775773248862
              ],
              "gross_return": 0.05231407152627213,
              "turnover": 0.14548052832019218,
              "cost": 7.274026416009608e-05,
              "net_return": 0.05223752592273012,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.45,
                0.16,
                0.39
              ],
              "forecast": [
                0.020784324610693586,
                0.0035378739498593604,
                0.007136007876339572
              ],
              "posterior": [
                0.003961941431880699,
                -2.1058653324800676e-05,
                0.0014503734720591748
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.003628800380744013,
                0.00025291645024782617,
                0.0005269263961994063
              ],
              "gross_return": 0.005937787988327258,
              "turnover": 0.09943612541326041,
              "cost": 4.9718062706630206e-05,
              "net_return": 0.005887774710305216,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.056989422340854634,
                -0.007844725222872842,
                0.015802325394981866
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.16960409123003722,
                  -0.054528672791915714,
                  0.24050920677586596,
                  -0.21375989576109838
                ],
                [
                  0.07203181310804395,
                  0.06013797865126186,
                  -0.2346636672807484,
                  0.04488824388625019
                ],
                [
                  -0.10680584869950598,
                  0.10174482455896977,
                  0.09251287396287529,
                  -0.27799664924773276
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.003638845441139984,
                0.002915445302629305
              ],
              "feature_contributions": [
                [
                  0.01596163054369849,
                  0.0002085775251522578,
                  0.024633615018808546,
                  0.010444576580386434
                ],
                [
                  -0.002342165049117165,
                  -7.947739589656813e-05,
                  -0.008304137216820879,
                  -0.0007577910021782144
                ],
                [
                  0.0039587271203923025,
                  -0.00015327612455365763,
                  0.0037317987739920186,
                  0.005349630322521895
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.0346251463710439,
                0.0011018493525081414,
                0.021507889224896517
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1581935517409295,
                  -0.06837283317096403,
                  0.3601575774487973,
                  -0.24651803400173483
                ],
                [
                  0.06870797591401512,
                  0.053501440432000245,
                  -0.21646273101784885,
                  0.024376288762371308
                ],
                [
                  -0.10203536008363404,
                  0.07184566888034344,
                  0.2381264535534488,
                  -0.3207521700901664
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254535,
                0.003580289619655277,
                0.0038464182819645323
              ],
              "feature_contributions": [
                [
                  -0.021102238945051588,
                  -0.008078582461957943,
                  0.03528246648105908,
                  0.020436390373739812
                ],
                [
                  0.0029349962698784625,
                  0.0020243131693315655,
                  -0.006790631349368751,
                  -0.0006471183569884127
                ],
                [
                  -0.005366323516554622,
                  0.003346867882320067,
                  0.009197301330692513,
                  0.010483625246474025
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021494059304812296,
                0.00207116783958378,
                0.006663864820785747
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.11604163305208795,
                  -0.06858743823549562,
                  0.37564127534162606,
                  -0.2148720176440928
                ],
                [
                  0.01844723510745597,
                  0.0530233951894068,
                  -0.16657216808060946,
                  0.0018373872194674939
                ],
                [
                  -0.07886556400259782,
                  0.06843216570713072,
                  0.27720571698856133,
                  -0.3006557368868335
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705294,
                0.004239548243405851
              ],
              "feature_contributions": [
                [
                  -0.014245618760483273,
                  0.008885030682348876,
                  -0.0001493308928212953,
                  0.017749180595619033
                ],
                [
                  0.0007125028094821223,
                  -0.0021610742841724623,
                  2.0833709612122604e-05,
                  -4.7751492508531866e-05
                ],
                [
                  -0.0037990350807884394,
                  -0.003478508260996112,
                  -4.324112086071894e-05,
                  0.009745101040025165
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005579818570760212,
                0.0041628596474683425,
                0.0033096423902494515
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.12740132636102744,
                  -0.06224553681470768,
                  0.3854276805773482,
                  -0.22741693184716616
                ],
                [
                  0.0030768094677928156,
                  0.040275800390563186,
                  -0.17443576067396993,
                  0.013344462454617649
                ],
                [
                  -0.09475677869207512,
                  0.10827451309040881,
                  0.27867663585044317,
                  -0.30384818208416636
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.0045811661429380895
              ],
              "feature_contributions": [
                [
                  -0.026078844633994305,
                  0.000929331861709362,
                  -0.006957449146203062,
                  0.017090070925166047
                ],
                [
                  0.00019818957015701284,
                  -0.0001892224167227443,
                  0.0009908512404611777,
                  -0.00031556436010255807
                ],
                [
                  -0.007683730894523851,
                  -0.0006403778623566532,
                  -0.001992760741178344,
                  0.00904534574537021
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.009297834674813255,
                0.006162321970134364,
                0.014446910090352063
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00869650928240119,
                  -0.13994519045690867,
                  0.39487638971908673,
                  -0.23145444229609138
                ],
                [
                  0.05486452645603546,
                  0.025055306342751785,
                  -0.1726971561589512,
                  0.01386904080242903
                ],
                [
                  0.0705992897834423,
                  0.033217094175335415,
                  0.287035626656544,
                  -0.30670303566554813
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636417,
                0.004952101244192423
              ],
              "feature_contributions": [
                [
                  -5.49699172562207e-05,
                  -0.02786336968402201,
                  -0.010973828217742369,
                  0.019385397424717135
                ],
                [
                  -0.00010838789375824911,
                  0.0015591374387119764,
                  0.0014999997949011758,
                  -0.00036304849248418146
                ],
                [
                  -0.00017744491823517555,
                  0.0026297860248170545,
                  -0.003171873878283577,
                  0.010214341617861339
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.0017207368564557905,
                0.005949998857594973,
                0.009099737163980947
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.026999119611589094,
                  -0.14122443644749721,
                  0.38315858746472453,
                  -0.2510683220192996
                ],
                [
                  0.04153435940759976,
                  0.027345181476062325,
                  -0.16726657923261457,
                  0.027609896759028172
                ],
                [
                  0.04493158950585102,
                  0.036944714570823545,
                  0.29475496775035814,
                  -0.2853006632020744
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.004677468380949965
              ],
              "feature_contributions": [
                [
                  -0.0004702269781519478,
                  -0.013532146569577573,
                  -0.01951361842643299,
                  0.02062926824258388
                ],
                [
                  -0.000223948324268847,
                  0.0008111851915370338,
                  0.0026372468447285777,
                  -0.0007023264863015926
                ],
                [
                  -0.00030931236395228585,
                  0.0013992545143249016,
                  -0.0059334588757563615,
                  0.009265785508414727
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009575253391417854,
                0.003519326922538841,
                0.006079894689088306
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03947438987156458,
                  -0.19352079385065263,
                  0.3945321482289645,
                  -0.24016204352867015
                ],
                [
                  0.04376372318766332,
                  0.00884907535593233,
                  -0.16159337825783643,
                  0.03721688460973712
                ],
                [
                  0.053498464528629504,
                  -0.017628236872889558,
                  0.31317608232337996,
                  -0.26321385414281123
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555488,
                0.004486954481059276
              ],
              "feature_contributions": [
                [
                  -0.0010808873618856636,
                  -0.0028442709827709604,
                  -0.00781560655482452,
                  0.010929861286588773
                ],
                [
                  -0.0003679806131976883,
                  3.993805316409492e-05,
                  0.0009829909402634962,
                  -0.0005201109048466106
                ],
                [
                  -0.0005760260053677747,
                  -0.00010187977371336744,
                  -0.002439521436047857,
                  0.004710367423158029
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.020784324610693586,
                0.0035378739498593604,
                0.007136007876339572
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.041906405238889624,
                  -0.20290420161804668,
                  0.40443475547511953,
                  -0.23845688763771136
                ],
                [
                  0.05756742172087395,
                  -0.016204086611726287,
                  -0.14157211604761905,
                  0.06854265017223973
                ],
                [
                  0.058276431787919865,
                  -0.028602862919743233,
                  0.3238843662065253,
                  -0.2561943863023145
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224503,
                0.003144803511500967,
                0.004360646545640778
              ],
              "feature_contributions": [
                [
                  0.00042841460398921976,
                  0.008201308012507754,
                  -0.010691824293422057,
                  0.012918190899394168
                ],
                [
                  0.00018173272531839897,
                  0.00020225028406425618,
                  0.0011557224999147989,
                  -0.0011466350709390604
                ],
                [
                  0.0002339165871121035,
                  0.00045392676949898114,
                  -0.003361843839566203,
                  0.005449361813653911
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            }
          ]
        },
        "ridge": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.16964426371048225,
            "annualized_return": null,
            "annualized_volatility": 0.0935313293024844,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.03971751239942167,
            "average_turnover": 0.14013498220990356,
            "cost_bps_sum": 5.605399288396143,
            "end_value": 116.96442637104823,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-13",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.038876445878682636,
              "rmse": 0.04929616585000156,
              "oos_r2_vs_mean": 0.23275720794503374,
              "forecast_min": -0.008938338005200365,
              "forecast_max": 0.05632733652451376,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.005935240638289376,
              "rmse": 0.00767484994946213,
              "oos_r2_vs_mean": -0.008146174428100172,
              "forecast_min": 0.0028025039729233383,
              "forecast_max": 0.0036493031074402945,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.017415331117659305,
              "rmse": 0.01882366487410674,
              "oos_r2_vs_mean": 0.0229161634059184,
              "forecast_min": 0.0037646756649440637,
              "forecast_max": 0.006233173821428848,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.9844139074324
            },
            {
              "date": "2020-05-04",
              "wealth": 100.19131582523765
            },
            {
              "date": "2020-05-05",
              "wealth": 100.70288898635795
            },
            {
              "date": "2020-05-06",
              "wealth": 99.95542852268943
            },
            {
              "date": "2020-05-07",
              "wealth": 100.84047259477764
            },
            {
              "date": "2020-05-08",
              "wealth": 101.68217170652889
            },
            {
              "date": "2020-05-11",
              "wealth": 101.43680694125467
            },
            {
              "date": "2020-05-12",
              "wealth": 100.484992072539
            },
            {
              "date": "2020-05-13",
              "wealth": 99.49673846757084
            },
            {
              "date": "2020-05-14",
              "wealth": 100.43954973861953
            },
            {
              "date": "2020-05-15",
              "wealth": 100.7952269611501
            },
            {
              "date": "2020-05-18",
              "wealth": 102.69485883011345
            },
            {
              "date": "2020-05-19",
              "wealth": 102.11344707881206
            },
            {
              "date": "2020-05-20",
              "wealth": 103.44592159864682
            },
            {
              "date": "2020-05-21",
              "wealth": 103.00141237135001
            },
            {
              "date": "2020-05-22",
              "wealth": 103.14855282482316
            },
            {
              "date": "2020-05-26",
              "wealth": 103.84623250861577
            },
            {
              "date": "2020-05-27",
              "wealth": 104.90777029108753
            },
            {
              "date": "2020-05-28",
              "wealth": 104.79684275293887
            },
            {
              "date": "2020-05-29",
              "wealth": 105.29682421721104
            },
            {
              "date": "2020-06-01",
              "wealth": 105.54050718130814
            },
            {
              "date": "2020-06-01",
              "wealth": 105.52740311274722
            },
            {
              "date": "2020-06-02",
              "wealth": 106.05076288653284
            },
            {
              "date": "2020-06-03",
              "wealth": 106.62793359700593
            },
            {
              "date": "2020-06-04",
              "wealth": 106.31133969130666
            },
            {
              "date": "2020-06-05",
              "wealth": 107.78001367991305
            },
            {
              "date": "2020-06-08",
              "wealth": 108.57715405391434
            },
            {
              "date": "2020-06-09",
              "wealth": 108.14439220825535
            },
            {
              "date": "2020-06-10",
              "wealth": 108.20952009226589
            },
            {
              "date": "2020-06-11",
              "wealth": 104.69441076179497
            },
            {
              "date": "2020-06-12",
              "wealth": 105.45325557884625
            },
            {
              "date": "2020-06-15",
              "wealth": 106.46342079158015
            },
            {
              "date": "2020-06-16",
              "wealth": 107.32430474362354
            },
            {
              "date": "2020-06-17",
              "wealth": 107.05396306358779
            },
            {
              "date": "2020-06-18",
              "wealth": 107.19594545702687
            },
            {
              "date": "2020-06-19",
              "wealth": 106.92845527452452
            },
            {
              "date": "2020-06-22",
              "wealth": 107.21318573382094
            },
            {
              "date": "2020-06-23",
              "wealth": 107.37891815030537
            },
            {
              "date": "2020-06-24",
              "wealth": 105.9490305251797
            },
            {
              "date": "2020-06-25",
              "wealth": 106.54614574938977
            },
            {
              "date": "2020-06-26",
              "wealth": 105.38287277840801
            },
            {
              "date": "2020-06-29",
              "wealth": 106.3269890541797
            },
            {
              "date": "2020-06-30",
              "wealth": 107.07094851961571
            },
            {
              "date": "2020-07-01",
              "wealth": 107.56669015916658
            },
            {
              "date": "2020-07-01",
              "wealth": 107.56099420877831
            },
            {
              "date": "2020-07-02",
              "wealth": 107.94302284524795
            },
            {
              "date": "2020-07-06",
              "wealth": 108.74638306928742
            },
            {
              "date": "2020-07-07",
              "wealth": 108.36875211636328
            },
            {
              "date": "2020-07-08",
              "wealth": 108.637653756349
            },
            {
              "date": "2020-07-09",
              "wealth": 108.65079347606037
            },
            {
              "date": "2020-07-10",
              "wealth": 109.02566516734063
            },
            {
              "date": "2020-07-13",
              "wealth": 108.52610712235943
            },
            {
              "date": "2020-07-14",
              "wealth": 109.37322510544935
            },
            {
              "date": "2020-07-15",
              "wealth": 109.89034010427132
            },
            {
              "date": "2020-07-16",
              "wealth": 109.85392586421827
            },
            {
              "date": "2020-07-17",
              "wealth": 110.09669989230615
            },
            {
              "date": "2020-07-20",
              "wealth": 110.61635185682184
            },
            {
              "date": "2020-07-21",
              "wealth": 110.79624809122762
            },
            {
              "date": "2020-07-22",
              "wealth": 111.21460599556133
            },
            {
              "date": "2020-07-23",
              "wealth": 110.67021084480608
            },
            {
              "date": "2020-07-24",
              "wealth": 110.25347797858738
            },
            {
              "date": "2020-07-27",
              "wealth": 110.45578721060797
            },
            {
              "date": "2020-07-28",
              "wealth": 110.15441475374854
            },
            {
              "date": "2020-07-29",
              "wealth": 111.00031790098052
            },
            {
              "date": "2020-07-30",
              "wealth": 110.81048314099654
            },
            {
              "date": "2020-07-31",
              "wealth": 111.26058426140844
            },
            {
              "date": "2020-08-03",
              "wealth": 111.6492011406868
            },
            {
              "date": "2020-08-03",
              "wealth": 111.63816698651912
            },
            {
              "date": "2020-08-04",
              "wealth": 112.04824945942916
            },
            {
              "date": "2020-08-05",
              "wealth": 112.1283659379059
            },
            {
              "date": "2020-08-06",
              "wealth": 112.60070297318781
            },
            {
              "date": "2020-08-07",
              "wealth": 112.44721176198043
            },
            {
              "date": "2020-08-10",
              "wealth": 112.44450599060772
            },
            {
              "date": "2020-08-11",
              "wealth": 111.7515268311201
            },
            {
              "date": "2020-08-12",
              "wealth": 112.10908972947539
            },
            {
              "date": "2020-08-13",
              "wealth": 111.61007857480848
            },
            {
              "date": "2020-08-14",
              "wealth": 111.45266223399678
            },
            {
              "date": "2020-08-17",
              "wealth": 111.71402923908386
            },
            {
              "date": "2020-08-18",
              "wealth": 111.96960079484809
            },
            {
              "date": "2020-08-19",
              "wealth": 111.65514534572067
            },
            {
              "date": "2020-08-20",
              "wealth": 112.01185445298813
            },
            {
              "date": "2020-08-21",
              "wealth": 112.25089288908866
            },
            {
              "date": "2020-08-24",
              "wealth": 112.54509659862988
            },
            {
              "date": "2020-08-25",
              "wealth": 112.43958642263141
            },
            {
              "date": "2020-08-26",
              "wealth": 112.85091185747628
            },
            {
              "date": "2020-08-27",
              "wealth": 112.51375354946832
            },
            {
              "date": "2020-08-28",
              "wealth": 112.95311389778404
            },
            {
              "date": "2020-08-31",
              "wealth": 113.01096692853616
            },
            {
              "date": "2020-09-01",
              "wealth": 113.75619257728057
            },
            {
              "date": "2020-09-01",
              "wealth": 113.75182917679554
            },
            {
              "date": "2020-09-02",
              "wealth": 114.51225254795648
            },
            {
              "date": "2020-09-03",
              "wealth": 113.14978172392124
            },
            {
              "date": "2020-09-04",
              "wealth": 112.20511939347952
            },
            {
              "date": "2020-09-08",
              "wealth": 111.32030316694429
            },
            {
              "date": "2020-09-09",
              "wealth": 112.03315559581036
            },
            {
              "date": "2020-09-10",
              "wealth": 111.47739111560809
            },
            {
              "date": "2020-09-11",
              "wealth": 111.57870274671714
            },
            {
              "date": "2020-09-14",
              "wealth": 112.12527605775159
            },
            {
              "date": "2020-09-15",
              "wealth": 112.33869318868204
            },
            {
              "date": "2020-09-16",
              "wealth": 112.20458430657047
            },
            {
              "date": "2020-09-17",
              "wealth": 111.90770861735794
            },
            {
              "date": "2020-09-18",
              "wealth": 111.38690157980433
            },
            {
              "date": "2020-09-21",
              "wealth": 111.0118769048646
            },
            {
              "date": "2020-09-22",
              "wealth": 111.39322753746166
            },
            {
              "date": "2020-09-23",
              "wealth": 110.2633597665185
            },
            {
              "date": "2020-09-24",
              "wealth": 110.263571356514
            },
            {
              "date": "2020-09-25",
              "wealth": 110.80523516665006
            },
            {
              "date": "2020-09-28",
              "wealth": 111.59929264309022
            },
            {
              "date": "2020-09-29",
              "wealth": 111.37514401023468
            },
            {
              "date": "2020-09-30",
              "wealth": 111.54882104388936
            },
            {
              "date": "2020-10-01",
              "wealth": 111.91630050833855
            },
            {
              "date": "2020-10-01",
              "wealth": 111.91539334269437
            },
            {
              "date": "2020-10-02",
              "wealth": 111.53907159456415
            },
            {
              "date": "2020-10-05",
              "wealth": 111.84064674014877
            },
            {
              "date": "2020-10-06",
              "wealth": 111.3512848742177
            },
            {
              "date": "2020-10-07",
              "wealth": 111.90949588239691
            },
            {
              "date": "2020-10-08",
              "wealth": 112.40314522265889
            },
            {
              "date": "2020-10-09",
              "wealth": 112.82134147911215
            },
            {
              "date": "2020-10-12",
              "wealth": 113.71353289328066
            },
            {
              "date": "2020-10-13",
              "wealth": 113.49245220099165
            },
            {
              "date": "2020-10-14",
              "wealth": 113.30303548518955
            },
            {
              "date": "2020-10-15",
              "wealth": 113.17713554650712
            },
            {
              "date": "2020-10-16",
              "wealth": 113.06287993422367
            },
            {
              "date": "2020-10-19",
              "wealth": 112.34897739538621
            },
            {
              "date": "2020-10-20",
              "wealth": 112.34149685821366
            },
            {
              "date": "2020-10-21",
              "wealth": 112.1582147283408
            },
            {
              "date": "2020-10-22",
              "wealth": 112.157671395385
            },
            {
              "date": "2020-10-23",
              "wealth": 112.43844054944944
            },
            {
              "date": "2020-10-26",
              "wealth": 111.91185489361733
            },
            {
              "date": "2020-10-27",
              "wealth": 112.02912815548774
            },
            {
              "date": "2020-10-28",
              "wealth": 110.54835043279276
            },
            {
              "date": "2020-10-29",
              "wealth": 110.66582589402695
            },
            {
              "date": "2020-10-30",
              "wealth": 109.96411073749731
            },
            {
              "date": "2020-11-02",
              "wealth": 110.5854391284331
            },
            {
              "date": "2020-11-02",
              "wealth": 110.5795992199029
            },
            {
              "date": "2020-11-03",
              "wealth": 111.30266678765067
            },
            {
              "date": "2020-11-04",
              "wealth": 113.11182452990379
            },
            {
              "date": "2020-11-05",
              "wealth": 114.11998417538075
            },
            {
              "date": "2020-11-06",
              "wealth": 113.88442561168497
            },
            {
              "date": "2020-11-09",
              "wealth": 113.92476208047714
            },
            {
              "date": "2020-11-10",
              "wealth": 113.67374040559075
            },
            {
              "date": "2020-11-11",
              "wealth": 114.12878407726524
            },
            {
              "date": "2020-11-12",
              "wealth": 114.0080030693408
            },
            {
              "date": "2020-11-13",
              "wealth": 114.6451386035094
            },
            {
              "date": "2020-11-16",
              "wealth": 115.3321195890781
            },
            {
              "date": "2020-11-17",
              "wealth": 115.29042986108499
            },
            {
              "date": "2020-11-18",
              "wealth": 114.82026827034906
            },
            {
              "date": "2020-11-19",
              "wealth": 115.278237241475
            },
            {
              "date": "2020-11-20",
              "wealth": 114.97519089829153
            },
            {
              "date": "2020-11-23",
              "wealth": 115.24657171269389
            },
            {
              "date": "2020-11-24",
              "wealth": 115.8403870591367
            },
            {
              "date": "2020-11-25",
              "wealth": 115.80303837046459
            },
            {
              "date": "2020-11-27",
              "wealth": 116.16476054042347
            },
            {
              "date": "2020-11-30",
              "wealth": 116.0927353370085
            },
            {
              "date": "2020-12-01",
              "wealth": 116.29058078180609
            },
            {
              "date": "2020-12-01",
              "wealth": 116.28715442686628
            },
            {
              "date": "2020-12-02",
              "wealth": 116.20974076320518
            },
            {
              "date": "2020-12-03",
              "wealth": 116.42702889875439
            },
            {
              "date": "2020-12-04",
              "wealth": 116.5298758217499
            },
            {
              "date": "2020-12-07",
              "wealth": 116.53547051311698
            },
            {
              "date": "2020-12-08",
              "wealth": 116.65633048842048
            },
            {
              "date": "2020-12-09",
              "wealth": 116.01349115208404
            },
            {
              "date": "2020-12-10",
              "wealth": 116.26205434959864
            },
            {
              "date": "2020-12-11",
              "wealth": 116.29370724524871
            },
            {
              "date": "2020-12-14",
              "wealth": 116.02481739716112
            },
            {
              "date": "2020-12-15",
              "wealth": 116.759350550088
            },
            {
              "date": "2020-12-16",
              "wealth": 116.78478263624591
            },
            {
              "date": "2020-12-17",
              "wealth": 117.11330256431394
            },
            {
              "date": "2020-12-18",
              "wealth": 116.85949236630302
            },
            {
              "date": "2020-12-21",
              "wealth": 116.60940707423741
            },
            {
              "date": "2020-12-22",
              "wealth": 116.68222434646263
            },
            {
              "date": "2020-12-23",
              "wealth": 116.68827287431863
            },
            {
              "date": "2020-12-24",
              "wealth": 117.06470366465138
            },
            {
              "date": "2020-12-28",
              "wealth": 117.52975133812035
            },
            {
              "date": "2020-12-29",
              "wealth": 117.44725259684576
            },
            {
              "date": "2020-12-30",
              "wealth": 117.5918891160828
            },
            {
              "date": "2020-12-31",
              "wealth": 117.87610364107809
            },
            {
              "date": "2021-01-04",
              "wealth": 116.96442637104823
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.6,
                0.15,
                0.25
              ],
              "forecast": [
                0.05632733652451376,
                0.0028025039729233383,
                0.0037646756649440637
              ],
              "posterior": [
                0.00401199350747889,
                -0.00025709340534849854,
                0.0012658930863694118
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0037991929306952247,
                0.0002578197575783356,
                0.00048608869881800533
              ],
              "gross_return": 0.05556959386709702,
              "turnover": 0.31172185135191954,
              "cost": 0.00015586092567595978,
              "net_return": 0.05540507181308141,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.49,
                0.15,
                0.36
              ],
              "forecast": [
                0.03434393814150955,
                0.003312659137849854,
                0.005464089426934521
              ],
              "posterior": [
                0.0032329613153877427,
                -9.538350658987635e-05,
                0.0011542296741384331
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004534819824833539,
                0.00025199107122645444,
                0.0005768642925251289
              ],
              "gross_return": 0.019324715536120404,
              "turnover": 0.24832301664810782,
              "cost": 0.0001241615083240539,
              "net_return": 0.019198154641967502,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.44,
                0.2,
                0.36000000000000004
              ],
              "forecast": [
                0.021311448600255644,
                0.003513519176936912,
                0.00442859426704856
              ],
              "posterior": [
                0.002936549138750757,
                -5.266518546296138e-05,
                0.0011017244529995225
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004373927099619921,
                0.0002452448874566751,
                0.0005669547816013
              ],
              "gross_return": 0.03800826649085415,
              "turnover": 0.10590546906004894,
              "cost": 5.295273453002447e-05,
              "net_return": 0.03795330111467865,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.35,
                0.29,
                0.36000000000000004
              ],
              "forecast": [
                -0.005485727021013166,
                0.003629317477480573,
                0.004985053996890267
              ],
              "posterior": [
                0.0023508735842204167,
                7.837653895796041e-05,
                0.0010313232889794563
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004204823574834752,
                0.00024101539442675137,
                0.0005516890450330942
              ],
              "gross_return": 0.018972235463317978,
              "turnover": 0.19765755697194665,
              "cost": 9.882877848597333e-05,
              "net_return": 0.01887153168197586,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.33,
                0.29,
                0.37999999999999995
              ],
              "forecast": [
                -0.008938338005200365,
                0.0036493031074402945,
                0.006233173821428848
              ],
              "posterior": [
                0.0023141203266122045,
                0.00010571705480955039,
                0.0010537849899061136
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004100211431170415,
                0.00023182010999033603,
                0.0005411030224909341
              ],
              "gross_return": -0.016136256284759756,
              "turnover": 0.07671495302675718,
              "cost": 3.835747651337859e-05,
              "net_return": -0.016173994815201653,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.33,
                0.29,
                0.37999999999999995
              ],
              "forecast": [
                -0.001512305299316282,
                0.003581960917800685,
                0.005239578667628483
              ],
              "posterior": [
                0.0025913354763195486,
                4.727695093858909e-05,
                0.0010688690038032594
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.004166710059687214,
                0.0002336426606120285,
                0.0005442134160665528
              ],
              "gross_return": -0.011883568243278646,
              "turnover": 0.016211501632172554,
              "cost": 8.105750816086278e-06,
              "net_return": -0.011891577668851738,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.24,
                0.38
              ],
              "forecast": [
                0.009576746298543317,
                0.003400287066890875,
                0.004635133080619639
              ],
              "posterior": [
                0.0029077130174941113,
                -1.2132240316589533e-05,
                0.0011098257943658121
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004057451520892233,
                0.0002287115992434924,
                0.0005396910947056901
              ],
              "gross_return": 0.051645887688072566,
              "turnover": 0.1056180375323102,
              "cost": 5.2809018766155095e-05,
              "net_return": 0.05159035130065437,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.43,
                0.2,
                0.37000000000000005
              ],
              "forecast": [
                0.0206346715762186,
                0.0032138649689360805,
                0.004561936547901191
              ],
              "posterior": [
                0.0037766069107028717,
                -4.023563127540405e-05,
                0.0013293700066424059
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.003931030157346285,
                0.00023812235080081448,
                0.0005287471618121653
              ],
              "gross_return": 0.005824133779177609,
              "turnover": 0.058927471455965635,
              "cost": 2.946373572798282e-05,
              "net_return": 0.00579449844271096,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.05632733652451376,
                0.0028025039729233383,
                0.0037646756649440637
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002602485286310172,
                0.00025472737529042217,
                0.00035675754339564264
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1674747328212842,
                  -0.05413292823557544,
                  0.23728361222630148,
                  -0.21110336381641376
                ],
                [
                  0.004444991429563291,
                  0.003974140084437558,
                  -0.01889272822448077,
                  0.0010658118485528862
                ],
                [
                  -0.006507466989706951,
                  0.0067212538641592,
                  0.004325489156349888,
                  -0.023055890399694783
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  0.01576123424447517,
                  0.00020706376338385895,
                  0.024303240745798753,
                  0.010314775098047055
                ],
                [
                  -0.00014453202162678695,
                  -5.2521603140486825e-06,
                  -0.0006685645434343895,
                  -1.799274284142142e-05
                ],
                [
                  0.00024119733489210806,
                  -1.0125406858827747e-05,
                  0.00017448225786456363,
                  0.00044367617641691623
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.03434393814150955,
                0.003312659137849854,
                0.005464089426934521
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029592002836973928,
                0.000247826762899222,
                0.00043188326600583334
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1560428230709782,
                  -0.0678562415046927,
                  0.3560239848557989,
                  -0.2438135829663969
                ],
                [
                  0.004293028078668837,
                  0.004006755414523423,
                  -0.018088913314438928,
                  0.0013241443249435566
                ],
                [
                  -0.0045024865916893685,
                  0.004806013957045555,
                  0.01925862088740385,
                  -0.02713053851907142
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254535,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  -0.020815342356664646,
                  -0.008017544646475035,
                  0.03487752333605597,
                  0.020212190885338727
                ],
                [
                  0.00018338513440047905,
                  0.00015160204447615245,
                  -0.0005674655459230724,
                  -3.515211475898387e-05
                ],
                [
                  -0.00023679829874810195,
                  0.00022388397248561956,
                  0.0007438373052293613,
                  0.0008867481660031117
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021311448600255644,
                0.003513519176936912,
                0.00442859426704856
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028949929626790843,
                0.00024117494160894693,
                0.0004363752362411545
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.11553553348508185,
                  -0.06787586587244626,
                  0.3720167892030364,
                  -0.2130076588019643
                ],
                [
                  0.004137649822094959,
                  0.003945440867053229,
                  -0.014943833922334074,
                  0.0013088154718672847
                ],
                [
                  -0.010014885548789498,
                  0.004690066159675569,
                  0.02764240751536465,
                  -0.02820452466943652
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  -0.014183488460376426,
                  0.008792851378950823,
                  -0.00014789002945876474,
                  0.017595178030991053
                ],
                [
                  0.00015981186913502878,
                  -0.00016080431603925787,
                  1.869072726957785e-06,
                  -3.401454605634745e-05
                ],
                [
                  -0.0004824273053912252,
                  -0.0002384030040912441,
                  -4.3119193111823565e-06,
                  0.0009141882524363627
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005485727021013166,
                0.003629317477480573,
                0.004985053996890267
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002823680480923294,
                0.000235260569437404,
                0.00043573335892435443
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.1264418252738916,
                  -0.0612301678845074,
                  0.38160143401250524,
                  -0.22533804206535285
                ],
                [
                  0.001862759672327848,
                  0.0009805822917350502,
                  -0.015287965250349964,
                  0.0021782152663344114
                ],
                [
                  -0.002427457519299178,
                  0.011883486287859247,
                  0.029063873117525545,
                  -0.029521743046789523
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.025882436319479153,
                  0.0009141723057554335,
                  -0.006888380635462337,
                  0.016933845205611142
                ],
                [
                  0.00011998778040335057,
                  -4.606938887330173e-06,
                  8.684056109772856e-05,
                  -5.150953880863059e-05
                ],
                [
                  -0.00019684006351456158,
                  -7.02835905621635e-05,
                  -0.00020782992861402252,
                  0.0008788414366429262
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008938338005200365,
                0.0036493031074402945,
                0.006233173821428848
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002787383961686454,
                0.00023018550523672387,
                0.0004391978280520914
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.009206102717177573,
                  -0.13781367037607892,
                  0.3907541549259561,
                  -0.22935030591547043
                ],
                [
                  0.004383794634185191,
                  -0.0002489995384322436,
                  -0.015280688752596607,
                  0.0012945279014353263
                ],
                [
                  0.01308889972485204,
                  0.007507942694660978,
                  0.028700031184440717,
                  -0.03112921006824601
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -5.819101528927387e-05,
                  -0.027438979736735012,
                  -0.010859269085642328,
                  0.01920916611297604
                ],
                [
                  -8.66042774375896e-06,
                  -1.5494701891921653e-05,
                  0.0001327238415770263,
                  -3.3886727264692615e-05
                ],
                [
                  -3.289776354109292e-05,
                  0.0005944012642805883,
                  -0.0003171483633590129,
                  0.0010367174398559441
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.001512305299316282,
                0.003581960917800685,
                0.005239578667628483
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028694212505690287,
                0.00022673264250850544,
                0.0004362138982126902
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.027417438113505607,
                  -0.13911238533246847,
                  0.3791546384621629,
                  -0.2487489398665394
                ],
                [
                  0.002945185268301371,
                  1.3571932761501575e-05,
                  -0.014877854004844747,
                  0.002554431463277944
                ],
                [
                  0.010771274843639746,
                  0.00774063962278938,
                  0.02900884651749207,
                  -0.028544321609284606
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  -0.00047751257293766886,
                  -0.01332976951664004,
                  -0.01930970407976034,
                  0.020438693994898928
                ],
                [
                  -1.588008855571038e-05,
                  4.0260661229488877e-07,
                  0.0002345750939047044,
                  -6.497832606040436e-05
                ],
                [
                  -7.415024754982557e-05,
                  0.0002931711629599093,
                  -0.0005839521523872882,
                  0.0009270415236557205
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009576746298543317,
                0.003400287066890875,
                0.004635133080619639
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028234287447040417,
                0.00022143436035560517,
                0.0004304439553638516
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.039713141161841194,
                  -0.190747584257892,
                  0.39037828972799826,
                  -0.23763479513168476
                ],
                [
                  0.002964505534313292,
                  -0.0012918733862142034,
                  -0.014671171670570197,
                  0.0030548299009682737
                ],
                [
                  0.010889240076835617,
                  0.00464362706520252,
                  0.02946584336411116,
                  -0.02615812706222417
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.0010874248474081385,
                  -0.002803511747461506,
                  -0.007733319410738295,
                  0.01081484529984103
                ],
                [
                  -2.4926594103219655e-05,
                  -5.83054227754016e-06,
                  8.92464096654381e-05,
                  -4.269165354935155e-05
                ],
                [
                  -0.00011724608394309342,
                  2.683715212266454e-05,
                  -0.00022952760627407376,
                  0.00046811513765486327
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.0206346715762186,
                0.0032138649689360805,
                0.004561936547901191
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002764603638078076,
                0.00022245429199042212,
                0.0004222172169160943
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.042189297900023855,
                  -0.2000350625335745,
                  0.40017822105016626,
                  -0.23570458938105424
                ],
                [
                  0.0034891976423734915,
                  -0.003466956826191194,
                  -0.013014171613816204,
                  0.005467650515712777
                ],
                [
                  0.011095613021402693,
                  0.0035949195240824743,
                  0.029738761239762643,
                  -0.024563965634960157
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224503,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  0.0004313066522739723,
                  0.008085338539353247,
                  -0.010579296580226294,
                  0.012769087576593173
                ],
                [
                  1.1014934797629503e-05,
                  4.3272602753693876e-05,
                  0.00010624105488951496,
                  -9.146713500572323e-05
                ],
                [
                  4.453683676667974e-05,
                  -5.705128926269809e-05,
                  -0.00030868137428552417,
                  0.0005224858290419518
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            }
          ]
        },
        "elastic_net": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.16690673284894153,
            "annualized_return": null,
            "annualized_volatility": 0.09299452703812927,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04040465775544744,
            "average_turnover": 0.1298050492225322,
            "cost_bps_sum": 5.192201968901288,
            "end_value": 116.69067328489416,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-13",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.03900975492722684,
              "rmse": 0.04935242119744375,
              "oos_r2_vs_mean": 0.23100509857006157,
              "forecast_min": -0.008579382230140646,
              "forecast_max": 0.05582947340821941,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.006025314506282655,
              "rmse": 0.007643779318007263,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0031448035115009647,
              "forecast_max": 0.003638845441139985,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.017459801793954344,
              "rmse": 0.019043127176579733,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0029154453026293027,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.98541589204764
            },
            {
              "date": "2020-05-04",
              "wealth": 100.18992023467841
            },
            {
              "date": "2020-05-05",
              "wealth": 100.68032216712632
            },
            {
              "date": "2020-05-06",
              "wealth": 99.924135975287
            },
            {
              "date": "2020-05-07",
              "wealth": 100.79023148922586
            },
            {
              "date": "2020-05-08",
              "wealth": 101.58877525522624
            },
            {
              "date": "2020-05-11",
              "wealth": 101.32568802839484
            },
            {
              "date": "2020-05-12",
              "wealth": 100.43394355200138
            },
            {
              "date": "2020-05-13",
              "wealth": 99.48605072661996
            },
            {
              "date": "2020-05-14",
              "wealth": 100.42140192399077
            },
            {
              "date": "2020-05-15",
              "wealth": 100.77482973372103
            },
            {
              "date": "2020-05-18",
              "wealth": 102.62419243226276
            },
            {
              "date": "2020-05-19",
              "wealth": 102.06575914814475
            },
            {
              "date": "2020-05-20",
              "wealth": 103.38529766592679
            },
            {
              "date": "2020-05-21",
              "wealth": 102.95372324488551
            },
            {
              "date": "2020-05-22",
              "wealth": 103.09690524606579
            },
            {
              "date": "2020-05-26",
              "wealth": 103.76604826822509
            },
            {
              "date": "2020-05-27",
              "wealth": 104.80454280043229
            },
            {
              "date": "2020-05-28",
              "wealth": 104.69928651869937
            },
            {
              "date": "2020-05-29",
              "wealth": 105.20297198259803
            },
            {
              "date": "2020-06-01",
              "wealth": 105.43705366212984
            },
            {
              "date": "2020-06-01",
              "wealth": 105.42711327452622
            },
            {
              "date": "2020-06-02",
              "wealth": 105.924770575695
            },
            {
              "date": "2020-06-03",
              "wealth": 106.48262060409547
            },
            {
              "date": "2020-06-04",
              "wealth": 106.16099081491355
            },
            {
              "date": "2020-06-05",
              "wealth": 107.58651122360365
            },
            {
              "date": "2020-06-08",
              "wealth": 108.37829723785862
            },
            {
              "date": "2020-06-09",
              "wealth": 107.97566987929223
            },
            {
              "date": "2020-06-10",
              "wealth": 108.0325384237802
            },
            {
              "date": "2020-06-11",
              "wealth": 104.5687896911148
            },
            {
              "date": "2020-06-12",
              "wealth": 105.28942776964873
            },
            {
              "date": "2020-06-15",
              "wealth": 106.19784038177767
            },
            {
              "date": "2020-06-16",
              "wealth": 107.08605871714563
            },
            {
              "date": "2020-06-17",
              "wealth": 106.83593142737905
            },
            {
              "date": "2020-06-18",
              "wealth": 106.9753994631576
            },
            {
              "date": "2020-06-19",
              "wealth": 106.69848990563352
            },
            {
              "date": "2020-06-22",
              "wealth": 106.99138546728949
            },
            {
              "date": "2020-06-23",
              "wealth": 107.17385387688515
            },
            {
              "date": "2020-06-24",
              "wealth": 105.75042879192017
            },
            {
              "date": "2020-06-25",
              "wealth": 106.3514665479659
            },
            {
              "date": "2020-06-26",
              "wealth": 105.1744155609678
            },
            {
              "date": "2020-06-29",
              "wealth": 106.10439140212972
            },
            {
              "date": "2020-06-30",
              "wealth": 106.82842876878965
            },
            {
              "date": "2020-07-01",
              "wealth": 107.29152409963726
            },
            {
              "date": "2020-07-01",
              "wealth": 107.28599854949582
            },
            {
              "date": "2020-07-02",
              "wealth": 107.66641748545882
            },
            {
              "date": "2020-07-06",
              "wealth": 108.46846283996085
            },
            {
              "date": "2020-07-07",
              "wealth": 108.0850925131107
            },
            {
              "date": "2020-07-08",
              "wealth": 108.36357602089151
            },
            {
              "date": "2020-07-09",
              "wealth": 108.35657790038772
            },
            {
              "date": "2020-07-10",
              "wealth": 108.74319267162798
            },
            {
              "date": "2020-07-13",
              "wealth": 108.25031915314672
            },
            {
              "date": "2020-07-14",
              "wealth": 109.08393717691622
            },
            {
              "date": "2020-07-15",
              "wealth": 109.6001940269283
            },
            {
              "date": "2020-07-16",
              "wealth": 109.55048749509173
            },
            {
              "date": "2020-07-17",
              "wealth": 109.78327455241352
            },
            {
              "date": "2020-07-20",
              "wealth": 110.30059354599322
            },
            {
              "date": "2020-07-21",
              "wealth": 110.48012260960948
            },
            {
              "date": "2020-07-22",
              "wealth": 110.89052686642883
            },
            {
              "date": "2020-07-23",
              "wealth": 110.33404128973177
            },
            {
              "date": "2020-07-24",
              "wealth": 109.91947368517651
            },
            {
              "date": "2020-07-27",
              "wealth": 110.13769809953921
            },
            {
              "date": "2020-07-28",
              "wealth": 109.84215207016668
            },
            {
              "date": "2020-07-29",
              "wealth": 110.67988578596919
            },
            {
              "date": "2020-07-30",
              "wealth": 110.49580639471081
            },
            {
              "date": "2020-07-31",
              "wealth": 110.94834263236619
            },
            {
              "date": "2020-08-03",
              "wealth": 111.33631290569197
            },
            {
              "date": "2020-08-03",
              "wealth": 111.32527473782136
            },
            {
              "date": "2020-08-04",
              "wealth": 111.73351657088412
            },
            {
              "date": "2020-08-05",
              "wealth": 111.81530740051984
            },
            {
              "date": "2020-08-06",
              "wealth": 112.27864292374208
            },
            {
              "date": "2020-08-07",
              "wealth": 112.1318784108526
            },
            {
              "date": "2020-08-10",
              "wealth": 112.13868912310028
            },
            {
              "date": "2020-08-11",
              "wealth": 111.45486074019118
            },
            {
              "date": "2020-08-12",
              "wealth": 111.82827889501485
            },
            {
              "date": "2020-08-13",
              "wealth": 111.36173684257562
            },
            {
              "date": "2020-08-14",
              "wealth": 111.22575807863353
            },
            {
              "date": "2020-08-17",
              "wealth": 111.48644110973311
            },
            {
              "date": "2020-08-18",
              "wealth": 111.73692422072729
            },
            {
              "date": "2020-08-19",
              "wealth": 111.42581412559473
            },
            {
              "date": "2020-08-20",
              "wealth": 111.77915041663876
            },
            {
              "date": "2020-08-21",
              "wealth": 112.01597910825738
            },
            {
              "date": "2020-08-24",
              "wealth": 112.32410538966388
            },
            {
              "date": "2020-08-25",
              "wealth": 112.2340645663339
            },
            {
              "date": "2020-08-26",
              "wealth": 112.65294753993408
            },
            {
              "date": "2020-08-27",
              "wealth": 112.34238481300865
            },
            {
              "date": "2020-08-28",
              "wealth": 112.78037194812889
            },
            {
              "date": "2020-08-31",
              "wealth": 112.81797462327881
            },
            {
              "date": "2020-09-01",
              "wealth": 113.55549717118564
            },
            {
              "date": "2020-09-01",
              "wealth": 113.55112666759325
            },
            {
              "date": "2020-09-02",
              "wealth": 114.31337243007344
            },
            {
              "date": "2020-09-03",
              "wealth": 112.92814502181484
            },
            {
              "date": "2020-09-04",
              "wealth": 112.00542151369304
            },
            {
              "date": "2020-09-08",
              "wealth": 111.0949571026698
            },
            {
              "date": "2020-09-09",
              "wealth": 111.82306261090908
            },
            {
              "date": "2020-09-10",
              "wealth": 111.25013722435826
            },
            {
              "date": "2020-09-11",
              "wealth": 111.35379267956273
            },
            {
              "date": "2020-09-14",
              "wealth": 111.89915409446479
            },
            {
              "date": "2020-09-15",
              "wealth": 112.1110213271018
            },
            {
              "date": "2020-09-16",
              "wealth": 111.96784137569057
            },
            {
              "date": "2020-09-17",
              "wealth": 111.66200787856054
            },
            {
              "date": "2020-09-18",
              "wealth": 111.13493369660956
            },
            {
              "date": "2020-09-21",
              "wealth": 110.75916186925288
            },
            {
              "date": "2020-09-22",
              "wealth": 111.14793665613237
            },
            {
              "date": "2020-09-23",
              "wealth": 110.02798761037488
            },
            {
              "date": "2020-09-24",
              "wealth": 110.04399978089627
            },
            {
              "date": "2020-09-25",
              "wealth": 110.6090825903095
            },
            {
              "date": "2020-09-28",
              "wealth": 111.3961489380315
            },
            {
              "date": "2020-09-29",
              "wealth": 111.17470117204849
            },
            {
              "date": "2020-09-30",
              "wealth": 111.34765741049208
            },
            {
              "date": "2020-10-01",
              "wealth": 111.71086848087663
            },
            {
              "date": "2020-10-01",
              "wealth": 111.70882107493163
            },
            {
              "date": "2020-10-02",
              "wealth": 111.30911695687195
            },
            {
              "date": "2020-10-05",
              "wealth": 111.65017297636302
            },
            {
              "date": "2020-10-06",
              "wealth": 111.1384786214884
            },
            {
              "date": "2020-10-07",
              "wealth": 111.72656041543534
            },
            {
              "date": "2020-10-08",
              "wealth": 112.23241361227969
            },
            {
              "date": "2020-10-09",
              "wealth": 112.65881029931094
            },
            {
              "date": "2020-10-12",
              "wealth": 113.56286964931915
            },
            {
              "date": "2020-10-13",
              "wealth": 113.33621452251158
            },
            {
              "date": "2020-10-14",
              "wealth": 113.12898651398909
            },
            {
              "date": "2020-10-15",
              "wealth": 113.00272593668159
            },
            {
              "date": "2020-10-16",
              "wealth": 112.89363027144131
            },
            {
              "date": "2020-10-19",
              "wealth": 112.15099679274215
            },
            {
              "date": "2020-10-20",
              "wealth": 112.15712425793912
            },
            {
              "date": "2020-10-21",
              "wealth": 111.97423031017247
            },
            {
              "date": "2020-10-22",
              "wealth": 111.98839105457618
            },
            {
              "date": "2020-10-23",
              "wealth": 112.26824486615243
            },
            {
              "date": "2020-10-26",
              "wealth": 111.69686199956053
            },
            {
              "date": "2020-10-27",
              "wealth": 111.79288035826144
            },
            {
              "date": "2020-10-28",
              "wealth": 110.26023449351538
            },
            {
              "date": "2020-10-29",
              "wealth": 110.40174916419556
            },
            {
              "date": "2020-10-30",
              "wealth": 109.69457974016532
            },
            {
              "date": "2020-11-02",
              "wealth": 110.32542770938741
            },
            {
              "date": "2020-11-02",
              "wealth": 110.3207054002541
            },
            {
              "date": "2020-11-03",
              "wealth": 111.0498419574021
            },
            {
              "date": "2020-11-04",
              "wealth": 112.84146151940783
            },
            {
              "date": "2020-11-05",
              "wealth": 113.85229366802129
            },
            {
              "date": "2020-11-06",
              "wealth": 113.61989396186682
            },
            {
              "date": "2020-11-09",
              "wealth": 113.68425590461162
            },
            {
              "date": "2020-11-10",
              "wealth": 113.434250682318
            },
            {
              "date": "2020-11-11",
              "wealth": 113.89401220554363
            },
            {
              "date": "2020-11-12",
              "wealth": 113.76289179405357
            },
            {
              "date": "2020-11-13",
              "wealth": 114.4051979580619
            },
            {
              "date": "2020-11-16",
              "wealth": 115.08853401646897
            },
            {
              "date": "2020-11-17",
              "wealth": 115.0344686527773
            },
            {
              "date": "2020-11-18",
              "wealth": 114.5402548398112
            },
            {
              "date": "2020-11-19",
              "wealth": 114.9807087424751
            },
            {
              "date": "2020-11-20",
              "wealth": 114.67992241656079
            },
            {
              "date": "2020-11-23",
              "wealth": 114.94557615986609
            },
            {
              "date": "2020-11-24",
              "wealth": 115.56222458946337
            },
            {
              "date": "2020-11-25",
              "wealth": 115.52155862692192
            },
            {
              "date": "2020-11-27",
              "wealth": 115.87957946002074
            },
            {
              "date": "2020-11-30",
              "wealth": 115.78433237626271
            },
            {
              "date": "2020-12-01",
              "wealth": 115.99460536975226
            },
            {
              "date": "2020-12-01",
              "wealth": 115.99126016904084
            },
            {
              "date": "2020-12-02",
              "wealth": 115.92616839465417
            },
            {
              "date": "2020-12-03",
              "wealth": 116.13369223363385
            },
            {
              "date": "2020-12-04",
              "wealth": 116.25823876649157
            },
            {
              "date": "2020-12-07",
              "wealth": 116.26812479410691
            },
            {
              "date": "2020-12-08",
              "wealth": 116.40098055129253
            },
            {
              "date": "2020-12-09",
              "wealth": 115.76116206617846
            },
            {
              "date": "2020-12-10",
              "wealth": 115.99364912314891
            },
            {
              "date": "2020-12-11",
              "wealth": 116.02611794389986
            },
            {
              "date": "2020-12-14",
              "wealth": 115.75405248150716
            },
            {
              "date": "2020-12-15",
              "wealth": 116.48975069967253
            },
            {
              "date": "2020-12-16",
              "wealth": 116.5177542455352
            },
            {
              "date": "2020-12-17",
              "wealth": 116.84271261852845
            },
            {
              "date": "2020-12-18",
              "wealth": 116.58530683058949
            },
            {
              "date": "2020-12-21",
              "wealth": 116.34310305181947
            },
            {
              "date": "2020-12-22",
              "wealth": 116.4067475832499
            },
            {
              "date": "2020-12-23",
              "wealth": 116.40554306423657
            },
            {
              "date": "2020-12-24",
              "wealth": 116.7746420316858
            },
            {
              "date": "2020-12-28",
              "wealth": 117.24584754575974
            },
            {
              "date": "2020-12-29",
              "wealth": 117.15868975954979
            },
            {
              "date": "2020-12-30",
              "wealth": 117.30089700709745
            },
            {
              "date": "2020-12-31",
              "wealth": 117.59171894248036
            },
            {
              "date": "2021-01-04",
              "wealth": 116.69067328489416
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.58,
                0.15,
                0.27
              ],
              "forecast": [
                0.05582947340821941,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "posterior": [
                0.0038942685123430094,
                -0.00022085391776728258,
                0.001242928560093013
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038118963965141444,
                0.0002561986999438758,
                0.00048554726217747566
              ],
              "gross_return": 0.05452432958790936,
              "turnover": 0.29168215904727346,
              "cost": 0.00014584107952363674,
              "net_return": 0.054370536621298315,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.5,
                0.21,
                0.29000000000000004
              ],
              "forecast": [
                0.034453471084966616,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "posterior": [
                0.003147251882244141,
                -9.238312520651498e-05,
                0.0011064107077572382
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004564006045775604,
                0.00025088032063042145,
                0.0005776981511456985
              ],
              "gross_return": 0.017684358104885202,
              "turnover": 0.18855586832843862,
              "cost": 9.427793416421932e-05,
              "net_return": 0.017588412925971797,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.021153634973983797,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "posterior": [
                0.002918073129234988,
                -5.0957568317459066e-05,
                0.0010939742905790788
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.004403535534139145,
                0.0002448804719761615,
                0.0005693324253064911
              ],
              "gross_return": 0.03775249716604495,
              "turnover": 0.10300068319115818,
              "cost": 5.150034159557909e-05,
              "net_return": 0.03769905255794925,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.36,
                0.32,
                0.32
              ],
              "forecast": [
                -0.005394079164853762,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "posterior": [
                0.002346189947339462,
                6.75575491045855e-05,
                0.0010143527512013679
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004233130243607712,
                0.00024091043436589004,
                0.0005559578346522653
              ],
              "gross_return": 0.020033388092835204,
              "turnover": 0.19828513415844706,
              "cost": 9.914256707922354e-05,
              "net_return": 0.01993225936423304,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.34,
                0.32,
                0.3399999999999999
              ],
              "forecast": [
                -0.008579382230140646,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "posterior": [
                0.0022764289106412625,
                8.982354879476816e-05,
                0.0010049122505788497
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004128560430062097,
                0.00023172097368411262,
                0.0005455285522801368
              ],
              "gross_return": -0.016206428247108058,
              "turnover": 0.07697564100849447,
              "cost": 3.8487820504247234e-05,
              "net_return": -0.0162442923175109,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.001297028077113082,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "posterior": [
                0.0025845673424080124,
                3.451979266715131e-05,
                0.0010454119673438881
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0041946973965758015,
                0.00023334386139210286,
                0.00054764739163653
              ],
              "gross_return": -0.012383922345902139,
              "turnover": 0.0366554476359891,
              "cost": 1.832772381799455e-05,
              "net_return": -0.01240202310061167,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.39,
                0.27,
                0.33999999999999997
              ],
              "forecast": [
                0.009621757456695109,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "posterior": [
                0.0029015979754405427,
                -1.3845529377205234e-05,
                0.001103604138804787
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004084787076115967,
                0.00022836501806894455,
                0.0005411692623369727
              ],
              "gross_return": 0.0514309616577661,
              "turnover": 0.08560690370940977,
              "cost": 4.280345185470488e-05,
              "net_return": 0.05138595678322022,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.02049836029559722,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "posterior": [
                0.003761344543827004,
                -4.378582826441087e-05,
                0.001317935061133663
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.0039574227905187,
                0.0002375425052074508,
                0.000529622983491164
              ],
              "gross_return": 0.006029877723838921,
              "turnover": 0.05767855670104691,
              "cost": 2.8839278350523453e-05,
              "net_return": 0.006000864548166396,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.05582947340821941,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026046029331138767,
                0.00025376353762124787,
                0.00035211518433131894
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1657800425403169,
                  -0.05237963156778861,
                  0.23492271885385368,
                  -0.20926431584308433
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.005741022672808912,
                0.003638845441139985,
                0.0029154453026293027
              ],
              "feature_contributions": [
                [
                  0.015601745048462156,
                  0.00020035723155206102,
                  0.0240614315476522,
                  0.010224916907744085
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.034453471084966616,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002963675829205532,
                0.0002469512291838376,
                0.0004277579662892441
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.15437090430605147,
                  -0.06624514875729487,
                  0.3541974427723086,
                  -0.24230676016224514
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.008087110923254535,
                0.003580289619655278,
                0.0038464182819645293
              ],
              "feature_contributions": [
                [
                  -0.020592316646160475,
                  -0.007827186210088884,
                  0.03469858802031587,
                  0.02008727499764557
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.021153634973983797,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0029000043308051965,
                0.00024040108134946683,
                0.0004335035502569643
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1142589093709544,
                  -0.06627545057011142,
                  0.3708599977838052,
                  -0.2117041679521236
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.00925479768014896,
                0.0035466570971705315,
                0.004239548243405848
              ],
              "feature_contributions": [
                [
                  -0.014026766256870932,
                  0.00858552858877863,
                  -0.00014743016333972682,
                  0.017487505125266863
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.005394079164853762,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028286387228106122,
                0.00023456605208389283,
                0.0004347342397505357
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.1253927718727015,
                  -0.05948293604681247,
                  0.38019266761830744,
                  -0.22370879988748715
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                13,
                1,
                1
              ],
              "base_return": [
                0.009437072422561749,
                0.0034786056136754547,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.025667696791690623,
                  0.0008880859660810485,
                  -0.006862950649396393,
                  0.016811409887590455
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008579382230140646,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027925193968147107,
                0.00022949844082816148,
                0.0004384568727486255
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.007514659874409614,
                  -0.13583252194600284,
                  0.3893212549237044,
                  -0.22832340940839282
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.010208935719490213,
                0.0035746211227636417,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -4.749954471282792e-05,
                  -0.027044529088406898,
                  -0.010819448020399356,
                  0.019123158703888223
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.001297028077113082,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028740715277110443,
                0.00022599101580775784,
                0.0004351343866132276
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.025768222610730685,
                  -0.13714143332988876,
                  0.3776691521598908,
                  -0.24780017265541046
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01116598687512284,
                0.0034278416318998008,
                0.004677468380949967
              ],
              "feature_contributions": [
                [
                  -0.00044878920590394087,
                  -0.013140912601707851,
                  -0.019234050776327855,
                  0.020360737631703724
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 1.9706686670656246
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009621757456695109,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002828517935762615,
                0.0002206997277754567,
                0.0004285478221514824
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.038083946899506775,
                  -0.1887485282265916,
                  0.38898871585821365,
                  -0.23639314966375707
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01038615700431023,
                0.0033844894471555488,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.0010428142658654347,
                  -0.002774130630581896,
                  -0.007705792217596106,
                  0.010758337566428314
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.02049836029559722,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.00276976530413489,
                0.0002216184100490287,
                0.0004201270865837403
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.04060632095458176,
                  -0.19805199473279655,
                  0.39884472345871935,
                  -0.2343159844913755
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.009928235388224503,
                0.0031448035115009647,
                0.004360646545640783
              ],
              "feature_contributions": [
                [
                  0.0004151236741029817,
                  0.008005183718929757,
                  -0.010544043621002494,
                  0.012693861135342478
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            }
          ]
        },
        "ridge_lags": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.15571962224619962,
            "annualized_return": null,
            "annualized_volatility": 0.09311736990839672,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04579263169814862,
            "average_turnover": 0.09288595805346331,
            "cost_bps_sum": 3.715438322138532,
            "end_value": 115.57196222461997,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-16",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.04852045359427052,
              "rmse": 0.05711455368786812,
              "oos_r2_vs_mean": -0.029911974854633927,
              "forecast_min": -0.003401772887110773,
              "forecast_max": 0.028789472627939912,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.006018825403966997,
              "rmse": 0.0077262171874505434,
              "oos_r2_vs_mean": -0.021686239395340756,
              "forecast_min": 0.0025025198065670748,
              "forecast_max": 0.003960490262476653,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.017567047792956134,
              "rmse": 0.018814194698892242,
              "oos_r2_vs_mean": 0.023899056754806414,
              "forecast_min": 0.004777245700062733,
              "forecast_max": 0.0070143743022057625,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.99359479103896
            },
            {
              "date": "2020-05-04",
              "wealth": 100.17194871338985
            },
            {
              "date": "2020-05-05",
              "wealth": 100.49589384628727
            },
            {
              "date": "2020-05-06",
              "wealth": 99.70750501187244
            },
            {
              "date": "2020-05-07",
              "wealth": 100.43915449124883
            },
            {
              "date": "2020-05-08",
              "wealth": 100.89975393828786
            },
            {
              "date": "2020-05-11",
              "wealth": 100.52414964854577
            },
            {
              "date": "2020-05-12",
              "wealth": 100.08230304844353
            },
            {
              "date": "2020-05-13",
              "wealth": 99.45629761750583
            },
            {
              "date": "2020-05-14",
              "wealth": 100.29886344667474
            },
            {
              "date": "2020-05-15",
              "wealth": 100.61348025832399
            },
            {
              "date": "2020-05-18",
              "wealth": 102.00140866714091
            },
            {
              "date": "2020-05-19",
              "wealth": 101.63688984151061
            },
            {
              "date": "2020-05-20",
              "wealth": 102.79884947621451
            },
            {
              "date": "2020-05-21",
              "wealth": 102.47794138479081
            },
            {
              "date": "2020-05-22",
              "wealth": 102.598901905933
            },
            {
              "date": "2020-05-26",
              "wealth": 103.03359832802023
            },
            {
              "date": "2020-05-27",
              "wealth": 103.87080161595028
            },
            {
              "date": "2020-05-28",
              "wealth": 103.80211757291426
            },
            {
              "date": "2020-05-29",
              "wealth": 104.31834706911476
            },
            {
              "date": "2020-06-01",
              "wealth": 104.47590219360514
            },
            {
              "date": "2020-06-01",
              "wealth": 104.47127038719091
            },
            {
              "date": "2020-06-02",
              "wealth": 104.89582721121987
            },
            {
              "date": "2020-06-03",
              "wealth": 105.2763468504017
            },
            {
              "date": "2020-06-04",
              "wealth": 104.95166986176457
            },
            {
              "date": "2020-06-05",
              "wealth": 106.10240693599077
            },
            {
              "date": "2020-06-08",
              "wealth": 106.77550249286939
            },
            {
              "date": "2020-06-09",
              "wealth": 106.45453742934126
            },
            {
              "date": "2020-06-10",
              "wealth": 106.65579744279728
            },
            {
              "date": "2020-06-11",
              "wealth": 103.80892182144143
            },
            {
              "date": "2020-06-12",
              "wealth": 104.42871090860605
            },
            {
              "date": "2020-06-15",
              "wealth": 105.35463710691538
            },
            {
              "date": "2020-06-16",
              "wealth": 105.98180157029942
            },
            {
              "date": "2020-06-17",
              "wealth": 105.767531788952
            },
            {
              "date": "2020-06-18",
              "wealth": 105.92728369133178
            },
            {
              "date": "2020-06-19",
              "wealth": 105.72772594506388
            },
            {
              "date": "2020-06-22",
              "wealth": 105.93199477577298
            },
            {
              "date": "2020-06-23",
              "wealth": 106.04024617302912
            },
            {
              "date": "2020-06-24",
              "wealth": 104.9079430012738
            },
            {
              "date": "2020-06-25",
              "wealth": 105.39072500343019
            },
            {
              "date": "2020-06-26",
              "wealth": 104.51433737741067
            },
            {
              "date": "2020-06-29",
              "wealth": 105.31563775783515
            },
            {
              "date": "2020-06-30",
              "wealth": 105.90915383497035
            },
            {
              "date": "2020-07-01",
              "wealth": 106.32113141893382
            },
            {
              "date": "2020-07-01",
              "wealth": 106.31487565441364
            },
            {
              "date": "2020-07-02",
              "wealth": 106.69960607646698
            },
            {
              "date": "2020-07-06",
              "wealth": 107.52040810879137
            },
            {
              "date": "2020-07-07",
              "wealth": 107.12856427693087
            },
            {
              "date": "2020-07-08",
              "wealth": 107.40408031274971
            },
            {
              "date": "2020-07-09",
              "wealth": 107.41266985934448
            },
            {
              "date": "2020-07-10",
              "wealth": 107.79653837161555
            },
            {
              "date": "2020-07-13",
              "wealth": 107.28426015593959
            },
            {
              "date": "2020-07-14",
              "wealth": 108.14826490125174
            },
            {
              "date": "2020-07-15",
              "wealth": 108.67473115617011
            },
            {
              "date": "2020-07-16",
              "wealth": 108.6387469468068
            },
            {
              "date": "2020-07-17",
              "wealth": 108.88851819310261
            },
            {
              "date": "2020-07-20",
              "wealth": 109.41495069318336
            },
            {
              "date": "2020-07-21",
              "wealth": 109.59455506720042
            },
            {
              "date": "2020-07-22",
              "wealth": 110.02045368597516
            },
            {
              "date": "2020-07-23",
              "wealth": 109.46744217919532
            },
            {
              "date": "2020-07-24",
              "wealth": 109.04509706605579
            },
            {
              "date": "2020-07-27",
              "wealth": 109.25143087029382
            },
            {
              "date": "2020-07-28",
              "wealth": 108.9367122290923
            },
            {
              "date": "2020-07-29",
              "wealth": 109.79397815286939
            },
            {
              "date": "2020-07-30",
              "wealth": 109.59554499882645
            },
            {
              "date": "2020-07-31",
              "wealth": 110.05140772369968
            },
            {
              "date": "2020-08-03",
              "wealth": 110.44779649366298
            },
            {
              "date": "2020-08-03",
              "wealth": 110.43579669900723
            },
            {
              "date": "2020-08-04",
              "wealth": 110.84204743314406
            },
            {
              "date": "2020-08-05",
              "wealth": 110.92564782819784
            },
            {
              "date": "2020-08-06",
              "wealth": 111.39980373799901
            },
            {
              "date": "2020-08-07",
              "wealth": 111.24641654876608
            },
            {
              "date": "2020-08-10",
              "wealth": 111.24128825460762
            },
            {
              "date": "2020-08-11",
              "wealth": 110.5494358427631
            },
            {
              "date": "2020-08-12",
              "wealth": 110.90420004865777
            },
            {
              "date": "2020-08-13",
              "wealth": 110.39525345112557
            },
            {
              "date": "2020-08-14",
              "wealth": 110.22886473727384
            },
            {
              "date": "2020-08-17",
              "wealth": 110.48828911232178
            },
            {
              "date": "2020-08-18",
              "wealth": 110.74355734463919
            },
            {
              "date": "2020-08-19",
              "wealth": 110.42961846217143
            },
            {
              "date": "2020-08-20",
              "wealth": 110.78385078048493
            },
            {
              "date": "2020-08-21",
              "wealth": 111.02268837680442
            },
            {
              "date": "2020-08-24",
              "wealth": 111.31295146130758
            },
            {
              "date": "2020-08-25",
              "wealth": 111.20437236008412
            },
            {
              "date": "2020-08-26",
              "wealth": 111.61296645375806
            },
            {
              "date": "2020-08-27",
              "wealth": 111.26992915562971
            },
            {
              "date": "2020-08-28",
              "wealth": 111.70750582012178
            },
            {
              "date": "2020-08-31",
              "wealth": 111.77198168448697
            },
            {
              "date": "2020-09-01",
              "wealth": 112.51569763410176
            },
            {
              "date": "2020-09-01",
              "wealth": 112.50968615905138
            },
            {
              "date": "2020-09-02",
              "wealth": 113.39124446890949
            },
            {
              "date": "2020-09-03",
              "wealth": 111.6807957323083
            },
            {
              "date": "2020-09-04",
              "wealth": 110.72768655485433
            },
            {
              "date": "2020-09-08",
              "wealth": 109.56345401803998
            },
            {
              "date": "2020-09-09",
              "wealth": 110.46117023545118
            },
            {
              "date": "2020-09-10",
              "wealth": 109.73012806500114
            },
            {
              "date": "2020-09-11",
              "wealth": 109.82035849219433
            },
            {
              "date": "2020-09-14",
              "wealth": 110.492636612269
            },
            {
              "date": "2020-09-15",
              "wealth": 110.7560279546316
            },
            {
              "date": "2020-09-16",
              "wealth": 110.58903804695593
            },
            {
              "date": "2020-09-17",
              "wealth": 110.20662383213963
            },
            {
              "date": "2020-09-18",
              "wealth": 109.59065855336026
            },
            {
              "date": "2020-09-21",
              "wealth": 109.0984452115346
            },
            {
              "date": "2020-09-22",
              "wealth": 109.57098483125154
            },
            {
              "date": "2020-09-23",
              "wealth": 108.2406969849544
            },
            {
              "date": "2020-09-24",
              "wealth": 108.26407112578512
            },
            {
              "date": "2020-09-25",
              "wealth": 108.9443897817704
            },
            {
              "date": "2020-09-28",
              "wealth": 109.88305781622859
            },
            {
              "date": "2020-09-29",
              "wealth": 109.60363855483767
            },
            {
              "date": "2020-09-30",
              "wealth": 109.87262322496132
            },
            {
              "date": "2020-10-01",
              "wealth": 110.28988465448445
            },
            {
              "date": "2020-10-01",
              "wealth": 110.28830221030495
            },
            {
              "date": "2020-10-02",
              "wealth": 109.83298865298855
            },
            {
              "date": "2020-10-05",
              "wealth": 110.3672654850991
            },
            {
              "date": "2020-10-06",
              "wealth": 109.71995687645727
            },
            {
              "date": "2020-10-07",
              "wealth": 110.47027224993171
            },
            {
              "date": "2020-10-08",
              "wealth": 111.02775828410525
            },
            {
              "date": "2020-10-09",
              "wealth": 111.53517878200121
            },
            {
              "date": "2020-10-12",
              "wealth": 112.5681380584256
            },
            {
              "date": "2020-10-13",
              "wealth": 112.2605326067656
            },
            {
              "date": "2020-10-14",
              "wealth": 112.00581583833258
            },
            {
              "date": "2020-10-15",
              "wealth": 111.87967688314546
            },
            {
              "date": "2020-10-16",
              "wealth": 111.76660526226222
            },
            {
              "date": "2020-10-19",
              "wealth": 110.92387721033008
            },
            {
              "date": "2020-10-20",
              "wealth": 110.97804217907091
            },
            {
              "date": "2020-10-21",
              "wealth": 110.79132100896274
            },
            {
              "date": "2020-10-22",
              "wealth": 110.88037462191353
            },
            {
              "date": "2020-10-23",
              "wealth": 111.17766844908775
            },
            {
              "date": "2020-10-26",
              "wealth": 110.44447642759211
            },
            {
              "date": "2020-10-27",
              "wealth": 110.503580585969
            },
            {
              "date": "2020-10-28",
              "wealth": 108.70470257975532
            },
            {
              "date": "2020-10-29",
              "wealth": 108.95980546862693
            },
            {
              "date": "2020-10-30",
              "wealth": 108.19876097314999
            },
            {
              "date": "2020-11-02",
              "wealth": 108.90204670569116
            },
            {
              "date": "2020-11-02",
              "wealth": 108.90131552543872
            },
            {
              "date": "2020-11-03",
              "wealth": 109.68193422293992
            },
            {
              "date": "2020-11-04",
              "wealth": 111.51767177539327
            },
            {
              "date": "2020-11-05",
              "wealth": 112.58169206798893
            },
            {
              "date": "2020-11-06",
              "wealth": 112.3602809577117
            },
            {
              "date": "2020-11-09",
              "wealth": 112.46742245823194
            },
            {
              "date": "2020-11-10",
              "wealth": 112.22454329803087
            },
            {
              "date": "2020-11-11",
              "wealth": 112.69384921676769
            },
            {
              "date": "2020-11-12",
              "wealth": 112.52041106070388
            },
            {
              "date": "2020-11-13",
              "wealth": 113.20335827810376
            },
            {
              "date": "2020-11-16",
              "wealth": 113.930977595515
            },
            {
              "date": "2020-11-17",
              "wealth": 113.86296969537572
            },
            {
              "date": "2020-11-18",
              "wealth": 113.36080973910408
            },
            {
              "date": "2020-11-19",
              "wealth": 113.82813631603649
            },
            {
              "date": "2020-11-20",
              "wealth": 113.49686195696704
            },
            {
              "date": "2020-11-23",
              "wealth": 113.79527904268781
            },
            {
              "date": "2020-11-24",
              "wealth": 114.44143817849888
            },
            {
              "date": "2020-11-25",
              "wealth": 114.39831582555853
            },
            {
              "date": "2020-11-27",
              "wealth": 114.75547877109516
            },
            {
              "date": "2020-11-30",
              "wealth": 114.67541773194974
            },
            {
              "date": "2020-12-01",
              "wealth": 114.9283830972788
            },
            {
              "date": "2020-12-01",
              "wealth": 114.92594858860329
            },
            {
              "date": "2020-12-02",
              "wealth": 114.83884538391062
            },
            {
              "date": "2020-12-03",
              "wealth": 115.06179972892014
            },
            {
              "date": "2020-12-04",
              "wealth": 115.13274055137535
            },
            {
              "date": "2020-12-07",
              "wealth": 115.14759738278545
            },
            {
              "date": "2020-12-08",
              "wealth": 115.2600772035389
            },
            {
              "date": "2020-12-09",
              "wealth": 114.63980532052783
            },
            {
              "date": "2020-12-10",
              "wealth": 114.8944806520629
            },
            {
              "date": "2020-12-11",
              "wealth": 114.9319376798792
            },
            {
              "date": "2020-12-14",
              "wealth": 114.67498691429925
            },
            {
              "date": "2020-12-15",
              "wealth": 115.37106431459057
            },
            {
              "date": "2020-12-16",
              "wealth": 115.3906772391344
            },
            {
              "date": "2020-12-17",
              "wealth": 115.70318964486331
            },
            {
              "date": "2020-12-18",
              "wealth": 115.45988630077456
            },
            {
              "date": "2020-12-21",
              "wealth": 115.21956470730703
            },
            {
              "date": "2020-12-22",
              "wealth": 115.30053924202731
            },
            {
              "date": "2020-12-23",
              "wealth": 115.30228446606773
            },
            {
              "date": "2020-12-24",
              "wealth": 115.67085548743445
            },
            {
              "date": "2020-12-28",
              "wealth": 116.11131586927185
            },
            {
              "date": "2020-12-29",
              "wealth": 116.03457144989912
            },
            {
              "date": "2020-12-30",
              "wealth": 116.17644586455748
            },
            {
              "date": "2020-12-31",
              "wealth": 116.44643352244691
            },
            {
              "date": "2021-01-04",
              "wealth": 115.57196222461997
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.010198622587723145,
                0.0025417092008090314,
                0.004777245700062733
              ],
              "posterior": [
                0.0027225029492095815,
                -4.4040110489991375e-05,
                0.001024799247506937
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.00401327707653243,
                0.0002580419777372743,
                0.0004927024612931424
              ],
              "gross_return": 0.04482594522112189,
              "turnover": 0.1281041792207627,
              "cost": 6.405208961038135e-05,
              "net_return": 0.04475902193605141,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.39,
                0.23,
                0.38
              ],
              "forecast": [
                0.007259814498366158,
                0.003478548938084219,
                0.004943004602952826
              ],
              "posterior": [
                0.0025314905146109823,
                1.5671736087714947e-05,
                0.0010029410212743105
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.004715109496034896,
                0.000252098593459153,
                0.0005839427775037626
              ],
              "gross_return": 0.0177068875001421,
              "turnover": 0.08866745951883301,
              "cost": 4.433372975941651e-05,
              "net_return": 0.017661768758017393,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.17,
                0.38
              ],
              "forecast": [
                0.028789472627939912,
                0.0025025198065670748,
                0.004931508940342251
              ],
              "posterior": [
                0.0031727448078068053,
                -0.0001210126573775835,
                0.0011322456141925749
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.0047341368992667105,
                0.0002452031364313791,
                0.0005725911362004956
              ],
              "gross_return": 0.0388743420317187,
              "turnover": 0.11767678610451607,
              "cost": 5.883839305225803e-05,
              "net_return": 0.038813216334850464,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.35,
                0.27,
                0.38
              ],
              "forecast": [
                -0.003401772887110773,
                0.003960490262476653,
                0.005367309138365524
              ],
              "posterior": [
                0.00241139806357435,
                8.600628193422747e-05,
                0.001063501096586656
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.004551943182950261,
                0.00024120515123777022,
                0.0005579626214159734
              ],
              "gross_return": 0.018833575681654356,
              "turnover": 0.2172935094534174,
              "cost": 0.0001086467547267087,
              "net_return": 0.01872288272005007,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.42,
                0.21,
                0.3700000000000001
              ],
              "forecast": [
                0.020811820703698615,
                0.0034157847506615206,
                0.0070143743022057625
              ],
              "posterior": [
                0.0031982944511883037,
                -3.1068937204711605e-05,
                0.0012383082202629277
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.004409535372577361,
                0.00023193648740173813,
                0.000546800855500246
              ],
              "gross_return": -0.01972987020360962,
              "turnover": 0.10685575749487672,
              "cost": 5.342787874743836e-05,
              "net_return": -0.01978224395724404,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.42,
                0.2,
                0.38000000000000006
              ],
              "forecast": [
                0.021546895793968304,
                0.0032530737076021453,
                0.0060416550125482315
              ],
              "posterior": [
                0.0032990882009897265,
                -6.06242985225119e-05,
                0.0012174493448169237
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.0044437557314020125,
                0.00023429346752745062,
                0.0005499518650298725
              ],
              "gross_return": -0.012569379316134454,
              "turnover": 0.028696089119408213,
              "cost": 1.4348044559704107e-05,
              "net_return": -0.012583547014679564,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.41,
                0.2,
                0.39000000000000007
              ],
              "forecast": [
                0.014483089130858834,
                0.0032335946960484366,
                0.004784584770906849
              ],
              "posterior": [
                0.003045968602981186,
                -3.789622970192812e-05,
                0.001134064835237876
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.004431722763639645,
                0.00022924104820869223,
                0.0005459974059933454
              ],
              "gross_return": 0.055344304545450335,
              "turnover": 0.013428218744486214,
              "cost": 6.714109372243107e-06,
              "net_return": 0.05533721884836407,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.41,
                0.21,
                0.3800000000000001
              ],
              "forecast": [
                0.010281310375721747,
                0.0030393623000219833,
                0.004953989557821761
              ],
              "posterior": [
                0.00342650675474702,
                2.4124675807374314e-06,
                0.001260800277759356
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.004342551912849674,
                0.00023827934457615948,
                0.0005353859726085136
              ],
              "gross_return": 0.005621129465976068,
              "turnover": 0.04236566477140616,
              "cost": 2.118283238570308e-05,
              "net_return": 0.005599827562146942,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                0.010198622587723145,
                0.0025417092008090314,
                0.004777245700062733
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002705106373891125,
                0.0002560503181539066,
                0.00035966874712790924
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.01305118471865203,
                  -0.00583233976052104,
                  0.015288839742795709,
                  -0.015674675600549536,
                  -0.0006218850373895975,
                  -0.00283144346645536,
                  0.008461790865531314,
                  0.014088011782371866,
                  0.017636627011102808
                ],
                [
                  0.0046639715018090165,
                  0.003759384964001824,
                  -0.018530332672429532,
                  0.0006621923947661886,
                  -0.004998379838525849,
                  0.005916534188979622,
                  -0.0035966850147896674,
                  -0.007250699512321169,
                  -0.016530510520150803
                ],
                [
                  -0.006481705463750698,
                  0.0067680696144105865,
                  0.004415080891037733,
                  -0.0228816810231872,
                  0.017120427867125008,
                  0.0021554144595903484,
                  0.008126188560987317,
                  0.004340815767025608,
                  3.136677828770339e-05
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808908,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  0.0012282615774529952,
                  2.2309271999683535e-05,
                  0.0015659250527538702,
                  0.0007658843072492201,
                  -5.963408028933769e-05,
                  5.135942389501405e-06,
                  0.0008865441679246853,
                  0.0002731893385448927,
                  -0.0002300156631112722
                ],
                [
                  -0.00015165231264178313,
                  -4.968343363255178e-06,
                  -0.0006557403068328253,
                  -1.1178950099635558e-05,
                  -0.0001656021204785639,
                  -3.707932731560367e-06,
                  -0.00013019452295068567,
                  -4.8578731152831314e-05,
                  7.448697992018698e-05
                ],
                [
                  0.00024024249156931742,
                  -1.019593365758836e-05,
                  0.0001780962232657692,
                  0.0004403237771503981,
                  0.0006465745900982635,
                  -1.5397940666046946e-06,
                  0.0003353085180771663,
                  3.315163829760034e-05,
                  -1.611133008921902e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547,
                  0.12698335231348334,
                  0.0027526824988985954,
                  0.04845769605870309,
                  0.09682812920879935,
                  -0.29773439196240103
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547,
                  0.08211329698947087,
                  0.0027526824988985954,
                  0.03725896855761898,
                  0.09682812920879935,
                  -0.29773439196240103
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132,
                  2.1263135266076567,
                  -0.04022121011144633,
                  2.323169908519403,
                  0.4299885830758817,
                  -0.2891909942610564
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052,
                  0.008013846758804259,
                  0.0033290149424443014,
                  0.004339989143524162,
                  -0.05839180694785352,
                  -0.1686385874106596
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803,
                  0.034848788432854334,
                  0.014329067721950283,
                  0.01416985442751136,
                  0.36098618025228035,
                  0.446403266746284
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162,
                  -0.08280778570380001,
                  -0.030017846639702354,
                  -0.026186357815102965,
                  -0.809892950067694,
                  -1.3435607578651287
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875,
                  0.08211329698947087,
                  0.036649925956249794,
                  0.03725896855761898,
                  0.9598393121143897,
                  0.9156810423578103
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false,
                true,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.323169908519403
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.007259814498366158,
                0.003478548938084219,
                0.004943004602952826
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003142743576527226,
                0.0002490888851744175,
                0.00043450869279742827
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.010483486725278626,
                  -0.006735334625654456,
                  0.027407209530286265,
                  -0.020145634234442752,
                  -0.012180824652645295,
                  0.00714256421273236,
                  -0.0061882382179577824,
                  0.018226049262881936,
                  0.017846130950496798
                ],
                [
                  0.004493204268600501,
                  0.003799269382252613,
                  -0.017827328130694434,
                  0.0009743654448432076,
                  -0.0038676710485934674,
                  0.004912048967681966,
                  -0.002393003673038325,
                  -0.007555270817978528,
                  -0.01668306023660736
                ],
                [
                  -0.0043740184483959405,
                  0.004852228530532027,
                  0.018804228213584906,
                  -0.02697424941590566,
                  0.002796146043838079,
                  0.011750115583012628,
                  -0.0069037480993761405,
                  0.00944093364120891,
                  0.001564591868954353
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254528,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  -0.001398445381746039,
                  -0.0007958125129344114,
                  0.0026849190802577614,
                  0.001670076784478785,
                  -0.0006509093896530341,
                  -1.4766794950609831e-05,
                  -0.0004066928522423634,
                  -0.0018364345095080912,
                  -7.923084859036711e-05
                ],
                [
                  0.0001919360538963927,
                  0.00014375147626365743,
                  -0.0005592593824836984,
                  -2.5866520204115057e-05,
                  -6.618415281379016e-05,
                  -3.252036549500094e-06,
                  -5.0362064004732934e-05,
                  0.00024377747876898353,
                  2.3718465555743156e-05
                ],
                [
                  -0.00023004180160908502,
                  0.00022603683812258087,
                  0.0007262870235147183,
                  0.000881639934351127,
                  5.891014428089923e-05,
                  -9.57768655369538e-06,
                  -0.0001788837303819288,
                  -0.0003750457434319085,
                  -2.7386573044124096e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719,
                  0.04764537972466165,
                  0.003274687099773965,
                  0.02460236619719991,
                  -2.626194364933448,
                  -0.20619762916459458
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625,
                  0.04764537972466165,
                  0.003274687099773965,
                  0.02460236619719991,
                  -0.8091593963285928,
                  -0.20619762916459458
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328,
                  1.106872127056992,
                  -0.042823848817442,
                  1.3612977359250211,
                  -2.0870675790420856,
                  -0.09196103240077497
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278,
                  0.0061108640689965885,
                  0.003912595549932682,
                  0.003452958325917013,
                  -0.05007527472497407,
                  -0.1654386491755103
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892,
                  0.037524222211737464,
                  0.014896102703848967,
                  0.015536210274317081,
                  0.3637084535384428,
                  0.4432201218821985
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625,
                  -0.10277754172843472,
                  -0.029810140134328325,
                  -0.044252670251181715,
                  -0.8091593963285928,
                  -1.3408613675361494
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624,
                  0.0820633606413827,
                  0.03814269061954003,
                  0.037231827024914295,
                  0.9592089628291194,
                  0.9136814942749325
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.028789472627939912,
                0.0025025198065670748,
                0.004931508940342251
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003145753781876164,
                0.0002423863598146927,
                0.0004376188643921077
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.08119610007980317,
                  -0.027881568689911415,
                  0.1741705032657965,
                  -0.10453976942975383,
                  -0.02934631639765191,
                  0.0178976697201718,
                  -0.008949563008815638,
                  0.06902601416892733,
                  0.0750834594263061
                ],
                [
                  0.004252927620630344,
                  0.003738196678171498,
                  -0.014680489078896264,
                  0.0009406596868924552,
                  -0.0037994382051436326,
                  0.004923342553648177,
                  -0.0025856336986940557,
                  -0.007690149439999713,
                  -0.016743265483030848
                ],
                [
                  -0.009830746663572476,
                  0.00474280437609607,
                  0.027296173984774953,
                  -0.028052070247742145,
                  0.006643379049810039,
                  0.011259369394605527,
                  -0.0025892548431834983,
                  0.009834994869322046,
                  0.0010215972480999054
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148955,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  -0.009967876667641476,
                  0.0036118653744043067,
                  -6.923902793206595e-05,
                  0.008635350788702778,
                  -0.00036625125196508194,
                  -0.00020501072218687803,
                  -0.0004615511538230269,
                  0.009374665922067057,
                  0.00898272168616534
                ],
                [
                  0.00016426433883300417,
                  -0.00015235766554589288,
                  1.8361353517692833e-06,
                  -2.4446618282639943e-05,
                  -1.4918759760677747e-05,
                  -1.7743036775864322e-05,
                  -4.1953946784065796e-05,
                  -0.0003285985145666231,
                  -0.0006302192230724656
                ],
                [
                  -0.00047355714648823814,
                  -0.00024108376568330044,
                  -4.2579105912147215e-06,
                  0.0009092467743232426,
                  3.2533662699732e-05,
                  -5.060722903348581e-05,
                  -5.239757802228476e-05,
                  0.000524125809608845,
                  4.7958080123106836e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656,
                  0.017734463074893236,
                  0.00042676924680584705,
                  0.0212760534313976,
                  3.6322393187397894,
                  6.258915926275408
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878,
                  0.017734463074893236,
                  0.00042676924680584705,
                  0.0212760534313976,
                  0.9585786135438491,
                  0.9116819461920547
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796,
                  0.2560197812013865,
                  -0.23497847765117003,
                  1.0579521140414252,
                  2.7860634543978153,
                  2.454209706968963
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981,
                  0.0077022087943089245,
                  0.0038968681339587434,
                  0.004115752850411927,
                  -0.04770420039614174,
                  -0.16756116370036175
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017,
                  0.03918546541016253,
                  0.014767730737894742,
                  0.016220299910770578,
                  0.36118445628062357,
                  0.43975178927367226
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878,
                  -0.10240931330889237,
                  -0.02960243362895429,
                  -0.04393823941394538,
                  -0.8084258425894916,
                  -1.33816197720717
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376,
                  0.10140982773352895,
                  0.038119797374815814,
                  0.0426032960450837,
                  0.9585786135438491,
                  0.9116819461920547
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                false,
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 2.7860634543978153
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.003401772887110773,
                0.003960490262476653,
                0.005367309138365524
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003068012406295402,
                0.00023647622146928023,
                0.00043750807184826993
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.06781218321886799,
                  -0.006519734553870638,
                  0.1812398986312231,
                  -0.11164919927133879,
                  -0.02638600257968456,
                  0.01886291808758487,
                  -0.003230417546748683,
                  0.05842633433471321,
                  0.07534374294794309
                ],
                [
                  0.0018887721912570433,
                  0.0007018640764046388,
                  -0.015121751113585566,
                  0.0018679058434152053,
                  -0.004171777562256112,
                  0.004901662944065869,
                  -0.0031134033473595537,
                  -0.005798477381621078,
                  -0.01673968320663213
                ],
                [
                  -0.0022541159248223625,
                  0.011976832329997184,
                  0.0289145791392153,
                  -0.029440267450865518,
                  0.007959760845627509,
                  0.011154988696446147,
                  -0.0006253359704661576,
                  0.0035025709028926604,
                  0.0008987364504858527
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561745,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  -0.013881043792631926,
                  9.734026503516002e-05,
                  -0.0032716056514178666,
                  0.00839028439433655,
                  -0.0016480707265612772,
                  0.00028992035143069606,
                  -0.00025502100035615084,
                  0.007196677252730417,
                  -0.009757326402238121
                ],
                [
                  0.00012166335050258609,
                  -3.297474301200486e-06,
                  8.589641132615157e-05,
                  -4.417146919283961e-05,
                  -8.19953423777407e-05,
                  2.370713445246999e-05,
                  -7.734254653298261e-05,
                  -0.0002247517847696943,
                  0.000682176369694449
                ],
                [
                  -0.00018278396976410016,
                  -7.083567560247056e-05,
                  -0.0002067623573123844,
                  0.0008764159657058036,
                  0.00019694716092104095,
                  6.791823926452971e-05,
                  -1.955591566333042e-05,
                  0.00017090618616434595,
                  -4.610663828599908e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  0.05889209215938496,
                  0.00854148429467716,
                  0.031001077198251847,
                  22.22467353479757,
                  -1.3986250195394572
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  0.05889209215938496,
                  0.00854148429467716,
                  0.031001077198251847,
                  0.9579482642585787,
                  -1.3354625868781906
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876,
                  1.2910215452967706,
                  0.31768818893043077,
                  1.6317308693108408,
                  2.5459779154136335,
                  -2.67679361127857
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056,
                  0.00833541770291253,
                  0.0038899257883470767,
                  0.004444404761734295,
                  -0.07190410214959105,
                  -0.16816333232287176
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256,
                  0.039160209711953976,
                  0.014641899410836167,
                  0.016275154767240337,
                  0.404501688790515,
                  0.43608115681274306
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102,
                  -0.10204108488935001,
                  -0.02939472712358026,
                  -0.043623808576709056,
                  -1.526920883493003,
                  -1.3354625868781906
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125,
                  0.10099058962566093,
                  0.0380969041300916,
                  0.042507322274368646,
                  0.9579482642585787,
                  0.9096823981091768
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                true
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                0.020811820703698615,
                0.0034157847506615206,
                0.0070143743022057625
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030124944790283375,
                0.00023171297880131807,
                0.00044031732340424085
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.014208704655482043,
                  -0.025132265170020894,
                  0.182333867230442,
                  -0.11306859940903295,
                  -0.023529535831939133,
                  0.018941478301863757,
                  1.6131036102580637e-05,
                  0.07277441233615586,
                  0.07467228444357282
                ],
                [
                  0.005069086523743283,
                  -0.000511437241143318,
                  -0.015265929649246314,
                  0.001011862101815668,
                  -0.003977450369236487,
                  0.0046897717478656216,
                  -0.0024873483517964387,
                  -0.0025036532155017998,
                  -0.009692117708885721
                ],
                [
                  0.012323121134227578,
                  0.008025605816412236,
                  0.028440815085716643,
                  -0.030768608425978092,
                  0.008284926002228394,
                  0.010618793433186577,
                  0.00094366031869265,
                  0.009373300362038681,
                  0.008590656733256685
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  8.981204916442865e-05,
                  -0.005003884686160661,
                  -0.005067156683353357,
                  0.009470026645659482,
                  -0.0017975368795321574,
                  -0.0008542523533487545,
                  -1.0795903603108539e-06,
                  0.01490625220675412,
                  -0.0011392957246143891
                ],
                [
                  -1.0014259615037988e-05,
                  -3.182563163706004e-05,
                  0.00013259564808217812,
                  -2.648741292921388e-05,
                  -9.496820778998631e-05,
                  -6.610480714891195e-05,
                  5.2028627634666337e-05,
                  -0.0001602776460043373,
                  4.621731730558235e-05
                ],
                [
                  -3.097304843678496e-05,
                  0.0006353844771997805,
                  -0.00031428390788374437,
                  0.0010247080759639515,
                  0.0002516727525905707,
                  -0.00019042791020492948,
                  -2.5112823471241353e-05,
                  0.0007634232946178689,
                  -5.211785236213072e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156,
                  0.0697970368183305,
                  -0.009698704846791584,
                  -0.017782953434531734,
                  2.3811479379649,
                  -0.3017190149370175
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324,
                  0.0697970368183305,
                  -0.009698704846791584,
                  -0.017782953434531734,
                  1.9720573974992837,
                  -0.3017190149370175
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872,
                  1.5787252808253556,
                  -0.9319968126751403,
                  -1.3830530825049079,
                  4.2328401884924425,
                  -0.31529649563543466
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294,
                  0.008481480760469635,
                  0.003838701674583149,
                  0.004710812663862179,
                  -0.03907951819993119,
                  -0.11719714708165005
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366,
                  0.03883864837193534,
                  0.014525163967586843,
                  0.016263848714797316,
                  0.47512706035223506,
                  0.5852328535510369
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324,
                  -0.10167285646980767,
                  -0.029187020618206223,
                  -0.043309377739472715,
                  -1.509190666050415,
                  -1.3327631965492113
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875,
                  0.10057135151779262,
                  0.038074010885367375,
                  0.04241134850365353,
                  1.9720573974992837,
                  2.9670011516478914
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 4.2328401884924425
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                0.021546895793968304,
                0.0032530737076021453,
                0.0060416550125482315
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030808952639188123,
                0.0002283835572780304,
                0.0004376508734017984
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  -0.004159018372236576,
                  -0.033575925657585666,
                  0.1818512362829192,
                  -0.11882975367025703,
                  -0.020697719117069285,
                  0.020093193230181234,
                  0.005818479555530482,
                  0.10105627826294493,
                  0.062378556472484005
                ],
                [
                  0.003640220732913987,
                  -0.00020499931186949942,
                  -0.014915375542505337,
                  0.002221190633280651,
                  -0.004950744843845851,
                  0.004412249573256912,
                  -0.0037190268754475095,
                  -0.0066967984126132625,
                  -0.007314831841723935
                ],
                [
                  0.010399642394398011,
                  0.007929829256353178,
                  0.028817877978682408,
                  -0.028358593138552737,
                  0.006473954530663434,
                  0.01017624055453698,
                  -0.0009417302659023542,
                  -0.004839080076134467,
                  0.011600166963029297
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122843,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  7.243505230503077e-05,
                  -0.003217250205679554,
                  -0.009261375710460073,
                  0.009763760095052781,
                  0.0012049690252700699,
                  -4.309184491414212e-05,
                  -0.00016373933049710496,
                  -0.0006248242231109508,
                  0.012650026060879404
                ],
                [
                  -1.962763708727469e-05,
                  -6.081232490974346e-06,
                  0.00023516668582497166,
                  -5.650151561569689e-05,
                  8.922905618171439e-05,
                  -2.9294666515279467e-06,
                  3.240075839013357e-05,
                  1.281870476765711e-05,
                  -0.0004592432776166581
                ],
                [
                  -7.159190245986676e-05,
                  0.00030033658437141156,
                  -0.0005801079288946748,
                  0.0009210095707212526,
                  -0.00014897404066888955,
                  -8.62623033696755e-06,
                  1.0475085688745395e-05,
                  1.1826191990593433e-05,
                  0.0009298393011866598
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594,
                  -0.037443805665320906,
                  0.003278034964031562,
                  -0.004397317007031276,
                  -0.032965258206982595,
                  2.3670128184115424
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765,
                  -0.037443805665320906,
                  0.003278034964031562,
                  -0.004397317007031276,
                  -0.032965258206982595,
                  2.3670128184115424
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987,
                  -1.1973197959635609,
                  -0.04410653044967958,
                  -0.5787623434118344,
                  -0.1271602364608567,
                  4.170737613489114
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792,
                  0.009256243863709475,
                  0.003913895457363823,
                  0.005118639150030039,
                  0.1461898247755089,
                  -0.1393056736555436
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781,
                  0.039003823110974147,
                  0.01441647046025766,
                  0.016441906190655484,
                  1.4088923390578958,
                  0.6009293137887846
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765,
                  -0.10130462805026531,
                  -0.028979314112832194,
                  -0.04299494690223639,
                  -1.4914604486078273,
                  -1.4361369359242198
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624,
                  0.1001521134099246,
                  0.03805111764064316,
                  0.04231537473293848,
                  10.325515636520581,
                  2.914748536177624
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 4.170737613489114
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.014483089130858834,
                0.0032335946960484366,
                0.004784584770906849
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.003096848915560908,
                0.00022301122340144893,
                0.00043239920946279247
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.002664990474628004,
                  -0.05916982189483123,
                  0.1866152040412081,
                  -0.10667102844317472,
                  -0.031605217506271405,
                  0.021102732554109466,
                  0.02051481669194294,
                  0.08619530244645372,
                  0.06037200624316854
                ],
                [
                  0.003656549440995846,
                  -0.0013985793969691445,
                  -0.01472387931140486,
                  0.002688550111252428,
                  -0.005240928382939774,
                  0.00458208577448876,
                  -0.003344272640238198,
                  -0.006971301015824634,
                  -0.00736325836946707
                ],
                [
                  0.010551761895040505,
                  0.0048548606296705205,
                  0.02924633532288335,
                  -0.026027883214736147,
                  0.004985109624000052,
                  0.010852883902306366,
                  0.0004953207194877608,
                  -0.006127884763682219,
                  0.01169180132467858
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01038615700431023,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -7.297274341524644e-05,
                  -0.0008696481867528612,
                  -0.003696811574117765,
                  0.004854637006961019,
                  0.0013711420498591417,
                  -0.0012496883503376646,
                  -0.0005963145408827255,
                  -0.001506918323307827,
                  0.005863506788542533
                ],
                [
                  -3.0745540083861366e-05,
                  -6.312132744232521e-06,
                  8.956703625287454e-05,
                  -3.7572844845887624e-05,
                  6.981963194752002e-05,
                  -8.332434428287709e-05,
                  2.985073976059401e-05,
                  3.742532798498894e-05,
                  -0.00021960262509623059
                ],
                [
                  -0.00011361240565585608,
                  2.8057945098379778e-05,
                  -0.00022781772291392886,
                  0.00046578434705771824,
                  -8.504213208069672e-05,
                  -0.0002527225203075711,
                  -5.661480480562778e-06,
                  4.212621751697111e-05,
                  0.0004465180416131175
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  -0.02493347089367659,
                  -0.01380806942563928,
                  -0.005103886653326839,
                  -0.32700031790107653,
                  1.0402665535216469
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  -0.02493347089367659,
                  -0.01380806942563928,
                  -0.005103886653326839,
                  -0.32700031790107653,
                  1.0402665535216469
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205,
                  -0.891538680656927,
                  -1.2169690976423058,
                  -0.5973436933232488,
                  -0.3592713946087172,
                  1.9958980230865149
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241,
                  0.010172755731380613,
                  0.0037104441385228293,
                  0.004774955278544576,
                  0.17750443066143773,
                  -0.1425424003081864
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237,
                  0.03937712113532675,
                  0.014395200008037663,
                  0.016537953011459255,
                  1.4042441344710197,
                  0.5926199335578793
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331,
                  -0.10093639963072297,
                  -0.02877160760745816,
                  -0.042680516065000056,
                  -1.4737302311652396,
                  -1.4350949382468654
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373,
                  0.09973287530205627,
                  0.03802822439591893,
                  0.042219400962223354,
                  10.139591294359906,
                  2.8624959207073193
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.9958980230865149
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.010281310375721747,
                0.0030393623000219833,
                0.004953989557821761
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030584660120913897,
                0.00022374158933348185,
                0.0004244932031540563
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.007852824989792086,
                  -0.011283811788085048,
                  0.03527149009971419,
                  -0.019991661763955716,
                  -0.004992844106603372,
                  0.008045587460179138,
                  0.005714004417714312,
                  0.017711426968794842,
                  0.010579321324380277
                ],
                [
                  0.004299519223877436,
                  -0.003583965925143025,
                  -0.013084364167105338,
                  0.0050330558836075975,
                  -0.003431233006629825,
                  0.004584256790615632,
                  -0.0025790216105559113,
                  -0.006666928169214676,
                  -0.010332246083675924
                ],
                [
                  0.010857489475501669,
                  0.00368792778875644,
                  0.02960738132080303,
                  -0.02441564824316038,
                  0.005741305469533697,
                  0.010868158641010121,
                  0.0009053838205175705,
                  -0.00594607520114737,
                  0.00924667640083714
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224516,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  8.02804461279907e-05,
                  0.0004560872337353338,
                  -0.0009324534294049306,
                  0.0010830305872953805,
                  -0.0005504765575281622,
                  -8.824642066504661e-06,
                  0.0005570048331948902,
                  -0.00048750192953807075,
                  0.00015592844568130548
                ],
                [
                  1.3573012699833515e-05,
                  4.473304443536108e-05,
                  0.00010681407106973108,
                  -8.4196896029532e-05,
                  -0.00011681901381137456,
                  -1.552675777109305e-06,
                  -7.763291166499831e-05,
                  5.666580517452752e-05,
                  -4.702564757542145e-05
                ],
                [
                  4.358102932515848e-05,
                  -5.85273282605642e-05,
                  -0.00030731768150723355,
                  0.0005193310560477429,
                  0.00024853392876856444,
                  -4.680362768653871e-06,
                  3.4652560384114966e-05,
                  6.425950735507825e-05,
                  5.3510302836771516e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  0.1087766784523192,
                  0.0033834132254941807,
                  0.03771517662316537,
                  -0.6088014196097133,
                  0.12710186902059534
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  0.09931363719418855,
                  0.0033834132254941807,
                  0.03771517662316537,
                  -0.6088014196097133,
                  0.12710186902059534
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105,
                  2.27608358148217,
                  -0.022643143668198605,
                  2.012406794691705,
                  -0.5682247804213186,
                  0.30427405683549374
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997,
                  0.009461299446529464,
                  0.00370674867712221,
                  0.00464131624542436,
                  0.17185273195119538,
                  -0.09271611417721576
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481,
                  0.03947673032690121,
                  0.014279618429579685,
                  0.016434977493110597,
                  1.3738474252778647,
                  0.7224341946334782
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868,
                  -0.10056817121118061,
                  -0.02856390110208413,
                  -0.04236608522776372,
                  -1.4560000137226516,
                  -1.4340529405695108
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125,
                  0.09931363719418855,
                  0.038005331151194734,
                  0.04212342719150837,
                  9.953666952199498,
                  3.69025987508527
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.27608358148217
            }
          ]
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.12366697231914414,
            "annualized_return": null,
            "annualized_volatility": 0.07778130055217325,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04081812192957979,
            "average_turnover": 0.2701383298110458,
            "cost_bps_sum": 10.805533192441828,
            "end_value": 112.36669723191442,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-16",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {
            "equity": {
              "months": 8,
              "mae": 0.05843939980722146,
              "rmse": 0.07436852603733883,
              "oos_r2_vs_mean": -0.7461633991997756,
              "forecast_min": -0.07066966715015544,
              "forecast_max": 0.04332847821828534,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 8,
              "mae": 0.005945825872154184,
              "rmse": 0.007644871021850791,
              "oos_r2_vs_mean": -0.00028566544324593046,
              "forecast_min": 0.003018616028786089,
              "forecast_max": 0.0037817525821858817,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 8,
              "mae": 0.01762701390633974,
              "rmse": 0.019052813784169377,
              "oos_r2_vs_mean": -0.0010175924498014854,
              "forecast_min": 0.0033113482865163874,
              "forecast_max": 0.006520269565144448,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          },
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.95656940946984
            },
            {
              "date": "2020-05-04",
              "wealth": 100.05274229715934
            },
            {
              "date": "2020-05-05",
              "wealth": 100.16710839099956
            },
            {
              "date": "2020-05-06",
              "wealth": 99.5839136820644
            },
            {
              "date": "2020-05-07",
              "wealth": 100.24400944492332
            },
            {
              "date": "2020-05-08",
              "wealth": 100.28838284549566
            },
            {
              "date": "2020-05-11",
              "wealth": 99.95217571971317
            },
            {
              "date": "2020-05-12",
              "wealth": 99.92560872651754
            },
            {
              "date": "2020-05-13",
              "wealth": 99.73557191275864
            },
            {
              "date": "2020-05-14",
              "wealth": 100.23097623893995
            },
            {
              "date": "2020-05-15",
              "wealth": 100.35424567794408
            },
            {
              "date": "2020-05-18",
              "wealth": 100.71484897420622
            },
            {
              "date": "2020-05-19",
              "wealth": 100.68375556092217
            },
            {
              "date": "2020-05-20",
              "wealth": 101.27037529613932
            },
            {
              "date": "2020-05-21",
              "wealth": 101.14928819628435
            },
            {
              "date": "2020-05-22",
              "wealth": 101.30221982061886
            },
            {
              "date": "2020-05-26",
              "wealth": 101.37381640753568
            },
            {
              "date": "2020-05-27",
              "wealth": 101.82180023544446
            },
            {
              "date": "2020-05-28",
              "wealth": 101.74513128202445
            },
            {
              "date": "2020-05-29",
              "wealth": 102.16516537485428
            },
            {
              "date": "2020-06-01",
              "wealth": 102.2193739414765
            },
            {
              "date": "2020-06-01",
              "wealth": 102.18282079040297
            },
            {
              "date": "2020-06-02",
              "wealth": 102.67088953346118
            },
            {
              "date": "2020-06-03",
              "wealth": 103.24372791923597
            },
            {
              "date": "2020-06-04",
              "wealth": 102.9312381016622
            },
            {
              "date": "2020-06-05",
              "wealth": 104.35649015062121
            },
            {
              "date": "2020-06-08",
              "wealth": 105.14773943670752
            },
            {
              "date": "2020-06-09",
              "wealth": 104.75141074489858
            },
            {
              "date": "2020-06-10",
              "wealth": 104.76990882645838
            },
            {
              "date": "2020-06-11",
              "wealth": 101.29717403164972
            },
            {
              "date": "2020-06-12",
              "wealth": 102.00238152785326
            },
            {
              "date": "2020-06-15",
              "wealth": 102.83668801956735
            },
            {
              "date": "2020-06-16",
              "wealth": 103.76703447713214
            },
            {
              "date": "2020-06-17",
              "wealth": 103.52483886565057
            },
            {
              "date": "2020-06-18",
              "wealth": 103.65410632671299
            },
            {
              "date": "2020-06-19",
              "wealth": 103.36463343551365
            },
            {
              "date": "2020-06-22",
              "wealth": 103.67166781730828
            },
            {
              "date": "2020-06-23",
              "wealth": 103.87196281579317
            },
            {
              "date": "2020-06-24",
              "wealth": 102.43034863364394
            },
            {
              "date": "2020-06-25",
              "wealth": 103.0406439701863
            },
            {
              "date": "2020-06-26",
              "wealth": 101.82713556392227
            },
            {
              "date": "2020-06-29",
              "wealth": 102.7508810728401
            },
            {
              "date": "2020-06-30",
              "wealth": 103.47349657660023
            },
            {
              "date": "2020-07-01",
              "wealth": 103.92029821397901
            },
            {
              "date": "2020-07-01",
              "wealth": 103.90658632679167
            },
            {
              "date": "2020-07-02",
              "wealth": 104.25029701941959
            },
            {
              "date": "2020-07-06",
              "wealth": 104.93026668578706
            },
            {
              "date": "2020-07-07",
              "wealth": 104.634241828711
            },
            {
              "date": "2020-07-08",
              "wealth": 104.85582481887607
            },
            {
              "date": "2020-07-09",
              "wealth": 104.89076895602263
            },
            {
              "date": "2020-07-10",
              "wealth": 105.20099923904624
            },
            {
              "date": "2020-07-13",
              "wealth": 104.78299232663194
            },
            {
              "date": "2020-07-14",
              "wealth": 105.50930309359805
            },
            {
              "date": "2020-07-15",
              "wealth": 105.95371897499003
            },
            {
              "date": "2020-07-16",
              "wealth": 105.92283391613441
            },
            {
              "date": "2020-07-17",
              "wealth": 106.12522888237189
            },
            {
              "date": "2020-07-20",
              "wealth": 106.58167669089208
            },
            {
              "date": "2020-07-21",
              "wealth": 106.74900814315225
            },
            {
              "date": "2020-07-22",
              "wealth": 107.11098276116095
            },
            {
              "date": "2020-07-23",
              "wealth": 106.6429153225766
            },
            {
              "date": "2020-07-24",
              "wealth": 106.27739953825234
            },
            {
              "date": "2020-07-27",
              "wealth": 106.444708591502
            },
            {
              "date": "2020-07-28",
              "wealth": 106.2122826497233
            },
            {
              "date": "2020-07-29",
              "wealth": 106.95554621847563
            },
            {
              "date": "2020-07-30",
              "wealth": 106.80915441760591
            },
            {
              "date": "2020-07-31",
              "wealth": 107.20347147858787
            },
            {
              "date": "2020-08-03",
              "wealth": 107.53478742837264
            },
            {
              "date": "2020-08-03",
              "wealth": 107.52734122895988
            },
            {
              "date": "2020-08-04",
              "wealth": 107.92099763109923
            },
            {
              "date": "2020-08-05",
              "wealth": 107.98151679033046
            },
            {
              "date": "2020-08-06",
              "wealth": 108.42034218674453
            },
            {
              "date": "2020-08-07",
              "wealth": 108.2717003653502
            },
            {
              "date": "2020-08-10",
              "wealth": 108.26826457020258
            },
            {
              "date": "2020-08-11",
              "wealth": 107.6154349217139
            },
            {
              "date": "2020-08-12",
              "wealth": 107.93996284366231
            },
            {
              "date": "2020-08-13",
              "wealth": 107.4814896287146
            },
            {
              "date": "2020-08-14",
              "wealth": 107.3459436460503
            },
            {
              "date": "2020-08-17",
              "wealth": 107.59466664782012
            },
            {
              "date": "2020-08-18",
              "wealth": 107.83670374661158
            },
            {
              "date": "2020-08-19",
              "wealth": 107.54122857746788
            },
            {
              "date": "2020-08-20",
              "wealth": 107.88244289964801
            },
            {
              "date": "2020-08-21",
              "wealth": 108.10607750979355
            },
            {
              "date": "2020-08-24",
              "wealth": 108.37783455651294
            },
            {
              "date": "2020-08-25",
              "wealth": 108.27588448418969
            },
            {
              "date": "2020-08-26",
              "wealth": 108.65786157918237
            },
            {
              "date": "2020-08-27",
              "wealth": 108.34075215510343
            },
            {
              "date": "2020-08-28",
              "wealth": 108.75402360352025
            },
            {
              "date": "2020-08-31",
              "wealth": 108.8044563800555
            },
            {
              "date": "2020-09-01",
              "wealth": 109.50545635641203
            },
            {
              "date": "2020-09-01",
              "wealth": 109.50434586877518
            },
            {
              "date": "2020-09-02",
              "wealth": 110.25092222715766
            },
            {
              "date": "2020-09-03",
              "wealth": 108.87924495869153
            },
            {
              "date": "2020-09-04",
              "wealth": 107.99230908183647
            },
            {
              "date": "2020-09-08",
              "wealth": 107.08417826478649
            },
            {
              "date": "2020-09-09",
              "wealth": 107.80604626226443
            },
            {
              "date": "2020-09-10",
              "wealth": 107.23441139616075
            },
            {
              "date": "2020-09-11",
              "wealth": 107.33409662341727
            },
            {
              "date": "2020-09-14",
              "wealth": 107.8709524691996
            },
            {
              "date": "2020-09-15",
              "wealth": 108.07937395823487
            },
            {
              "date": "2020-09-16",
              "wealth": 107.93637979949278
            },
            {
              "date": "2020-09-17",
              "wealth": 107.63194925753518
            },
            {
              "date": "2020-09-18",
              "wealth": 107.11366217730345
            },
            {
              "date": "2020-09-21",
              "wealth": 106.74085364445745
            },
            {
              "date": "2020-09-22",
              "wealth": 107.12551272124193
            },
            {
              "date": "2020-09-23",
              "wealth": 106.02947451745737
            },
            {
              "date": "2020-09-24",
              "wealth": 106.05033149467654
            },
            {
              "date": "2020-09-25",
              "wealth": 106.61270914469856
            },
            {
              "date": "2020-09-28",
              "wealth": 107.38328096495307
            },
            {
              "date": "2020-09-29",
              "wealth": 107.16541827848705
            },
            {
              "date": "2020-09-30",
              "wealth": 107.34022852392914
            },
            {
              "date": "2020-10-01",
              "wealth": 107.69418519890213
            },
            {
              "date": "2020-10-01",
              "wealth": 107.69250915127357
            },
            {
              "date": "2020-10-02",
              "wealth": 107.30717575523789
            },
            {
              "date": "2020-10-05",
              "wealth": 107.63596965124995
            },
            {
              "date": "2020-10-06",
              "wealth": 107.14267244817566
            },
            {
              "date": "2020-10-07",
              "wealth": 107.70961070217304
            },
            {
              "date": "2020-10-08",
              "wealth": 108.19727675670798
            },
            {
              "date": "2020-10-09",
              "wealth": 108.60834303310689
            },
            {
              "date": "2020-10-12",
              "wealth": 109.47989837571272
            },
            {
              "date": "2020-10-13",
              "wealth": 109.26139227133325
            },
            {
              "date": "2020-10-14",
              "wealth": 109.061614814285
            },
            {
              "date": "2020-10-15",
              "wealth": 108.93989373401315
            },
            {
              "date": "2020-10-16",
              "wealth": 108.83472042885964
            },
            {
              "date": "2020-10-19",
              "wealth": 108.1187871486471
            },
            {
              "date": "2020-10-20",
              "wealth": 108.12469431063707
            },
            {
              "date": "2020-10-21",
              "wealth": 107.94837602212556
            },
            {
              "date": "2020-10-22",
              "wealth": 107.96202763962192
            },
            {
              "date": "2020-10-23",
              "wealth": 108.231819755179
            },
            {
              "date": "2020-10-26",
              "wealth": 107.68098004532249
            },
            {
              "date": "2020-10-27",
              "wealth": 107.77354621756909
            },
            {
              "date": "2020-10-28",
              "wealth": 106.29600418260203
            },
            {
              "date": "2020-10-29",
              "wealth": 106.43243091972641
            },
            {
              "date": "2020-10-30",
              "wealth": 105.75068664084093
            },
            {
              "date": "2020-11-02",
              "wealth": 106.35885348070885
            },
            {
              "date": "2020-11-02",
              "wealth": 106.35536454317936
            },
            {
              "date": "2020-11-03",
              "wealth": 107.03712582574295
            },
            {
              "date": "2020-11-04",
              "wealth": 108.74909607137695
            },
            {
              "date": "2020-11-05",
              "wealth": 109.70183788924251
            },
            {
              "date": "2020-11-06",
              "wealth": 109.4744211671427
            },
            {
              "date": "2020-11-09",
              "wealth": 109.5144222080946
            },
            {
              "date": "2020-11-10",
              "wealth": 109.27206934035846
            },
            {
              "date": "2020-11-11",
              "wealth": 109.70851531718725
            },
            {
              "date": "2020-11-12",
              "wealth": 109.59926985199951
            },
            {
              "date": "2020-11-13",
              "wealth": 110.20132289539187
            },
            {
              "date": "2020-11-16",
              "wealth": 110.84490341127395
            },
            {
              "date": "2020-11-17",
              "wealth": 110.80180507017266
            },
            {
              "date": "2020-11-18",
              "wealth": 110.33898020780491
            },
            {
              "date": "2020-11-19",
              "wealth": 110.75992129527731
            },
            {
              "date": "2020-11-20",
              "wealth": 110.47969597481678
            },
            {
              "date": "2020-11-23",
              "wealth": 110.72681665349336
            },
            {
              "date": "2020-11-24",
              "wealth": 111.30106658435088
            },
            {
              "date": "2020-11-25",
              "wealth": 111.26402011363373
            },
            {
              "date": "2020-11-27",
              "wealth": 111.60910434245393
            },
            {
              "date": "2020-11-30",
              "wealth": 111.52175864095268
            },
            {
              "date": "2020-12-01",
              "wealth": 111.70605188401326
            },
            {
              "date": "2020-12-01",
              "wealth": 111.70281753458907
            },
            {
              "date": "2020-12-02",
              "wealth": 111.63591554392347
            },
            {
              "date": "2020-12-03",
              "wealth": 111.83905920703327
            },
            {
              "date": "2020-12-04",
              "wealth": 111.94497023056472
            },
            {
              "date": "2020-12-07",
              "wealth": 111.96026368192109
            },
            {
              "date": "2020-12-08",
              "wealth": 112.08603149971105
            },
            {
              "date": "2020-12-09",
              "wealth": 111.47841375502566
            },
            {
              "date": "2020-12-10",
              "wealth": 111.70519128294772
            },
            {
              "date": "2020-12-11",
              "wealth": 111.74001240986243
            },
            {
              "date": "2020-12-14",
              "wealth": 111.48235763500873
            },
            {
              "date": "2020-12-15",
              "wealth": 112.17468993817084
            },
            {
              "date": "2020-12-16",
              "wealth": 112.19895416958252
            },
            {
              "date": "2020-12-17",
              "wealth": 112.5047683479243
            },
            {
              "date": "2020-12-18",
              "wealth": 112.26048132247912
            },
            {
              "date": "2020-12-21",
              "wealth": 112.03202599311896
            },
            {
              "date": "2020-12-22",
              "wealth": 112.09708497070532
            },
            {
              "date": "2020-12-23",
              "wealth": 112.09257851851342
            },
            {
              "date": "2020-12-24",
              "wealth": 112.44523616261002
            },
            {
              "date": "2020-12-28",
              "wealth": 112.88939773900209
            },
            {
              "date": "2020-12-29",
              "wealth": 112.80745212808733
            },
            {
              "date": "2020-12-30",
              "wealth": 112.9435243408972
            },
            {
              "date": "2020-12-31",
              "wealth": 113.21854860610485
            },
            {
              "date": "2021-01-04",
              "wealth": 112.36669723191442
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.2,
                0.6,
                0.20000000000000007
              ],
              "forecast": [
                -0.07066966715015544,
                0.003018616028786089,
                0.0033113482865163874
              ],
              "posterior": [
                0.00032137891314879365,
                0.0003372948675232346,
                0.0005126159294757082
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": [
                0.0038641548297586284,
                0.00025857897830736803,
                0.0004875641965148765
              ],
              "gross_return": 0.02263787708376759,
              "turnover": 0.8686118106032623,
              "cost": 0.00043430590530163114,
              "net_return": 0.0221937394147651,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.53,
                0.23,
                0.23999999999999996
              ],
              "forecast": [
                0.04332847821828534,
                0.0034632433890661113,
                0.005238944761125753
              ],
              "posterior": [
                0.003422194010750049,
                -0.0001236717793896958,
                0.0011912937148449826
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": [
                0.00459014397037685,
                0.0002527079061215351,
                0.0005777959383430723
              ],
              "gross_return": 0.01700361577549261,
              "turnover": 0.715190274877994,
              "cost": 0.000357595137438997,
              "net_return": 0.01663994022773352,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.4,
                0.3,
                0.3
              ],
              "forecast": [
                0.006969172402926972,
                0.0037297647052983067,
                0.0038818361092600997
              ],
              "posterior": [
                0.0025077987375532753,
                1.586727302646404e-05,
                0.001004354788958573
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": [
                0.005333836680782154,
                0.00024611370051816806,
                0.0005684628305149048
              ],
              "gross_return": 0.03491791261595383,
              "turnover": 0.2638923756571344,
              "cost": 0.0001319461878285672,
              "net_return": 0.034781359142668666,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.34,
                0.33,
                0.3299999999999999
              ],
              "forecast": [
                -0.010844483378737247,
                0.0037817525821858817,
                0.004819768189541729
              ],
              "posterior": [
                0.0022513492897985894,
                9.639812049499486e-05,
                0.0010094450620209998
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": [
                0.005148468655527435,
                0.0002419959443019924,
                0.0005533091362775954
              ],
              "gross_return": 0.018396392069623443,
              "turnover": 0.13848912692955218,
              "cost": 6.924456346477609e-05,
              "net_return": 0.018325873656020564,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.35,
                0.32,
                0.33
              ],
              "forecast": [
                -0.008028506694932706,
                0.0035109642158450962,
                0.006520269565144448
              ],
              "posterior": [
                0.002421337019616499,
                8.688260967967956e-05,
                0.0010772877609757756
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": [
                0.00503764481548034,
                0.00023278745697903513,
                0.0005432665105447939
              ],
              "gross_return": -0.0165304916029748,
              "turnover": 0.02028186857173564,
              "cost": 1.014093428586782e-05,
              "net_return": -0.016540464902631613,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.0018069741310069425,
                0.0034467352939280614,
                0.00547319883611722
              ],
              "posterior": [
                0.002627474850338342,
                3.930274941754169e-05,
                0.0010773734838338692
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": [
                0.005069009453882793,
                0.00023475157126117546,
                0.0005461572772593467
              ],
              "gross_return": -0.012383922345902139,
              "turnover": 0.0311260561647278,
              "cost": 1.55630280823639e-05,
              "net_return": -0.01239929264265327,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.38,
                0.28,
                0.33999999999999997
              ],
              "forecast": [
                0.009470056217532845,
                0.0033517565160462452,
                0.004544104523677061
              ],
              "posterior": [
                0.0028689195310894994,
                -1.0214011418560617e-05,
                0.0010970367700709478
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": [
                0.0049437207551070944,
                0.00022967802438623807,
                0.0005421130505406736
              ],
              "gross_return": 0.05030952001167344,
              "turnover": 0.06560690370940975,
              "cost": 3.2803451854704875e-05,
              "net_return": 0.0502750662339011,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.43,
                0.24,
                0.33000000000000007
              ],
              "forecast": [
                0.02073387413844395,
                0.0033177560227440756,
                0.004583709993521399
              ],
              "posterior": [
                0.0036668997152603825,
                -2.239710249374692e-05,
                0.0013096385050141047
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": [
                0.004794138892744499,
                0.00023883932067260554,
                0.0005314040587479717
              ],
              "gross_return": 0.0059432672512468,
              "turnover": 0.0579082219745502,
              "cost": 2.89541109872751e-05,
              "net_return": 0.005914141058239952,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 61,
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "exit": "2020-06-01",
              "q": [
                -0.07066966715015544,
                0.003018616028786089,
                0.0033113482865163874
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002561861610522337,
                0.0002561450634773361,
                0.00036136362588099966
              ],
              "last_validation_exit": "2020-04-01",
              "validation_folds": 35,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.47815466744717045,
                  -0.05244059837130374,
                  0.24838613693829412,
                  -0.17368145752886902,
                  0.6891628071859245,
                  -0.03294373168898489
                ],
                [
                  0.003918095404118861,
                  0.0039105013316742,
                  -0.018972955689974997,
                  0.0010447014885228939,
                  -0.006242167022585137,
                  0.0007029719148015009
                ],
                [
                  -0.005536971964883474,
                  0.0068042884806472,
                  0.004466352844157163,
                  -0.023021049231479306,
                  0.011596163914213106,
                  -0.0017065017625617753
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.005741022672808911,
                0.0036388454411399847,
                0.002915445302629303
              ],
              "feature_contributions": [
                [
                  -0.04499967005032414,
                  0.0002005904355591007,
                  0.025440391889234647,
                  0.008486293826512694,
                  -0.06641490305920521,
                  0.0008766071352585734
                ],
                [
                  -0.00012739962689636914,
                  -5.168056350776696e-06,
                  -0.0006714035849005946,
                  -1.7636363542556243e-05,
                  0.00020784104443651356,
                  -6.462825100112243e-06
                ],
                [
                  0.0002052262244917441,
                  -1.0250496506131658e-05,
                  0.00018016443932689866,
                  0.0004430057101704274,
                  -0.000440126641998518,
                  1.7883748402663763e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -2.626194364933448,
                  -0.20619762916459458,
                  0.202,
                  81.54003143310547,
                  -0.5304912617165565,
                  -0.04165192109124811
                ],
                "used_input": [
                  -0.809892950067694,
                  -0.20619762916459458,
                  -0.23555000000000015,
                  81.54003143310547,
                  -0.35569577588919216,
                  -0.04165192109124811
                ],
                "standardized_input": [
                  -2.0868143477421888,
                  -0.08481749988812587,
                  2.2711160576834684,
                  -1.0834465563560132,
                  -2.1369117927267087,
                  -0.5900313577181544
                ],
                "training_mean": [
                  -0.04659534133634992,
                  -0.16832376184692668,
                  -0.49914366666666665,
                  100.802410572052,
                  0.030530339378739016,
                  0.09388260460439767
                ],
                "training_scale": [
                  0.36577168906145746,
                  0.44653364420813463,
                  0.11606349476280453,
                  17.77879954109803,
                  0.1807403172103351,
                  0.22970732643736502
                ],
                "clip_low": [
                  -0.809892950067694,
                  -1.3435607578651287,
                  -0.65207,
                  69.5577089691162,
                  -0.35569577588919216,
                  -0.3852816780399128
                ],
                "clip_high": [
                  0.9598393121143897,
                  0.9156810423578103,
                  -0.23555000000000015,
                  149.25326904296875,
                  0.49889732526738406,
                  0.6981121700783091
                ]
              },
              "input_clipped": [
                true,
                false,
                true,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 2.2711160576834684
            },
            {
              "idx": 62,
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "exit": "2020-07-01",
              "q": [
                0.04332847821828534,
                0.0034632433890661113,
                0.005238944761125753
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "alpha": [
                0.01,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028659025998242042,
                0.0002492015647505061,
                0.00043618293963124956
              ],
              "last_validation_exit": "2020-05-01",
              "validation_folds": 36,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.5003907048505206,
                  -0.2712624576458568,
                  0.3238388384464685,
                  -0.2019590718510515,
                  0.7116095444615608,
                  -0.2578244417010349
                ],
                [
                  0.003774514343287532,
                  0.003964529974388953,
                  -0.018149126454743588,
                  0.0013034785153400387,
                  -0.006213961710934099,
                  0.0009535974636978234
                ],
                [
                  -0.0036491819168335466,
                  0.004615445162978137,
                  0.01929715221029166,
                  -0.02712225344001133,
                  0.010997387027154198,
                  -0.004734507898144556
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.008087110923254537,
                0.0035802896196552784,
                0.0038464182819645306
              ],
              "feature_contributions": [
                [
                  0.06674965005483495,
                  -0.03205097743201403,
                  0.0317245385858278,
                  0.016742444213380395,
                  -0.0737691718254697,
                  0.02584488369847139
                ],
                [
                  0.00016123580080448742,
                  0.00015000437693944994,
                  -0.0005693544865100923,
                  -3.460349864736693e-05,
                  0.00020628248558815385,
                  -3.061090876379946e-05
                ],
                [
                  -0.000191920631440303,
                  0.00021500649126543692,
                  0.0007453255237031222,
                  0.00088647737231221,
                  -0.00044947862434917924,
                  0.00018711634766993587
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  3.6322393187397894,
                  6.258915926275408,
                  -0.224,
                  69.33940124511719,
                  -0.8136216073977128,
                  -1.4019971674856915
                ],
                "used_input": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.224,
                  69.6435791015625,
                  -0.35423672749848595,
                  -0.38425205782934363
                ],
                "standardized_input": [
                  2.76307940437364,
                  2.4474013342165017,
                  2.029177263130973,
                  -1.717153425787328,
                  -2.1472704605542967,
                  -2.076366925814558
                ],
                "training_mean": [
                  -0.04424244502489123,
                  -0.17043377476281804,
                  -0.4907475409836065,
                  100.39608644579278,
                  0.03048329723981905,
                  0.09099804331344996
                ],
                "training_scale": [
                  0.3631641588966503,
                  0.44296587318189623,
                  0.13145600723517933,
                  17.909003867915892,
                  0.17916700844428946,
                  0.22888541289798917
                ],
                "clip_low": [
                  -0.8091593963285928,
                  -1.3408613675361494,
                  -0.6518,
                  69.6435791015625,
                  -0.35423672749848595,
                  -0.38425205782934363
                ],
                "clip_high": [
                  0.9592089628291194,
                  0.9136814942749325,
                  -0.0138000000000007,
                  149.22847900390624,
                  0.4980839977320439,
                  0.6980748110818379
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                true,
                true
              ],
              "max_abs_standardized_input": 2.76307940437364
            },
            {
              "idx": 63,
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "exit": "2020-08-03",
              "q": [
                0.006969172402926972,
                0.0037297647052983067,
                0.0038818361092600997
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030217552211172652,
                0.00024252912199165824,
                0.00044116352607453203
              ],
              "last_validation_exit": "2020-06-01",
              "validation_folds": 37,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.010156509544607287,
                  -0.09315378982652162,
                  0.396605607528565,
                  -0.20398873208177942,
                  0.20127161865996154,
                  -0.055477311152005084
                ],
                [
                  0.003879858569963791,
                  0.003952088021537385,
                  -0.015040832482288949,
                  0.0013224515677257775,
                  -0.004641055964563484,
                  0.0010878413827483241
                ],
                [
                  -0.009729469073994444,
                  0.004329410631732917,
                  0.027682936466014413,
                  -0.028257077139801762,
                  0.006300931942902774,
                  -0.005520028152891198
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009254797680148962,
                0.0035466570971705307,
                0.0042395482434058485
              ],
              "feature_contributions": [
                [
                  0.001246843560403355,
                  0.012067432493161438,
                  -0.00015766496750473013,
                  0.016850183122438727,
                  -0.025421636161418834,
                  -0.006870783324301941
                ],
                [
                  0.0001498549845215111,
                  -0.00016107523408528864,
                  1.8812046446375498e-06,
                  -3.436893185066093e-05,
                  0.00018442745683442912,
                  4.23881280631477e-05
                ],
                [
                  -0.00046867850115588544,
                  -0.00022007034984365678,
                  -4.318241393109248e-06,
                  0.00091589162633142,
                  -0.00031227998728226717,
                  -0.0002682566808022501
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  22.22467353479757,
                  -1.3986250195394572,
                  -0.477,
                  68.50721740722656,
                  -10.60116927609844,
                  0.667144134320321
                ],
                "used_input": [
                  0.9585786135438491,
                  -1.33816197720717,
                  -0.477,
                  69.72944923400878,
                  -0.4763771669433795,
                  0.667144134320321
                ],
                "standardized_input": [
                  2.518346504628546,
                  -2.657433157501963,
                  -0.008155007317368046,
                  -1.694519013339796,
                  -2.5910092247476784,
                  2.54061494777425
                ],
                "training_mean": [
                  -0.06916264227556936,
                  -0.17099932334597406,
                  -0.47560483870967735,
                  100.09294168902981,
                  0.020883027963030192,
                  0.08887453197166607
                ],
                "training_scale": [
                  0.408101607118203,
                  0.4392067776253498,
                  0.17108032353953898,
                  17.918649608526017,
                  0.19191757024903477,
                  0.22761009213744027
                ],
                "clip_low": [
                  -1.544651100935591,
                  -1.33816197720717,
                  -0.65153,
                  69.72944923400878,
                  -0.4763771669433795,
                  -0.3832224376187744
                ],
                "clip_high": [
                  0.9585786135438491,
                  0.9116819461920547,
                  0.23203000000000007,
                  149.20368896484376,
                  0.4972706701967038,
                  0.6980374520853668
                ]
              },
              "input_clipped": [
                true,
                true,
                false,
                true,
                true,
                false
              ],
              "max_abs_standardized_input": 2.657433157501963
            },
            {
              "idx": 64,
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "exit": "2020-09-01",
              "q": [
                -0.010844483378737247,
                0.0037817525821858817,
                0.004819768189541729
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029476959768355766,
                0.00023661183416515458,
                0.0004406374934125209
              ],
              "last_validation_exit": "2020-07-01",
              "validation_folds": 38,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.007536684572428271,
                  -0.036585201295363516,
                  0.4123089201348497,
                  -0.21135803952178703,
                  0.2065600042927997,
                  0.004667571661229149
                ],
                [
                  0.0017214508562012078,
                  0.001031190521305859,
                  -0.01533562374370105,
                  0.002204356573653153,
                  -0.0032281437459744547,
                  0.0019349359869041988
                ],
                [
                  -0.0026133114193715255,
                  0.011165585955900852,
                  0.02887203103259461,
                  -0.02953662404907455,
                  0.001596573526294334,
                  -0.00928406471281643
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009437072422561747,
                0.0034786056136754543,
                0.004581166142938089
              ],
              "feature_contributions": [
                [
                  0.0015427470940357765,
                  0.0005462205801524761,
                  -0.007442688963250105,
                  0.01588326716349726,
                  -0.03088940152804184,
                  7.829985230743405e-05
                ],
                [
                  0.00011088551592428759,
                  -4.8447047768366576e-06,
                  8.711127667275159e-05,
                  -5.212771769326813e-05,
                  0.00015190844570590875,
                  1.0214152677584382e-05
                ],
                [
                  -0.00021191076741105313,
                  -6.603764692461715e-05,
                  -0.00020645810433392268,
                  0.0008792844335691623,
                  -9.458007286469838e-05,
                  -6.169579543123012e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  2.3811479379649,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  -1.2762952947491863,
                  0.16172139200624142
                ],
                "used_input": [
                  1.9984094914872417,
                  -0.3017190149370175,
                  -0.536,
                  71.22785949707031,
                  -0.6380807930753959,
                  0.16172139200624142
                ],
                "standardized_input": [
                  4.231025500494666,
                  -0.3085985317973367,
                  -0.3731112846494278,
                  -1.553289170208876,
                  -3.090967974456694,
                  0.34673780350403294
                ],
                "training_mean": [
                  -0.035452266757999555,
                  -0.11838146757059757,
                  -0.4716190476190476,
                  99.56896343655056,
                  0.009551420925777123,
                  0.0736203130011139
                ],
                "training_scale": [
                  0.4807018435619106,
                  0.594097276803707,
                  0.17255160867472616,
                  18.245864635539256,
                  0.20952407768476108,
                  0.2540855889228208
                ],
                "clip_low": [
                  -1.526920883493003,
                  -1.3354625868781906,
                  -0.6512600000000001,
                  67.49714981079102,
                  -0.6380807930753959,
                  -0.80929707133193
                ],
                "clip_high": [
                  1.9984094914872417,
                  3.019253767118196,
                  0.23126000000000022,
                  149.17889892578125,
                  0.4964573426613637,
                  0.6980000930888957
                ]
              },
              "input_clipped": [
                true,
                false,
                false,
                false,
                true,
                false
              ],
              "max_abs_standardized_input": 4.231025500494666
            },
            {
              "idx": 65,
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "exit": "2020-10-01",
              "q": [
                -0.008028506694932706,
                0.0035109642158450962,
                0.006520269565144448
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029410935506410376,
                0.00023143556337138383,
                0.0004446537973937451
              ],
              "last_validation_exit": "2020-08-03",
              "validation_folds": 39,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.09168570065148869,
                  -0.10510041065834003,
                  0.37119122948911254,
                  -0.21192948033771913,
                  0.09335155211273803,
                  0.029378238907733643
                ],
                [
                  0.003935884476660109,
                  2.723591879042209e-05,
                  -0.015264835842006858,
                  0.0014040574038407408,
                  -0.004959619447510887,
                  0.0028092233887308153
                ],
                [
                  0.01212934672940054,
                  0.007136352129710577,
                  0.02844007969605702,
                  -0.030931886552201384,
                  -0.011531427310001108,
                  -0.005374876587398872
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010208935719490211,
                0.0035746211227636413,
                0.004952101244192422
              ],
              "feature_contributions": [
                [
                  -0.0005795377449421147,
                  -0.020925703745550094,
                  -0.010315604818115099,
                  0.01775009008945619,
                  0.0006212465342686259,
                  -0.004787932729540423
                ],
                [
                  -7.775556558258577e-06,
                  1.69483222767103e-06,
                  0.0001325861475746345,
                  -3.675387008280762e-05,
                  -1.0315726365921221e-05,
                  -0.00014309273371386328
                ],
                [
                  -3.0486014027146072e-05,
                  0.0005649825658988968,
                  -0.0003142757814944216,
                  0.0010301458394225032,
                  -3.05146657572025e-05,
                  0.0003483163769093966
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  66.47328186035156,
                  0.018790197177980077,
                  -1.349197306494579
                ],
                "used_input": [
                  -0.032965258206982595,
                  2.3670128184115424,
                  -0.57,
                  67.02135429382324,
                  0.018790197177980077,
                  -0.7997373923617079
                ],
                "standardized_input": [
                  -0.13062377554718707,
                  4.114506697836362,
                  -0.5743003807869907,
                  -1.730817598996872,
                  0.1375259171332394,
                  -3.3679403863608486
                ],
                "training_mean": [
                  0.1551485502753482,
                  -0.1407910381043874,
                  -0.47171093750000004,
                  99.0758020055294,
                  -0.0626504510679794,
                  0.08304290895881636
                ],
                "training_scale": [
                  1.4401192102610432,
                  0.6095029223879193,
                  0.17114573799395674,
                  18.519830009981366,
                  0.5921840038852986,
                  0.2621128048749083
                ],
                "clip_low": [
                  -1.509190666050415,
                  -1.4371789336015743,
                  -0.6509900000000001,
                  67.02135429382324,
                  -4.4350142448169825,
                  -0.7997373923617079
                ],
                "clip_high": [
                  10.511439978681121,
                  2.9670011516478914,
                  0.2304899999999998,
                  149.15410888671875,
                  0.49564401512602296,
                  0.6979627340924245
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true
              ],
              "max_abs_standardized_input": 4.114506697836362
            },
            {
              "idx": 66,
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "exit": "2020-11-02",
              "q": [
                -0.0018069741310069425,
                0.0034467352939280614,
                0.00547319883611722
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0030408791631154034,
                0.00022802516361149536,
                0.0004413863520024309
              ],
              "last_validation_exit": "2020-09-01",
              "validation_folds": 40,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.06533040877891269,
                  -0.10745635592718367,
                  0.35378686695232103,
                  -0.229647406263125,
                  0.042236210074470495,
                  0.022984394727084925
                ],
                [
                  0.0026482283549440007,
                  0.00026184853150726644,
                  -0.014843132460326477,
                  0.002639527959623979,
                  -0.003224694868885786,
                  0.0025828082485923306
                ],
                [
                  0.010045321958847728,
                  0.007338980729252481,
                  0.028786127315675102,
                  -0.028378180612470633,
                  -0.008868362190100556,
                  -0.005622056127301809
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011165986875122842,
                0.0034278416318998008,
                0.0046774683809499675
              ],
              "feature_contributions": [
                [
                  -0.0011378193490558597,
                  -0.010296484056283979,
                  -0.01801776640756197,
                  0.018869198260111346,
                  0.0009983806134346413,
                  -0.0033884700667739594
                ],
                [
                  -1.427893221009779e-05,
                  7.767644598385726e-06,
                  0.00023402764871783557,
                  -6.714296737713599e-05,
                  -2.359837975981724e-05,
                  -0.00011788135194090961
                ],
                [
                  -6.915273454433174e-05,
                  0.00027795862101638325,
                  -0.000579468783591477,
                  0.0009216457183205532,
                  -8.285947515252539e-05,
                  0.00032760710911865107
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.676,
                  65.46604919433594,
                  0.22105221490112775,
                  -0.7032201901806333
                ],
                "used_input": [
                  -0.32700031790107653,
                  1.0402665535216469,
                  -0.6507200000000001,
                  67.06151275634765,
                  0.22105221490112775,
                  -0.7032201901806333
                ],
                "standardized_input": [
                  -0.3581910318105787,
                  1.9706686670656246,
                  -1.047408306382832,
                  -1.6898520067860987,
                  0.48614739929834794,
                  -3.0319871112998493
                ],
                "training_mean": [
                  0.18680709278260357,
                  -0.1440547087909342,
                  -0.47270769230769233,
                  98.64760855806792,
                  -0.08438420267466373,
                  0.08439984438991137
                ],
                "training_scale": [
                  1.4344507959523554,
                  0.6009743200900766,
                  0.1699550276692607,
                  18.69163434127781,
                  0.6282794436761876,
                  0.2597702449443733
                ],
                "clip_low": [
                  -1.4914604486078273,
                  -1.4361369359242198,
                  -0.6507200000000001,
                  67.06151275634765,
                  -4.6332499280349175,
                  -0.790177713391486
                ],
                "clip_high": [
                  10.325515636520581,
                  2.914748536177624,
                  0.22971999999999998,
                  149.12931884765624,
                  0.4948306875906829,
                  0.6979253750959533
                ]
              },
              "input_clipped": [
                false,
                false,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0319871112998493
            },
            {
              "idx": 67,
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "exit": "2020-12-01",
              "q": [
                0.009470056217532845,
                0.0033517565160462452,
                0.004544104523677061
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002992116964361304,
                0.0002226750204921391,
                0.0004356901427957335
              ],
              "last_validation_exit": "2020-10-01",
              "validation_folds": 41,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08803060217945947,
                  -0.0825132767146368,
                  0.37160553550001024,
                  -0.21977429712992058,
                  0.058631872717390815,
                  0.10578661580788919
                ],
                [
                  0.002681541195878304,
                  -0.0009588184930276333,
                  -0.014634993086811213,
                  0.003094907420389642,
                  -0.003240450043228164,
                  0.003557772290279965
                ],
                [
                  0.010125094590124815,
                  0.004461524429421514,
                  0.02933057348596085,
                  -0.025945486031254784,
                  -0.008877663604256784,
                  -0.0027131111585557656
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010386157004310228,
                0.0033844894471555483,
                0.004486954481059278
              ],
              "feature_contributions": [
                [
                  -0.002410453097933872,
                  -0.0012127385072320006,
                  -0.007361434732506131,
                  0.010002007589100224,
                  0.0019165569080664658,
                  -0.0018500389462720675
                ],
                [
                  -2.254733148143849e-05,
                  -4.3273836428100405e-06,
                  8.902633121637008e-05,
                  -4.325174220558479e-05,
                  -3.2526620857201445e-05,
                  -1.910618413863848e-05
                ],
                [
                  -0.00010901841467990769,
                  2.578471701756854e-05,
                  -0.0002284739058607117,
                  0.00046430980078015035,
                  -0.0001141096565628737,
                  1.8657501923557422e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  0.33057917084807437,
                  -0.06901631487818327
                ],
                "used_input": [
                  -0.6088014196097133,
                  0.12710186902059534,
                  -0.543,
                  80.37738037109375,
                  0.33057917084807437,
                  -0.06901631487818327
                ],
                "standardized_input": [
                  -0.5627059881297735,
                  0.3020367981616504,
                  -0.4070959813114898,
                  -0.9352480339990205,
                  0.6717450538266337,
                  -0.35939056470348235
                ],
                "training_mean": [
                  0.18092881284763881,
                  -0.09365258917175115,
                  -0.47418939393939397,
                  98.14032043110241,
                  -0.08142041764237896,
                  0.053928116293987964
                ],
                "training_scale": [
                  1.4034509124065364,
                  0.7308859699744217,
                  0.16902796691563404,
                  18.99275851354237,
                  0.6133273124133544,
                  0.3420914271180363
                ],
                "clip_low": [
                  -1.4737302311652396,
                  -1.4350949382468654,
                  -0.65045,
                  65.77961311340331,
                  -4.540001188221425,
                  -1.3676772578414684
                ],
                "clip_high": [
                  10.139591294359906,
                  3.7291789061638734,
                  0.22894999999999957,
                  149.10452880859373,
                  0.4940173600553422,
                  0.6978880160994821
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.9352480339990205
            },
            {
              "idx": 68,
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "exit": "2021-01-04",
              "q": [
                0.02073387413844395,
                0.0033177560227440756,
                0.004583709993521399
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0029290139887242473,
                0.00022356116770511672,
                0.0004274423122099862
              ],
              "last_validation_exit": "2020-11-02",
              "validation_folds": 42,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.08994342481777504,
                  -0.08042448947662854,
                  0.3796764893345372,
                  -0.21890647714430264,
                  0.059252353599736095,
                  0.11804661031909107
                ],
                [
                  0.0031456849471442287,
                  -0.0028832173264001565,
                  -0.012959575247235773,
                  0.005466022932250748,
                  -0.003858829207587285,
                  0.006338287464493048
                ],
                [
                  0.010314215417881061,
                  0.003534683870466671,
                  0.029623956128600124,
                  -0.02436483538947096,
                  -0.009080906715202125,
                  -0.0014169103038924036
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009928235388224505,
                0.0031448035115009655,
                0.004360646545640782
              ],
              "feature_contributions": [
                [
                  0.0009195032717571805,
                  0.0032507262278784394,
                  -0.010037303316178369,
                  0.011859064709258356,
                  -0.0008958231309875839,
                  0.0057094709884914245
                ],
                [
                  9.930510718535367e-06,
                  3.598669503910369e-05,
                  0.00010579535801761558,
                  -9.143990751636073e-05,
                  1.8015433842841385e-05,
                  9.466442114137477e-05
                ],
                [
                  4.140037396369725e-05,
                  -5.6095350840337994e-05,
                  -0.0003074897241289176,
                  0.0005182502453846585,
                  5.390512885486809e-05,
                  -2.6907225353351145e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  -0.26268882398243376,
                  0.393789994658438
                ],
                "used_input": [
                  0.4608575859340943,
                  -0.6908596397516457,
                  -0.57,
                  76.08316802978516,
                  -0.26268882398243376,
                  0.393789994658438
                ],
                "standardized_input": [
                  0.21104800038618282,
                  -0.8344291469454157,
                  -0.5457587737426305,
                  -1.1183795315774105,
                  -0.3121145748558205,
                  0.9984808336941987
                ],
                "training_mean": [
                  0.17083742097500398,
                  -0.0772937517196295,
                  -0.47739611940298515,
                  97.64264855455997,
                  -0.07552626771966761,
                  0.04263471828113452
                ],
                "training_scale": [
                  1.3741905368845075,
                  0.7353121475659007,
                  0.1696791422370885,
                  19.277427667481,
                  0.5996597766997097,
                  0.3516895512937313
                ],
                "clip_low": [
                  -1.4560000137226516,
                  -1.4340529405695108,
                  -0.6707200000000001,
                  65.13465866088868,
                  -4.446752448407932,
                  -1.3671492592315573
                ],
                "clip_high": [
                  9.953666952199498,
                  3.69025987508527,
                  0.22818000000000027,
                  149.07973876953125,
                  0.4932040325200026,
                  0.697850657103011
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1183795315774105
            }
          ]
        },
        "fixed453520": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.1529870696346518,
            "annualized_return": null,
            "annualized_volatility": 0.09127740385011116,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04716717871492404,
            "average_turnover": 0.02903108683569083,
            "cost_bps_sum": 1.1612434734276331,
            "end_value": 115.29870696346518,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-16",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {},
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.99708447520396
            },
            {
              "date": "2020-05-04",
              "wealth": 100.15813861660077
            },
            {
              "date": "2020-05-05",
              "wealth": 100.52264695924939
            },
            {
              "date": "2020-05-06",
              "wealth": 99.86014589088724
            },
            {
              "date": "2020-05-07",
              "wealth": 100.67172699273117
            },
            {
              "date": "2020-05-08",
              "wealth": 101.21908306534945
            },
            {
              "date": "2020-05-11",
              "wealth": 100.95788006409697
            },
            {
              "date": "2020-05-12",
              "wealth": 100.3337605902437
            },
            {
              "date": "2020-05-13",
              "wealth": 99.64408925631844
            },
            {
              "date": "2020-05-14",
              "wealth": 100.39858416457228
            },
            {
              "date": "2020-05-15",
              "wealth": 100.65414578617631
            },
            {
              "date": "2020-05-18",
              "wealth": 101.93981654051683
            },
            {
              "date": "2020-05-19",
              "wealth": 101.57101782708583
            },
            {
              "date": "2020-05-20",
              "wealth": 102.59018813314128
            },
            {
              "date": "2020-05-21",
              "wealth": 102.2713956726125
            },
            {
              "date": "2020-05-22",
              "wealth": 102.42664842908411
            },
            {
              "date": "2020-05-26",
              "wealth": 102.88577956481714
            },
            {
              "date": "2020-05-27",
              "wealth": 103.70680516455533
            },
            {
              "date": "2020-05-28",
              "wealth": 103.60320283448777
            },
            {
              "date": "2020-05-29",
              "wealth": 104.06262491657031
            },
            {
              "date": "2020-06-01",
              "wealth": 104.23546402459887
            },
            {
              "date": "2020-06-01",
              "wealth": 104.2337496349463
            },
            {
              "date": "2020-06-02",
              "wealth": 104.62872257739981
            },
            {
              "date": "2020-06-03",
              "wealth": 105.02973815088073
            },
            {
              "date": "2020-06-04",
              "wealth": 104.69672575363585
            },
            {
              "date": "2020-06-05",
              "wealth": 105.84962994133927
            },
            {
              "date": "2020-06-08",
              "wealth": 106.5508386355654
            },
            {
              "date": "2020-06-09",
              "wealth": 106.26536306354808
            },
            {
              "date": "2020-06-10",
              "wealth": 106.39797531332569
            },
            {
              "date": "2020-06-11",
              "wealth": 103.45194399222166
            },
            {
              "date": "2020-06-12",
              "wealth": 104.02505342906002
            },
            {
              "date": "2020-06-15",
              "wealth": 104.72877999069476
            },
            {
              "date": "2020-06-16",
              "wealth": 105.50255231536264
            },
            {
              "date": "2020-06-17",
              "wealth": 105.31872591464196
            },
            {
              "date": "2020-06-18",
              "wealth": 105.46554486750097
            },
            {
              "date": "2020-06-19",
              "wealth": 105.21983295637142
            },
            {
              "date": "2020-06-22",
              "wealth": 105.4715728023934
            },
            {
              "date": "2020-06-23",
              "wealth": 105.64049974441316
            },
            {
              "date": "2020-06-24",
              "wealth": 104.42348541221396
            },
            {
              "date": "2020-06-25",
              "wealth": 104.9542939605274
            },
            {
              "date": "2020-06-26",
              "wealth": 103.94662016182343
            },
            {
              "date": "2020-06-29",
              "wealth": 104.76071436429856
            },
            {
              "date": "2020-06-30",
              "wealth": 105.35630094371338
            },
            {
              "date": "2020-07-01",
              "wealth": 105.71649951645975
            },
            {
              "date": "2020-07-01",
              "wealth": 105.71595353606848
            },
            {
              "date": "2020-07-02",
              "wealth": 106.07538285465691
            },
            {
              "date": "2020-07-06",
              "wealth": 106.81395090573734
            },
            {
              "date": "2020-07-07",
              "wealth": 106.45994366143374
            },
            {
              "date": "2020-07-08",
              "wealth": 106.73524018612308
            },
            {
              "date": "2020-07-09",
              "wealth": 106.69747074513678
            },
            {
              "date": "2020-07-10",
              "wealth": 107.07692966470655
            },
            {
              "date": "2020-07-13",
              "wealth": 106.63873216072851
            },
            {
              "date": "2020-07-14",
              "wealth": 107.38471343388782
            },
            {
              "date": "2020-07-15",
              "wealth": 107.8638181206654
            },
            {
              "date": "2020-07-16",
              "wealth": 107.78844375798286
            },
            {
              "date": "2020-07-17",
              "wealth": 107.97985663843137
            },
            {
              "date": "2020-07-20",
              "wealth": 108.4621682544014
            },
            {
              "date": "2020-07-21",
              "wealth": 108.63568849652113
            },
            {
              "date": "2020-07-22",
              "wealth": 109.00188479043126
            },
            {
              "date": "2020-07-23",
              "wealth": 108.45665148931532
            },
            {
              "date": "2020-07-24",
              "wealth": 108.07108095991207
            },
            {
              "date": "2020-07-27",
              "wealth": 108.30583072616498
            },
            {
              "date": "2020-07-28",
              "wealth": 108.05805924290834
            },
            {
              "date": "2020-07-29",
              "wealth": 108.82960861967089
            },
            {
              "date": "2020-07-30",
              "wealth": 108.68008258302685
            },
            {
              "date": "2020-07-31",
              "wealth": 109.11123450749007
            },
            {
              "date": "2020-08-03",
              "wealth": 109.46980097295616
            },
            {
              "date": "2020-08-03",
              "wealth": 109.46869123218768
            },
            {
              "date": "2020-08-04",
              "wealth": 109.87096486986584
            },
            {
              "date": "2020-08-05",
              "wealth": 110.01990142016851
            },
            {
              "date": "2020-08-06",
              "wealth": 110.48971011782544
            },
            {
              "date": "2020-08-07",
              "wealth": 110.38269007366516
            },
            {
              "date": "2020-08-10",
              "wealth": 110.44437773558053
            },
            {
              "date": "2020-08-11",
              "wealth": 109.76037275447842
            },
            {
              "date": "2020-08-12",
              "wealth": 110.28926745433826
            },
            {
              "date": "2020-08-13",
              "wealth": 109.92336691444612
            },
            {
              "date": "2020-08-14",
              "wealth": 109.84857948825008
            },
            {
              "date": "2020-08-17",
              "wealth": 110.11572151172143
            },
            {
              "date": "2020-08-18",
              "wealth": 110.35246776693087
            },
            {
              "date": "2020-08-19",
              "wealth": 110.03421169571439
            },
            {
              "date": "2020-08-20",
              "wealth": 110.37689125954508
            },
            {
              "date": "2020-08-21",
              "wealth": 110.62437790989235
            },
            {
              "date": "2020-08-24",
              "wealth": 111.0486937742826
            },
            {
              "date": "2020-08-25",
              "wealth": 111.04441819171599
            },
            {
              "date": "2020-08-26",
              "wealth": 111.55360770641633
            },
            {
              "date": "2020-08-27",
              "wealth": 111.3621059934024
            },
            {
              "date": "2020-08-28",
              "wealth": 111.82660401517393
            },
            {
              "date": "2020-08-31",
              "wealth": 111.77199047808885
            },
            {
              "date": "2020-09-01",
              "wealth": 112.52504005571134
            },
            {
              "date": "2020-09-01",
              "wealth": 112.5228480724371
            },
            {
              "date": "2020-09-02",
              "wealth": 113.39945364245848
            },
            {
              "date": "2020-09-03",
              "wealth": 111.63379311873713
            },
            {
              "date": "2020-09-04",
              "wealth": 110.7693466331798
            },
            {
              "date": "2020-09-08",
              "wealth": 109.53072414366524
            },
            {
              "date": "2020-09-09",
              "wealth": 110.47114093247843
            },
            {
              "date": "2020-09-10",
              "wealth": 109.68887773708903
            },
            {
              "date": "2020-09-11",
              "wealth": 109.79125701736841
            },
            {
              "date": "2020-09-14",
              "wealth": 110.44374988954513
            },
            {
              "date": "2020-09-15",
              "wealth": 110.69471597980049
            },
            {
              "date": "2020-09-16",
              "wealth": 110.49308473788058
            },
            {
              "date": "2020-09-17",
              "wealth": 110.08304267512877
            },
            {
              "date": "2020-09-18",
              "wealth": 109.45089502852234
            },
            {
              "date": "2020-09-21",
              "wealth": 108.96996917909436
            },
            {
              "date": "2020-09-22",
              "wealth": 109.46332780003249
            },
            {
              "date": "2020-09-23",
              "wealth": 108.19693944145862
            },
            {
              "date": "2020-09-24",
              "wealth": 108.2841118038281
            },
            {
              "date": "2020-09-25",
              "wealth": 109.04737186022324
            },
            {
              "date": "2020-09-28",
              "wealth": 109.9405091593353
            },
            {
              "date": "2020-09-29",
              "wealth": 109.67909437758861
            },
            {
              "date": "2020-09-30",
              "wealth": 109.93246283051462
            },
            {
              "date": "2020-10-01",
              "wealth": 110.32671334235226
            },
            {
              "date": "2020-10-01",
              "wealth": 110.32566086013209
            },
            {
              "date": "2020-10-02",
              "wealth": 109.81951592223133
            },
            {
              "date": "2020-10-05",
              "wealth": 110.37380076345794
            },
            {
              "date": "2020-10-06",
              "wealth": 109.73308486583029
            },
            {
              "date": "2020-10-07",
              "wealth": 110.48746251860412
            },
            {
              "date": "2020-10-08",
              "wealth": 111.05606580569359
            },
            {
              "date": "2020-10-09",
              "wealth": 111.53997609046652
            },
            {
              "date": "2020-10-12",
              "wealth": 112.53082112593978
            },
            {
              "date": "2020-10-13",
              "wealth": 112.25636978648767
            },
            {
              "date": "2020-10-14",
              "wealth": 111.96623914526313
            },
            {
              "date": "2020-10-15",
              "wealth": 111.83880198179655
            },
            {
              "date": "2020-10-16",
              "wealth": 111.74800524509818
            },
            {
              "date": "2020-10-19",
              "wealth": 110.86428157905789
            },
            {
              "date": "2020-10-20",
              "wealth": 110.93784293133918
            },
            {
              "date": "2020-10-21",
              "wealth": 110.75535071441182
            },
            {
              "date": "2020-10-22",
              "wealth": 110.8500328360626
            },
            {
              "date": "2020-10-23",
              "wealth": 111.13192010976069
            },
            {
              "date": "2020-10-26",
              "wealth": 110.3379584467112
            },
            {
              "date": "2020-10-27",
              "wealth": 110.34123736014008
            },
            {
              "date": "2020-10-28",
              "wealth": 108.52558206726384
            },
            {
              "date": "2020-10-29",
              "wealth": 108.79565036264292
            },
            {
              "date": "2020-10-30",
              "wealth": 108.0507213463299
            },
            {
              "date": "2020-11-02",
              "wealth": 108.74096895037448
            },
            {
              "date": "2020-11-02",
              "wealth": 108.74067450534652
            },
            {
              "date": "2020-11-03",
              "wealth": 109.54025095713087
            },
            {
              "date": "2020-11-04",
              "wealth": 111.29930331837964
            },
            {
              "date": "2020-11-05",
              "wealth": 112.36863383157313
            },
            {
              "date": "2020-11-06",
              "wealth": 112.15717245203238
            },
            {
              "date": "2020-11-09",
              "wealth": 112.36017812776069
            },
            {
              "date": "2020-11-10",
              "wealth": 112.11864186802612
            },
            {
              "date": "2020-11-11",
              "wealth": 112.60912566593782
            },
            {
              "date": "2020-11-12",
              "wealth": 112.39937078560799
            },
            {
              "date": "2020-11-13",
              "wealth": 113.09933994524928
            },
            {
              "date": "2020-11-16",
              "wealth": 113.80469996178671
            },
            {
              "date": "2020-11-17",
              "wealth": 113.68531260989123
            },
            {
              "date": "2020-11-18",
              "wealth": 113.07657584790645
            },
            {
              "date": "2020-11-19",
              "wealth": 113.46340527977827
            },
            {
              "date": "2020-11-20",
              "wealth": 113.1473552421414
            },
            {
              "date": "2020-11-23",
              "wealth": 113.41460345552515
            },
            {
              "date": "2020-11-24",
              "wealth": 114.15770670189053
            },
            {
              "date": "2020-11-25",
              "wealth": 114.1003618297066
            },
            {
              "date": "2020-11-27",
              "wealth": 114.44358130465979
            },
            {
              "date": "2020-11-30",
              "wealth": 114.25755841315721
            },
            {
              "date": "2020-12-01",
              "wealth": 114.55637856374189
            },
            {
              "date": "2020-12-01",
              "wealth": 114.55368735672245
            },
            {
              "date": "2020-12-02",
              "wealth": 114.51858994194684
            },
            {
              "date": "2020-12-03",
              "wealth": 114.70157275289665
            },
            {
              "date": "2020-12-04",
              "wealth": 114.86269040740285
            },
            {
              "date": "2020-12-07",
              "wealth": 114.89959419237766
            },
            {
              "date": "2020-12-08",
              "wealth": 115.06527263852803
            },
            {
              "date": "2020-12-09",
              "wealth": 114.4575474645418
            },
            {
              "date": "2020-12-10",
              "wealth": 114.64424251992031
            },
            {
              "date": "2020-12-11",
              "wealth": 114.68738402991968
            },
            {
              "date": "2020-12-14",
              "wealth": 114.41634315582985
            },
            {
              "date": "2020-12-15",
              "wealth": 115.11536098817726
            },
            {
              "date": "2020-12-16",
              "wealth": 115.14523964563023
            },
            {
              "date": "2020-12-17",
              "wealth": 115.44097057132423
            },
            {
              "date": "2020-12-18",
              "wealth": 115.18145243945571
            },
            {
              "date": "2020-12-21",
              "wealth": 114.97656646124425
            },
            {
              "date": "2020-12-22",
              "wealth": 115.01926824123886
            },
            {
              "date": "2020-12-23",
              "wealth": 114.987126080736
            },
            {
              "date": "2020-12-24",
              "wealth": 115.32474264420355
            },
            {
              "date": "2020-12-28",
              "wealth": 115.79146807699074
            },
            {
              "date": "2020-12-29",
              "wealth": 115.69435373241734
            },
            {
              "date": "2020-12-30",
              "wealth": 115.82615810509364
            },
            {
              "date": "2020-12-31",
              "wealth": 116.1252630166092
            },
            {
              "date": "2021-01-04",
              "wealth": 115.29870696346518
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.05831049592083176,
              "cost": 2.915524796041588e-05,
              "net_return": 0.04235464024598867,
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.032894555967296624,
              "cost": 1.644727798364831e-05,
              "net_return": 0.01420855661477538,
              "bl_prior": [
                0.0025168055187574727,
                -0.00016607697250482155,
                0.0007940263074694935
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.010329142447358552,
              "cost": 5.164571223679276e-06,
              "net_return": 0.035503459475708654,
              "bl_prior": [
                0.002573860803491068,
                -0.0001760498065456494,
                0.0008245640228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.02027482937993394,
              "cost": 1.013741468996697e-05,
              "net_return": 0.02790942392879625,
              "bl_prior": [
                0.002667917270238414,
                -0.00016960626019277685,
                0.0008732392980059594
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.038959919910476065,
              "cost": 1.9479959955238033e-05,
              "net_return": -0.019536333533146766,
              "bl_prior": [
                0.002734610878089139,
                -0.0001865239060372945,
                0.0008454453234552457
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.019079372317007515,
              "cost": 9.539686158503757e-06,
              "net_return": -0.014373168056380892,
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.005415530702157639,
              "cost": 2.7077653510788197e-06,
              "net_return": 0.0534794720839884,
              "bl_prior": [
                0.0028245244426909643,
                -0.00018917704704031135,
                0.0008618580799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.046984848040464544,
              "cost": 2.349242402023227e-05,
              "net_return": 0.006480026769615899,
              "bl_prior": [
                0.0032264945626040284,
                -0.00015796440325586115,
                0.0009962667816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": []
        },
        "prior_only": {
          "portfolio": {
            "months": 8,
            "cumulative_return": 0.15485764561778548,
            "annualized_return": null,
            "annualized_volatility": 0.09197221178391633,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.04763804819329853,
            "average_turnover": 0.020328899338338056,
            "cost_bps_sum": 0.8131559735335224,
            "end_value": 115.48576456177854,
            "entry": "2020-05-01",
            "exit": "2021-01-04",
            "recovery_date": "2020-11-16",
            "drawdown_trough": "2020-10-30"
          },
          "forecast": {},
          "path": [
            {
              "date": "2020-05-01",
              "wealth": 100.0
            },
            {
              "date": "2020-05-01",
              "wealth": 99.99908456889905
            },
            {
              "date": "2020-05-04",
              "wealth": 100.16273567439201
            },
            {
              "date": "2020-05-05",
              "wealth": 100.53725534358063
            },
            {
              "date": "2020-05-06",
              "wealth": 99.87157816192749
            },
            {
              "date": "2020-05-07",
              "wealth": 100.68922432899264
            },
            {
              "date": "2020-05-08",
              "wealth": 101.25671033941964
            },
            {
              "date": "2020-05-11",
              "wealth": 100.99850778975706
            },
            {
              "date": "2020-05-12",
              "wealth": 100.35047368600205
            },
            {
              "date": "2020-05-13",
              "wealth": 99.64080585819843
            },
            {
              "date": "2020-05-14",
              "wealth": 100.40567165588392
            },
            {
              "date": "2020-05-15",
              "wealth": 100.66652818363895
            },
            {
              "date": "2020-05-18",
              "wealth": 101.98922224517963
            },
            {
              "date": "2020-05-19",
              "wealth": 101.60690817715279
            },
            {
              "date": "2020-05-20",
              "wealth": 102.64339172596816
            },
            {
              "date": "2020-05-21",
              "wealth": 102.31668647973491
            },
            {
              "date": "2020-05-22",
              "wealth": 102.47203270909984
            },
            {
              "date": "2020-05-26",
              "wealth": 102.9466735593338
            },
            {
              "date": "2020-05-27",
              "wealth": 103.78263028682392
            },
            {
              "date": "2020-05-28",
              "wealth": 103.67794977100182
            },
            {
              "date": "2020-05-29",
              "wealth": 104.13894978312985
            },
            {
              "date": "2020-06-01",
              "wealth": 104.31653678586645
            },
            {
              "date": "2020-06-01",
              "wealth": 104.31482059804466
            },
            {
              "date": "2020-06-02",
              "wealth": 104.72045152451503
            },
            {
              "date": "2020-06-03",
              "wealth": 105.14194473514459
            },
            {
              "date": "2020-06-04",
              "wealth": 104.80998515325214
            },
            {
              "date": "2020-06-05",
              "wealth": 105.99617021290535
            },
            {
              "date": "2020-06-08",
              "wealth": 106.7099882398992
            },
            {
              "date": "2020-06-09",
              "wealth": 106.41237956903315
            },
            {
              "date": "2020-06-10",
              "wealth": 106.531273906478
            },
            {
              "date": "2020-06-11",
              "wealth": 103.51648403512658
            },
            {
              "date": "2020-06-12",
              "wealth": 104.10464260484146
            },
            {
              "date": "2020-06-15",
              "wealth": 104.8194692357177
            },
            {
              "date": "2020-06-16",
              "wealth": 105.61616183760269
            },
            {
              "date": "2020-06-17",
              "wealth": 105.42612630790586
            },
            {
              "date": "2020-06-18",
              "wealth": 105.5711561652646
            },
            {
              "date": "2020-06-19",
              "wealth": 105.31882725616538
            },
            {
              "date": "2020-06-22",
              "wealth": 105.57849491605118
            },
            {
              "date": "2020-06-23",
              "wealth": 105.7527994331466
            },
            {
              "date": "2020-06-24",
              "wealth": 104.50557312449808
            },
            {
              "date": "2020-06-25",
              "wealth": 105.0478015740026
            },
            {
              "date": "2020-06-26",
              "wealth": 104.01148573696382
            },
            {
              "date": "2020-06-29",
              "wealth": 104.84030692310131
            },
            {
              "date": "2020-06-30",
              "wealth": 105.45161423574946
            },
            {
              "date": "2020-07-01",
              "wealth": 105.82112919316862
            },
            {
              "date": "2020-07-01",
              "wealth": 105.82059078184085
            },
            {
              "date": "2020-07-02",
              "wealth": 106.18489743881854
            },
            {
              "date": "2020-07-06",
              "wealth": 106.94218920795417
            },
            {
              "date": "2020-07-07",
              "wealth": 106.57329288114605
            },
            {
              "date": "2020-07-08",
              "wealth": 106.8586945533134
            },
            {
              "date": "2020-07-09",
              "wealth": 106.8113595137886
            },
            {
              "date": "2020-07-10",
              "wealth": 107.20422187234156
            },
            {
              "date": "2020-07-13",
              "wealth": 106.75508738861288
            },
            {
              "date": "2020-07-14",
              "wealth": 107.51579836157073
            },
            {
              "date": "2020-07-15",
              "wealth": 108.00571034375137
            },
            {
              "date": "2020-07-16",
              "wealth": 107.92586593927116
            },
            {
              "date": "2020-07-17",
              "wealth": 108.120898297619
            },
            {
              "date": "2020-07-20",
              "wealth": 108.61185128053182
            },
            {
              "date": "2020-07-21",
              "wealth": 108.78676306727152
            },
            {
              "date": "2020-07-22",
              "wealth": 109.15927840807898
            },
            {
              "date": "2020-07-23",
              "wealth": 108.59917012678635
            },
            {
              "date": "2020-07-24",
              "wealth": 108.2066517925975
            },
            {
              "date": "2020-07-27",
              "wealth": 108.45126241069778
            },
            {
              "date": "2020-07-28",
              "wealth": 108.1937350592846
            },
            {
              "date": "2020-07-29",
              "wealth": 108.97811612017261
            },
            {
              "date": "2020-07-30",
              "wealth": 108.82300978380114
            },
            {
              "date": "2020-07-31",
              "wealth": 109.26305082192772
            },
            {
              "date": "2020-08-03",
              "wealth": 109.63023095911808
            },
            {
              "date": "2020-08-03",
              "wealth": 109.62911939012761
            },
            {
              "date": "2020-08-04",
              "wealth": 110.03246316516002
            },
            {
              "date": "2020-08-05",
              "wealth": 110.19211802821663
            },
            {
              "date": "2020-08-06",
              "wealth": 110.66876576790207
            },
            {
              "date": "2020-08-07",
              "wealth": 110.56471385284881
            },
            {
              "date": "2020-08-10",
              "wealth": 110.63098842832242
            },
            {
              "date": "2020-08-11",
              "wealth": 109.94049869697018
            },
            {
              "date": "2020-08-12",
              "wealth": 110.48885839192353
            },
            {
              "date": "2020-08-13",
              "wealth": 110.12262256643223
            },
            {
              "date": "2020-08-14",
              "wealth": 110.0472222916833
            },
            {
              "date": "2020-08-17",
              "wealth": 110.31653561322226
            },
            {
              "date": "2020-08-18",
              "wealth": 110.55418600089136
            },
            {
              "date": "2020-08-19",
              "wealth": 110.23219153707363
            },
            {
              "date": "2020-08-20",
              "wealth": 110.5757465725912
            },
            {
              "date": "2020-08-21",
              "wealth": 110.8267922440361
            },
            {
              "date": "2020-08-24",
              "wealth": 111.26471972848483
            },
            {
              "date": "2020-08-25",
              "wealth": 111.26703117353541
            },
            {
              "date": "2020-08-26",
              "wealth": 111.78891722878511
            },
            {
              "date": "2020-08-27",
              "wealth": 111.60351306950517
            },
            {
              "date": "2020-08-28",
              "wealth": 112.07440577527785
            },
            {
              "date": "2020-08-31",
              "wealth": 112.01431605101425
            },
            {
              "date": "2020-09-01",
              "wealth": 112.7758782716502
            },
            {
              "date": "2020-09-01",
              "wealth": 112.7734582370503
            },
            {
              "date": "2020-09-02",
              "wealth": 113.66385518778749
            },
            {
              "date": "2020-09-03",
              "wealth": 111.85737576829274
            },
            {
              "date": "2020-09-04",
              "wealth": 110.99399390471457
            },
            {
              "date": "2020-09-08",
              "wealth": 109.72159984751515
            },
            {
              "date": "2020-09-09",
              "wealth": 110.68441058016221
            },
            {
              "date": "2020-09-10",
              "wealth": 109.88070647709287
            },
            {
              "date": "2020-09-11",
              "wealth": 109.9830294197692
            },
            {
              "date": "2020-09-14",
              "wealth": 110.64823206895029
            },
            {
              "date": "2020-09-15",
              "wealth": 110.90398452099737
            },
            {
              "date": "2020-09-16",
              "wealth": 110.69684050701707
            },
            {
              "date": "2020-09-17",
              "wealth": 110.27610523425734
            },
            {
              "date": "2020-09-18",
              "wealth": 109.63225424507351
            },
            {
              "date": "2020-09-21",
              "wealth": 109.13951733449363
            },
            {
              "date": "2020-09-22",
              "wealth": 109.64400512635865
            },
            {
              "date": "2020-09-23",
              "wealth": 108.35831619263135
            },
            {
              "date": "2020-09-24",
              "wealth": 108.45125983109611
            },
            {
              "date": "2020-09-25",
              "wealth": 109.23417375937211
            },
            {
              "date": "2020-09-28",
              "wealth": 110.14120047579173
            },
            {
              "date": "2020-09-29",
              "wealth": 109.87476792859565
            },
            {
              "date": "2020-09-30",
              "wealth": 110.13695793711345
            },
            {
              "date": "2020-10-01",
              "wealth": 110.53588654446905
            },
            {
              "date": "2020-10-01",
              "wealth": 110.53558669969942
            },
            {
              "date": "2020-10-02",
              "wealth": 110.02722555986931
            },
            {
              "date": "2020-10-05",
              "wealth": 110.57926835404302
            },
            {
              "date": "2020-10-06",
              "wealth": 109.94077602178416
            },
            {
              "date": "2020-10-07",
              "wealth": 110.69308496613382
            },
            {
              "date": "2020-10-08",
              "wealth": 111.26206045510126
            },
            {
              "date": "2020-10-09",
              "wealth": 111.74380449079035
            },
            {
              "date": "2020-10-12",
              "wealth": 112.73131787878033
            },
            {
              "date": "2020-10-13",
              "wealth": 112.4598610761396
            },
            {
              "date": "2020-10-14",
              "wealth": 112.16847508387738
            },
            {
              "date": "2020-10-15",
              "wealth": 112.04076396203286
            },
            {
              "date": "2020-10-16",
              "wealth": 111.95104529438981
            },
            {
              "date": "2020-10-19",
              "wealth": 111.06595775880353
            },
            {
              "date": "2020-10-20",
              "wealth": 111.13959556387583
            },
            {
              "date": "2020-10-21",
              "wealth": 110.95710829816451
            },
            {
              "date": "2020-10-22",
              "wealth": 111.05061941394985
            },
            {
              "date": "2020-10-23",
              "wealth": 111.33179744408334
            },
            {
              "date": "2020-10-26",
              "wealth": 110.53693306727524
            },
            {
              "date": "2020-10-27",
              "wealth": 110.53815777785924
            },
            {
              "date": "2020-10-28",
              "wealth": 108.72445128022608
            },
            {
              "date": "2020-10-29",
              "wealth": 108.99327557095691
            },
            {
              "date": "2020-10-30",
              "wealth": 108.24913097651556
            },
            {
              "date": "2020-11-02",
              "wealth": 108.93826420470914
            },
            {
              "date": "2020-11-02",
              "wealth": 108.93797352628293
            },
            {
              "date": "2020-11-03",
              "wealth": 109.73549653224113
            },
            {
              "date": "2020-11-04",
              "wealth": 111.49055104187072
            },
            {
              "date": "2020-11-05",
              "wealth": 112.55749280274657
            },
            {
              "date": "2020-11-06",
              "wealth": 112.34542837310725
            },
            {
              "date": "2020-11-09",
              "wealth": 112.54911106510309
            },
            {
              "date": "2020-11-10",
              "wealth": 112.30690086587731
            },
            {
              "date": "2020-11-11",
              "wealth": 112.79796356364749
            },
            {
              "date": "2020-11-12",
              "wealth": 112.58960052460934
            },
            {
              "date": "2020-11-13",
              "wealth": 113.28808864509293
            },
            {
              "date": "2020-11-16",
              "wealth": 113.99033500702065
            },
            {
              "date": "2020-11-17",
              "wealth": 113.86996252035847
            },
            {
              "date": "2020-11-18",
              "wealth": 113.25740081147693
            },
            {
              "date": "2020-11-19",
              "wealth": 113.63993025693154
            },
            {
              "date": "2020-11-20",
              "wealth": 113.32618613841309
            },
            {
              "date": "2020-11-23",
              "wealth": 113.59036161603133
            },
            {
              "date": "2020-11-24",
              "wealth": 114.33561179089959
            },
            {
              "date": "2020-11-25",
              "wealth": 114.277874912072
            },
            {
              "date": "2020-11-27",
              "wealth": 114.62099504409059
            },
            {
              "date": "2020-11-30",
              "wealth": 114.43000694289378
            },
            {
              "date": "2020-12-01",
              "wealth": 114.72783429833426
            },
            {
              "date": "2020-12-01",
              "wealth": 114.72626910884975
            },
            {
              "date": "2020-12-02",
              "wealth": 114.69736518636908
            },
            {
              "date": "2020-12-03",
              "wealth": 114.8758097833613
            },
            {
              "date": "2020-12-04",
              "wealth": 115.05340851743186
            },
            {
              "date": "2020-12-07",
              "wealth": 115.08698566408601
            },
            {
              "date": "2020-12-08",
              "wealth": 115.2576321558616
            },
            {
              "date": "2020-12-09",
              "wealth": 114.6427514739017
            },
            {
              "date": "2020-12-10",
              "wealth": 114.82368589192893
            },
            {
              "date": "2020-12-11",
              "wealth": 114.86437738759649
            },
            {
              "date": "2020-12-14",
              "wealth": 114.58862151474942
            },
            {
              "date": "2020-12-15",
              "wealth": 115.3018950687395
            },
            {
              "date": "2020-12-16",
              "wealth": 115.33455345966075
            },
            {
              "date": "2020-12-17",
              "wealth": 115.63554802712058
            },
            {
              "date": "2020-12-18",
              "wealth": 115.37181556330403
            },
            {
              "date": "2020-12-21",
              "wealth": 115.16471989149025
            },
            {
              "date": "2020-12-22",
              "wealth": 115.2023615233761
            },
            {
              "date": "2020-12-23",
              "wealth": 115.17095904211182
            },
            {
              "date": "2020-12-24",
              "wealth": 115.50966107807685
            },
            {
              "date": "2020-12-28",
              "wealth": 115.98631712603108
            },
            {
              "date": "2020-12-29",
              "wealth": 115.88631978906548
            },
            {
              "date": "2020-12-30",
              "wealth": 116.01848885069003
            },
            {
              "date": "2020-12-31",
              "wealth": 116.32374349108244
            },
            {
              "date": "2021-01-04",
              "wealth": 115.48576456177854
            }
          ],
          "decisions": [
            {
              "date": "2020-04-30",
              "decision_date": "2020-04-30",
              "holding_month": "2020-05-31",
              "entry": "2020-05-01",
              "exit": "2020-06-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "actual": [
                0.08048368985070886,
                0.0014950732256009402,
                0.028220475891326258
              ],
              "view_error_variance": null,
              "gross_return": 0.04317491740629565,
              "turnover": 0.018308622018842258,
              "cost": 9.154311009421129e-06,
              "net_return": 0.04316536785866454,
              "training_rows": 60,
              "last_training_exit": "2020-04-01",
              "last_error_exit": "2020-04-01",
              "bl_prior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-05-31",
              "decision_date": "2020-05-29",
              "holding_month": "2020-06-30",
              "entry": "2020-06-01",
              "exit": "2020-07-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "actual": [
                0.020738106452155014,
                -0.0007405863630193243,
                0.02576147591393707
              ],
              "view_error_variance": null,
              "gross_return": 0.014440024787352151,
              "turnover": 0.032903466212744065,
              "cost": 1.645173310637203e-05,
              "net_return": 0.014423335490811873,
              "training_rows": 61,
              "last_training_exit": "2020-05-01",
              "last_error_exit": "2020-05-01",
              "bl_prior": [
                0.0025167942687574726,
                -0.00016608572250482152,
                0.0007940213074694936
              ],
              "covariance": [
                [
                  0.002322966712414523,
                  -0.0003801002361199621,
                  0.0004720888477922024
                ],
                [
                  -0.0003801002361199621,
                  0.00025243153487608327,
                  8.129890022712595e-05
                ],
                [
                  0.0004720888477922024,
                  8.129890022712595e-05,
                  0.00038356963200906113
                ]
              ]
            },
            {
              "date": "2020-06-30",
              "decision_date": "2020-06-30",
              "holding_month": "2020-07-31",
              "entry": "2020-07-01",
              "exit": "2020-08-03",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0025738495534910677,
                -0.0001760585565456494,
                0.0008245590228286476
              ],
              "actual": [
                0.05883632342598344,
                0.009623598195319438,
                0.028321012623215402
              ],
              "view_error_variance": null,
              "gross_return": 0.03600093468700407,
              "turnover": 0.010175875685126345,
              "cost": 5.087937842563173e-06,
              "net_return": 0.03599566357864359,
              "training_rows": 62,
              "last_training_exit": "2020-06-01",
              "last_error_exit": "2020-06-01",
              "bl_prior": [
                0.0025738495534910677,
                -0.0001760585565456494,
                0.0008245590228286476
              ],
              "covariance": [
                [
                  0.0023670211503260584,
                  -0.00038504799394431977,
                  0.0004957355081510636
                ],
                [
                  -0.00038504799394431977,
                  0.00024988152399717657,
                  7.694820628836182e-05
                ],
                [
                  0.0004957355081510636,
                  7.694820628836182e-05,
                  0.0003990537913127689
                ]
              ]
            },
            {
              "date": "2020-07-31",
              "decision_date": "2020-07-31",
              "holding_month": "2020-08-31",
              "entry": "2020-08-03",
              "exit": "2020-09-01",
              "weights": [
                0.46,
                0.34,
                0.2
              ],
              "forecast": null,
              "posterior": [
                0.0026679060202384145,
                -0.00016961501019277682,
                0.0008732342980059593
              ],
              "actual": [
                0.07241726083561173,
                -0.005966045783385998,
                -0.012899034866567183
              ],
              "view_error_variance": null,
              "gross_return": 0.028703677444716715,
              "turnover": 0.020278512244979896,
              "cost": 1.0139256122489949e-05,
              "net_return": 0.028693247154657042,
              "training_rows": 63,
              "last_training_exit": "2020-07-01",
              "last_error_exit": "2020-07-01",
              "bl_prior": [
                0.0026679060202384145,
                -0.00016961501019277682,
                0.0008732342980059593
              ],
              "covariance": [
                [
                  0.002431921561056537,
                  -0.00038038819868391866,
                  0.0005296678757964776
                ],
                [
                  -0.00038038819868391866,
                  0.00025003222643318115,
                  7.908703039519645e-05
                ],
                [
                  0.0005296678757964776,
                  7.908703039519645e-05,
                  0.00041631357227825015
                ]
              ]
            },
            {
              "date": "2020-08-31",
              "decision_date": "2020-08-31",
              "holding_month": "2020-09-30",
              "entry": "2020-09-01",
              "exit": "2020-10-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0027345996280891387,
                -0.00018653265603729447,
                0.0008454403234552456
              ],
              "actual": [
                -0.04030278459850978,
                0.0005665974387791817,
                -0.007896449011835505
              ],
              "view_error_variance": null,
              "gross_return": -0.019841297123990534,
              "turnover": 0.042917592609050204,
              "cost": 2.1458796304525103e-05,
              "net_return": -0.019862330149941654,
              "training_rows": 64,
              "last_training_exit": "2020-08-03",
              "last_error_exit": "2020-08-03",
              "bl_prior": [
                0.0027345996280891387,
                -0.00018653265603729447,
                0.0008454403234552456
              ],
              "covariance": [
                [
                  0.0025266905828839866,
                  -0.0004031007489350879,
                  0.0004895717553257124
                ],
                [
                  -0.0004031007489350879,
                  0.00025403497940867974,
                  8.935015906416927e-05
                ],
                [
                  0.0004895717553257124,
                  8.935015906416927e-05,
                  0.000432981419065342
                ]
              ]
            },
            {
              "date": "2020-09-30",
              "decision_date": "2020-09-30",
              "holding_month": "2020-10-31",
              "entry": "2020-10-01",
              "exit": "2020-11-02",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "actual": [
                -0.020294591273432805,
                -0.012674468241701597,
                -0.003975677191979887
              ],
              "view_error_variance": null,
              "gross_return": -0.014450753306533516,
              "turnover": 0.0054252927081892555,
              "cost": 2.712646354094628e-06,
              "net_return": -0.014453426753104348,
              "training_rows": 65,
              "last_training_exit": "2020-09-01",
              "last_error_exit": "2020-09-01",
              "bl_prior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-10-31",
              "decision_date": "2020-10-30",
              "holding_month": "2020-11-30",
              "entry": "2020-11-02",
              "exit": "2020-12-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "actual": [
                0.10847977682002607,
                -0.0036643877892403864,
                0.029744804120737767
              ],
              "view_error_variance": null,
              "gross_return": 0.053148232747825375,
              "turnover": 0.0053365716506353356,
              "cost": 2.668285825317668e-06,
              "net_return": 0.053145422647324025,
              "training_rows": 66,
              "last_training_exit": "2020-10-01",
              "last_error_exit": "2020-10-01",
              "bl_prior": [
                0.0028245131926909646,
                -0.00018918579704031138,
                0.0008618530799805354
              ],
              "covariance": [
                [
                  0.0025936164832238797,
                  -0.0003956069608220691,
                  0.0005057014795668202
                ],
                [
                  -0.0003956069608220691,
                  0.00024311328553638193,
                  8.629581808036441e-05
                ],
                [
                  0.0005057014795668202,
                  8.629581808036441e-05,
                  0.00043486014929508776
                ]
              ]
            },
            {
              "date": "2020-11-30",
              "decision_date": "2020-11-30",
              "holding_month": "2020-12-31",
              "entry": "2020-12-01",
              "exit": "2021-01-04",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0032264833126040286,
                -0.00015797315325586113,
                0.0009962617816525077
              ],
              "actual": [
                0.011862915333568536,
                0.0032018680743564065,
                0.00022353127262664252
              ],
              "view_error_variance": null,
              "gross_return": 0.00662006582126533,
              "turnover": 0.027285261577137093,
              "cost": 1.3642630788568547e-05,
              "net_return": 0.006606332875362941,
              "training_rows": 67,
              "last_training_exit": "2020-11-02",
              "last_error_exit": "2020-11-02",
              "bl_prior": [
                0.0032264833126040286,
                -0.00015797315325586113,
                0.0009962617816525077
              ],
              "covariance": [
                [
                  0.0028876994022672886,
                  -0.00037427305845820236,
                  0.0006106208224085123
                ],
                [
                  -0.00037427305845820236,
                  0.00025033470325135207,
                  8.808234432936689e-05
                ],
                [
                  0.0006106208224085123,
                  8.808234432936689e-05,
                  0.000464482610309471
                ]
              ]
            }
          ],
          "predictions": []
        }
      }
    },
    {
      "id": "inflation_2022",
      "name": "Inflation / rate shock",
      "start": "2022-01-31",
      "end": "2022-12-31",
      "description": "January\u2013December 2022 holding months. Tests the model during the inflation and rate-shock environment.",
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1695699940779265,
            "annualized_return": -0.1695699940779265,
            "annualized_volatility": 0.14012349665907242,
            "sharpe_zero_rf": -1.2516249739513936,
            "maximum_drawdown": -0.2166166952370725,
            "average_turnover": 0.014467781981906333,
            "cost_bps_sum": 0.86806691891438,
            "end_value": 83.04300059220735,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.0601788959313506,
              "rmse": 0.06328001025473813,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.009208372845907963,
              "forecast_max": 0.013153241710174372,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028028754956169785,
              "rmse": 0.033240772732541175,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.5748678350055654e-05,
              "forecast_max": 0.0023057298290726476,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03624260825810033,
              "rmse": 0.04133686491913279,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974863,
              "forecast_max": 0.003874674440981431,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99913424471607
            },
            {
              "date": "2022-01-04",
              "wealth": 100.00014784957493
            },
            {
              "date": "2022-01-05",
              "wealth": 98.84985037740275
            },
            {
              "date": "2022-01-06",
              "wealth": 98.71155760779462
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32490596205692
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23426380560761
            },
            {
              "date": "2022-01-11",
              "wealth": 98.7839605584301
            },
            {
              "date": "2022-01-12",
              "wealth": 98.88480025064233
            },
            {
              "date": "2022-01-13",
              "wealth": 98.44616861490391
            },
            {
              "date": "2022-01-14",
              "wealth": 98.02400198886579
            },
            {
              "date": "2022-01-18",
              "wealth": 96.77501519075491
            },
            {
              "date": "2022-01-19",
              "wealth": 96.43098513539412
            },
            {
              "date": "2022-01-20",
              "wealth": 95.98873114475197
            },
            {
              "date": "2022-01-21",
              "wealth": 95.49953461133825
            },
            {
              "date": "2022-01-24",
              "wealth": 95.55476253887943
            },
            {
              "date": "2022-01-25",
              "wealth": 94.9293455696008
            },
            {
              "date": "2022-01-26",
              "wealth": 94.45320556796308
            },
            {
              "date": "2022-01-27",
              "wealth": 94.41538569525835
            },
            {
              "date": "2022-01-28",
              "wealth": 95.50969309338171
            },
            {
              "date": "2022-01-31",
              "wealth": 96.27459810418611
            },
            {
              "date": "2022-02-01",
              "wealth": 96.58506338419815
            },
            {
              "date": "2022-02-01",
              "wealth": 96.5844344546057
            },
            {
              "date": "2022-02-02",
              "wealth": 97.04332648479513
            },
            {
              "date": "2022-02-03",
              "wealth": 95.67911658287194
            },
            {
              "date": "2022-02-04",
              "wealth": 95.389494159859
            },
            {
              "date": "2022-02-07",
              "wealth": 95.31918755191705
            },
            {
              "date": "2022-02-08",
              "wealth": 95.47551950102697
            },
            {
              "date": "2022-02-09",
              "wealth": 96.23111137161243
            },
            {
              "date": "2022-02-10",
              "wealth": 94.8272740232316
            },
            {
              "date": "2022-02-11",
              "wealth": 94.44821100594542
            },
            {
              "date": "2022-02-14",
              "wealth": 93.8820550822448
            },
            {
              "date": "2022-02-15",
              "wealth": 94.3244824066316
            },
            {
              "date": "2022-02-16",
              "wealth": 94.46119321596036
            },
            {
              "date": "2022-02-17",
              "wealth": 93.70088946771571
            },
            {
              "date": "2022-02-18",
              "wealth": 93.58059522597391
            },
            {
              "date": "2022-02-22",
              "wealth": 93.10035312232117
            },
            {
              "date": "2022-02-23",
              "wealth": 91.98774017253906
            },
            {
              "date": "2022-02-24",
              "wealth": 92.78183422339889
            },
            {
              "date": "2022-02-25",
              "wealth": 93.79133528056681
            },
            {
              "date": "2022-02-28",
              "wealth": 94.26398874504956
            },
            {
              "date": "2022-03-01",
              "wealth": 93.95641481695202
            },
            {
              "date": "2022-03-01",
              "wealth": 93.956164838957
            },
            {
              "date": "2022-03-02",
              "wealth": 93.88893131040943
            },
            {
              "date": "2022-03-03",
              "wealth": 93.89083107954511
            },
            {
              "date": "2022-03-04",
              "wealth": 93.80095342841854
            },
            {
              "date": "2022-03-07",
              "wealth": 92.12876553324396
            },
            {
              "date": "2022-03-08",
              "wealth": 91.50388262329986
            },
            {
              "date": "2022-03-09",
              "wealth": 92.47433262525315
            },
            {
              "date": "2022-03-10",
              "wealth": 91.84025654069514
            },
            {
              "date": "2022-03-11",
              "wealth": 91.31340432223004
            },
            {
              "date": "2022-03-14",
              "wealth": 90.31268471762363
            },
            {
              "date": "2022-03-15",
              "wealth": 91.40248871940814
            },
            {
              "date": "2022-03-16",
              "wealth": 92.52248229457444
            },
            {
              "date": "2022-03-17",
              "wealth": 93.29610490105267
            },
            {
              "date": "2022-03-18",
              "wealth": 93.87249651578624
            },
            {
              "date": "2022-03-21",
              "wealth": 93.15694870355642
            },
            {
              "date": "2022-03-22",
              "wealth": 93.46020516313192
            },
            {
              "date": "2022-03-23",
              "wealth": 93.13894263747021
            },
            {
              "date": "2022-03-24",
              "wealth": 93.66764416231031
            },
            {
              "date": "2022-03-25",
              "wealth": 93.42201808868789
            },
            {
              "date": "2022-03-28",
              "wealth": 93.94005956110632
            },
            {
              "date": "2022-03-29",
              "wealth": 94.83108220395877
            },
            {
              "date": "2022-03-30",
              "wealth": 94.71428407409527
            },
            {
              "date": "2022-03-31",
              "wealth": 94.01549328358838
            },
            {
              "date": "2022-04-01",
              "wealth": 94.10619836728571
            },
            {
              "date": "2022-04-01",
              "wealth": 94.10585734297732
            },
            {
              "date": "2022-04-04",
              "wealth": 94.5627487654172
            },
            {
              "date": "2022-04-05",
              "wealth": 93.23045172365262
            },
            {
              "date": "2022-04-06",
              "wealth": 92.55743667783625
            },
            {
              "date": "2022-04-07",
              "wealth": 92.57628108941634
            },
            {
              "date": "2022-04-08",
              "wealth": 92.12267721989362
            },
            {
              "date": "2022-04-11",
              "wealth": 91.0179760175806
            },
            {
              "date": "2022-04-12",
              "wealth": 90.9831576633774
            },
            {
              "date": "2022-04-13",
              "wealth": 91.65104902917741
            },
            {
              "date": "2022-04-14",
              "wealth": 90.60366967320635
            },
            {
              "date": "2022-04-18",
              "wealth": 90.33657664700343
            },
            {
              "date": "2022-04-19",
              "wealth": 90.63223405726357
            },
            {
              "date": "2022-04-20",
              "wealth": 91.05930164736006
            },
            {
              "date": "2022-04-21",
              "wealth": 90.0139902909725
            },
            {
              "date": "2022-04-22",
              "wealth": 88.86650718431522
            },
            {
              "date": "2022-04-25",
              "wealth": 89.54872180764688
            },
            {
              "date": "2022-04-26",
              "wealth": 88.50694007357592
            },
            {
              "date": "2022-04-27",
              "wealth": 88.221640150689
            },
            {
              "date": "2022-04-28",
              "wealth": 89.26519021282951
            },
            {
              "date": "2022-04-29",
              "wealth": 87.35705794874262
            },
            {
              "date": "2022-05-02",
              "wealth": 87.26907347433958
            },
            {
              "date": "2022-05-02",
              "wealth": 87.26846350652006
            },
            {
              "date": "2022-05-03",
              "wealth": 87.65675861778114
            },
            {
              "date": "2022-05-04",
              "wealth": 89.26612132895445
            },
            {
              "date": "2022-05-05",
              "wealth": 87.17851322726878
            },
            {
              "date": "2022-05-06",
              "wealth": 86.5902582198007
            },
            {
              "date": "2022-05-09",
              "wealth": 85.58429354227066
            },
            {
              "date": "2022-05-10",
              "wealth": 85.85669686344704
            },
            {
              "date": "2022-05-11",
              "wealth": 85.50876981656187
            },
            {
              "date": "2022-05-12",
              "wealth": 85.54686949299757
            },
            {
              "date": "2022-05-13",
              "wealth": 86.18172520817944
            },
            {
              "date": "2022-05-16",
              "wealth": 86.1469855578855
            },
            {
              "date": "2022-05-17",
              "wealth": 86.61477795868957
            },
            {
              "date": "2022-05-18",
              "wealth": 85.29847584600222
            },
            {
              "date": "2022-05-19",
              "wealth": 85.21814876617425
            },
            {
              "date": "2022-05-20",
              "wealth": 85.46648412153357
            },
            {
              "date": "2022-05-23",
              "wealth": 85.93536049357569
            },
            {
              "date": "2022-05-24",
              "wealth": 86.19501772912128
            },
            {
              "date": "2022-05-25",
              "wealth": 86.86598603254316
            },
            {
              "date": "2022-05-26",
              "wealth": 87.61660650730688
            },
            {
              "date": "2022-05-27",
              "wealth": 88.7423372502827
            },
            {
              "date": "2022-05-31",
              "wealth": 88.09704177906269
            },
            {
              "date": "2022-06-01",
              "wealth": 87.49883874033881
            },
            {
              "date": "2022-06-01",
              "wealth": 87.4982717590654
            },
            {
              "date": "2022-06-02",
              "wealth": 88.28898217502235
            },
            {
              "date": "2022-06-03",
              "wealth": 87.50136938553621
            },
            {
              "date": "2022-06-06",
              "wealth": 87.27356345027133
            },
            {
              "date": "2022-06-07",
              "wealth": 87.88282035642945
            },
            {
              "date": "2022-06-08",
              "wealth": 87.2116686731518
            },
            {
              "date": "2022-06-09",
              "wealth": 86.06636965569085
            },
            {
              "date": "2022-06-10",
              "wealth": 84.48504866651383
            },
            {
              "date": "2022-06-13",
              "wealth": 82.07779950065388
            },
            {
              "date": "2022-06-14",
              "wealth": 81.67849382469211
            },
            {
              "date": "2022-06-15",
              "wealth": 82.87526709393957
            },
            {
              "date": "2022-06-16",
              "wealth": 81.82130428928085
            },
            {
              "date": "2022-06-17",
              "wealth": 81.95888038727503
            },
            {
              "date": "2022-06-21",
              "wealth": 82.47068850233438
            },
            {
              "date": "2022-06-22",
              "wealth": 82.84238745277688
            },
            {
              "date": "2022-06-23",
              "wealth": 83.5173323300375
            },
            {
              "date": "2022-06-24",
              "wealth": 84.64335149001172
            },
            {
              "date": "2022-06-27",
              "wealth": 84.1356124188492
            },
            {
              "date": "2022-06-28",
              "wealth": 83.3858015197914
            },
            {
              "date": "2022-06-29",
              "wealth": 83.67318979148574
            },
            {
              "date": "2022-06-30",
              "wealth": 83.60512414905946
            },
            {
              "date": "2022-07-01",
              "wealth": 84.54990168449972
            },
            {
              "date": "2022-07-01",
              "wealth": 84.54945768096908
            },
            {
              "date": "2022-07-05",
              "wealth": 84.68376536564193
            },
            {
              "date": "2022-07-06",
              "wealth": 84.50578115665591
            },
            {
              "date": "2022-07-07",
              "wealth": 84.9447171855498
            },
            {
              "date": "2022-07-08",
              "wealth": 84.75151572665945
            },
            {
              "date": "2022-07-11",
              "wealth": 84.54677377707698
            },
            {
              "date": "2022-07-12",
              "wealth": 84.30038836550452
            },
            {
              "date": "2022-07-13",
              "wealth": 84.39650948290466
            },
            {
              "date": "2022-07-14",
              "wealth": 84.02109644585317
            },
            {
              "date": "2022-07-15",
              "wealth": 85.01503798983191
            },
            {
              "date": "2022-07-18",
              "wealth": 84.4523584498915
            },
            {
              "date": "2022-07-19",
              "wealth": 85.44870379564303
            },
            {
              "date": "2022-07-20",
              "wealth": 85.64369310249768
            },
            {
              "date": "2022-07-21",
              "wealth": 86.6361392757004
            },
            {
              "date": "2022-07-22",
              "wealth": 86.71578773977707
            },
            {
              "date": "2022-07-25",
              "wealth": 86.45190547951032
            },
            {
              "date": "2022-07-26",
              "wealth": 85.99771374496096
            },
            {
              "date": "2022-07-27",
              "wealth": 87.21604429828558
            },
            {
              "date": "2022-07-28",
              "wealth": 88.136910768351
            },
            {
              "date": "2022-07-29",
              "wealth": 88.789911445458
            },
            {
              "date": "2022-08-01",
              "wealth": 88.8436126939549
            },
            {
              "date": "2022-08-01",
              "wealth": 88.84310442909249
            },
            {
              "date": "2022-08-02",
              "wealth": 87.94941099436589
            },
            {
              "date": "2022-08-03",
              "wealth": 88.95978005204717
            },
            {
              "date": "2022-08-04",
              "wealth": 89.07973504752186
            },
            {
              "date": "2022-08-05",
              "wealth": 88.33284282913812
            },
            {
              "date": "2022-08-08",
              "wealth": 88.51582729129494
            },
            {
              "date": "2022-08-09",
              "wealth": 88.16966947050464
            },
            {
              "date": "2022-08-10",
              "wealth": 89.2877267678857
            },
            {
              "date": "2022-08-11",
              "wealth": 88.88122192842205
            },
            {
              "date": "2022-08-12",
              "wealth": 89.97765914641127
            },
            {
              "date": "2022-08-15",
              "wealth": 90.19296213793801
            },
            {
              "date": "2022-08-16",
              "wealth": 90.14231271170934
            },
            {
              "date": "2022-08-17",
              "wealth": 89.44446820544213
            },
            {
              "date": "2022-08-18",
              "wealth": 89.6758313718475
            },
            {
              "date": "2022-08-19",
              "wealth": 88.61143116584259
            },
            {
              "date": "2022-08-22",
              "wealth": 87.48271691693537
            },
            {
              "date": "2022-08-23",
              "wealth": 87.36678579654267
            },
            {
              "date": "2022-08-24",
              "wealth": 87.34758846161972
            },
            {
              "date": "2022-08-25",
              "wealth": 88.32465693064508
            },
            {
              "date": "2022-08-26",
              "wealth": 86.75311657515053
            },
            {
              "date": "2022-08-29",
              "wealth": 86.17654747630206
            },
            {
              "date": "2022-08-30",
              "wealth": 85.7752856914746
            },
            {
              "date": "2022-08-31",
              "wealth": 85.11124102517303
            },
            {
              "date": "2022-09-01",
              "wealth": 84.91340240593856
            },
            {
              "date": "2022-09-01",
              "wealth": 84.91303070129618
            },
            {
              "date": "2022-09-02",
              "wealth": 84.63960945749865
            },
            {
              "date": "2022-09-06",
              "wealth": 83.90933771818563
            },
            {
              "date": "2022-09-07",
              "wealth": 85.07926927174492
            },
            {
              "date": "2022-09-08",
              "wealth": 85.19488208333145
            },
            {
              "date": "2022-09-09",
              "wealth": 85.85909941132394
            },
            {
              "date": "2022-09-12",
              "wealth": 86.1732195117646
            },
            {
              "date": "2022-09-13",
              "wealth": 84.14563832692508
            },
            {
              "date": "2022-09-14",
              "wealth": 84.42793472683596
            },
            {
              "date": "2022-09-15",
              "wealth": 83.79922934245195
            },
            {
              "date": "2022-09-16",
              "wealth": 83.46525783707541
            },
            {
              "date": "2022-09-19",
              "wealth": 83.7451116489613
            },
            {
              "date": "2022-09-20",
              "wealth": 82.92581979379032
            },
            {
              "date": "2022-09-21",
              "wealth": 82.45391089202887
            },
            {
              "date": "2022-09-22",
              "wealth": 81.48162956796088
            },
            {
              "date": "2022-09-23",
              "wealth": 80.82296273628705
            },
            {
              "date": "2022-09-26",
              "wealth": 79.69950811147322
            },
            {
              "date": "2022-09-27",
              "wealth": 79.09364582583892
            },
            {
              "date": "2022-09-28",
              "wealth": 80.71360305070475
            },
            {
              "date": "2022-09-29",
              "wealth": 79.68340849739636
            },
            {
              "date": "2022-09-30",
              "wealth": 79.02634707819469
            },
            {
              "date": "2022-10-03",
              "wealth": 80.63710537010265
            },
            {
              "date": "2022-10-03",
              "wealth": 80.63672939630366
            },
            {
              "date": "2022-10-04",
              "wealth": 81.89515678068238
            },
            {
              "date": "2022-10-05",
              "wealth": 81.43031601198291
            },
            {
              "date": "2022-10-06",
              "wealth": 80.88848448114231
            },
            {
              "date": "2022-10-07",
              "wealth": 79.53163041072425
            },
            {
              "date": "2022-10-10",
              "wealth": 78.9234982020056
            },
            {
              "date": "2022-10-11",
              "wealth": 78.69863554628323
            },
            {
              "date": "2022-10-12",
              "wealth": 78.61655417420424
            },
            {
              "date": "2022-10-13",
              "wealth": 79.49205528542593
            },
            {
              "date": "2022-10-14",
              "wealth": 78.33844629918137
            },
            {
              "date": "2022-10-17",
              "wealth": 79.36690134591055
            },
            {
              "date": "2022-10-18",
              "wealth": 79.98079582563876
            },
            {
              "date": "2022-10-19",
              "wealth": 79.18374987394034
            },
            {
              "date": "2022-10-20",
              "wealth": 78.52910010220889
            },
            {
              "date": "2022-10-21",
              "wealth": 79.49990268052719
            },
            {
              "date": "2022-10-24",
              "wealth": 79.90676682029932
            },
            {
              "date": "2022-10-25",
              "wealth": 81.05386363455904
            },
            {
              "date": "2022-10-26",
              "wealth": 80.9831673350692
            },
            {
              "date": "2022-10-27",
              "wealth": 81.0360981165913
            },
            {
              "date": "2022-10-28",
              "wealth": 81.86526297953057
            },
            {
              "date": "2022-10-31",
              "wealth": 81.37102258939977
            },
            {
              "date": "2022-11-01",
              "wealth": 81.38498676377363
            },
            {
              "date": "2022-11-01",
              "wealth": 81.38348484543936
            },
            {
              "date": "2022-11-02",
              "wealth": 80.3287704667092
            },
            {
              "date": "2022-11-03",
              "wealth": 79.79150679378054
            },
            {
              "date": "2022-11-04",
              "wealth": 80.29517487465301
            },
            {
              "date": "2022-11-07",
              "wealth": 80.46743396785976
            },
            {
              "date": "2022-11-08",
              "wealth": 80.89637185885404
            },
            {
              "date": "2022-11-09",
              "wealth": 80.16813338848046
            },
            {
              "date": "2022-11-10",
              "wealth": 83.37649892902846
            },
            {
              "date": "2022-11-11",
              "wealth": 83.75845278298021
            },
            {
              "date": "2022-11-14",
              "wealth": 83.26167101560351
            },
            {
              "date": "2022-11-15",
              "wealth": 84.08833386178503
            },
            {
              "date": "2022-11-16",
              "wealth": 84.18170774467666
            },
            {
              "date": "2022-11-17",
              "wealth": 83.78515789520574
            },
            {
              "date": "2022-11-18",
              "wealth": 83.87592296748815
            },
            {
              "date": "2022-11-21",
              "wealth": 83.68920750495843
            },
            {
              "date": "2022-11-22",
              "wealth": 84.53552718999929
            },
            {
              "date": "2022-11-23",
              "wealth": 85.14779182433372
            },
            {
              "date": "2022-11-25",
              "wealth": 85.16020185921136
            },
            {
              "date": "2022-11-28",
              "wealth": 84.37760946228252
            },
            {
              "date": "2022-11-29",
              "wealth": 84.09433910031686
            },
            {
              "date": "2022-11-30",
              "wealth": 85.76393276180589
            },
            {
              "date": "2022-12-01",
              "wealth": 86.3005376776596
            },
            {
              "date": "2022-12-01",
              "wealth": 86.29937978859327
            },
            {
              "date": "2022-12-02",
              "wealth": 86.45825544191923
            },
            {
              "date": "2022-12-05",
              "wealth": 85.32674733188816
            },
            {
              "date": "2022-12-06",
              "wealth": 85.00510718108168
            },
            {
              "date": "2022-12-07",
              "wealth": 85.42663938089063
            },
            {
              "date": "2022-12-08",
              "wealth": 85.50282787611746
            },
            {
              "date": "2022-12-09",
              "wealth": 84.86540222245765
            },
            {
              "date": "2022-12-12",
              "wealth": 85.32867384556056
            },
            {
              "date": "2022-12-13",
              "wealth": 86.03681200557916
            },
            {
              "date": "2022-12-14",
              "wealth": 85.88258692044538
            },
            {
              "date": "2022-12-15",
              "wealth": 85.03772231513271
            },
            {
              "date": "2022-12-16",
              "wealth": 84.43965665251423
            },
            {
              "date": "2022-12-19",
              "wealth": 83.69006320368136
            },
            {
              "date": "2022-12-20",
              "wealth": 83.2734476253602
            },
            {
              "date": "2022-12-21",
              "wealth": 84.0079461695786
            },
            {
              "date": "2022-12-22",
              "wealth": 83.47797745367338
            },
            {
              "date": "2022-12-23",
              "wealth": 83.50380396406516
            },
            {
              "date": "2022-12-27",
              "wealth": 82.84800704523951
            },
            {
              "date": "2022-12-28",
              "wealth": 82.2728524432551
            },
            {
              "date": "2022-12-29",
              "wealth": 83.19409553836458
            },
            {
              "date": "2022-12-30",
              "wealth": 82.84823822355027
            },
            {
              "date": "2023-01-03",
              "wealth": 83.04300059220735
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "posterior": [
                0.0031978295262512202,
                3.739943340502391e-05,
                0.0012465656904111079
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0032764302461115724,
                0.00024451673465336707,
                0.00044363862352685655
              ],
              "gross_return": -0.03414100418272705,
              "turnover": 0.017315105678333026,
              "cost": 8.657552839166514e-06,
              "net_return": -0.03414936615801856,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "posterior": [
                0.003361672163139723,
                0.0001135777374139338,
                0.0013347965393171494
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032476210024675665,
                0.0002489786103387489,
                0.0004406718214149692
              ],
              "gross_return": -0.02720955661741594,
              "turnover": 0.013023330324866217,
              "cost": 6.511665162433109e-06,
              "net_return": -0.027215891103056444,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.43,
                0.23,
                0.3400000000000001
              ],
              "forecast": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "posterior": [
                0.003414597133401693,
                0.00011607947432383907,
                0.0013613179046685004
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0032855518595273363,
                0.0002502883276403614,
                0.00045112358887561596
              ],
              "gross_return": 0.0015968460248019026,
              "turnover": 0.005321148013270965,
              "cost": 2.6605740066354826e-06,
              "net_return": 0.0015941812022681745,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "posterior": [
                0.003326263076109306,
                0.00014369527664298776,
                0.0013489411320356892
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033155997597466118,
                0.000245113280919398,
                0.00045485438388998597
              ],
              "gross_return": -0.07264992915074854,
              "turnover": 0.007247648174476262,
              "cost": 3.623824087238131e-06,
              "net_return": -0.07265328970427254,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "posterior": [
                0.003377032665552467,
                7.625486742627835e-05,
                0.0013022180369989828
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0032788902980091027,
                0.0003157842121727375,
                0.0004690922910954072
              ],
              "gross_return": 0.00263984519220424,
              "turnover": 0.013979014448936872,
              "cost": 6.989507224468436e-06,
              "net_return": 0.0026328372337627304,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.22,
                0.33000000000000007
              ],
              "forecast": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "posterior": [
                0.0036951960735671476,
                0.0003244926948623435,
                0.0016142984212531375
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034209375311508813,
                0.0003525879849409948,
                0.0005901432905480582
              ],
              "gross_return": -0.03369632354207294,
              "turnover": 0.012959743959356562,
              "cost": 6.479871979678282e-06,
              "net_return": -0.03370258506618984,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "posterior": [
                0.003909340019371371,
                0.00032872347808605274,
                0.0016762905589702852
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003363669249505536,
                0.00034628626558352366,
                0.0005838083307800222
              ],
              "gross_return": 0.05078867601006912,
              "turnover": 0.010502756875802238,
              "cost": 5.251378437901119e-06,
              "net_return": 0.05078315792107313,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "posterior": [
                0.003852937795461138,
                0.00033005370137063184,
                0.0016551281107548964
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0034164345663132774,
                0.00034024678636983984,
                0.0005794159903071628
              ],
              "gross_return": -0.044231930529738894,
              "turnover": 0.011441787360716604,
              "cost": 5.720893680358302e-06,
              "net_return": -0.044237398377247494,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "posterior": [
                0.0044140684629787146,
                0.0005625329347689002,
                0.0019754048133773794
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0034349787871831823,
                0.00034466542085602285,
                0.0005886184442886172
              ],
              "gross_return": -0.05035652709458972,
              "turnover": 0.00875491104701634,
              "cost": 4.3774555235081695e-06,
              "net_return": -0.05036068411665551,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.44,
                0.24,
                0.32000000000000006
              ],
              "forecast": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "posterior": [
                0.004838814150708131,
                0.0007421407701926311,
                0.0021868157176626883
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.003408784686587119,
                0.00039193057879770586,
                0.0006315207792166824
              ],
              "gross_return": 0.009279361564784148,
              "turnover": 0.009325081728765255,
              "cost": 4.6625408643826275e-06,
              "net_return": 0.00927465575851727,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.44,
                0.25,
                0.31000000000000005
              ],
              "forecast": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "posterior": [
                0.004893196502687807,
                0.0006888558680253477,
                0.002120513660040904
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0034719803785461236,
                0.0004000910682184124,
                0.0006455299127750083
              ],
              "gross_return": 0.06041831265346458,
              "turnover": 0.03690897778548463,
              "cost": 1.8454488892742316e-05,
              "net_return": 0.06039874317549199,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.44,
                0.26,
                0.30000000000000004
              ],
              "forecast": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "posterior": [
                0.004987407222349821,
                0.0007870457089831197,
                0.002299057846040292
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0034356830935190325,
                0.0004047364127182998,
                0.0006392080543594396
              ],
              "gross_return": -0.037733517950685615,
              "turnover": 0.026833878385851023,
              "cost": 1.3416939192925512e-05,
              "net_return": -0.03774642862156263,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01251609359534594,
                0.0023057298290726476,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174372,
                0.002075421353128377,
                0.0036895751635744427
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637826,
                0.0018882550483344705,
                0.0033527365973884597
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635861,
                0.0019622614099607505,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815094,
                0.001271645655854434,
                0.002694371807954959
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688461,
                0.0007485961137346211,
                0.0017729605077662172
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878698,
                0.0008332400548810092,
                0.0019702001559412747
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204726,
                0.0009117884156888552,
                0.001736987807305644
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007389,
                0.0011815628154284504,
                0.0020973202574968
              ],
              "feature_contributions": [
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425855,
                0.0005870809448610728,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.00026590477969028344,
                0.001067110889780708
              ],
              "feature_contributions": [
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                0,
                0,
                0
              ],
              "coefficients": [
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  0.0
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207703,
                -2.5748678350055654e-05,
                0.0008524269187974863
              ],
              "feature_contributions": [
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ols": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1631824108179759,
            "annualized_return": -0.1631824108179759,
            "annualized_volatility": 0.1442685927119175,
            "sharpe_zero_rf": -1.1600063479275995,
            "maximum_drawdown": -0.21565307712498405,
            "average_turnover": 0.21172538288559942,
            "cost_bps_sum": 12.703522973135966,
            "end_value": 83.6817589182024,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.057299683605205036,
              "rmse": 0.0620289044334482,
              "oos_r2_vs_mean": 0.039151006516844444,
              "forecast_min": -0.01882810107403167,
              "forecast_max": 0.034042595087787536,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.02935122882828906,
              "rmse": 0.03509422385686568,
              "oos_r2_vs_mean": -0.11462572434141483,
              "forecast_min": -0.007617433129698318,
              "forecast_max": 0.007147979262221294,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.034778357739838,
              "rmse": 0.04050349242355577,
              "oos_r2_vs_mean": 0.03991458412426918,
              "forecast_min": -0.009815156741613758,
              "forecast_max": 0.009075678217201778,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99903306902715
            },
            {
              "date": "2022-01-04",
              "wealth": 99.99516144215487
            },
            {
              "date": "2022-01-05",
              "wealth": 98.80655604950032
            },
            {
              "date": "2022-01-06",
              "wealth": 98.66822787243187
            },
            {
              "date": "2022-01-07",
              "wealth": 98.28379627116797
            },
            {
              "date": "2022-01-10",
              "wealth": 98.1929094692821
            },
            {
              "date": "2022-01-11",
              "wealth": 98.75970424014831
            },
            {
              "date": "2022-01-12",
              "wealth": 98.87144052472242
            },
            {
              "date": "2022-01-13",
              "wealth": 98.382705151485
            },
            {
              "date": "2022-01-14",
              "wealth": 97.98997017223479
            },
            {
              "date": "2022-01-18",
              "wealth": 96.71936567544405
            },
            {
              "date": "2022-01-19",
              "wealth": 96.34183748197916
            },
            {
              "date": "2022-01-20",
              "wealth": 95.8724257108691
            },
            {
              "date": "2022-01-21",
              "wealth": 95.30823409252791
            },
            {
              "date": "2022-01-24",
              "wealth": 95.38646791102272
            },
            {
              "date": "2022-01-25",
              "wealth": 94.73699466130388
            },
            {
              "date": "2022-01-26",
              "wealth": 94.27352996331534
            },
            {
              "date": "2022-01-27",
              "wealth": 94.21755052839839
            },
            {
              "date": "2022-01-28",
              "wealth": 95.37712435891817
            },
            {
              "date": "2022-01-31",
              "wealth": 96.19018757161939
            },
            {
              "date": "2022-02-01",
              "wealth": 96.51192673610693
            },
            {
              "date": "2022-02-01",
              "wealth": 96.50180720061448
            },
            {
              "date": "2022-02-02",
              "wealth": 96.91801953932466
            },
            {
              "date": "2022-02-03",
              "wealth": 95.70471385633539
            },
            {
              "date": "2022-02-04",
              "wealth": 95.34294413236796
            },
            {
              "date": "2022-02-07",
              "wealth": 95.28857850306679
            },
            {
              "date": "2022-02-08",
              "wealth": 95.37053347484093
            },
            {
              "date": "2022-02-09",
              "wealth": 96.02664691387521
            },
            {
              "date": "2022-02-10",
              "wealth": 94.70602524234533
            },
            {
              "date": "2022-02-11",
              "wealth": 94.54221335642725
            },
            {
              "date": "2022-02-14",
              "wealth": 93.96055699537341
            },
            {
              "date": "2022-02-15",
              "wealth": 94.28640895593234
            },
            {
              "date": "2022-02-16",
              "wealth": 94.43246169607963
            },
            {
              "date": "2022-02-17",
              "wealth": 93.87251967435641
            },
            {
              "date": "2022-02-18",
              "wealth": 93.82032012394572
            },
            {
              "date": "2022-02-22",
              "wealth": 93.41499807905303
            },
            {
              "date": "2022-02-23",
              "wealth": 92.39948682383097
            },
            {
              "date": "2022-02-24",
              "wealth": 93.10309358828651
            },
            {
              "date": "2022-02-25",
              "wealth": 93.94882038476823
            },
            {
              "date": "2022-02-28",
              "wealth": 94.51782487187806
            },
            {
              "date": "2022-03-01",
              "wealth": 94.40615824957878
            },
            {
              "date": "2022-03-01",
              "wealth": 94.392029279829
            },
            {
              "date": "2022-03-02",
              "wealth": 93.69460964267785
            },
            {
              "date": "2022-03-03",
              "wealth": 93.8765986058578
            },
            {
              "date": "2022-03-04",
              "wealth": 94.18548691387257
            },
            {
              "date": "2022-03-07",
              "wealth": 93.03604034668827
            },
            {
              "date": "2022-03-08",
              "wealth": 92.42200212808683
            },
            {
              "date": "2022-03-09",
              "wealth": 92.74039691659303
            },
            {
              "date": "2022-03-10",
              "wealth": 92.1466925948556
            },
            {
              "date": "2022-03-11",
              "wealth": 91.85081121091845
            },
            {
              "date": "2022-03-14",
              "wealth": 90.75678579210145
            },
            {
              "date": "2022-03-15",
              "wealth": 91.38859918319882
            },
            {
              "date": "2022-03-16",
              "wealth": 92.01115510358522
            },
            {
              "date": "2022-03-17",
              "wealth": 92.43938006879942
            },
            {
              "date": "2022-03-18",
              "wealth": 92.8657514549519
            },
            {
              "date": "2022-03-21",
              "wealth": 91.92200730835461
            },
            {
              "date": "2022-03-22",
              "wealth": 91.8800488614199
            },
            {
              "date": "2022-03-23",
              "wealth": 91.95655495389026
            },
            {
              "date": "2022-03-24",
              "wealth": 92.05523408503946
            },
            {
              "date": "2022-03-25",
              "wealth": 91.51394809063676
            },
            {
              "date": "2022-03-28",
              "wealth": 91.91175951047262
            },
            {
              "date": "2022-03-29",
              "wealth": 92.624541275653
            },
            {
              "date": "2022-03-30",
              "wealth": 92.71255148283862
            },
            {
              "date": "2022-03-31",
              "wealth": 92.3813228881578
            },
            {
              "date": "2022-04-01",
              "wealth": 92.23694076465037
            },
            {
              "date": "2022-04-01",
              "wealth": 92.23205194576529
            },
            {
              "date": "2022-04-04",
              "wealth": 92.52942160925356
            },
            {
              "date": "2022-04-05",
              "wealth": 91.26659799299983
            },
            {
              "date": "2022-04-06",
              "wealth": 90.70954407052692
            },
            {
              "date": "2022-04-07",
              "wealth": 90.63719065086944
            },
            {
              "date": "2022-04-08",
              "wealth": 90.17552407313107
            },
            {
              "date": "2022-04-11",
              "wealth": 89.28779427450797
            },
            {
              "date": "2022-04-12",
              "wealth": 89.39060234136608
            },
            {
              "date": "2022-04-13",
              "wealth": 89.90620611268432
            },
            {
              "date": "2022-04-14",
              "wealth": 88.93973406272238
            },
            {
              "date": "2022-04-18",
              "wealth": 88.6581975209454
            },
            {
              "date": "2022-04-19",
              "wealth": 88.65010289784452
            },
            {
              "date": "2022-04-20",
              "wealth": 89.17010954671521
            },
            {
              "date": "2022-04-21",
              "wealth": 88.3009752758478
            },
            {
              "date": "2022-04-22",
              "wealth": 87.55853069275328
            },
            {
              "date": "2022-04-25",
              "wealth": 88.21398711254672
            },
            {
              "date": "2022-04-26",
              "wealth": 87.70006938209242
            },
            {
              "date": "2022-04-27",
              "wealth": 87.32964792514167
            },
            {
              "date": "2022-04-28",
              "wealth": 87.98769582371378
            },
            {
              "date": "2022-04-29",
              "wealth": 86.55818080503212
            },
            {
              "date": "2022-05-02",
              "wealth": 86.28760005460437
            },
            {
              "date": "2022-05-02",
              "wealth": 86.27668051358945
            },
            {
              "date": "2022-05-03",
              "wealth": 86.58355434565125
            },
            {
              "date": "2022-05-04",
              "wealth": 88.0685331626273
            },
            {
              "date": "2022-05-05",
              "wealth": 86.14457446096785
            },
            {
              "date": "2022-05-06",
              "wealth": 85.60013550107139
            },
            {
              "date": "2022-05-09",
              "wealth": 84.75693656105697
            },
            {
              "date": "2022-05-10",
              "wealth": 85.01783842738655
            },
            {
              "date": "2022-05-11",
              "wealth": 84.7491934735224
            },
            {
              "date": "2022-05-12",
              "wealth": 84.83542661560863
            },
            {
              "date": "2022-05-13",
              "wealth": 85.39059385174414
            },
            {
              "date": "2022-05-16",
              "wealth": 85.41456105977552
            },
            {
              "date": "2022-05-17",
              "wealth": 85.78095084292703
            },
            {
              "date": "2022-05-18",
              "wealth": 84.64611876631754
            },
            {
              "date": "2022-05-19",
              "wealth": 84.60330882653469
            },
            {
              "date": "2022-05-20",
              "wealth": 84.85716278576292
            },
            {
              "date": "2022-05-23",
              "wealth": 85.22554268757598
            },
            {
              "date": "2022-05-24",
              "wealth": 85.46644387258279
            },
            {
              "date": "2022-05-25",
              "wealth": 86.00447277833902
            },
            {
              "date": "2022-05-26",
              "wealth": 86.68588415813974
            },
            {
              "date": "2022-05-27",
              "wealth": 87.69001377187156
            },
            {
              "date": "2022-05-31",
              "wealth": 86.99901595068056
            },
            {
              "date": "2022-06-01",
              "wealth": 86.41718050584852
            },
            {
              "date": "2022-06-01",
              "wealth": 86.41000146170109
            },
            {
              "date": "2022-06-02",
              "wealth": 87.16561222612204
            },
            {
              "date": "2022-06-03",
              "wealth": 86.4503871537279
            },
            {
              "date": "2022-06-06",
              "wealth": 86.18900393706758
            },
            {
              "date": "2022-06-07",
              "wealth": 86.75038685166042
            },
            {
              "date": "2022-06-08",
              "wealth": 86.14681098903256
            },
            {
              "date": "2022-06-09",
              "wealth": 85.18752702366693
            },
            {
              "date": "2022-06-10",
              "wealth": 83.66970546660512
            },
            {
              "date": "2022-06-13",
              "wealth": 81.4406427155641
            },
            {
              "date": "2022-06-14",
              "wealth": 80.97855812763002
            },
            {
              "date": "2022-06-15",
              "wealth": 82.13249540981587
            },
            {
              "date": "2022-06-16",
              "wealth": 81.29237132100636
            },
            {
              "date": "2022-06-17",
              "wealth": 81.39127584222858
            },
            {
              "date": "2022-06-21",
              "wealth": 81.91694294356967
            },
            {
              "date": "2022-06-22",
              "wealth": 82.4258889911018
            },
            {
              "date": "2022-06-23",
              "wealth": 83.04682430347728
            },
            {
              "date": "2022-06-24",
              "wealth": 83.98085200431194
            },
            {
              "date": "2022-06-27",
              "wealth": 83.54095363693641
            },
            {
              "date": "2022-06-28",
              "wealth": 82.88464589204038
            },
            {
              "date": "2022-06-29",
              "wealth": 83.23397074499448
            },
            {
              "date": "2022-06-30",
              "wealth": 83.29938932023813
            },
            {
              "date": "2022-07-01",
              "wealth": 84.2036397608362
            },
            {
              "date": "2022-07-01",
              "wealth": 84.17447550564754
            },
            {
              "date": "2022-07-05",
              "wealth": 84.32156106743741
            },
            {
              "date": "2022-07-06",
              "wealth": 84.32275051351816
            },
            {
              "date": "2022-07-07",
              "wealth": 85.08071150749448
            },
            {
              "date": "2022-07-08",
              "wealth": 84.93235050233486
            },
            {
              "date": "2022-07-11",
              "wealth": 84.42778926486527
            },
            {
              "date": "2022-07-12",
              "wealth": 83.98472237533537
            },
            {
              "date": "2022-07-13",
              "wealth": 83.86654187373057
            },
            {
              "date": "2022-07-14",
              "wealth": 83.56058781912795
            },
            {
              "date": "2022-07-15",
              "wealth": 84.78361056299075
            },
            {
              "date": "2022-07-18",
              "wealth": 84.1712468871036
            },
            {
              "date": "2022-07-19",
              "wealth": 85.66223862833797
            },
            {
              "date": "2022-07-20",
              "wealth": 85.99704797241816
            },
            {
              "date": "2022-07-21",
              "wealth": 86.94349601139317
            },
            {
              "date": "2022-07-22",
              "wealth": 86.67383558215018
            },
            {
              "date": "2022-07-25",
              "wealth": 86.56038667220166
            },
            {
              "date": "2022-07-26",
              "wealth": 85.88039714781037
            },
            {
              "date": "2022-07-27",
              "wealth": 87.49311338850436
            },
            {
              "date": "2022-07-28",
              "wealth": 88.48734795641319
            },
            {
              "date": "2022-07-29",
              "wealth": 89.39377093718763
            },
            {
              "date": "2022-08-01",
              "wealth": 89.32383072246041
            },
            {
              "date": "2022-08-01",
              "wealth": 89.31399372897636
            },
            {
              "date": "2022-08-02",
              "wealth": 88.48084262578018
            },
            {
              "date": "2022-08-03",
              "wealth": 89.58558540778674
            },
            {
              "date": "2022-08-04",
              "wealth": 89.66248744700191
            },
            {
              "date": "2022-08-05",
              "wealth": 89.03322235750491
            },
            {
              "date": "2022-08-08",
              "wealth": 89.15554732171705
            },
            {
              "date": "2022-08-09",
              "wealth": 88.80258945599303
            },
            {
              "date": "2022-08-10",
              "wealth": 90.09629620762841
            },
            {
              "date": "2022-08-11",
              "wealth": 89.76279217435527
            },
            {
              "date": "2022-08-12",
              "wealth": 90.96996747609124
            },
            {
              "date": "2022-08-15",
              "wealth": 91.21146218078052
            },
            {
              "date": "2022-08-16",
              "wealth": 91.20146427032672
            },
            {
              "date": "2022-08-17",
              "wealth": 90.50178249151716
            },
            {
              "date": "2022-08-18",
              "wealth": 90.74314438493903
            },
            {
              "date": "2022-08-19",
              "wealth": 89.63005663857656
            },
            {
              "date": "2022-08-22",
              "wealth": 88.33515607474463
            },
            {
              "date": "2022-08-23",
              "wealth": 88.20575333948128
            },
            {
              "date": "2022-08-24",
              "wealth": 88.2484443596324
            },
            {
              "date": "2022-08-25",
              "wealth": 89.29633622664728
            },
            {
              "date": "2022-08-26",
              "wealth": 87.40483683346426
            },
            {
              "date": "2022-08-29",
              "wealth": 86.82102590514658
            },
            {
              "date": "2022-08-30",
              "wealth": 86.30933330914353
            },
            {
              "date": "2022-08-31",
              "wealth": 85.63033818877528
            },
            {
              "date": "2022-09-01",
              "wealth": 85.52912997287585
            },
            {
              "date": "2022-09-01",
              "wealth": 85.5243704692603
            },
            {
              "date": "2022-09-02",
              "wealth": 85.0516570547358
            },
            {
              "date": "2022-09-06",
              "wealth": 84.44297735267408
            },
            {
              "date": "2022-09-07",
              "wealth": 85.73054767261368
            },
            {
              "date": "2022-09-08",
              "wealth": 85.98544755379407
            },
            {
              "date": "2022-09-09",
              "wealth": 86.86412033898628
            },
            {
              "date": "2022-09-12",
              "wealth": 87.37425416391184
            },
            {
              "date": "2022-09-13",
              "wealth": 84.77044049911792
            },
            {
              "date": "2022-09-14",
              "wealth": 85.07011449994636
            },
            {
              "date": "2022-09-15",
              "wealth": 84.33280209951299
            },
            {
              "date": "2022-09-16",
              "wealth": 83.89956189741585
            },
            {
              "date": "2022-09-19",
              "wealth": 84.29791364746713
            },
            {
              "date": "2022-09-20",
              "wealth": 83.42626966593318
            },
            {
              "date": "2022-09-21",
              "wealth": 82.64910182108527
            },
            {
              "date": "2022-09-22",
              "wealth": 81.76098078343931
            },
            {
              "date": "2022-09-23",
              "wealth": 80.87977220785376
            },
            {
              "date": "2022-09-26",
              "wealth": 79.85372529535016
            },
            {
              "date": "2022-09-27",
              "wealth": 79.3638955136518
            },
            {
              "date": "2022-09-28",
              "wealth": 80.96805988371345
            },
            {
              "date": "2022-09-29",
              "wealth": 79.73092907675498
            },
            {
              "date": "2022-09-30",
              "wealth": 78.89812829522697
            },
            {
              "date": "2022-10-03",
              "wealth": 80.65509138635173
            },
            {
              "date": "2022-10-03",
              "wealth": 80.65263217227975
            },
            {
              "date": "2022-10-04",
              "wealth": 82.22142572444923
            },
            {
              "date": "2022-10-05",
              "wealth": 81.82432617673165
            },
            {
              "date": "2022-10-06",
              "wealth": 81.20393137458731
            },
            {
              "date": "2022-10-07",
              "wealth": 79.61355193583917
            },
            {
              "date": "2022-10-10",
              "wealth": 79.0050150224317
            },
            {
              "date": "2022-10-11",
              "wealth": 78.710933327389
            },
            {
              "date": "2022-10-12",
              "wealth": 78.584459425987
            },
            {
              "date": "2022-10-13",
              "wealth": 79.75876065738869
            },
            {
              "date": "2022-10-14",
              "wealth": 78.43469228750159
            },
            {
              "date": "2022-10-17",
              "wealth": 79.71162402705572
            },
            {
              "date": "2022-10-18",
              "wealth": 80.40918166429121
            },
            {
              "date": "2022-10-19",
              "wealth": 79.66662844191292
            },
            {
              "date": "2022-10-20",
              "wealth": 79.00560170058668
            },
            {
              "date": "2022-10-21",
              "wealth": 80.22223703210439
            },
            {
              "date": "2022-10-24",
              "wealth": 80.77933892781651
            },
            {
              "date": "2022-10-25",
              "wealth": 81.97257805162708
            },
            {
              "date": "2022-10-26",
              "wealth": 81.76004510036043
            },
            {
              "date": "2022-10-27",
              "wealth": 81.68755139872934
            },
            {
              "date": "2022-10-28",
              "wealth": 82.80673753316938
            },
            {
              "date": "2022-10-31",
              "wealth": 82.2814425070209
            },
            {
              "date": "2022-11-01",
              "wealth": 82.19896927720293
            },
            {
              "date": "2022-11-01",
              "wealth": 82.19824065614104
            },
            {
              "date": "2022-11-02",
              "wealth": 80.86241369029106
            },
            {
              "date": "2022-11-03",
              "wealth": 80.24498071694279
            },
            {
              "date": "2022-11-04",
              "wealth": 80.9275717822419
            },
            {
              "date": "2022-11-07",
              "wealth": 81.26094844648605
            },
            {
              "date": "2022-11-08",
              "wealth": 81.69288277539175
            },
            {
              "date": "2022-11-09",
              "wealth": 80.69736055077085
            },
            {
              "date": "2022-11-10",
              "wealth": 84.25869386870919
            },
            {
              "date": "2022-11-11",
              "wealth": 84.76509671622924
            },
            {
              "date": "2022-11-14",
              "wealth": 84.20066365678784
            },
            {
              "date": "2022-11-15",
              "wealth": 85.01211549431916
            },
            {
              "date": "2022-11-16",
              "wealth": 84.90849123771766
            },
            {
              "date": "2022-11-17",
              "wealth": 84.5474731283125
            },
            {
              "date": "2022-11-18",
              "wealth": 84.72084997940391
            },
            {
              "date": "2022-11-21",
              "wealth": 84.4993236518953
            },
            {
              "date": "2022-11-22",
              "wealth": 85.4328421996502
            },
            {
              "date": "2022-11-23",
              "wealth": 86.03524017266602
            },
            {
              "date": "2022-11-25",
              "wealth": 86.04076276471572
            },
            {
              "date": "2022-11-28",
              "wealth": 85.0857874434496
            },
            {
              "date": "2022-11-29",
              "wealth": 84.8364619854323
            },
            {
              "date": "2022-11-30",
              "wealth": 86.78774654641734
            },
            {
              "date": "2022-12-01",
              "wealth": 87.16944017039302
            },
            {
              "date": "2022-12-01",
              "wealth": 87.15269841382911
            },
            {
              "date": "2022-12-02",
              "wealth": 87.24019785016259
            },
            {
              "date": "2022-12-05",
              "wealth": 86.0342790494666
            },
            {
              "date": "2022-12-06",
              "wealth": 85.64631025989796
            },
            {
              "date": "2022-12-07",
              "wealth": 85.9843792576374
            },
            {
              "date": "2022-12-08",
              "wealth": 86.09617226196713
            },
            {
              "date": "2022-12-09",
              "wealth": 85.45498577187743
            },
            {
              "date": "2022-12-12",
              "wealth": 86.00117327878489
            },
            {
              "date": "2022-12-13",
              "wealth": 86.71115498051843
            },
            {
              "date": "2022-12-14",
              "wealth": 86.53348784063324
            },
            {
              "date": "2022-12-15",
              "wealth": 85.56005498361016
            },
            {
              "date": "2022-12-16",
              "wealth": 84.93530744220112
            },
            {
              "date": "2022-12-19",
              "wealth": 84.20691302601671
            },
            {
              "date": "2022-12-20",
              "wealth": 83.89325757323715
            },
            {
              "date": "2022-12-21",
              "wealth": 84.62515315353619
            },
            {
              "date": "2022-12-22",
              "wealth": 84.02008801484094
            },
            {
              "date": "2022-12-23",
              "wealth": 84.07783422464504
            },
            {
              "date": "2022-12-27",
              "wealth": 83.50173158965038
            },
            {
              "date": "2022-12-28",
              "wealth": 82.88180931927997
            },
            {
              "date": "2022-12-29",
              "wealth": 83.84481355381858
            },
            {
              "date": "2022-12-30",
              "wealth": 83.53320533645342
            },
            {
              "date": "2023-01-03",
              "wealth": 83.6817589182024
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.48,
                0.23,
                0.29000000000000004
              ],
              "forecast": [
                0.012826324942976088,
                0.001636685630862478,
                0.0044624734222145435
              ],
              "posterior": [
                0.0033051219623282464,
                6.61126753827782e-07,
                0.0012606021019703967
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.003077751516907066,
                0.00025642882020241093,
                0.00046121213485869346
              ],
              "gross_return": -0.0348714005115744,
              "turnover": 0.019338619456816725,
              "cost": 9.669309728408362e-06,
              "net_return": -0.034880732638930656,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.37,
                0.34,
                0.29
              ],
              "forecast": [
                -4.6840193381313816e-05,
                0.0037243333810756613,
                0.0003547637495510854
              ],
              "posterior": [
                0.0025774916993719916,
                0.0001990831874868692,
                0.0010868857209493112
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.003045585364233844,
                0.0002594010010891634,
                0.0004596742170815405
              ],
              "gross_return": -0.02171616275205212,
              "turnover": 0.209705387399976,
              "cost": 0.000104852693699988,
              "net_return": -0.021818738447590746,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.23,
                0.5,
                0.27
              ],
              "forecast": [
                -0.01882810107403167,
                0.006937888677167117,
                -0.0020719724911023286
              ],
              "posterior": [
                0.001617255622362706,
                0.00041612930566189337,
                0.0009169436884968349
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0031019974473417635,
                0.00026001056109258664,
                0.0004708677686367846
              ],
              "gross_return": -0.02283125526192246,
              "turnover": 0.2993230528970465,
              "cost": 0.00014966152644852327,
              "net_return": -0.022977499827857795,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.3,
                0.43,
                0.26999999999999996
              ],
              "forecast": [
                -0.003178165230576362,
                0.007147979262221294,
                0.0012312227657878918
              ],
              "posterior": [
                0.002368470578153637,
                0.0004739231879870165,
                0.0012722795856396419
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003110093273296102,
                0.00025436693309190855,
                0.0004709939541547005
              ],
              "gross_return": -0.06445104240613016,
              "turnover": 0.10600565986998348,
              "cost": 5.300282993499174e-05,
              "net_return": -0.06450062914842547,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.4,
                0.18000000000000005
              ],
              "forecast": [
                0.0030376701974703536,
                0.0011762994248102263,
                -0.0011545993712503877
              ],
              "posterior": [
                0.002809754727577321,
                4.4431980848047255e-05,
                0.0010211741847366302
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003140533074099792,
                0.00033834829719153904,
                0.0004781185419487415
              ],
              "gross_return": 0.001628481664137919,
              "turnover": 0.2530964126482517,
              "cost": 0.00012654820632412587,
              "net_return": 0.001501727376380213,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.42,
                0.48,
                0.10000000000000009
              ],
              "forecast": [
                -0.00674619665643535,
                -0.007617433129698318,
                -0.009815156741613758
              ],
              "posterior": [
                0.002370059093528309,
                -0.00021915803710842045,
                0.0005700639939199998
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0032451157750732844,
                0.0003849756389520937,
                0.000594333121440804
              ],
              "gross_return": -0.02553363804585522,
              "turnover": 0.16614853910800725,
              "cost": 8.307426955400363e-05,
              "net_return": -0.025614591127079422,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.66,
                0.15,
                0.18999999999999997
              ],
              "forecast": [
                0.02855771766063641,
                -0.007521542657440529,
                0.00902430416660251
              ],
              "posterior": [
                0.005283698230938259,
                6.96142569743922e-05,
                0.00203274643689533
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.0031873481983304957,
                0.00037807784153740497,
                0.0005905120973240071
              ],
              "gross_return": 0.061174782330154026,
              "turnover": 0.6927077088709992,
              "cost": 0.0003463538544354996,
              "net_return": 0.06080724035406426,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.56,
                0.16,
                0.2799999999999999
              ],
              "forecast": [
                0.01614653444240541,
                -0.004323307514209843,
                0.006280763063050068
              ],
              "posterior": [
                0.004527372795249173,
                0.0001765686602070807,
                0.0018261769278297907
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.003207117892193895,
                0.0003752903916490947,
                0.0005798489223750833
              ],
              "gross_return": -0.042377051994625776,
              "turnover": 0.22025462644175153,
              "cost": 0.00011012731322087577,
              "net_return": -0.04248251243696832,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.62,
                0.15,
                0.23
              ],
              "forecast": [
                0.034042595087787536,
                0.000948325045247606,
                0.009075678217201778
              ],
              "posterior": [
                0.006088787840603039,
                0.0007111035072126289,
                0.0027348144784395557
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.003180128369823836,
                0.0003882070026780693,
                0.0005802743631776285
              ],
              "gross_return": -0.056934404266193554,
              "turnover": 0.11129549937095368,
              "cost": 5.564774968547684e-05,
              "net_return": -0.05698688374440197,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.58,
                0.18,
                0.24000000000000005
              ],
              "forecast": [
                0.02086089997163848,
                -0.006093665796070994,
                0.004856688274929774
              ],
              "posterior": [
                0.005570719048868874,
                0.0005456925463180371,
                0.002335875566416665
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0031809252384231612,
                0.000424787200327502,
                0.0006343619630069636
              ],
              "gross_return": 0.019172803952884173,
              "turnover": 0.060981000199808594,
              "cost": 3.0490500099904296e-05,
              "net_return": 0.01914172886440335,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.59,
                0.17,
                0.24000000000000002
              ],
              "forecast": [
                0.023123158733254885,
                -0.007408538345902973,
                0.005646982389858176
              ],
              "posterior": [
                0.005862600494717815,
                0.00047836606045959396,
                0.0023386856501894366
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0033504028904253044,
                0.0004323535188318146,
                0.0006598700783902421
              ],
              "gross_return": 0.060478174162485354,
              "turnover": 0.017728228670112728,
              "cost": 8.864114335056365e-06,
              "net_return": 0.06046877396269967,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.5,
                0.36,
                0.14
              ],
              "forecast": [
                0.011197876499734149,
                -0.004414978339234797,
                -0.00221715556312037
              ],
              "posterior": [
                0.004720692816570312,
                0.0004899789941298264,
                0.001943028414139341
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0032987210449084486,
                0.0004310563728882791,
                0.0006559846938637775
              ],
              "gross_return": -0.03982595557908673,
              "turnover": 0.38411985969348583,
              "cost": 0.0001920599298467429,
              "net_return": -0.04001036653869883,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012826324942976088,
                0.001636685630862478,
                0.0044624734222145435
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.006265480967646178,
                  -0.10114206379917604,
                  0.33639053737878755,
                  -0.28757623785720454
                ],
                [
                  0.009924460539093079,
                  0.0012743751223915634,
                  -0.10452041710745345,
                  0.15768364164120338
                ],
                [
                  -0.0022624549535609512,
                  0.04436988727540689,
                  0.3362322394296311,
                  -0.20402841864573032
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345933,
                0.0023057298290726494,
                0.003874674440981429
              ],
              "feature_contributions": [
                [
                  0.00011361764964123576,
                  -0.0019668547879885603,
                  -0.0032383079646862993,
                  0.005401776450663779
                ],
                [
                  -5.7040600343729925e-05,
                  7.85459078307384e-06,
                  0.000318904982151435,
                  -0.0009387631708009503
                ],
                [
                  1.6082391724402745e-05,
                  0.00033822688110666306,
                  -0.001268799619775977,
                  0.0015022893281780255
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                -4.6840193381313816e-05,
                0.0037243333810756613,
                0.0003547637495510854
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  -0.003556425898221739,
                  -0.08714288585149033,
                  0.33090395339779477,
                  -0.2934355612885578
                ],
                [
                  0.004442458477605144,
                  -0.013582343278442766,
                  -0.10023634190152657,
                  0.16347057691406652
                ],
                [
                  -0.0078047424434214896,
                  0.032882126474344825,
                  0.33774630089333696,
                  -0.19898666513190594
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174367,
                0.0020754213531283777,
                0.0036895751635744405
              ],
              "feature_contributions": [
                [
                  0.00015405049815302946,
                  -0.001464506425911649,
                  -0.003981338194992833,
                  -0.007908287780804229
                ],
                [
                  -6.11254566837891e-05,
                  -7.250758540849188e-05,
                  0.0003830907978762844,
                  0.00139945427216328
                ],
                [
                  0.0001320792474362749,
                  0.00021589665115808742,
                  -0.0015876120356552576,
                  -0.00209517527696246
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.01882810107403167,
                0.006937888677167117,
                -0.0020719724911023286
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00375850168373361,
                  -0.09168836974602429,
                  0.3292922049150891,
                  -0.2836918265147911
                ],
                [
                  0.00876064763335415,
                  -0.01756943749711881,
                  -0.09806101418331967,
                  0.16702583661071269
                ],
                [
                  -0.0011064423282912445,
                  0.026256392638875137,
                  0.3356761877671518,
                  -0.18954762939160968
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01236075434663782,
                0.001888255048334471,
                0.0033527365973884567
              ],
              "feature_contributions": [
                [
                  0.00017125017553855165,
                  -0.005604217802540793,
                  0.00511971973913348,
                  -0.03087560753280073
                ],
                [
                  0.00012614350848153745,
                  -0.0003393681093829662,
                  -0.0004818074769357827,
                  0.0057446657066698575
                ],
                [
                  -1.9737107859534178e-05,
                  0.0006283104299967253,
                  0.002043260447942704,
                  -0.00807654285857068
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.003178165230576362,
                0.007147979262221294,
                0.0012312227657878918
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.013371529448414559,
                  -0.09681553461952436,
                  0.3292655315264072,
                  -0.28826120238673225
                ],
                [
                  0.004206480487257898,
                  -0.015914884605488733,
                  -0.09897629927475672,
                  0.16881042033471894
                ],
                [
                  0.007132713449321364,
                  0.019737734917698507,
                  0.3362070886071418,
                  -0.1956074761912007
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635868,
                0.0019622614099607492,
                0.0030762306184562724
              ],
              "feature_contributions": [
                [
                  4.506155292505601e-05,
                  0.0023241023663405423,
                  0.021508444820611556,
                  -0.03865661614508938
                ],
                [
                  4.436722615427846e-06,
                  0.00011957269791160705,
                  -0.002023542269167927,
                  0.007085250700901437
                ],
                [
                  9.397064500955405e-06,
                  -0.00018523364741345003,
                  0.008585823713981956,
                  -0.010254994983737843
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.0030376701974703536,
                0.0011762994248102263,
                -0.0011545993712503877
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03881878485589434,
                  -0.06536529396405022,
                  0.3285318387074238,
                  -0.24336074335838354
                ],
                [
                  -0.06131262857811605,
                  -0.09210479503332948,
                  -0.09321311144715753,
                  0.03229936323802886
                ],
                [
                  -0.018052050907719185,
                  -0.00815052536887445,
                  0.3298370380017938,
                  -0.24433875298260146
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0121368285908151,
                0.0012716456558544344,
                0.0026943718079549604
              ],
              "feature_contributions": [
                [
                  -0.00018383941500488987,
                  0.0009770874763395053,
                  0.021600367540626074,
                  -0.031492773995305444
                ],
                [
                  9.829925131592967e-05,
                  0.00046609243101917026,
                  -0.002074742786702319,
                  0.001415004873323011
                ],
                [
                  3.3833064506360695e-05,
                  4.82158609559783e-05,
                  0.008582250620842185,
                  -0.012513270725509873
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.00674619665643535,
                -0.007617433129698318,
                -0.009815156741613758
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.026739990655170114,
                  -0.0642231209269537,
                  0.30771476723996455,
                  -0.31526011561159567
                ],
                [
                  -0.07672498346963656,
                  -0.08869034309281548,
                  -0.11740726246145705,
                  -0.06331707451492252
                ],
                [
                  -0.040117485557171546,
                  -0.008135962530518681,
                  0.2691083865228111,
                  -0.3641770646276642
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688452,
                0.0007485961137346224,
                0.001772960507766212
              ],
              "feature_contributions": [
                [
                  -5.4487056512338614e-05,
                  -0.0019272545935099638,
                  0.03188734862210451,
                  -0.04764735657620601
                ],
                [
                  5.395539960214141e-05,
                  -0.0009185229921113079,
                  -0.004198856640949405,
                  -0.00330260500997437
                ],
                [
                  3.4678356974170325e-05,
                  -0.00010357366276661957,
                  0.011830143580667505,
                  -0.023349365524255025
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.02855771766063641,
                -0.007521542657440529,
                0.00902430416660251
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03329261725576932,
                  -0.06173689217294026,
                  0.3253177201606834,
                  -0.347934648137765
                ],
                [
                  -0.0792145450482753,
                  -0.09115064994294929,
                  -0.10190621146360218,
                  -0.078985343206461
                ],
                [
                  -0.029862166411261607,
                  -0.0019904349318881076,
                  0.29964661263843256,
                  -0.3484093772790946
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878696,
                0.0008332400548810108,
                0.001970200155941273
              ],
              "feature_contributions": [
                [
                  -9.994851885455524e-05,
                  -0.002407547751548656,
                  0.04722239148268576,
                  -0.02688769054252483
                ],
                [
                  8.205751199048036e-05,
                  -0.0012265207616084428,
                  -0.00510417905877443,
                  -0.0021061404039291486
                ],
                [
                  3.81338448779878e-05,
                  -3.301710500128943e-05,
                  0.01850165120713789,
                  -0.011452663936353353
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.01614653444240541,
                -0.004323307514209843,
                0.006280763063050068
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.029642699371663167,
                  -0.07351946859464109,
                  0.3138939653077605,
                  -0.40107392752834803
                ],
                [
                  -0.0789557244228161,
                  -0.07967926905651314,
                  -0.09046953103779035,
                  -0.05197118265113695
                ],
                [
                  -0.03332689311976862,
                  -0.007413110983176208,
                  0.29944546646784465,
                  -0.385239702161157
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888558,
                0.0017369878073056429
              ],
              "feature_contributions": [
                [
                  -0.0005600963738701737,
                  -0.004394901795760662,
                  0.0324548972628405,
                  -0.02121117209000898
                ],
                [
                  0.0005080078281932779,
                  -0.0016219368012640274,
                  -0.0031852342873910757,
                  -0.0009359326694368737
                ],
                [
                  0.00026557533785962975,
                  -0.00018689394034363693,
                  0.01305758667071749,
                  -0.008592492812489055
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.034042595087787536,
                0.000948325045247606,
                0.009075678217201778
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02721067226157462,
                  -0.061020000153798604,
                  0.35852980481378366,
                  -0.39274205175277727
                ],
                [
                  -0.08225016043807462,
                  -0.05933915128444353,
                  -0.03980736387220771,
                  -0.03707526766512947
                ],
                [
                  -0.036960804007962214,
                  0.005851981121803074,
                  0.3464446445521515,
                  -0.37569801526723984
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007394,
                0.001181562815428451,
                0.0020973202574968005
              ],
              "feature_contributions": [
                [
                  0.0003889283230789434,
                  0.0050197209146752506,
                  0.029646388938976538,
                  -0.011638433255950589
                ],
                [
                  -0.0004005979667414463,
                  0.0016633758251731446,
                  -0.0011216352336320765,
                  -0.00037438039498046696
                ],
                [
                  -0.0002233751412005119,
                  -0.00020355108171140978,
                  0.01211277137490672,
                  -0.00470748719228982
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.02086089997163848,
                -0.006093665796070994,
                0.004856688274929774
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.032066763117687525,
                  -0.07775328669649934,
                  0.34191934599535734,
                  -0.4008509663768633
                ],
                [
                  -0.06547287111751016,
                  -0.09786768303823386,
                  -0.0961454067158226,
                  -0.053250659069063115
                ],
                [
                  -0.02389543220976418,
                  -0.03521800885634013,
                  0.284699899522984,
                  -0.3827694004487968
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425846,
                0.0005870809448610732,
                0.0014903942727466195
              ],
              "feature_contributions": [
                [
                  6.966485537153585e-05,
                  -0.00413499014604643,
                  0.03691104526904953,
                  -0.022098894266162
                ],
                [
                  -5.092043316719353e-05,
                  -0.001863232782697239,
                  -0.003715637163129388,
                  -0.0010509563619382455
                ],
                [
                  -2.2674138374165215e-05,
                  -0.0008180461544463408,
                  0.013423855542079057,
                  -0.009216841247075395
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.023123158733254885,
                -0.007408538345902973,
                0.005646982389858176
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02195020534465462,
                  -0.03839501931455247,
                  0.304152485496222,
                  -0.39438005244986424
                ],
                [
                  -0.07299008899155722,
                  -0.06808478993837155,
                  -0.12445770059726254,
                  -0.05176031690565869
                ],
                [
                  -0.034485902985618,
                  0.0030465210317837665,
                  0.24770463270745083,
                  -0.3764960783953372
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.00920837284590796,
                0.0002659047796902833,
                0.0010671108897807055
              ],
              "feature_contributions": [
                [
                  -0.00011362027927871542,
                  -0.002076801935411676,
                  0.037474002375477246,
                  -0.021368794273439923
                ],
                [
                  0.0001352164695735566,
                  -0.0013180100618444084,
                  -0.005487934477666441,
                  -0.0010037150556559632
                ],
                [
                  7.813915552310585e-05,
                  7.213303678934018e-05,
                  0.013359268711937704,
                  -0.00892966940417268
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.011197876499734149,
                -0.004414978339234797,
                -0.00221715556312037
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                null,
                null,
                null
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": null,
              "last_validation_exit": null,
              "validation_folds": 0,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.020735176859321646,
                  -0.03053881439941053,
                  0.32451387533271814,
                  -0.3925789078027908
                ],
                [
                  -0.07391268715756245,
                  -0.08109051362162027,
                  -0.1489987413555398,
                  -0.058525350982553154
                ],
                [
                  -0.03685416567220642,
                  -0.00966202184444337,
                  0.23185860715897996,
                  -0.38491168247123825
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207697,
                -2.574867835005457e-05,
                0.0008524269187974849
              ],
              "feature_contributions": [
                [
                  -6.21060485982429e-05,
                  0.001807880814112656,
                  0.028196450650618925,
                  -0.028388378446606886
                ],
                [
                  7.993301520924231e-05,
                  0.0017332799914739653,
                  -0.004674388675757271,
                  -0.0015280539918106795
                ],
                [
                  4.836551567998757e-05,
                  0.00025061595864354257,
                  0.008826885212320777,
                  -0.012195449168562163
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ridge": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16592055599219035,
            "annualized_return": -0.16592055599219035,
            "annualized_volatility": 0.14067768766365477,
            "sharpe_zero_rf": -1.2156527906789605,
            "maximum_drawdown": -0.21590252071551808,
            "average_turnover": 0.0999464228520628,
            "cost_bps_sum": 5.996785371123769,
            "end_value": 83.40794440078096,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.058532233022372655,
              "rmse": 0.06235714531427624,
              "oos_r2_vs_mean": 0.02895497279041892,
              "forecast_min": -0.014738341000297831,
              "forecast_max": 0.030897732731850293,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028120962814057255,
              "rmse": 0.03335768601975365,
              "oos_r2_vs_mean": -0.0070467007385264235,
              "forecast_min": -0.00055734089769398,
              "forecast_max": 0.0024470436882095426,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.036092190089450533,
              "rmse": 0.041252847946588705,
              "oos_r2_vs_mean": 0.004060859025892372,
              "forecast_min": 0.0002992157639946808,
              "forecast_max": 0.0039049050279528334,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99978578232917
            },
            {
              "date": "2022-01-04",
              "wealth": 100.00216424834149
            },
            {
              "date": "2022-01-05",
              "wealth": 98.85019984388528
            },
            {
              "date": "2022-01-06",
              "wealth": 98.71306756611872
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32538935252205
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23409501718092
            },
            {
              "date": "2022-01-11",
              "wealth": 98.78439987132407
            },
            {
              "date": "2022-01-12",
              "wealth": 98.88437836692331
            },
            {
              "date": "2022-01-13",
              "wealth": 98.44571094013475
            },
            {
              "date": "2022-01-14",
              "wealth": 98.02161648633827
            },
            {
              "date": "2022-01-18",
              "wealth": 96.7707009081282
            },
            {
              "date": "2022-01-19",
              "wealth": 96.42582456667652
            },
            {
              "date": "2022-01-20",
              "wealth": 95.98092717628208
            },
            {
              "date": "2022-01-21",
              "wealth": 95.49242875464031
            },
            {
              "date": "2022-01-24",
              "wealth": 95.54548413696763
            },
            {
              "date": "2022-01-25",
              "wealth": 94.9186337534673
            },
            {
              "date": "2022-01-26",
              "wealth": 94.44287715880083
            },
            {
              "date": "2022-01-27",
              "wealth": 94.40314299909497
            },
            {
              "date": "2022-01-28",
              "wealth": 95.49624392779137
            },
            {
              "date": "2022-01-31",
              "wealth": 96.2616111257229
            },
            {
              "date": "2022-02-01",
              "wealth": 96.57503372887257
            },
            {
              "date": "2022-02-01",
              "wealth": 96.5700304659229
            },
            {
              "date": "2022-02-02",
              "wealth": 96.98993336074633
            },
            {
              "date": "2022-02-03",
              "wealth": 95.71622612607153
            },
            {
              "date": "2022-02-04",
              "wealth": 95.36515703847074
            },
            {
              "date": "2022-02-07",
              "wealth": 95.31298167063038
            },
            {
              "date": "2022-02-08",
              "wealth": 95.41412743935504
            },
            {
              "date": "2022-02-09",
              "wealth": 96.10758352149324
            },
            {
              "date": "2022-02-10",
              "wealth": 94.74357060243275
            },
            {
              "date": "2022-02-11",
              "wealth": 94.50517864188072
            },
            {
              "date": "2022-02-14",
              "wealth": 93.91958214683918
            },
            {
              "date": "2022-02-15",
              "wealth": 94.27043164059143
            },
            {
              "date": "2022-02-16",
              "wealth": 94.41106265540999
            },
            {
              "date": "2022-02-17",
              "wealth": 93.77354402812296
            },
            {
              "date": "2022-02-18",
              "wealth": 93.69808555903317
            },
            {
              "date": "2022-02-22",
              "wealth": 93.26603719074294
            },
            {
              "date": "2022-02-23",
              "wealth": 92.20640482188945
            },
            {
              "date": "2022-02-24",
              "wealth": 92.94601478068083
            },
            {
              "date": "2022-02-25",
              "wealth": 93.85737704964332
            },
            {
              "date": "2022-02-28",
              "wealth": 94.39521505932375
            },
            {
              "date": "2022-03-01",
              "wealth": 94.19936174985507
            },
            {
              "date": "2022-03-01",
              "wealth": 94.19358580696968
            },
            {
              "date": "2022-03-02",
              "wealth": 93.77968598928207
            },
            {
              "date": "2022-03-03",
              "wealth": 93.87748811459412
            },
            {
              "date": "2022-03-04",
              "wealth": 93.96602710295707
            },
            {
              "date": "2022-03-07",
              "wealth": 92.54533056418408
            },
            {
              "date": "2022-03-08",
              "wealth": 91.92920680534753
            },
            {
              "date": "2022-03-09",
              "wealth": 92.57730613839335
            },
            {
              "date": "2022-03-10",
              "wealth": 91.93518802838754
            },
            {
              "date": "2022-03-11",
              "wealth": 91.53449523582142
            },
            {
              "date": "2022-03-14",
              "wealth": 90.47552161888952
            },
            {
              "date": "2022-03-15",
              "wealth": 91.3499564051284
            },
            {
              "date": "2022-03-16",
              "wealth": 92.24025822012949
            },
            {
              "date": "2022-03-17",
              "wealth": 92.87591451733896
            },
            {
              "date": "2022-03-18",
              "wealth": 93.36580527623634
            },
            {
              "date": "2022-03-21",
              "wealth": 92.52060157746234
            },
            {
              "date": "2022-03-22",
              "wealth": 92.6476104126405
            },
            {
              "date": "2022-03-23",
              "wealth": 92.52801479992699
            },
            {
              "date": "2022-03-24",
              "wealth": 92.84675441288427
            },
            {
              "date": "2022-03-25",
              "wealth": 92.4485620200442
            },
            {
              "date": "2022-03-28",
              "wealth": 92.91503820226436
            },
            {
              "date": "2022-03-29",
              "wealth": 93.72373345498016
            },
            {
              "date": "2022-03-30",
              "wealth": 93.71261711844696
            },
            {
              "date": "2022-03-31",
              "wealth": 93.19726062673102
            },
            {
              "date": "2022-04-01",
              "wealth": 93.20203758554328
            },
            {
              "date": "2022-04-01",
              "wealth": 93.20126556847104
            },
            {
              "date": "2022-04-04",
              "wealth": 93.57165101113016
            },
            {
              "date": "2022-04-05",
              "wealth": 92.25461243217853
            },
            {
              "date": "2022-04-06",
              "wealth": 91.64638573230744
            },
            {
              "date": "2022-04-07",
              "wealth": 91.59406116422954
            },
            {
              "date": "2022-04-08",
              "wealth": 91.1206686271569
            },
            {
              "date": "2022-04-11",
              "wealth": 90.13590998853294
            },
            {
              "date": "2022-04-12",
              "wealth": 90.17490723338946
            },
            {
              "date": "2022-04-13",
              "wealth": 90.755786578975
            },
            {
              "date": "2022-04-14",
              "wealth": 89.7476637053169
            },
            {
              "date": "2022-04-18",
              "wealth": 89.4490672951934
            },
            {
              "date": "2022-04-19",
              "wealth": 89.53591229188686
            },
            {
              "date": "2022-04-20",
              "wealth": 90.03766820437528
            },
            {
              "date": "2022-04-21",
              "wealth": 89.08502358419273
            },
            {
              "date": "2022-04-22",
              "wealth": 88.19885303110347
            },
            {
              "date": "2022-04-25",
              "wealth": 88.88528811233361
            },
            {
              "date": "2022-04-26",
              "wealth": 88.16269531468949
            },
            {
              "date": "2022-04-27",
              "wealth": 87.80197847493966
            },
            {
              "date": "2022-04-28",
              "wealth": 88.60942940561257
            },
            {
              "date": "2022-04-29",
              "wealth": 86.99201735674596
            },
            {
              "date": "2022-05-02",
              "wealth": 86.78846806759957
            },
            {
              "date": "2022-05-02",
              "wealth": 86.78186880473929
            },
            {
              "date": "2022-05-03",
              "wealth": 87.159130422395
            },
            {
              "date": "2022-05-04",
              "wealth": 88.69673092643254
            },
            {
              "date": "2022-05-05",
              "wealth": 86.6902422836362
            },
            {
              "date": "2022-05-06",
              "wealth": 86.10596621596802
            },
            {
              "date": "2022-05-09",
              "wealth": 85.20749325603737
            },
            {
              "date": "2022-05-10",
              "wealth": 85.48128351185566
            },
            {
              "date": "2022-05-11",
              "wealth": 85.19121234448605
            },
            {
              "date": "2022-05-12",
              "wealth": 85.24035946858227
            },
            {
              "date": "2022-05-13",
              "wealth": 85.79896475211856
            },
            {
              "date": "2022-05-16",
              "wealth": 85.7856410518002
            },
            {
              "date": "2022-05-17",
              "wealth": 86.17920470195233
            },
            {
              "date": "2022-05-18",
              "wealth": 84.99227927037711
            },
            {
              "date": "2022-05-19",
              "wealth": 84.93692717746389
            },
            {
              "date": "2022-05-20",
              "wealth": 85.19507034050652
            },
            {
              "date": "2022-05-23",
              "wealth": 85.59944872061033
            },
            {
              "date": "2022-05-24",
              "wealth": 85.8994260299103
            },
            {
              "date": "2022-05-25",
              "wealth": 86.5501581957052
            },
            {
              "date": "2022-05-26",
              "wealth": 87.24544225836749
            },
            {
              "date": "2022-05-27",
              "wealth": 88.30622996073043
            },
            {
              "date": "2022-05-31",
              "wealth": 87.65132490054286
            },
            {
              "date": "2022-06-01",
              "wealth": 87.06257525512696
            },
            {
              "date": "2022-06-01",
              "wealth": 87.05832612042104
            },
            {
              "date": "2022-06-02",
              "wealth": 87.75500596934079
            },
            {
              "date": "2022-06-03",
              "wealth": 87.0506571445219
            },
            {
              "date": "2022-06-06",
              "wealth": 86.76806595084736
            },
            {
              "date": "2022-06-07",
              "wealth": 87.34250786943412
            },
            {
              "date": "2022-06-08",
              "wealth": 86.71655479603182
            },
            {
              "date": "2022-06-09",
              "wealth": 85.70698314530934
            },
            {
              "date": "2022-06-10",
              "wealth": 84.23075036744761
            },
            {
              "date": "2022-06-13",
              "wealth": 81.94196984145432
            },
            {
              "date": "2022-06-14",
              "wealth": 81.51405305210932
            },
            {
              "date": "2022-06-15",
              "wealth": 82.70405179651617
            },
            {
              "date": "2022-06-16",
              "wealth": 81.85771453139768
            },
            {
              "date": "2022-06-17",
              "wealth": 81.98317975325998
            },
            {
              "date": "2022-06-21",
              "wealth": 82.35603303149048
            },
            {
              "date": "2022-06-22",
              "wealth": 82.80797656241326
            },
            {
              "date": "2022-06-23",
              "wealth": 83.45832429084018
            },
            {
              "date": "2022-06-24",
              "wealth": 84.39830012545723
            },
            {
              "date": "2022-06-27",
              "wealth": 83.88900293929458
            },
            {
              "date": "2022-06-28",
              "wealth": 83.25394063526711
            },
            {
              "date": "2022-06-29",
              "wealth": 83.58886354781824
            },
            {
              "date": "2022-06-30",
              "wealth": 83.60859656736126
            },
            {
              "date": "2022-07-01",
              "wealth": 84.55062060748249
            },
            {
              "date": "2022-07-01",
              "wealth": 84.5383934870144
            },
            {
              "date": "2022-07-05",
              "wealth": 84.66724295459284
            },
            {
              "date": "2022-07-06",
              "wealth": 84.56376981986149
            },
            {
              "date": "2022-07-07",
              "wealth": 85.13557972307206
            },
            {
              "date": "2022-07-08",
              "wealth": 84.96992761127204
            },
            {
              "date": "2022-07-11",
              "wealth": 84.64242559268102
            },
            {
              "date": "2022-07-12",
              "wealth": 84.32153129303025
            },
            {
              "date": "2022-07-13",
              "wealth": 84.34791195069204
            },
            {
              "date": "2022-07-14",
              "wealth": 83.99503783989717
            },
            {
              "date": "2022-07-15",
              "wealth": 85.08619185162321
            },
            {
              "date": "2022-07-18",
              "wealth": 84.49378117603287
            },
            {
              "date": "2022-07-19",
              "wealth": 85.69144400833531
            },
            {
              "date": "2022-07-20",
              "wealth": 85.93749585148038
            },
            {
              "date": "2022-07-21",
              "wealth": 86.92100441879259
            },
            {
              "date": "2022-07-22",
              "wealth": 86.86379322316994
            },
            {
              "date": "2022-07-25",
              "wealth": 86.6412477290784
            },
            {
              "date": "2022-07-26",
              "wealth": 86.10243369593118
            },
            {
              "date": "2022-07-27",
              "wealth": 87.47893191537486
            },
            {
              "date": "2022-07-28",
              "wealth": 88.42399967061658
            },
            {
              "date": "2022-07-29",
              "wealth": 89.17586130706471
            },
            {
              "date": "2022-08-01",
              "wealth": 89.17424785828764
            },
            {
              "date": "2022-08-01",
              "wealth": 89.17024707908553
            },
            {
              "date": "2022-08-02",
              "wealth": 88.29618180586073
            },
            {
              "date": "2022-08-03",
              "wealth": 89.33934812768044
            },
            {
              "date": "2022-08-04",
              "wealth": 89.44556069002493
            },
            {
              "date": "2022-08-05",
              "wealth": 88.73963965238798
            },
            {
              "date": "2022-08-08",
              "wealth": 88.9018222425207
            },
            {
              "date": "2022-08-09",
              "wealth": 88.55332459632052
            },
            {
              "date": "2022-08-10",
              "wealth": 89.73285071381457
            },
            {
              "date": "2022-08-11",
              "wealth": 89.35362651891187
            },
            {
              "date": "2022-08-12",
              "wealth": 90.48852133339558
            },
            {
              "date": "2022-08-15",
              "wealth": 90.71557131511774
            },
            {
              "date": "2022-08-16",
              "wealth": 90.68090694619737
            },
            {
              "date": "2022-08-17",
              "wealth": 89.98248721036002
            },
            {
              "date": "2022-08-18",
              "wealth": 90.21757725473623
            },
            {
              "date": "2022-08-19",
              "wealth": 89.1352197831241
            },
            {
              "date": "2022-08-22",
              "wealth": 87.94529854871574
            },
            {
              "date": "2022-08-23",
              "wealth": 87.8226119623709
            },
            {
              "date": "2022-08-24",
              "wealth": 87.82568434640494
            },
            {
              "date": "2022-08-25",
              "wealth": 88.82833697820895
            },
            {
              "date": "2022-08-26",
              "wealth": 87.14016410857926
            },
            {
              "date": "2022-08-29",
              "wealth": 86.56076231372941
            },
            {
              "date": "2022-08-30",
              "wealth": 86.11797067361415
            },
            {
              "date": "2022-08-31",
              "wealth": 85.45032131406899
            },
            {
              "date": "2022-09-01",
              "wealth": 85.28631362432382
            },
            {
              "date": "2022-09-01",
              "wealth": 85.28242602709823
            },
            {
              "date": "2022-09-02",
              "wealth": 84.89632547714585
            },
            {
              "date": "2022-09-06",
              "wealth": 84.22627988946536
            },
            {
              "date": "2022-09-07",
              "wealth": 85.46945780501571
            },
            {
              "date": "2022-09-08",
              "wealth": 85.66076270247238
            },
            {
              "date": "2022-09-09",
              "wealth": 86.44188233969436
            },
            {
              "date": "2022-09-12",
              "wealth": 86.85993259511278
            },
            {
              "date": "2022-09-13",
              "wealth": 84.52462801141543
            },
            {
              "date": "2022-09-14",
              "wealth": 84.82258700080821
            },
            {
              "date": "2022-09-15",
              "wealth": 84.13409474824402
            },
            {
              "date": "2022-09-16",
              "wealth": 83.74285633169012
            },
            {
              "date": "2022-09-19",
              "wealth": 84.09213748909809
            },
            {
              "date": "2022-09-20",
              "wealth": 83.2390745528822
            },
            {
              "date": "2022-09-21",
              "wealth": 82.60544190989783
            },
            {
              "date": "2022-09-22",
              "wealth": 81.67849539997547
            },
            {
              "date": "2022-09-23",
              "wealth": 80.89600807598181
            },
            {
              "date": "2022-09-26",
              "wealth": 79.82230990937829
            },
            {
              "date": "2022-09-27",
              "wealth": 79.26561862988856
            },
            {
              "date": "2022-09-28",
              "wealth": 80.87440596228386
            },
            {
              "date": "2022-09-29",
              "wealth": 79.73047649974048
            },
            {
              "date": "2022-09-30",
              "wealth": 78.98043068944209
            },
            {
              "date": "2022-10-03",
              "wealth": 80.67844043206568
            },
            {
              "date": "2022-10-03",
              "wealth": 80.67639219046772
            },
            {
              "date": "2022-10-04",
              "wealth": 82.09260255489644
            },
            {
              "date": "2022-10-05",
              "wealth": 81.66298784510688
            },
            {
              "date": "2022-10-06",
              "wealth": 81.0841988954248
            },
            {
              "date": "2022-10-07",
              "wealth": 79.6059357264515
            },
            {
              "date": "2022-10-10",
              "wealth": 78.99488519101065
            },
            {
              "date": "2022-10-11",
              "wealth": 78.73168843133536
            },
            {
              "date": "2022-10-12",
              "wealth": 78.62386095540485
            },
            {
              "date": "2022-10-13",
              "wealth": 79.65387609598282
            },
            {
              "date": "2022-10-14",
              "wealth": 78.4114449101173
            },
            {
              "date": "2022-10-17",
              "wealth": 79.56747024594777
            },
            {
              "date": "2022-10-18",
              "wealth": 80.22610687323517
            },
            {
              "date": "2022-10-19",
              "wealth": 79.45345834805809
            },
            {
              "date": "2022-10-20",
              "wealth": 78.79443870232576
            },
            {
              "date": "2022-10-21",
              "wealth": 79.88900001575932
            },
            {
              "date": "2022-10-24",
              "wealth": 80.37177539799906
            },
            {
              "date": "2022-10-25",
              "wealth": 81.54306525122041
            },
            {
              "date": "2022-10-26",
              "wealth": 81.40097532059022
            },
            {
              "date": "2022-10-27",
              "wealth": 81.38926608359195
            },
            {
              "date": "2022-10-28",
              "wealth": 82.36951801582875
            },
            {
              "date": "2022-10-31",
              "wealth": 81.85886268613766
            },
            {
              "date": "2022-11-01",
              "wealth": 81.83039836131444
            },
            {
              "date": "2022-11-01",
              "wealth": 81.82647039680596
            },
            {
              "date": "2022-11-02",
              "wealth": 80.69708317516765
            },
            {
              "date": "2022-11-03",
              "wealth": 80.136284848885
            },
            {
              "date": "2022-11-04",
              "wealth": 80.68506178499646
            },
            {
              "date": "2022-11-07",
              "wealth": 80.90069322222038
            },
            {
              "date": "2022-11-08",
              "wealth": 81.33389877494481
            },
            {
              "date": "2022-11-09",
              "wealth": 80.5381980199287
            },
            {
              "date": "2022-11-10",
              "wealth": 83.83917485319436
            },
            {
              "date": "2022-11-11",
              "wealth": 84.25070798779886
            },
            {
              "date": "2022-11-14",
              "wealth": 83.7371482743425
            },
            {
              "date": "2022-11-15",
              "wealth": 84.55585422018054
            },
            {
              "date": "2022-11-16",
              "wealth": 84.5959819888548
            },
            {
              "date": "2022-11-17",
              "wealth": 84.20645572999098
            },
            {
              "date": "2022-11-18",
              "wealth": 84.31614746765442
            },
            {
              "date": "2022-11-21",
              "wealth": 84.12053793041675
            },
            {
              "date": "2022-11-22",
              "wealth": 84.98921272347586
            },
            {
              "date": "2022-11-23",
              "wealth": 85.59593276452581
            },
            {
              "date": "2022-11-25",
              "wealth": 85.6052517210284
            },
            {
              "date": "2022-11-28",
              "wealth": 84.78221963266114
            },
            {
              "date": "2022-11-29",
              "wealth": 84.50796448711122
            },
            {
              "date": "2022-11-30",
              "wealth": 86.25370599703241
            },
            {
              "date": "2022-12-01",
              "wealth": 86.74889328867647
            },
            {
              "date": "2022-12-01",
              "wealth": 86.74517728911339
            },
            {
              "date": "2022-12-02",
              "wealth": 86.88534080561108
            },
            {
              "date": "2022-12-05",
              "wealth": 85.72886669326923
            },
            {
              "date": "2022-12-06",
              "wealth": 85.3810768988032
            },
            {
              "date": "2022-12-07",
              "wealth": 85.77848019481306
            },
            {
              "date": "2022-12-08",
              "wealth": 85.86947994411506
            },
            {
              "date": "2022-12-09",
              "wealth": 85.22945760061681
            },
            {
              "date": "2022-12-12",
              "wealth": 85.72126785016172
            },
            {
              "date": "2022-12-13",
              "wealth": 86.4311202338828
            },
            {
              "date": "2022-12-14",
              "wealth": 86.26671934715297
            },
            {
              "date": "2022-12-15",
              "wealth": 85.37632828623067
            },
            {
              "date": "2022-12-16",
              "wealth": 84.76621101425727
            },
            {
              "date": "2022-12-19",
              "wealth": 84.01991882046549
            },
            {
              "date": "2022-12-20",
              "wealth": 83.6314850570765
            },
            {
              "date": "2022-12-21",
              "wealth": 84.37287929453056
            },
            {
              "date": "2022-12-22",
              "wealth": 83.81702969365938
            },
            {
              "date": "2022-12-23",
              "wealth": 83.85515259830007
            },
            {
              "date": "2022-12-27",
              "wealth": 83.21937119312703
            },
            {
              "date": "2022-12-28",
              "wealth": 82.62746646331838
            },
            {
              "date": "2022-12-29",
              "wealth": 83.56677065556191
            },
            {
              "date": "2022-12-30",
              "wealth": 83.22918494412907
            },
            {
              "date": "2023-01-03",
              "wealth": 83.40794440078096
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.21,
                0.3400000000000001
              ],
              "forecast": [
                0.012669299372405851,
                0.002250152732581321,
                0.0039049050279528334
              ],
              "posterior": [
                0.003205982496704015,
                3.425795661643544e-05,
                0.0012471613113980114
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0033021768530371335,
                0.00024505193821115816,
                0.00044435703915440985
              ],
              "gross_return": -0.03424759389896409,
              "turnover": 0.004284353416649372,
              "cost": 2.142176708324686e-06,
              "net_return": -0.0342496627112745,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.39,
                0.26,
                0.35
              ],
              "forecast": [
                0.001187423718719884,
                0.002238820015307345,
                0.0033726576900046422
              ],
              "posterior": [
                0.002891231189150632,
                0.00016568114798776087,
                0.0012188110319106044
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032677477039243837,
                0.000249354484782149,
                0.0004415572590323775
              ],
              "gross_return": -0.024548700094946876,
              "turnover": 0.1036140036713333,
              "cost": 5.1807001835666656e-05,
              "net_return": -0.024599235302231737,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.32,
                0.33,
                0.3499999999999999
              ],
              "forecast": [
                -0.014738341000297831,
                0.0022348748635325627,
                0.0030855759397517392
              ],
              "posterior": [
                0.0023762636926127913,
                0.0002336014383462138,
                0.0011118679209762355
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.003313130184351673,
                0.0002506290105518968,
                0.0004520288551318001
              ],
              "gross_return": -0.010526706388037673,
              "turnover": 0.12263231465892199,
              "cost": 6.1316157329461e-05,
              "net_return": -0.010587377088182137,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.35,
                0.31,
                0.34
              ],
              "forecast": [
                -0.0011987446928610652,
                0.0024470436882095426,
                0.0029945583259816905
              ],
              "posterior": [
                0.0028191282394658935,
                0.00022481023017709728,
                0.001248095032972721
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033155540682712407,
                0.000245413056798067,
                0.0004553937226226606
              ],
              "gross_return": -0.06880590581852421,
              "turnover": 0.01656652777658435,
              "cost": 8.283263888292176e-06,
              "net_return": -0.06881361914493744,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.008622312845660783,
                0.0013280042052815407,
                0.0024517455794791417
              ],
              "posterior": [
                0.003224492460020351,
                9.011871237537667e-05,
                0.0012592655868476396
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003334483455118141,
                0.0003170086306785072,
                0.0004692466127377923
              ],
              "gross_return": 0.0032346209439124956,
              "turnover": 0.1520769523236532,
              "cost": 7.603847616182661e-05,
              "net_return": 0.003158336512103066,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.39,
                0.3,
                0.31
              ],
              "forecast": [
                -0.004516211306178002,
                1.1644949444803918e-05,
                0.000827425609898587
              ],
              "posterior": [
                0.0030643912688003067,
                0.00029718027962553716,
                0.0013662424789561086
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034361535723066174,
                0.0003547349492170815,
                0.0005900615581414584
              ],
              "gross_return": -0.02880489006266727,
              "turnover": 0.0976110502925519,
              "cost": 4.880552514627595e-05,
              "net_return": -0.028852289750027293,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.52,
                0.17,
                0.30999999999999994
              ],
              "forecast": [
                0.026620593310401217,
                2.9425007467623224e-05,
                0.00244101774444615
              ],
              "posterior": [
                0.004588859385218684,
                0.0002750955493275048,
                0.0018675496024153921
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003378231919832325,
                0.00034837202464647627,
                0.0005838897765315216
              ],
              "gross_return": 0.054837266004887295,
              "turnover": 0.28922603714166306,
              "cost": 0.00014461301857083154,
              "net_return": 0.05468472280374925,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.49,
                0.21,
                0.30000000000000004
              ],
              "forecast": [
                0.015066136674284608,
                0.00039682539687373587,
                0.0019504160666568861
              ],
              "posterior": [
                0.004084790479341434,
                0.0003014249845367311,
                0.00171305255634805
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0033953729395635565,
                0.0003425124053930237,
                0.0005787929839520185
              ],
              "gross_return": -0.04355638323304212,
              "turnover": 0.08972947455581373,
              "cost": 4.486473727790687e-05,
              "net_return": -0.04359929382462957,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.54,
                0.17,
                0.2899999999999999
              ],
              "forecast": [
                0.030897732731850293,
                0.001135599876653027,
                0.002427090782531871
              ],
              "posterior": [
                0.0053177779100942795,
                0.0005766066830838927,
                0.0022904627805302668
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.003371188388915436,
                0.00034763907675929245,
                0.0005873658401381293
              ],
              "gross_return": -0.053985162119680144,
              "turnover": 0.09116579344075895,
              "cost": 4.5582896720379474e-05,
              "net_return": -0.05402828421633121,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.51,
                0.2,
                0.29
              ],
              "forecast": [
                0.01929147175597184,
                -0.00010672800854195973,
                0.0015721953418548235
              ],
              "posterior": [
                0.005265773705816201,
                0.0007299904616638854,
                0.0023190470491229855
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0033622957309822005,
                0.00039386061866108883,
                0.00063078379307648
              ],
              "gross_return": 0.014304137053157043,
              "turnover": 0.05077543856788644,
              "cost": 2.538771928394322e-05,
              "net_return": 0.014278386184457093,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.48,
                0.24,
                0.28
              ],
              "forecast": [
                0.013691056834362982,
                -0.0005300826482441923,
                0.001134671517663617
              ],
              "posterior": [
                0.005094688987704841,
                0.0006597736631827535,
                0.002164334819479043
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.003508795503675934,
                0.0004019761263911527,
                0.0006453027780999485
              ],
              "gross_return": 0.06015685227530804,
              "turnover": 0.09600257574538945,
              "cost": 4.800128787269473e-05,
              "net_return": 0.060105963381051675,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.46,
                0.28,
                0.26
              ],
              "forecast": [
                0.010493548361049808,
                -0.00055734089769398,
                0.0002992157639946808
              ],
              "posterior": [
                0.0049651068498674155,
                0.000745059514501961,
                0.0022516083621784834
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.003457177671342212,
                0.00040597138946147916,
                0.0006390489840895169
              ],
              "gross_return": -0.03847168214562237,
              "turnover": 0.08567255263354795,
              "cost": 4.2836276316773974e-05,
              "net_return": -0.03851287043833229,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012669299372405851,
                0.002250152732581321,
                0.0039049050279528334
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002604475963748696,
                0.00021872859826356812,
                0.00037361485671833
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.0004785340533964633,
                  -0.08744996961529072,
                  0.30282151593142137,
                  -0.2543481717052603
                ],
                [
                  -0.0018574428697942437,
                  -0.002083348529757629,
                  -0.008020749316144426,
                  0.01308219837617468
                ],
                [
                  0.003862833543781036,
                  0.006224904425195597,
                  0.028496022878853864,
                  -0.015994452494451385
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345933,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -8.677692056037882e-06,
                  -0.0017005920680915544,
                  -0.002915151343317597,
                  0.004777626880525108
                ],
                [
                  1.0675608611662248e-05,
                  -1.284068550322561e-05,
                  2.447231831151743e-05,
                  -7.788433791128075e-05
                ],
                [
                  -2.7458492430742593e-05,
                  4.745177727976692e-05,
                  -0.00010753205300940286,
                  0.00011776935513178106
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.001187423718719884,
                0.002238820015307345,
                0.0033726576900046422
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00260454350859501,
                0.00022083506641982367,
                0.0003710969304065573
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.00300815084229922,
                  -0.07455725723592234,
                  0.2977304934048512,
                  -0.25974546789662484
                ],
                [
                  -0.0025146787248678973,
                  -0.0036209874612019312,
                  -0.007498719875871775,
                  0.013955231136890024
                ],
                [
                  0.0032889807852345293,
                  0.005077698903944073,
                  0.02864932041963553,
                  -0.015188973046457173
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174369,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.00013030136126479112,
                  -0.001252994794164126,
                  -0.003582204966230226,
                  -0.007000316869795338
                ],
                [
                  3.4600410165999276e-05,
                  -1.9330173904740156e-05,
                  2.8659172170515137e-05,
                  0.00011946925374719377
                ],
                [
                  -5.56592495005777e-05,
                  3.3339029633802276e-05,
                  -0.0001346691460165585,
                  -0.0001599281076864662
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.014738341000297831,
                0.0022348748635325627,
                0.0030855759397517392
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002631836653530499,
                0.0002211878533228661,
                0.0003781802831023736
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.009425492958695957,
                  -0.07884527436780772,
                  0.2963838918243154,
                  -0.25099832557447593
                ],
                [
                  -0.002171771882253272,
                  -0.004041871553805987,
                  -0.007229486737692202,
                  0.014289867634414958
                ],
                [
                  0.0037187384690922365,
                  0.004320612449987333,
                  0.028569218851728657,
                  -0.014334550921922212
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01236075434663782,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0004294576561452109,
                  -0.004819216346437887,
                  0.0046080728261558,
                  -0.027317409482798777
                ],
                [
                  -3.127108135315931e-05,
                  -7.80720673504129e-05,
                  -3.552095390443845e-05,
                  0.0004914839178061032
                ],
                [
                  6.633616627739177e-05,
                  0.00010339142560967761,
                  0.00017390079200032125,
                  -0.0006107890415241106
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.0011987446928610652,
                0.0024470436882095426,
                0.0029945583259816905
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026329006010191577,
                0.0002179526633681528,
                0.00038075677999353325
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.01846789636489158,
                  -0.0835674247877785,
                  0.29642498036282067,
                  -0.2552603867911966
                ],
                [
                  -0.002707422534334799,
                  -0.0038738816332741692,
                  -0.007335079468521996,
                  0.014497788801960374
                ],
                [
                  0.004713624238667647,
                  0.0037529543665487633,
                  0.028632107881800786,
                  -0.01495141329399127
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635868,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  6.223611836413247e-05,
                  0.0020060752694443518,
                  0.01936321820273272,
                  -0.034231116458038134
                ],
                [
                  -2.85561357623997e-06,
                  2.910548770935247e-05,
                  -0.0001499636121073446,
                  0.0006084960162230246
                ],
                [
                  6.210011283747987e-06,
                  -3.522052701542316e-05,
                  0.0007311869355619317,
                  -0.0007838487123048373
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.008622312845660783,
                0.0013280042052815407,
                0.0024517455794791417
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026609522054356722,
                0.0002718359049388835,
                0.0003917520612406286
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.032012703917196274,
                  -0.025495659732850506,
                  0.15727290236503186,
                  -0.1088375535102237
                ],
                [
                  -0.006670634671351132,
                  -0.008725805367027713,
                  -0.007963420501848848,
                  0.004080378864348625
                ],
                [
                  0.00255091137738029,
                  0.0012208359941198702,
                  0.027528671425746002,
                  -0.018489718407021967
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815099,
                0.0012716456558544342,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -0.00015160692903473219,
                  0.0003811118762761556,
                  0.010340405692889463,
                  -0.0140844263852852
                ],
                [
                  1.069467105231793e-05,
                  4.4156570074840885e-05,
                  -0.00017725027077392005,
                  0.00017875757907386762
                ],
                [
                  -4.780905483931028e-06,
                  -7.222069238300648e-06,
                  0.0007162869241909826,
                  -0.0009469101779445681
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.004516211306178002,
                1.1644949444803918e-05,
                0.000827425609898587
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002746698713529698,
                0.00030201393233747286,
                0.00048824165221426403
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02966763036349715,
                  -0.05468298795772646,
                  0.2749131832550019,
                  -0.2798698174419981
                ],
                [
                  -0.006891093740340348,
                  -0.00702669614222357,
                  -0.011317174258314544,
                  -0.0050668729069494505
                ],
                [
                  0.0017111359329789104,
                  0.002993688783346195,
                  0.019458624574688513,
                  -0.02866046331943813
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688452,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -6.0452596003076587e-05,
                  -0.0016409672748268487,
                  0.02848824121732377,
                  -0.0422985856003603
                ],
                [
                  4.846031887423228e-06,
                  -7.277209378317322e-05,
                  -0.0004047380996291049,
                  -0.00026428700276496234
                ],
                [
                  -1.4791401278279994e-06,
                  3.8110710479727736e-05,
                  0.000855411180510933,
                  -0.0018375776487304612
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.026620593310401217,
                2.9425007467623224e-05,
                0.00244101774444615
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027059036809448573,
                0.0002977987795016326,
                0.00048458462424234177
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03518750278456562,
                  -0.05237694669944097,
                  0.28765679360694035,
                  -0.3069096277361373
                ],
                [
                  -0.007140702225411823,
                  -0.0071877505966893,
                  -0.010492843142398062,
                  -0.007085650595377868
                ],
                [
                  0.0015233029087600017,
                  0.0027650065122509482,
                  0.02046086029707222,
                  -0.02544642280641859
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878696,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -0.00010563719753509067,
                  -0.0020425388421883256,
                  0.04175561575204585,
                  -0.023717359392799918
                ],
                [
                  7.396978144923879e-06,
                  -9.671818403511923e-05,
                  -0.0005255553068378187,
                  -0.00018893853468537216
                ],
                [
                  -1.9452505898210676e-06,
                  4.586560900920254e-05,
                  0.0012633538463229469,
                  -0.0008364566162374532
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.015066136674284608,
                0.00039682539687373587,
                0.0019504160666568861
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027216455509531438,
                0.0002939407936435572,
                0.00048268158373305836
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03236696341769561,
                  -0.06309752301740237,
                  0.2730937522493207,
                  -0.3525434089682535
                ],
                [
                  -0.007340039297785032,
                  -0.006835952644379478,
                  -0.009326295051787455,
                  -0.005257440437198954
                ],
                [
                  0.0013375998305197743,
                  0.0020701591466706507,
                  0.017873519398415527,
                  -0.027236694909817352
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.0006115711196251534,
                  -0.003771890936075735,
                  0.02823638123684627,
                  -0.018644589946065496
                ],
                [
                  4.722643544568079e-05,
                  -0.0001391514166345243,
                  -0.00032835844767306626,
                  -9.46795899532091e-05
                ],
                [
                  -1.065906520702818e-05,
                  5.21913405772226e-05,
                  0.0007793907565490649,
                  -0.0006074947725680175
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.030897732731850293,
                0.001135599876653027,
                0.002427090782531871
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002719467533939285,
                0.0002988983687845085,
                0.00049027908271266
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03038556783644367,
                  -0.05133894616414373,
                  0.311469559897282,
                  -0.3422081859612729
                ],
                [
                  -0.007549400255894423,
                  -0.005486094755852259,
                  -0.004683311706202314,
                  -0.0030717887072211785
                ],
                [
                  0.0010116690390993214,
                  0.0033059065705505525,
                  0.021302064493866294,
                  -0.024432533114792994
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007392,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  0.00043430782712112397,
                  0.00422332319154372,
                  0.02575503512228971,
                  -0.010140923576111651
                ],
                [
                  -3.676922180480862e-05,
                  0.00015378442721148517,
                  -0.0001319596905894473,
                  -3.101845359265289e-05
                ],
                [
                  6.114090873356418e-06,
                  -0.00011499026474389684,
                  0.0007447857575090289,
                  -0.0003061390586034168
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.01929147175597184,
                -0.00010672800854195973,
                0.0015721953418548235
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027160393885440146,
                0.0003366800648258683,
                0.0005279610336210888
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.03460394240367537,
                  -0.06599499421140788,
                  0.295077280146492,
                  -0.34903773625332113
                ],
                [
                  -0.006120356679560936,
                  -0.00895255598982617,
                  -0.01033439519816215,
                  -0.0060409535778728285
                ],
                [
                  0.001791375749304729,
                  -7.727776715821744e-05,
                  0.01506860614629012,
                  -0.026105431881589192
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425846,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  7.517686253488145e-05,
                  -0.0035096735115230696,
                  0.03185432755683577,
                  -0.019242433411301586
                ],
                [
                  -4.76000529595869e-06,
                  -0.0001704413069905826,
                  -0.00039938322763824653,
                  -0.00011922441347824533
                ],
                [
                  1.6998186625501582e-06,
                  -1.7950129010941768e-06,
                  0.0007104982912435243,
                  -0.00062860202789678
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.013691056834362982,
                -0.0005300826482441923,
                0.001134671517663617
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002835096234840898,
                0.00034484745053290115,
                0.0005432772133051779
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.02527633391932849,
                  -0.009419462249424663,
                  0.11344141915282402,
                  -0.16340584542677952
                ],
                [
                  -0.006750597626670597,
                  -0.0059579551128588456,
                  -0.0127028333027786,
                  -0.006860100026048847
                ],
                [
                  0.0009613213903962264,
                  0.0028874815431587106,
                  0.011738957392275472,
                  -0.026635533820339972
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -0.00013083723245238546,
                  -0.0005095024766071114,
                  0.013976884008936501,
                  -0.00885386031142199
                ],
                [
                  1.2505697570742941e-05,
                  -0.00011533625636318023,
                  -0.0005601285939867467,
                  -0.00013302827515529234
                ],
                [
                  -2.1781897856404055e-06,
                  6.836742967083884e-05,
                  0.0006331084101548107,
                  -0.0006317370221571002
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.010493548361049808,
                -0.00055734089769398,
                0.0002992157639946808
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                0.1,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002805530983838085,
                0.00034999757137336117,
                0.0005411314182594115
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                4,
                4
              ],
              "coefficients": [
                [
                  0.024614150063595634,
                  -0.023699922653216656,
                  0.27842311709417594,
                  -0.34117848481711094
                ],
                [
                  -0.006936798606535189,
                  -0.007460493458707946,
                  -0.015327854995198736,
                  -0.008337800706861612
                ],
                [
                  0.0006839339416632574,
                  0.0018312947013155783,
                  0.009536106600695097,
                  -0.0273911226763471
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009644029530207699,
                -2.5748678350054732e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -7.37243579076048e-05,
                  0.0014030222293610504,
                  0.02419170420090176,
                  -0.024671483241513092
                ],
                [
                  7.5018139624341335e-06,
                  0.00015946531179762065,
                  -0.0004808654835696878,
                  -0.0002176938615342924
                ],
                [
                  -8.975598056893845e-07,
                  -4.750058367886912e-05,
                  0.00036304073145351854,
                  -0.0008678537427717652
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "elastic_net": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1666954137246498,
            "annualized_return": -0.1666954137246498,
            "annualized_volatility": 0.14066917936585657,
            "sharpe_zero_rf": -1.2222498064667637,
            "maximum_drawdown": -0.21690865785844982,
            "average_turnover": 0.10483086373618855,
            "cost_bps_sum": 6.289851824171313,
            "end_value": 83.33045862753502,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.05748357907075071,
              "rmse": 0.06191229005530164,
              "oos_r2_vs_mean": 0.04276040387688784,
              "forecast_min": -0.018147688964520743,
              "forecast_max": 0.03338879761781488,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028028754956169785,
              "rmse": 0.033240772732541175,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.574867835005561e-05,
              "forecast_max": 0.0023057298290726476,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03624260825810033,
              "rmse": 0.04133686491913279,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974868,
              "forecast_max": 0.0038746744409814313,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99985484336851
            },
            {
              "date": "2022-01-04",
              "wealth": 99.99950360003949
            },
            {
              "date": "2022-01-05",
              "wealth": 98.85085727751192
            },
            {
              "date": "2022-01-06",
              "wealth": 98.71140211767847
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32577173507359
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23578051422143
            },
            {
              "date": "2022-01-11",
              "wealth": 98.78487670795954
            },
            {
              "date": "2022-01-12",
              "wealth": 98.88657898104994
            },
            {
              "date": "2022-01-13",
              "wealth": 98.44797711770855
            },
            {
              "date": "2022-01-14",
              "wealth": 98.02773252800677
            },
            {
              "date": "2022-01-18",
              "wealth": 96.7806573733723
            },
            {
              "date": "2022-01-19",
              "wealth": 96.43746888408329
            },
            {
              "date": "2022-01-20",
              "wealth": 95.99785222663706
            },
            {
              "date": "2022-01-21",
              "wealth": 95.5079508684659
            },
            {
              "date": "2022-01-24",
              "wealth": 95.56535210053056
            },
            {
              "date": "2022-01-25",
              "wealth": 94.94135996481339
            },
            {
              "date": "2022-01-26",
              "wealth": 94.46483002259131
            },
            {
              "date": "2022-01-27",
              "wealth": 94.4289239192649
            },
            {
              "date": "2022-01-28",
              "wealth": 95.52445280317201
            },
            {
              "date": "2022-01-31",
              "wealth": 96.28890612216344
            },
            {
              "date": "2022-02-01",
              "wealth": 96.59641833704048
            },
            {
              "date": "2022-02-01",
              "wealth": 96.59238934880466
            },
            {
              "date": "2022-02-02",
              "wealth": 97.02359956525662
            },
            {
              "date": "2022-02-03",
              "wealth": 95.73812295782359
            },
            {
              "date": "2022-02-04",
              "wealth": 95.4031104170417
            },
            {
              "date": "2022-02-07",
              "wealth": 95.34463195611401
            },
            {
              "date": "2022-02-08",
              "wealth": 95.45766116784979
            },
            {
              "date": "2022-02-09",
              "wealth": 96.16028995120043
            },
            {
              "date": "2022-02-10",
              "wealth": 94.7955226155313
            },
            {
              "date": "2022-02-11",
              "wealth": 94.53407117049558
            },
            {
              "date": "2022-02-14",
              "wealth": 93.95543480837658
            },
            {
              "date": "2022-02-15",
              "wealth": 94.32800222994123
            },
            {
              "date": "2022-02-16",
              "wealth": 94.46898834465955
            },
            {
              "date": "2022-02-17",
              "wealth": 93.81469043085471
            },
            {
              "date": "2022-02-18",
              "wealth": 93.73173837943112
            },
            {
              "date": "2022-02-22",
              "wealth": 93.29198624466731
            },
            {
              "date": "2022-02-23",
              "wealth": 92.22781011039066
            },
            {
              "date": "2022-02-24",
              "wealth": 92.97459620552779
            },
            {
              "date": "2022-02-25",
              "wealth": 93.89850184352963
            },
            {
              "date": "2022-02-28",
              "wealth": 94.42494822415291
            },
            {
              "date": "2022-03-01",
              "wealth": 94.21780390924629
            },
            {
              "date": "2022-03-01",
              "wealth": 94.21017488734472
            },
            {
              "date": "2022-03-02",
              "wealth": 93.7650392740376
            },
            {
              "date": "2022-03-03",
              "wealth": 93.87284514412086
            },
            {
              "date": "2022-03-04",
              "wealth": 93.9950825735637
            },
            {
              "date": "2022-03-07",
              "wealth": 92.61267004090863
            },
            {
              "date": "2022-03-08",
              "wealth": 91.99617253519689
            },
            {
              "date": "2022-03-09",
              "wealth": 92.59952686543349
            },
            {
              "date": "2022-03-10",
              "wealth": 91.96973726539052
            },
            {
              "date": "2022-03-11",
              "wealth": 91.58083230021948
            },
            {
              "date": "2022-03-14",
              "wealth": 90.5196508066251
            },
            {
              "date": "2022-03-15",
              "wealth": 91.35887654597286
            },
            {
              "date": "2022-03-16",
              "wealth": 92.2095029964456
            },
            {
              "date": "2022-03-17",
              "wealth": 92.8102917350013
            },
            {
              "date": "2022-03-18",
              "wealth": 93.2940616109081
            },
            {
              "date": "2022-03-21",
              "wealth": 92.43899271391055
            },
            {
              "date": "2022-03-22",
              "wealth": 92.54422544700772
            },
            {
              "date": "2022-03-23",
              "wealth": 92.45019938743167
            },
            {
              "date": "2022-03-24",
              "wealth": 92.73854458292918
            },
            {
              "date": "2022-03-25",
              "wealth": 92.3222838069516
            },
            {
              "date": "2022-03-28",
              "wealth": 92.77781152377047
            },
            {
              "date": "2022-03-29",
              "wealth": 93.57226845913547
            },
            {
              "date": "2022-03-30",
              "wealth": 93.57368727497052
            },
            {
              "date": "2022-03-31",
              "wealth": 93.08297588911387
            },
            {
              "date": "2022-04-01",
              "wealth": 93.06133559218294
            },
            {
              "date": "2022-04-01",
              "wealth": 93.05869236950866
            },
            {
              "date": "2022-04-04",
              "wealth": 93.42941667348923
            },
            {
              "date": "2022-04-05",
              "wealth": 92.12419471355322
            },
            {
              "date": "2022-04-06",
              "wealth": 91.51516294381872
            },
            {
              "date": "2022-04-07",
              "wealth": 91.47372584694776
            },
            {
              "date": "2022-04-08",
              "wealth": 91.00826175287222
            },
            {
              "date": "2022-04-11",
              "wealth": 90.02245081381476
            },
            {
              "date": "2022-04-12",
              "wealth": 90.06117215920976
            },
            {
              "date": "2022-04-13",
              "wealth": 90.64426179542701
            },
            {
              "date": "2022-04-14",
              "wealth": 89.63904158840332
            },
            {
              "date": "2022-04-18",
              "wealth": 89.35217973599852
            },
            {
              "date": "2022-04-19",
              "wealth": 89.46147099668158
            },
            {
              "date": "2022-04-20",
              "wealth": 89.95062547232877
            },
            {
              "date": "2022-04-21",
              "wealth": 88.9995532691697
            },
            {
              "date": "2022-04-22",
              "wealth": 88.09247584828995
            },
            {
              "date": "2022-04-25",
              "wealth": 88.76932785698625
            },
            {
              "date": "2022-04-26",
              "wealth": 88.02928546903694
            },
            {
              "date": "2022-04-27",
              "wealth": 87.68337010557026
            },
            {
              "date": "2022-04-28",
              "wealth": 88.50470780984948
            },
            {
              "date": "2022-04-29",
              "wealth": 86.87185335814614
            },
            {
              "date": "2022-05-02",
              "wealth": 86.6772869288307
            },
            {
              "date": "2022-05-02",
              "wealth": 86.67240707596538
            },
            {
              "date": "2022-05-03",
              "wealth": 87.03710650658417
            },
            {
              "date": "2022-05-04",
              "wealth": 88.54601493738701
            },
            {
              "date": "2022-05-05",
              "wealth": 86.5746776414533
            },
            {
              "date": "2022-05-06",
              "wealth": 85.9962516210879
            },
            {
              "date": "2022-05-09",
              "wealth": 85.13953307844973
            },
            {
              "date": "2022-05-10",
              "wealth": 85.41243252425727
            },
            {
              "date": "2022-05-11",
              "wealth": 85.14398610970879
            },
            {
              "date": "2022-05-12",
              "wealth": 85.20182560812727
            },
            {
              "date": "2022-05-13",
              "wealth": 85.73549506830129
            },
            {
              "date": "2022-05-16",
              "wealth": 85.734237871129
            },
            {
              "date": "2022-05-17",
              "wealth": 86.10012881984224
            },
            {
              "date": "2022-05-18",
              "wealth": 84.96138040799948
            },
            {
              "date": "2022-05-19",
              "wealth": 84.91590031654485
            },
            {
              "date": "2022-05-20",
              "wealth": 85.17707076282703
            },
            {
              "date": "2022-05-23",
              "wealth": 85.55583072856183
            },
            {
              "date": "2022-05-24",
              "wealth": 85.8616556883407
            },
            {
              "date": "2022-05-25",
              "wealth": 86.4914870596865
            },
            {
              "date": "2022-05-26",
              "wealth": 87.16754924503633
            },
            {
              "date": "2022-05-27",
              "wealth": 88.20070629076984
            },
            {
              "date": "2022-05-31",
              "wealth": 87.5368851959293
            },
            {
              "date": "2022-06-01",
              "wealth": 86.95138194684596
            },
            {
              "date": "2022-06-01",
              "wealth": 86.94889011752178
            },
            {
              "date": "2022-06-02",
              "wealth": 87.62940775396045
            },
            {
              "date": "2022-06-03",
              "wealth": 86.93879077011354
            },
            {
              "date": "2022-06-06",
              "wealth": 86.64737667605448
            },
            {
              "date": "2022-06-07",
              "wealth": 87.21618533065526
            },
            {
              "date": "2022-06-08",
              "wealth": 86.59739447084567
            },
            {
              "date": "2022-06-09",
              "wealth": 85.60909068643542
            },
            {
              "date": "2022-06-10",
              "wealth": 84.15094949357167
            },
            {
              "date": "2022-06-13",
              "wealth": 81.88129587878085
            },
            {
              "date": "2022-06-14",
              "wealth": 81.4496214497828
            },
            {
              "date": "2022-06-15",
              "wealth": 82.63841870480736
            },
            {
              "date": "2022-06-16",
              "wealth": 81.82529447725902
            },
            {
              "date": "2022-06-17",
              "wealth": 81.94917828646355
            },
            {
              "date": "2022-06-21",
              "wealth": 82.29752096587845
            },
            {
              "date": "2022-06-22",
              "wealth": 82.76102310166165
            },
            {
              "date": "2022-06-23",
              "wealth": 83.40755885609249
            },
            {
              "date": "2022-06-24",
              "wealth": 84.31767605781017
            },
            {
              "date": "2022-06-27",
              "wealth": 83.80736564026535
            },
            {
              "date": "2022-06-28",
              "wealth": 83.19113112571155
            },
            {
              "date": "2022-06-29",
              "wealth": 83.53315784851578
            },
            {
              "date": "2022-06-30",
              "wealth": 83.56606333231667
            },
            {
              "date": "2022-07-01",
              "wealth": 84.50768943820779
            },
            {
              "date": "2022-07-01",
              "wealth": 84.49463194174105
            },
            {
              "date": "2022-07-05",
              "wealth": 84.62341471001783
            },
            {
              "date": "2022-07-06",
              "wealth": 84.51999513845563
            },
            {
              "date": "2022-07-07",
              "wealth": 85.09150904260666
            },
            {
              "date": "2022-07-08",
              "wealth": 84.92594268110412
            },
            {
              "date": "2022-07-11",
              "wealth": 84.59861019488558
            },
            {
              "date": "2022-07-12",
              "wealth": 84.27788200710236
            },
            {
              "date": "2022-07-13",
              "wealth": 84.30424900873999
            },
            {
              "date": "2022-07-14",
              "wealth": 83.95155756425493
            },
            {
              "date": "2022-07-15",
              "wealth": 85.04214673693312
            },
            {
              "date": "2022-07-18",
              "wealth": 84.45004272445205
            },
            {
              "date": "2022-07-19",
              "wealth": 85.64708558310588
            },
            {
              "date": "2022-07-20",
              "wealth": 85.89301005679869
            },
            {
              "date": "2022-07-21",
              "wealth": 86.87600950804044
            },
            {
              "date": "2022-07-22",
              "wealth": 86.81882792795959
            },
            {
              "date": "2022-07-25",
              "wealth": 86.59639763519036
            },
            {
              "date": "2022-07-26",
              "wealth": 86.05786252069458
            },
            {
              "date": "2022-07-27",
              "wealth": 87.43364819183134
            },
            {
              "date": "2022-07-28",
              "wealth": 88.37822673000076
            },
            {
              "date": "2022-07-29",
              "wealth": 89.12969916308596
            },
            {
              "date": "2022-08-01",
              "wealth": 89.12808654951534
            },
            {
              "date": "2022-08-01",
              "wealth": 89.12408784132822
            },
            {
              "date": "2022-08-02",
              "wealth": 88.25047503053436
            },
            {
              "date": "2022-08-03",
              "wealth": 89.29310135427347
            },
            {
              "date": "2022-08-04",
              "wealth": 89.39925893537615
            },
            {
              "date": "2022-08-05",
              "wealth": 88.69370331981754
            },
            {
              "date": "2022-08-08",
              "wealth": 88.85580195566077
            },
            {
              "date": "2022-08-09",
              "wealth": 88.50748471028078
            },
            {
              "date": "2022-08-10",
              "wealth": 89.68640024264938
            },
            {
              "date": "2022-08-11",
              "wealth": 89.30737235425416
            },
            {
              "date": "2022-08-12",
              "wealth": 90.44167968713624
            },
            {
              "date": "2022-08-15",
              "wealth": 90.66861213577499
            },
            {
              "date": "2022-08-16",
              "wealth": 90.63396571096601
            },
            {
              "date": "2022-08-17",
              "wealth": 89.93590751413632
            },
            {
              "date": "2022-08-18",
              "wealth": 90.17087586346727
            },
            {
              "date": "2022-08-19",
              "wealth": 89.08907867734843
            },
            {
              "date": "2022-08-22",
              "wealth": 87.89977340912802
            },
            {
              "date": "2022-08-23",
              "wealth": 87.77715033185144
            },
            {
              "date": "2022-08-24",
              "wealth": 87.78022112545693
            },
            {
              "date": "2022-08-25",
              "wealth": 88.78235473120982
            },
            {
              "date": "2022-08-26",
              "wealth": 87.09505574917624
            },
            {
              "date": "2022-08-29",
              "wealth": 86.51595388335073
            },
            {
              "date": "2022-08-30",
              "wealth": 86.07339145561585
            },
            {
              "date": "2022-08-31",
              "wealth": 85.40608770670356
            },
            {
              "date": "2022-09-01",
              "wealth": 85.24216491601602
            },
            {
              "date": "2022-09-01",
              "wealth": 85.2365744879181
            },
            {
              "date": "2022-09-02",
              "wealth": 84.82730122836857
            },
            {
              "date": "2022-09-06",
              "wealth": 84.1723704688203
            },
            {
              "date": "2022-09-07",
              "wealth": 85.42803549180186
            },
            {
              "date": "2022-09-08",
              "wealth": 85.63554137184583
            },
            {
              "date": "2022-09-09",
              "wealth": 86.44093620709644
            },
            {
              "date": "2022-09-12",
              "wealth": 86.88148867010266
            },
            {
              "date": "2022-09-13",
              "wealth": 84.48150709936687
            },
            {
              "date": "2022-09-14",
              "wealth": 84.78131613932182
            },
            {
              "date": "2022-09-15",
              "wealth": 84.08092031004504
            },
            {
              "date": "2022-09-16",
              "wealth": 83.6783789444339
            },
            {
              "date": "2022-09-19",
              "wealth": 84.04135386698906
            },
            {
              "date": "2022-09-20",
              "wealth": 83.18311349467628
            },
            {
              "date": "2022-09-21",
              "wealth": 82.51441746128918
            },
            {
              "date": "2022-09-22",
              "wealth": 81.59870593618646
            },
            {
              "date": "2022-09-23",
              "wealth": 80.79090297267017
            },
            {
              "date": "2022-09-26",
              "wealth": 79.7301166667878
            },
            {
              "date": "2022-09-27",
              "wealth": 79.18744958276098
            },
            {
              "date": "2022-09-28",
              "wealth": 80.79202869845498
            },
            {
              "date": "2022-09-29",
              "wealth": 79.62518965736328
            },
            {
              "date": "2022-09-30",
              "wealth": 78.85550118717269
            },
            {
              "date": "2022-10-03",
              "wealth": 80.56868687659048
            },
            {
              "date": "2022-10-03",
              "wealth": 80.56501909701923
            },
            {
              "date": "2022-10-04",
              "wealth": 81.97721791372722
            },
            {
              "date": "2022-10-05",
              "wealth": 81.54667013204444
            },
            {
              "date": "2022-10-06",
              "wealth": 80.96613485903165
            },
            {
              "date": "2022-10-07",
              "wealth": 79.49398524586518
            },
            {
              "date": "2022-10-10",
              "wealth": 78.88625161828001
            },
            {
              "date": "2022-10-11",
              "wealth": 78.62703915884832
            },
            {
              "date": "2022-10-12",
              "wealth": 78.5228667140127
            },
            {
              "date": "2022-10-13",
              "wealth": 79.54674077085798
            },
            {
              "date": "2022-10-14",
              "wealth": 78.30913421415502
            },
            {
              "date": "2022-10-17",
              "wealth": 79.46067673797245
            },
            {
              "date": "2022-10-18",
              "wealth": 80.11575094910772
            },
            {
              "date": "2022-10-19",
              "wealth": 79.34670908716714
            },
            {
              "date": "2022-10-20",
              "wealth": 78.68952095805608
            },
            {
              "date": "2022-10-21",
              "wealth": 79.78214742887909
            },
            {
              "date": "2022-10-24",
              "wealth": 80.26364694402831
            },
            {
              "date": "2022-10-25",
              "wealth": 81.43265674734319
            },
            {
              "date": "2022-10-26",
              "wealth": 81.2911889945308
            },
            {
              "date": "2022-10-27",
              "wealth": 81.28142337379437
            },
            {
              "date": "2022-10-28",
              "wealth": 82.25462229725268
            },
            {
              "date": "2022-10-31",
              "wealth": 81.74535966766089
            },
            {
              "date": "2022-11-01",
              "wealth": 81.71114372616049
            },
            {
              "date": "2022-11-01",
              "wealth": 81.70964139836285
            },
            {
              "date": "2022-11-02",
              "wealth": 80.52705926622532
            },
            {
              "date": "2022-11-03",
              "wealth": 79.95245896456956
            },
            {
              "date": "2022-11-04",
              "wealth": 80.53635792432605
            },
            {
              "date": "2022-11-07",
              "wealth": 80.78332755842732
            },
            {
              "date": "2022-11-08",
              "wealth": 81.21485394350871
            },
            {
              "date": "2022-11-09",
              "wealth": 80.36665441952937
            },
            {
              "date": "2022-11-10",
              "wealth": 83.73023950517441
            },
            {
              "date": "2022-11-11",
              "wealth": 84.16676005335235
            },
            {
              "date": "2022-11-14",
              "wealth": 83.6405686547686
            },
            {
              "date": "2022-11-15",
              "wealth": 84.45562896699768
            },
            {
              "date": "2022-11-16",
              "wealth": 84.45677495735544
            },
            {
              "date": "2022-11-17",
              "wealth": 84.07611783604352
            },
            {
              "date": "2022-11-18",
              "wealth": 84.20304410344446
            },
            {
              "date": "2022-11-21",
              "wealth": 84.00085914851533
            },
            {
              "date": "2022-11-22",
              "wealth": 84.8850555658591
            },
            {
              "date": "2022-11-23",
              "wealth": 85.48936122234286
            },
            {
              "date": "2022-11-25",
              "wealth": 85.49773009045151
            },
            {
              "date": "2022-11-28",
              "wealth": 84.64051540506249
            },
            {
              "date": "2022-11-29",
              "wealth": 84.37368469557558
            },
            {
              "date": "2022-11-30",
              "wealth": 86.17077016096526
            },
            {
              "date": "2022-12-01",
              "wealth": 86.63401500864505
            },
            {
              "date": "2022-12-01",
              "wealth": 86.62858977425176
            },
            {
              "date": "2022-12-02",
              "wealth": 86.77482102467485
            },
            {
              "date": "2022-12-05",
              "wealth": 85.62805975068999
            },
            {
              "date": "2022-12-06",
              "wealth": 85.29561429736782
            },
            {
              "date": "2022-12-07",
              "wealth": 85.70354622967511
            },
            {
              "date": "2022-12-08",
              "wealth": 85.78508618275144
            },
            {
              "date": "2022-12-09",
              "wealth": 85.14568679893756
            },
            {
              "date": "2022-12-12",
              "wealth": 85.62366410026583
            },
            {
              "date": "2022-12-13",
              "wealth": 86.33370706851629
            },
            {
              "date": "2022-12-14",
              "wealth": 86.17578895976439
            },
            {
              "date": "2022-12-15",
              "wealth": 85.30810526625179
            },
            {
              "date": "2022-12-16",
              "wealth": 84.70483482465497
            },
            {
              "date": "2022-12-19",
              "wealth": 83.95770063827548
            },
            {
              "date": "2022-12-20",
              "wealth": 83.55853139617867
            },
            {
              "date": "2022-12-21",
              "wealth": 84.292605965406
            },
            {
              "date": "2022-12-22",
              "wealth": 83.74903456912088
            },
            {
              "date": "2022-12-23",
              "wealth": 83.77979141998787
            },
            {
              "date": "2022-12-27",
              "wealth": 83.13706499511174
            },
            {
              "date": "2022-12-28",
              "wealth": 82.55344506129097
            },
            {
              "date": "2022-12-29",
              "wealth": 83.48299528418461
            },
            {
              "date": "2022-12-30",
              "wealth": 83.14266803345699
            },
            {
              "date": "2023-01-03",
              "wealth": 83.33045862753502
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.012773344228008649,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "posterior": [
                0.0032022997251081506,
                3.6826545172782734e-05,
                0.0012475683034372115
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.003322694806641276,
                0.00024451673465336707,
                0.00044363862352685655
              ],
              "gross_return": -0.034034414466490005,
              "turnover": 0.0029031326298717963,
              "cost": 1.4515663149358981e-06,
              "net_return": -0.03403581662959532,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.00010634998338100374,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "posterior": [
                0.002881128669548127,
                0.00016616376630951523,
                0.0012221421062709906
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0032881871502375773,
                0.0002489786103387489,
                0.0004406718214149692
              ],
              "gross_return": -0.02458356663052931,
              "turnover": 0.083418998451013,
              "cost": 4.17094992255065e-05,
              "net_return": -0.024624250761501543,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.31,
                0.36,
                0.32999999999999996
              ],
              "forecast": [
                -0.018147688964520743,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "posterior": [
                0.002290111002153204,
                0.00023192982761162362,
                0.001087416156544478
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0033329444976323906,
                0.0002502883276403614,
                0.00045112358887561596
              ],
              "gross_return": -0.012194429068150605,
              "turnover": 0.16194437961862257,
              "cost": 8.097218980931129e-05,
              "net_return": -0.01227441384833472,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.36,
                0.32,
                0.32
              ],
              "forecast": [
                -0.0028757832681340183,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "posterior": [
                0.0027905233896689955,
                0.00020406317025997207,
                0.0012232692508926035
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.0033317896512202196,
                0.000245113280919398,
                0.00045485438388998597
              ],
              "gross_return": -0.06857398570935523,
              "turnover": 0.05680603351437685,
              "cost": 2.8403016757188426e-05,
              "net_return": -0.0686004410180473,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.41,
                0.28,
                0.31000000000000005
              ],
              "forecast": [
                0.005293367938492536,
                0.001271645655854434,
                0.002694371807954959
              ],
              "posterior": [
                0.0031180899644579745,
                0.0001057445927815228,
                0.0012416977485823662
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.003360469238421405,
                0.0003157842121727375,
                0.0004690922910954072
              ],
              "gross_return": 0.0032187276238453033,
              "turnover": 0.11259819124996612,
              "cost": 5.629909562498306e-05,
              "net_return": 0.0031622473167660647,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.38,
                0.31,
                0.31
              ],
              "forecast": [
                -0.006322466749372587,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "posterior": [
                0.003050208278282218,
                0.00035148228246434463,
                0.0014181631426189972
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.0034550977114451843,
                0.0003525879849409948,
                0.0005901432905480582
              ],
              "gross_return": -0.028076271888168063,
              "turnover": 0.05731546223591044,
              "cost": 2.8657731117955223e-05,
              "net_return": -0.02810412501703541,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.52,
                0.17,
                0.30999999999999994
              ],
              "forecast": [
                0.02834207777697844,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "posterior": [
                0.00460812021589027,
                0.0003010676331128444,
                0.0018875145971944825
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003393478536429554,
                0.00034628626558352366,
                0.0005838083307800222
              ],
              "gross_return": 0.054837266004887295,
              "turnover": 0.3090250497571571,
              "cost": 0.00015451252487857855,
              "net_return": 0.05467428043558087,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.49,
                0.21,
                0.30000000000000004
              ],
              "forecast": [
                0.0160962185739619,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "posterior": [
                0.004101154130704793,
                0.00032022579352262255,
                0.0017301461898863498
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0034057714721840793,
                0.00034024678636983984,
                0.0005794159903071628
              ],
              "gross_return": -0.04355638323304212,
              "turnover": 0.08972947455581373,
              "cost": 4.486473727790687e-05,
              "net_return": -0.04359929382462957,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.56,
                0.16,
                0.2799999999999999
              ],
              "forecast": [
                0.03338879761781488,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "posterior": [
                0.00539497380536457,
                0.0005732578248992564,
                0.002309220856175809
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0033780904153036303,
                0.00034466542085602285,
                0.0005886184442886172
              ],
              "gross_return": -0.05476390433767688,
              "turnover": 0.131165793440759,
              "cost": 6.558289672037949e-05,
              "net_return": -0.05482589565891516,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.51,
                0.21,
                0.28
              ],
              "forecast": [
                0.02068569233759992,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "posterior": [
                0.005334515584039674,
                0.0007648864601913363,
                0.0023641845187291617
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0033713582553542977,
                0.0003919305787977059,
                0.0006315207792166824
              ],
              "gross_return": 0.014226082758834163,
              "turnover": 0.09104727192250955,
              "cost": 4.552363596125478e-05,
              "net_return": 0.014179911499860198,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.51,
                0.22,
                0.27
              ],
              "forecast": [
                0.020789557410719906,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "posterior": [
                0.005429523021198694,
                0.0007088656944887963,
                0.002302916192370594
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0035278790393548235,
                0.0004000910682184124,
                0.0006455299127750083
              ],
              "gross_return": 0.06026673873495764,
              "turnover": 0.03677167468546269,
              "cost": 1.8385837342731347e-05,
              "net_return": 0.06024724484315924,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.28,
                0.27
              ],
              "forecast": [
                0.008982679621655549,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "posterior": [
                0.00495344965002637,
                0.000785383902602354,
                0.0022869648520102695
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.003474502649052102,
                0.0004047364127182998,
                0.0006392080543594396
              ],
              "gross_return": -0.038072086309051706,
              "turnover": 0.12524490277279965,
              "cost": 6.262245138639983e-05,
              "net_return": -0.03813232459306404,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012773344228008649,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002612486716406052,
                0.0002179286657139594,
                0.000370838464400545
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0030317644202795405,
                  -0.0974614657616354,
                  0.33113304509303176,
                  -0.2813726318858844
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.012516093595345935,
                0.0023057298290726476,
                0.0038746744409814313
              ],
              "feature_contributions": [
                [
                  5.497773426762046e-05,
                  -0.00189528019675645,
                  -0.003187696020379232,
                  0.005285249115530777
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.4155295549554769
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.00010634998338100374,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026124928651137685,
                0.00022016244803935847,
                0.00036825172597601335
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  -0.0003446323752683714,
                  -0.08355522247383122,
                  0.32568378154558963,
                  -0.28715700304524605
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.013153241710174369,
                0.0020754213531283764,
                0.0036895751635744427
              ],
              "feature_contributions": [
                [
                  1.4928130265922457e-05,
                  -0.001404212851522297,
                  -0.003918530635983025,
                  -0.007739076369553964
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  0.0
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.924426384417604
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                -0.018147688964520743,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026398822075870496,
                0.00022055735921474738,
                0.0003753554842069349
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.002748227345643732,
                  -0.08807064372933683,
                  0.32427673597648193,
                  -0.2783323558434801
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01236075434663782,
                0.0018882550483344705,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0001252186256555882,
                  -0.005383093524689687,
                  0.005041740986698027,
                  -0.0302923093988225
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                -0.0028757832681340183,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026388928629020618,
                0.00021736613462654768,
                0.00037823343578647424
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.012332629941648769,
                  -0.09318136123222442,
                  0.3242717190988456,
                  -0.28289717075285975
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.011600842174635868,
                0.0019622614099607505,
                0.0030762306184562707
              ],
              "feature_contributions": [
                [
                  4.156050053695452e-05,
                  0.0022368623278249435,
                  0.021182236551726664,
                  -0.03793728482285845
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.005293367938492536,
                0.001271645655854434,
                0.002694371807954959
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0026866478321195676,
                0.00027057652300978367,
                0.00038956327089434894
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.023881188101117747,
                  -0.036599902002747264,
                  0.2824855294077343,
                  -0.19975900277417383
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                7,
                1,
                1
              ],
              "base_return": [
                0.012136828590815099,
                0.001271645655854434,
                0.002694371807954959
              ],
              "feature_contributions": [
                [
                  -0.00011309740030320885,
                  0.0005470992894456442,
                  0.018572906918617977,
                  -0.025850369460082977
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                -0.006322466749372587,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027561643493891155,
                0.00030004202867906085,
                0.000486303489134577
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.025368006619692195,
                  -0.060966240030876216,
                  0.3025948289712441,
                  -0.3096111894886893
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.01099555294768845,
                0.0007485961137346208,
                0.001772960507766217
              ],
              "feature_contributions": [
                [
                  -5.1691417103217955e-05,
                  -0.0018295197189525697,
                  0.031356788265958106,
                  -0.04679359682696336
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.02834207777697844,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027147112133002727,
                0.00029587163455175816,
                0.0004825496622222629
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.031763010405332685,
                  -0.058504288273716655,
                  0.31953415702128724,
                  -0.3415520343563064
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                8,
                1,
                1
              ],
              "base_return": [
                0.010730512990878696,
                0.00083324005488101,
                0.0019702001559412747
              ],
              "feature_contributions": [
                [
                  -9.535645155157293e-05,
                  -0.0022814862026870435,
                  0.04638286241369285,
                  -0.02639445497335449
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.0160962185739619,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.002726828127038407,
                0.00029187150472261827,
                0.0004812778595180613
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.02819145378739861,
                  -0.07023268916315167,
                  0.30755560241508817,
                  -0.39386719146738747
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.009857807439204724,
                0.0009117884156888554,
                0.001736987807305644
              ],
              "feature_contributions": [
                [
                  -0.000532675207560377,
                  -0.004198422235967231,
                  0.03179954564977401,
                  -0.020830037071489223
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.03338879761781488,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027218366133291783,
                0.0002962438658718911,
                0.0004893645807927067
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.02580268024385056,
                  -0.057748921807013735,
                  0.3514227951416271,
                  -0.38521389939448325
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.010625990167007394,
                0.0011815628154284502,
                0.0020973202574968
              ],
              "feature_contributions": [
                [
                  0.00036880357316104967,
                  0.00475063044680387,
                  0.029058719043461842,
                  -0.011415345612619273
                ],
                [
                  -0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.02068569233759992,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                0.01,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0027199975545543357,
                0.00033490999485280684,
                0.0005267022426808205
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.030598293852900194,
                  -0.07426367578972207,
                  0.3346760531303873,
                  -0.3931539987253477
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.010114074259425846,
                0.000587080944861073,
                0.0014903942727466238
              ],
              "feature_contributions": [
                [
                  6.647461448025838e-05,
                  -0.003949409480249189,
                  0.03612911375810331,
                  -0.021674560814160297
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.020789557410719906,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028440936368952312,
                0.0003431463005863599,
                0.0005416434100683052
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.008580096154545185,
                  -0.010930314497968491,
                  0.2426471481468448,
                  -0.3262859384656041
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                9,
                1,
                1
              ],
              "base_return": [
                0.009208372845907958,
                0.00026590477969028355,
                0.0010671108897807083
              ],
              "feature_contributions": [
                [
                  -4.441292944692473e-05,
                  -0.0005912250783901932,
                  0.02989605622068996,
                  -0.017679233648040894
                ],
                [
                  0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.008982679621655549,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                0.1,
                1.0,
                1.0
              ],
              "l1_ratio": [
                0.2,
                0.8,
                0.8
              ],
              "validation_mse": [
                0.0028142309724515,
                0.0003488796558651228,
                0.0005394727921573315
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr"
              ],
              "nonzero_features": [
                4,
                0,
                0
              ],
              "coefficients": [
                [
                  0.007538740865114412,
                  -0.002959186835132134,
                  0.2593211896307156,
                  -0.3228474945712285
                ],
                [
                  -0.0,
                  -0.0,
                  -0.0,
                  -0.0
                ],
                [
                  0.0,
                  0.0,
                  0.0,
                  -0.0
                ]
              ],
              "iterations": [
                10,
                1,
                1
              ],
              "base_return": [
                0.009644029530207699,
                -2.574867835005561e-05,
                0.0008524269187974868
              ],
              "feature_contributions": [
                [
                  -2.258005367954564e-05,
                  0.00017518221351492286,
                  0.02253197068564624,
                  -0.023345922754033768
                ],
                [
                  0.0,
                  0.0,
                  -0.0,
                  -0.0
                ],
                [
                  -0.0,
                  -0.0,
                  0.0,
                  -0.0
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "ridge_lags": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1682921446340241,
            "annualized_return": -0.1682921446340241,
            "annualized_volatility": 0.1405243097485566,
            "sharpe_zero_rf": -1.2369030337626965,
            "maximum_drawdown": -0.21543947131450458,
            "average_turnover": 0.020342787373062565,
            "cost_bps_sum": 1.220567242383754,
            "end_value": 83.17078553659759,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.06011618414577243,
              "rmse": 0.06317420937130576,
              "oos_r2_vs_mean": 0.0033411004903992625,
              "forecast_min": 0.008646376720618312,
              "forecast_max": 0.012993782924326644,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.02825520918916441,
              "rmse": 0.03343746003971479,
              "oos_r2_vs_mean": -0.011869111049567893,
              "forecast_min": -0.0012574316042070145,
              "forecast_max": 0.002055375647795775,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03629352212650317,
              "rmse": 0.041372113409510566,
              "oos_r2_vs_mean": -0.0017061535205089573,
              "forecast_min": 0.0005410939426284448,
              "forecast_max": 0.004008850268782959,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99975110329238
            },
            {
              "date": "2022-01-04",
              "wealth": 100.00349442255592
            },
            {
              "date": "2022-01-05",
              "wealth": 98.84987098056776
            },
            {
              "date": "2022-01-06",
              "wealth": 98.71390014283351
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32519801537906
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23325212360498
            },
            {
              "date": "2022-01-11",
              "wealth": 98.78416130650622
            },
            {
              "date": "2022-01-12",
              "wealth": 98.8832779141055
            },
            {
              "date": "2022-01-13",
              "wealth": 98.44457770627899
            },
            {
              "date": "2022-01-14",
              "wealth": 98.0185583230621
            },
            {
              "date": "2022-01-18",
              "wealth": 96.76572253691454
            },
            {
              "date": "2022-01-19",
              "wealth": 96.42000227076937
            },
            {
              "date": "2022-01-20",
              "wealth": 95.97246451730084
            },
            {
              "date": "2022-01-21",
              "wealth": 95.48466756392175
            },
            {
              "date": "2022-01-24",
              "wealth": 95.53555002355577
            },
            {
              "date": "2022-01-25",
              "wealth": 94.90727051857766
            },
            {
              "date": "2022-01-26",
              "wealth": 94.4319005979946
            },
            {
              "date": "2022-01-27",
              "wealth": 94.39025241214362
            },
            {
              "date": "2022-01-28",
              "wealth": 95.48213936287026
            },
            {
              "date": "2022-01-31",
              "wealth": 96.2479634986608
            },
            {
              "date": "2022-02-01",
              "wealth": 96.56434129241548
            },
            {
              "date": "2022-02-01",
              "wealth": 96.56379728731261
            },
            {
              "date": "2022-02-02",
              "wealth": 97.02068951854397
            },
            {
              "date": "2022-02-03",
              "wealth": 95.65311132729632
            },
            {
              "date": "2022-02-04",
              "wealth": 95.3614197459379
            },
            {
              "date": "2022-02-07",
              "wealth": 95.29260884574586
            },
            {
              "date": "2022-02-08",
              "wealth": 95.44844925092707
            },
            {
              "date": "2022-02-09",
              "wealth": 96.20576542036586
            },
            {
              "date": "2022-02-10",
              "wealth": 94.79807023723676
            },
            {
              "date": "2022-02-11",
              "wealth": 94.41624176432673
            },
            {
              "date": "2022-02-14",
              "wealth": 93.8484352181923
            },
            {
              "date": "2022-02-15",
              "wealth": 94.28891850799083
            },
            {
              "date": "2022-02-16",
              "wealth": 94.42498315527465
            },
            {
              "date": "2022-02-17",
              "wealth": 93.66044963609451
            },
            {
              "date": "2022-02-18",
              "wealth": 93.53935382561217
            },
            {
              "date": "2022-02-22",
              "wealth": 93.05809082494676
            },
            {
              "date": "2022-02-23",
              "wealth": 91.94223499979971
            },
            {
              "date": "2022-02-24",
              "wealth": 92.73830916048851
            },
            {
              "date": "2022-02-25",
              "wealth": 93.7516321133912
            },
            {
              "date": "2022-02-28",
              "wealth": 94.22333046481398
            },
            {
              "date": "2022-03-01",
              "wealth": 93.90966049066682
            },
            {
              "date": "2022-03-01",
              "wealth": 93.90939387782102
            },
            {
              "date": "2022-03-02",
              "wealth": 93.84203062274933
            },
            {
              "date": "2022-03-03",
              "wealth": 93.84332541227175
            },
            {
              "date": "2022-03-04",
              "wealth": 93.7451784304194
            },
            {
              "date": "2022-03-07",
              "wealth": 92.06653695467234
            },
            {
              "date": "2022-03-08",
              "wealth": 91.44253968649535
            },
            {
              "date": "2022-03-09",
              "wealth": 92.41981322005111
            },
            {
              "date": "2022-03-10",
              "wealth": 91.77984229904573
            },
            {
              "date": "2022-03-11",
              "wealth": 91.25312539717153
            },
            {
              "date": "2022-03-14",
              "wealth": 90.25145207625398
            },
            {
              "date": "2022-03-15",
              "wealth": 91.34811734559986
            },
            {
              "date": "2022-03-16",
              "wealth": 92.47646359018859
            },
            {
              "date": "2022-03-17",
              "wealth": 93.26031183397566
            },
            {
              "date": "2022-03-18",
              "wealth": 93.8355629930006
            },
            {
              "date": "2022-03-21",
              "wealth": 93.11946166137116
            },
            {
              "date": "2022-03-22",
              "wealth": 93.42528619451616
            },
            {
              "date": "2022-03-23",
              "wealth": 93.10076053844945
            },
            {
              "date": "2022-03-24",
              "wealth": 93.63455654252388
            },
            {
              "date": "2022-03-25",
              "wealth": 93.39104671934895
            },
            {
              "date": "2022-03-28",
              "wealth": 93.91179703523714
            },
            {
              "date": "2022-03-29",
              "wealth": 94.80556566846651
            },
            {
              "date": "2022-03-30",
              "wealth": 94.68744260511822
            },
            {
              "date": "2022-03-31",
              "wealth": 93.98523512506054
            },
            {
              "date": "2022-04-01",
              "wealth": 94.08475479089886
            },
            {
              "date": "2022-04-01",
              "wealth": 94.08348451973478
            },
            {
              "date": "2022-04-04",
              "wealth": 94.53547099399483
            },
            {
              "date": "2022-04-05",
              "wealth": 93.19892682049756
            },
            {
              "date": "2022-04-06",
              "wealth": 92.53000138274982
            },
            {
              "date": "2022-04-07",
              "wealth": 92.53989406262531
            },
            {
              "date": "2022-04-08",
              "wealth": 92.08166487317216
            },
            {
              "date": "2022-04-11",
              "wealth": 90.98426001611051
            },
            {
              "date": "2022-04-12",
              "wealth": 90.95345752320993
            },
            {
              "date": "2022-04-13",
              "wealth": 91.61542421689516
            },
            {
              "date": "2022-04-14",
              "wealth": 90.5691931002493
            },
            {
              "date": "2022-04-18",
              "wealth": 90.29495246089782
            },
            {
              "date": "2022-04-19",
              "wealth": 90.56878326907642
            },
            {
              "date": "2022-04-20",
              "wealth": 91.00560286256977
            },
            {
              "date": "2022-04-21",
              "wealth": 89.96487439926487
            },
            {
              "date": "2022-04-22",
              "wealth": 88.84162305457309
            },
            {
              "date": "2022-04-25",
              "wealth": 89.52833459591409
            },
            {
              "date": "2022-04-26",
              "wealth": 88.51211290847715
            },
            {
              "date": "2022-04-27",
              "wealth": 88.2159040461686
            },
            {
              "date": "2022-04-28",
              "wealth": 89.23995315575443
            },
            {
              "date": "2022-04-29",
              "wealth": 87.35532620821364
            },
            {
              "date": "2022-05-02",
              "wealth": 87.25702500573438
            },
            {
              "date": "2022-05-02",
              "wealth": 87.25625057967709
            },
            {
              "date": "2022-05-03",
              "wealth": 87.64151904983036
            },
            {
              "date": "2022-05-04",
              "wealth": 89.22961257295607
            },
            {
              "date": "2022-05-05",
              "wealth": 87.16558299048872
            },
            {
              "date": "2022-05-06",
              "wealth": 86.57764455616508
            },
            {
              "date": "2022-05-09",
              "wealth": 85.6059671769647
            },
            {
              "date": "2022-05-10",
              "wealth": 85.87930627465444
            },
            {
              "date": "2022-05-11",
              "wealth": 85.55016843634169
            },
            {
              "date": "2022-05-12",
              "wealth": 85.5920365928329
            },
            {
              "date": "2022-05-13",
              "wealth": 86.20243411451541
            },
            {
              "date": "2022-05-16",
              "wealth": 86.17481207792078
            },
            {
              "date": "2022-05-17",
              "wealth": 86.61853503932863
            },
            {
              "date": "2022-05-18",
              "wealth": 85.34331857064599
            },
            {
              "date": "2022-05-19",
              "wealth": 85.2712231224582
            },
            {
              "date": "2022-05-20",
              "wealth": 85.52327494656728
            },
            {
              "date": "2022-05-23",
              "wealth": 85.97134507008955
            },
            {
              "date": "2022-05-24",
              "wealth": 86.24496470040533
            },
            {
              "date": "2022-05-25",
              "wealth": 86.91031073897562
            },
            {
              "date": "2022-05-26",
              "wealth": 87.64368260507379
            },
            {
              "date": "2022-05-27",
              "wealth": 88.74959352560576
            },
            {
              "date": "2022-05-31",
              "wealth": 88.0999617449606
            },
            {
              "date": "2022-06-01",
              "wealth": 87.50389287393622
            },
            {
              "date": "2022-06-01",
              "wealth": 87.50333095813822
            },
            {
              "date": "2022-06-02",
              "wealth": 88.27870316094213
            },
            {
              "date": "2022-06-03",
              "wealth": 87.50397319292858
            },
            {
              "date": "2022-06-06",
              "wealth": 87.26691743078469
            },
            {
              "date": "2022-06-07",
              "wealth": 87.87126708166583
            },
            {
              "date": "2022-06-08",
              "wealth": 87.20649260942535
            },
            {
              "date": "2022-06-09",
              "wealth": 86.08125368700827
            },
            {
              "date": "2022-06-10",
              "wealth": 84.51618069314524
            },
            {
              "date": "2022-06-13",
              "wealth": 82.12514577500089
            },
            {
              "date": "2022-06-14",
              "wealth": 81.72149407065679
            },
            {
              "date": "2022-06-15",
              "wealth": 82.9186328046537
            },
            {
              "date": "2022-06-16",
              "wealth": 81.89696321830931
            },
            {
              "date": "2022-06-17",
              "wealth": 82.03311449507855
            },
            {
              "date": "2022-06-21",
              "wealth": 82.5207569903902
            },
            {
              "date": "2022-06-22",
              "wealth": 82.9046814772721
            },
            {
              "date": "2022-06-23",
              "wealth": 83.57665182630734
            },
            {
              "date": "2022-06-24",
              "wealth": 84.67387618699746
            },
            {
              "date": "2022-06-27",
              "wealth": 84.16444377519248
            },
            {
              "date": "2022-06-28",
              "wealth": 83.43273397828044
            },
            {
              "date": "2022-06-29",
              "wealth": 83.72771167246783
            },
            {
              "date": "2022-06-30",
              "wealth": 83.67292351804252
            },
            {
              "date": "2022-07-01",
              "wealth": 84.61854692442904
            },
            {
              "date": "2022-07-01",
              "wealth": 84.61558537846884
            },
            {
              "date": "2022-07-05",
              "wealth": 84.7569952491241
            },
            {
              "date": "2022-07-06",
              "wealth": 84.5899492110222
            },
            {
              "date": "2022-07-07",
              "wealth": 85.04977371181438
            },
            {
              "date": "2022-07-08",
              "wealth": 84.85403014994584
            },
            {
              "date": "2022-07-11",
              "wealth": 84.62889418222143
            },
            {
              "date": "2022-07-12",
              "wealth": 84.3655357252689
            },
            {
              "date": "2022-07-13",
              "wealth": 84.43749903003581
            },
            {
              "date": "2022-07-14",
              "wealth": 84.06925697400555
            },
            {
              "date": "2022-07-15",
              "wealth": 85.07856215709626
            },
            {
              "date": "2022-07-18",
              "wealth": 84.51668596709607
            },
            {
              "date": "2022-07-19",
              "wealth": 85.54868707968188
            },
            {
              "date": "2022-07-20",
              "wealth": 85.7568483450966
            },
            {
              "date": "2022-07-21",
              "wealth": 86.74269879298016
            },
            {
              "date": "2022-07-22",
              "wealth": 86.79578209436475
            },
            {
              "date": "2022-07-25",
              "wealth": 86.55272265782698
            },
            {
              "date": "2022-07-26",
              "wealth": 86.07818634377374
            },
            {
              "date": "2022-07-27",
              "wealth": 87.32711329332544
            },
            {
              "date": "2022-07-28",
              "wealth": 88.25799542653245
            },
            {
              "date": "2022-07-29",
              "wealth": 88.93194558556189
            },
            {
              "date": "2022-08-01",
              "wealth": 88.98013899512175
            },
            {
              "date": "2022-08-01",
              "wealth": 88.97959212736437
            },
            {
              "date": "2022-08-02",
              "wealth": 88.0931043023305
            },
            {
              "date": "2022-08-03",
              "wealth": 89.1076730115883
            },
            {
              "date": "2022-08-04",
              "wealth": 89.22687164139195
            },
            {
              "date": "2022-08-05",
              "wealth": 88.499107623516
            },
            {
              "date": "2022-08-08",
              "wealth": 88.67494739202179
            },
            {
              "date": "2022-08-09",
              "wealth": 88.33042464281282
            },
            {
              "date": "2022-08-10",
              "wealth": 89.46320400422273
            },
            {
              "date": "2022-08-11",
              "wealth": 89.07589254598314
            },
            {
              "date": "2022-08-12",
              "wealth": 90.17774674804956
            },
            {
              "date": "2022-08-15",
              "wealth": 90.40564969055454
            },
            {
              "date": "2022-08-16",
              "wealth": 90.3678042085425
            },
            {
              "date": "2022-08-17",
              "wealth": 89.67470722714778
            },
            {
              "date": "2022-08-18",
              "wealth": 89.90672633488258
            },
            {
              "date": "2022-08-19",
              "wealth": 88.83950455673138
            },
            {
              "date": "2022-08-22",
              "wealth": 87.68465836547523
            },
            {
              "date": "2022-08-23",
              "wealth": 87.55931513114602
            },
            {
              "date": "2022-08-24",
              "wealth": 87.5506303034314
            },
            {
              "date": "2022-08-25",
              "wealth": 88.53341517973405
            },
            {
              "date": "2022-08-26",
              "wealth": 86.91254119003484
            },
            {
              "date": "2022-08-29",
              "wealth": 86.33769615175441
            },
            {
              "date": "2022-08-30",
              "wealth": 85.91315481750809
            },
            {
              "date": "2022-08-31",
              "wealth": 85.25845310046861
            },
            {
              "date": "2022-09-01",
              "wealth": 85.07424922133382
            },
            {
              "date": "2022-09-01",
              "wealth": 85.07387468629265
            },
            {
              "date": "2022-09-02",
              "wealth": 84.78487547359055
            },
            {
              "date": "2022-09-06",
              "wealth": 84.0719747178222
            },
            {
              "date": "2022-09-07",
              "wealth": 85.24538150895667
            },
            {
              "date": "2022-09-08",
              "wealth": 85.37511530069
            },
            {
              "date": "2022-09-09",
              "wealth": 86.06148167550292
            },
            {
              "date": "2022-09-12",
              "wealth": 86.39856479467026
            },
            {
              "date": "2022-09-13",
              "wealth": 84.3040586028669
            },
            {
              "date": "2022-09-14",
              "wealth": 84.58173563396096
            },
            {
              "date": "2022-09-15",
              "wealth": 83.94197023832497
            },
            {
              "date": "2022-09-16",
              "wealth": 83.60116362059838
            },
            {
              "date": "2022-09-19",
              "wealth": 83.88780879882185
            },
            {
              "date": "2022-09-20",
              "wealth": 83.06776519250545
            },
            {
              "date": "2022-09-21",
              "wealth": 82.55998082681538
            },
            {
              "date": "2022-09-22",
              "wealth": 81.59494625229566
            },
            {
              "date": "2022-09-23",
              "wealth": 80.91610036489837
            },
            {
              "date": "2022-09-26",
              "wealth": 79.80401478802482
            },
            {
              "date": "2022-09-27",
              "wealth": 79.2239890882587
            },
            {
              "date": "2022-09-28",
              "wealth": 80.84788684656296
            },
            {
              "date": "2022-09-29",
              "wealth": 79.7966977793285
            },
            {
              "date": "2022-09-30",
              "wealth": 79.11821229389176
            },
            {
              "date": "2022-10-03",
              "wealth": 80.73769820741894
            },
            {
              "date": "2022-10-03",
              "wealth": 80.73734381642176
            },
            {
              "date": "2022-10-04",
              "wealth": 82.03786315635926
            },
            {
              "date": "2022-10-05",
              "wealth": 81.57930263088191
            },
            {
              "date": "2022-10-06",
              "wealth": 81.02083803406802
            },
            {
              "date": "2022-10-07",
              "wealth": 79.63651340875262
            },
            {
              "date": "2022-10-10",
              "wealth": 79.03218488257347
            },
            {
              "date": "2022-10-11",
              "wealth": 78.80388819855827
            },
            {
              "date": "2022-10-12",
              "wealth": 78.7218836713289
            },
            {
              "date": "2022-10-13",
              "wealth": 79.63240016838132
            },
            {
              "date": "2022-10-14",
              "wealth": 78.45879445455746
            },
            {
              "date": "2022-10-17",
              "wealth": 79.51866479649354
            },
            {
              "date": "2022-10-18",
              "wealth": 80.14033451992735
            },
            {
              "date": "2022-10-19",
              "wealth": 79.35483667133724
            },
            {
              "date": "2022-10-20",
              "wealth": 78.70019204597702
            },
            {
              "date": "2022-10-21",
              "wealth": 79.70654565516443
            },
            {
              "date": "2022-10-24",
              "wealth": 80.13425690078842
            },
            {
              "date": "2022-10-25",
              "wealth": 81.2881172403081
            },
            {
              "date": "2022-10-26",
              "wealth": 81.19784394191701
            },
            {
              "date": "2022-10-27",
              "wealth": 81.23648988188232
            },
            {
              "date": "2022-10-28",
              "wealth": 82.09753313109266
            },
            {
              "date": "2022-10-31",
              "wealth": 81.59952892778755
            },
            {
              "date": "2022-11-01",
              "wealth": 81.58894133668231
            },
            {
              "date": "2022-11-01",
              "wealth": 81.58656632393141
            },
            {
              "date": "2022-11-02",
              "wealth": 80.51775721242413
            },
            {
              "date": "2022-11-03",
              "wealth": 79.9725183937617
            },
            {
              "date": "2022-11-04",
              "wealth": 80.48049960069048
            },
            {
              "date": "2022-11-07",
              "wealth": 80.66400788953436
            },
            {
              "date": "2022-11-08",
              "wealth": 81.09900596335835
            },
            {
              "date": "2022-11-09",
              "wealth": 80.36404808788076
            },
            {
              "date": "2022-11-10",
              "wealth": 83.5793074816867
            },
            {
              "date": "2022-11-11",
              "wealth": 83.96012018632838
            },
            {
              "date": "2022-11-14",
              "wealth": 83.46366723028252
            },
            {
              "date": "2022-11-15",
              "wealth": 84.27697217525636
            },
            {
              "date": "2022-11-16",
              "wealth": 84.35478277516873
            },
            {
              "date": "2022-11-17",
              "wealth": 83.95695081806596
            },
            {
              "date": "2022-11-18",
              "wealth": 84.04609119066482
            },
            {
              "date": "2022-11-21",
              "wealth": 83.85866224254599
            },
            {
              "date": "2022-11-22",
              "wealth": 84.70528208379584
            },
            {
              "date": "2022-11-23",
              "wealth": 85.30769499973907
            },
            {
              "date": "2022-11-25",
              "wealth": 85.3167806833672
            },
            {
              "date": "2022-11-28",
              "wealth": 84.53806530629413
            },
            {
              "date": "2022-11-29",
              "wealth": 84.25828984683785
            },
            {
              "date": "2022-11-30",
              "wealth": 85.94227140395145
            },
            {
              "date": "2022-12-01",
              "wealth": 86.4656208831687
            },
            {
              "date": "2022-12-01",
              "wealth": 86.46533979690686
            },
            {
              "date": "2022-12-02",
              "wealth": 86.61478606478639
            },
            {
              "date": "2022-12-05",
              "wealth": 85.47157234365821
            },
            {
              "date": "2022-12-06",
              "wealth": 85.13710908230259
            },
            {
              "date": "2022-12-07",
              "wealth": 85.54634114290575
            },
            {
              "date": "2022-12-08",
              "wealth": 85.62986174187901
            },
            {
              "date": "2022-12-09",
              "wealth": 84.99155718226658
            },
            {
              "date": "2022-12-12",
              "wealth": 85.46875028818053
            },
            {
              "date": "2022-12-13",
              "wealth": 86.17728147887124
            },
            {
              "date": "2022-12-14",
              "wealth": 86.01808537619875
            },
            {
              "date": "2022-12-15",
              "wealth": 85.15108136312892
            },
            {
              "date": "2022-12-16",
              "wealth": 84.54739894440976
            },
            {
              "date": "2022-12-19",
              "wealth": 83.79993912040209
            },
            {
              "date": "2022-12-20",
              "wealth": 83.39764039663483
            },
            {
              "date": "2022-12-21",
              "wealth": 84.13509717619897
            },
            {
              "date": "2022-12-22",
              "wealth": 83.59257501110058
            },
            {
              "date": "2022-12-23",
              "wealth": 83.62451306004252
            },
            {
              "date": "2022-12-27",
              "wealth": 82.97911883179401
            },
            {
              "date": "2022-12-28",
              "wealth": 82.3959908677221
            },
            {
              "date": "2022-12-29",
              "wealth": 83.32563523586707
            },
            {
              "date": "2022-12-30",
              "wealth": 82.98412568929498
            },
            {
              "date": "2023-01-03",
              "wealth": 83.17078553659759
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.2,
                0.35000000000000003
              ],
              "forecast": [
                0.012993782924326644,
                0.002002614663612838,
                0.004008850268782959
              ],
              "posterior": [
                0.0032277142116272665,
                2.2255869141786898e-05,
                0.0012460506481671958
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0034050649448700587,
                0.00024570094510968686,
                0.0004474561725554159
              ],
              "gross_return": -0.034354183615201137,
              "turnover": 0.004977934152392005,
              "cost": 2.488967076196003e-06,
              "net_return": -0.034356587075845435,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.44,
                0.21,
                0.3500000000000001
              ],
              "forecast": [
                0.012279018214169692,
                0.0017407747887104052,
                0.002769158312086186
              ],
              "posterior": [
                0.003275476310141142,
                8.643784170935116e-05,
                0.0012669117067884033
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.0033738171901591227,
                0.0002502174990681923,
                0.0004444859238829783
              ],
              "gross_return": -0.02748583704458893,
              "turnover": 0.011267204758715177,
              "cost": 5.6336023793575885e-06,
              "net_return": -0.027491315802691374,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.43,
                0.22,
                0.3500000000000001
              ],
              "forecast": [
                0.010299706715214954,
                0.002055375647795775,
                0.0028999753688480874
              ],
              "posterior": [
                0.0032897115866095394,
                0.00012649883519047668,
                0.0013201166581492164
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.003409577075273269,
                0.00025137309188124376,
                0.0004546923408017435
              ],
              "gross_return": 0.0018673415495150617,
              "turnover": 0.005678070699395271,
              "cost": 2.8390353496976355e-06,
              "net_return": 0.0018644972127166426,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.44,
                0.22,
                0.3400000000000001
              ],
              "forecast": [
                0.010803900758541297,
                0.0017557963186061825,
                0.002354849650996686
              ],
              "posterior": [
                0.0032531153515289414,
                0.00012310528185642056,
                0.001294490075549442
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003433496260399944,
                0.0002462093342502424,
                0.00045709414438591746
              ],
              "gross_return": -0.07255746902707993,
              "turnover": 0.027002699149330733,
              "cost": 1.3501349574665368e-05,
              "net_return": -0.07256999075290105,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.011625062176764447,
                0.0005184384405111374,
                0.0010533217273398373
              ],
              "posterior": [
                0.00327973661419967,
                1.6884248957346678e-05,
                0.0011917620151570374
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0033983233188258632,
                0.0003176651035173977,
                0.0004703233724541504
              ],
              "gross_return": 0.002838103776106992,
              "turnover": 0.017750457507165557,
              "cost": 8.875228753582778e-06,
              "net_return": 0.0028292033585330945,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.44,
                0.23,
                0.33000000000000007
              ],
              "forecast": [
                0.01023395009773973,
                0.0003787550517255651,
                0.001281266069473333
              ],
              "posterior": [
                0.003631904050473689,
                0.00029974300997793985,
                0.001566217710870586
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.003533710966409655,
                0.0003543085664992135,
                0.0005882899010280691
              ],
              "gross_return": -0.03296770536757374,
              "turnover": 0.012843218274090129,
              "cost": 6.421609137045065e-06,
              "net_return": -0.03297391527099269,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.46,
                0.24,
                0.30000000000000004
              ],
              "forecast": [
                0.012499736596927047,
                -0.0005692745984470256,
                0.001886465380314934
              ],
              "posterior": [
                0.003985319529139562,
                0.0002597827482159644,
                0.0016461649123175423
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.0034733763204332913,
                0.0003481562294515913,
                0.0005833392834194773
              ],
              "gross_return": 0.05158096581298981,
              "turnover": 0.069997561240224,
              "cost": 3.4998780620112e-05,
              "net_return": 0.051544161761462925,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.010568955429137675,
                0.0010182775887409828,
                0.002951332549223617
              ],
              "posterior": [
                0.003957405713715577,
                0.0003569260537056656,
                0.0017290265022603733
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.003521066679617239,
                0.00034214052024941256,
                0.0005784648475421256
              ],
              "gross_return": -0.04389032150698649,
              "turnover": 0.012291906116530832,
              "cost": 6.145953058265416e-06,
              "net_return": -0.043896197712189,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.01176839253299171,
                0.00014009431952636511,
                0.0015159072463989615
              ],
              "posterior": [
                0.004400080373775424,
                0.0004998262091376305,
                0.00191845035077063
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0035333060080967294,
                0.0003477160826051276,
                0.0005879729203822633
              ],
              "gross_return": -0.05096954258711294,
              "turnover": 0.00880489794701364,
              "cost": 4.4024489735068205e-06,
              "net_return": -0.050973720645275944,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.46,
                0.25,
                0.29000000000000004
              ],
              "forecast": [
                0.011015488643155099,
                0.00021652618001733652,
                0.0013609400754801373
              ],
              "posterior": [
                0.004854421081892748,
                0.0007225322396114939,
                0.002176915099148499
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0035061569526407287,
                0.00039551848131013593,
                0.0006331180096361895
              ],
              "gross_return": 0.010547752502198804,
              "turnover": 0.008778823401105113,
              "cost": 4.389411700552556e-06,
              "net_return": 0.010543316792070101,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.45,
                0.27,
                0.28
              ],
              "forecast": [
                0.008646376720618312,
                -0.0012574316042070145,
                0.0005410939426284448
              ],
              "posterior": [
                0.004793025916841267,
                0.0006015107726407094,
                0.002020812323667039
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.0035705040500072084,
                0.00040268628155208544,
                0.0006460702604323994
              ],
              "gross_return": 0.05980218042104485,
              "turnover": 0.05821898683808083,
              "cost": 2.9109493419040413e-05,
              "net_return": 0.05977133011644842,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.27,
                0.28
              ],
              "forecast": [
                0.00955237682753546,
                -4.385001636343814e-05,
                0.0011611916606637813
              ],
              "posterior": [
                0.005005288103766476,
                0.000794919031296743,
                0.0023154308447148057
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0035313195879566666,
                0.0004071175417175332,
                0.0006395605148160942
              ],
              "gross_return": -0.038102600048153995,
              "turnover": 0.006501688392707483,
              "cost": 3.250844196353742e-06,
              "net_return": -0.038105727026734204,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.012993782924326644,
                0.002002614663612838,
                0.004008850268782959
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026665191704376735,
                0.00022000630689616115,
                0.0003747454723134134
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.0036680564991746632,
                  -0.005409318247534443,
                  0.028227936462057457,
                  -0.020618425930430208,
                  -0.008293551564802642,
                  0.001444866411325702,
                  0.0018545284488407105,
                  0.016228210106835422,
                  0.011285042514675278
                ],
                [
                  -0.0015671268513883882,
                  -0.0020964766290397278,
                  -0.00826710315651625,
                  0.012739320787143207,
                  -0.0001989342708065415,
                  0.010166403725864503,
                  0.006304491290259341,
                  -0.006358241136151673,
                  -0.005854330670997956
                ],
                [
                  0.003596169803154074,
                  0.006099102060963842,
                  0.02843424347843379,
                  -0.015824162007340725,
                  0.003614523938665816,
                  0.011554422584587646,
                  0.005481304271960754,
                  -0.004738133204547356,
                  0.010551459732452313
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01251609359534594,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -6.651619569822938e-05,
                  -0.0001051920743484343,
                  -0.0002717399608919669,
                  0.00038729252622067095,
                  -0.0003272591077204317,
                  -3.643364077471641e-05,
                  -2.3857583633039157e-05,
                  0.0003071584572167028,
                  0.0006142369086101479
                ],
                [
                  9.00702421717136e-06,
                  -1.2921600334195426e-05,
                  2.5223974966177977e-05,
                  -7.584303007918372e-05,
                  -2.487978320274753e-06,
                  -8.125087033743433e-05,
                  -2.5705662234260378e-05,
                  -3.8142981983470086e-05,
                  -0.00010099404135434061
                ],
                [
                  -2.556294497300984e-05,
                  4.6492799380502894e-05,
                  -0.00010729892343237018,
                  0.00011651548283705534,
                  5.5908984934807765e-05,
                  -0.00011420955338656065,
                  -2.7641154290811686e-05,
                  -3.51542980900849e-05,
                  0.00022512543482199965
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.046247672253258765,
                  -0.005240249624594351,
                  -0.00034141613077365296,
                  0.5444467293815566,
                  1.037414480593342
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.046247672253258765,
                  -0.005240249624594351,
                  -0.00034141613077365296,
                  0.5444467293815566,
                  1.037414480593342
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764,
                  0.8431651064357123,
                  -0.5388108214246088,
                  -0.27488711779195213,
                  0.40443924253749186,
                  1.1630386358589604
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024,
                  0.012444009953768414,
                  0.002471487013662244,
                  0.0041494439419377995,
                  0.09946365532192417,
                  0.03576551541958738
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891,
                  0.040091391403028524,
                  0.014312512539868564,
                  0.016337106332172148,
                  1.1002470266430244,
                  0.8612344717456343
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137,
                  -0.09578120175713006,
                  -0.027723917064556167,
                  -0.03827848434369142,
                  -2.0498163263717166,
                  -1.420506970763902
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874,
                  0.11260007996316355,
                  0.037707718969779876,
                  0.04087576817221234,
                  7.536650504111807,
                  4.025710500746424
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1630386358589604
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.012279018214169692,
                0.0017407747887104052,
                0.002769158312086186
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026656974635721298,
                0.00022216412703191408,
                0.0003722811291822555
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.00404854563321081,
                  -0.003956410967113841,
                  0.027591625524362593,
                  -0.02135101701087313,
                  -0.008814677344765202,
                  0.002175066394242111,
                  0.001479855201624868,
                  0.015411430919000076,
                  0.011398067576433978
                ],
                [
                  -0.0022568910560435912,
                  -0.0036362305714320157,
                  -0.007726707272429101,
                  0.013643734582339402,
                  0.0004944691667935926,
                  0.00922036694263629,
                  0.006715963990528334,
                  -0.005510516932211617,
                  -0.006062049109420874
                ],
                [
                  0.0030072051130935035,
                  0.004947851191042742,
                  0.028599745915403218,
                  -0.014996702874942503,
                  0.004085285357815607,
                  0.01093737938110101,
                  0.0058340553267961035,
                  -0.004074125170572622,
                  0.010330718963292787
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.013153241710174372,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.00017536720557097678,
                  -6.649067480689188e-05,
                  -0.0003319742524503064,
                  -0.0005754244175224146,
                  0.0006723622704224932,
                  -0.00016957895237233806,
                  -0.0001708820770694385,
                  -0.00028105824058379084,
                  0.0002241900539489822
                ],
                [
                  3.1053412695168745e-05,
                  -1.9411547280029022e-05,
                  2.953051156694569e-05,
                  0.000116802564779312,
                  -1.1980791981457294e-05,
                  -0.00022834790488676312,
                  -0.0002463400620443204,
                  3.1922367811205155e-05,
                  -3.7875115078033534e-05
                ],
                [
                  -5.0890774564725505e-05,
                  3.2486478738171895e-05,
                  -0.0001344361158416234,
                  -0.00015790365187889826,
                  -0.000121743555071161,
                  -0.00033314965900744776,
                  -0.00026319310108807834,
                  2.902781817740142e-05,
                  7.938570904810479e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  -0.05274118941298811,
                  -0.021130759097015117,
                  -0.035919459670401666,
                  -0.33022769549822584,
                  0.39637337422780367
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  -0.05274118941298811,
                  -0.021130759097015117,
                  -0.035919459670401666,
                  -0.33022769549822584,
                  0.39637337422780367
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702,
                  -1.6278706934647322,
                  -1.663881599583282,
                  -2.4643380365961933,
                  -0.3892031520287372,
                  0.4197668163349581
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234,
                  0.012193484769589627,
                  0.0025777923911545564,
                  0.004086269336159479,
                  0.08998425540122414,
                  0.03768431590145681
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443,
                  0.03988933177755777,
                  0.014248941447581043,
                  0.016233864190895692,
                  1.0796725275966501,
                  0.8544959829319297
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109,
                  -0.09541297333758772,
                  -0.027539757401363583,
                  -0.037964053506455084,
                  -2.042520401832961,
                  -1.4194649730865476
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626,
                  0.11241801322455208,
                  0.03768482572505568,
                  0.04077979440149736,
                  7.350726161951399,
                  3.9974420776384876
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.4643380365961933
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.010299706715214954,
                0.002055375647795775,
                0.0028999753688480874
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002692653937046758,
                0.00022235985183492109,
                0.00037944541985125496
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.004607641249827793,
                  -0.004508169154070177,
                  0.027517582746672088,
                  -0.020583410979208603,
                  -0.009946808003923883,
                  0.0029181686785686037,
                  0.0019428803646071749,
                  0.014549621813189337,
                  0.009398142195402954
                ],
                [
                  -0.0018827951808544107,
                  -0.0040363024131063316,
                  -0.0074896515924064025,
                  0.013916354303442768,
                  -0.0004449436340685559,
                  0.009706987879762095,
                  0.006985191606601538,
                  -0.005917933864489807,
                  -0.007306594084250529
                ],
                [
                  0.0035215686177941527,
                  0.004211319845386921,
                  0.02847365314020085,
                  -0.014233513282911302,
                  0.0026479177026777307,
                  0.011608881918773385,
                  0.006277849113304406,
                  -0.004587518327282943,
                  0.008171468192382974
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637828,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.00020993987478218907,
                  -0.00027555034406313964,
                  0.00042783372779110795,
                  -0.00224019608491347,
                  0.0004960016300016116,
                  -5.356383563999743e-05,
                  -0.0001438619601072791,
                  -0.0006421799149839303,
                  0.0001605292757100345
                ],
                [
                  -2.7110140688785437e-05,
                  -7.796449482565566e-05,
                  -3.6799233282651684e-05,
                  0.0004786373470781207,
                  7.011594364221352e-06,
                  -5.6306454487783446e-05,
                  -0.00016345215645593913,
                  8.254438534769894e-05,
                  -3.944024758792122e-05
                ],
                [
                  6.281898104124068e-05,
                  0.00010077607458501801,
                  0.00017331908365859127,
                  -0.0006064838712383115,
                  -5.1694258241879795e-05,
                  -8.342383050248604e-05,
                  -0.00018199072024490667,
                  7.927226771459707e-05,
                  5.4645044687765284e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.029517140721711077,
                  -0.003040959017962974,
                  -0.021314479149188825,
                  -0.8985805331744705,
                  0.359421557795235
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.029517140721711077,
                  -0.003040959017962974,
                  -0.021314479149188825,
                  -0.8985805331744705,
                  0.359421557795235
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223,
                  -1.0584060036314422,
                  -0.38959574322958707,
                  -1.5716391553165616,
                  -0.9368238518951391,
                  0.36254770526662733
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967,
                  0.01261105000330426,
                  0.002484417078992598,
                  0.004034937282495918,
                  0.09334808535681456,
                  0.04954411759976491
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412,
                  0.039803431367992505,
                  0.014182331796421843,
                  0.016129285368039096,
                  1.0588208407852473,
                  0.8547218357583531
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082,
                  -0.09504474491804536,
                  -0.027355597738171,
                  -0.03764962266921876,
                  -2.0352244772942045,
                  -1.418422975409193
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375,
                  0.11223594648594035,
                  0.03766193248033145,
                  0.040683820630782234,
                  7.164801819790726,
                  3.9691736545305116
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.010803900758541297,
                0.0017557963186061825,
                0.002354849650996686
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002714640297159256,
                0.00021920820273595008,
                0.00038152837214059385
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005741401888129455,
                  -0.005001638666681649,
                  0.02754531214713787,
                  -0.02113935282514113,
                  -0.007435143604915151,
                  0.005143233883282102,
                  0.004459511655041791,
                  0.014849026977984847,
                  0.008657069684523356
                ],
                [
                  -0.002435819774995335,
                  -0.0038565569535456224,
                  -0.007578823714036588,
                  0.01414036603828071,
                  -0.0011782824557225768,
                  0.00885411976610086,
                  0.005712761576562993,
                  -0.006049750812419085,
                  -0.007115487505902713
                ],
                [
                  0.004452882590989075,
                  0.0036592452623694194,
                  0.028505754387612225,
                  -0.014816335643468032,
                  0.004666409734743533,
                  0.013447838533257771,
                  0.008295820140046754,
                  -0.003962039414020318,
                  0.007502794371702646
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635863,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  1.9348309110341712e-05,
                  0.00012006668461314215,
                  0.001799328413261869,
                  -0.002834845067428691,
                  -0.00022564204507474447,
                  -0.0004991726810448203,
                  -0.0004099428725542083,
                  0.0006976713296106895,
                  0.0005362465134118561
                ],
                [
                  -2.569144612833572e-06,
                  2.8975322851299876e-05,
                  -0.00015494689383518565,
                  0.0005934943955774618,
                  -1.1191760474035439e-05,
                  -0.00026895415428534965,
                  -0.0001643616396794783,
                  -8.896285174201086e-05,
                  -0.00013794836515443592
                ],
                [
                  5.866494598445839e-06,
                  -3.4341090786526295e-05,
                  0.000727960207561511,
                  -0.0007767670779240689,
                  5.5363800773888874e-05,
                  -0.000510245734334447,
                  -0.0002981314043788203,
                  -7.277530481039147e-05,
                  0.00018168914184082325
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203,
                  0.0375902767512768,
                  -0.040608962051997044,
                  -0.028937465552051123,
                  1.1167671472247427,
                  1.1642363542051766
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124,
                  0.0375902767512768,
                  -0.02717143807497842,
                  -0.028937465552051123,
                  1.1167671472247427,
                  1.1642363542051766
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155,
                  0.6411752970811595,
                  -2.050504141078183,
                  -1.9421472409197615,
                  0.9926565109073298,
                  1.308698738088678
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134,
                  0.011825916536613156,
                  0.002201839852998148,
                  0.003514262117779191,
                  0.08609261308600787,
                  0.05339475412021572
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612,
                  0.04018302066837489,
                  0.014324905441318299,
                  0.016709200510699608,
                  1.0382992735288212,
                  0.8488138390866925
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055,
                  -0.094676516498503,
                  -0.02717143807497842,
                  -0.04081529061709445,
                  -2.0279285527554487,
                  -1.4173809777318385
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124,
                  0.11205387974732861,
                  0.03763903923560722,
                  0.04058784686006711,
                  6.9788774776300535,
                  3.9409052314225357
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.011625062176764447,
                0.0005184384405111374,
                0.0010533217273398373
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027050008422732186,
                0.00027271606625770635,
                0.00039230929214375144
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006781136751964702,
                  -0.0035242323993801648,
                  0.02771223643178848,
                  -0.018083980215942482,
                  -0.008332275182856206,
                  0.004757372858841532,
                  0.0029180484031954275,
                  0.013720146058085308,
                  0.009036226020545629
                ],
                [
                  -0.006550544335759322,
                  -0.00863720227675323,
                  -0.008215988499892376,
                  0.0038906297988017128,
                  0.0025904675534092073,
                  0.009474955903643128,
                  0.0107014432909195,
                  -0.0019817501883307763,
                  -0.008089703778136198
                ],
                [
                  0.002252147252245672,
                  0.001181413024620938,
                  0.027395454911554203,
                  -0.018267242280878816,
                  0.006305149962726611,
                  0.013835663608714067,
                  0.010666479750152556,
                  -0.002082276108392777,
                  0.00666849204951609
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815097,
                0.0012716456558544344,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -3.211435438222011e-05,
                  5.268060666931508e-05,
                  0.0018220288622693935,
                  -0.002340207767353667,
                  0.0009722112065770681,
                  -0.0004601373904203473,
                  -0.0003592398396628928,
                  5.102638078426077e-05,
                  -0.00021801411853155975
                ],
                [
                  1.0502136653569823e-05,
                  4.370819787307983e-05,
                  -0.00018287194377632508,
                  0.00017044485010522827,
                  -0.0001023242940321072,
                  -0.0003102423731470998,
                  -0.0004460031629055121,
                  -2.4951032441774597e-06,
                  6.60744771300468e-05
                ],
                [
                  -4.220963238612872e-06,
                  -6.988855754530486e-06,
                  0.0007128206745588755,
                  -0.0009355165534686743,
                  -0.000291145802358574,
                  -0.0005295883505261625,
                  -0.0005196742643798865,
                  -3.0647315658007076e-06,
                  -6.367123388175552e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094,
                  -0.08776895970966381,
                  -0.042282850974086905,
                  -0.06699282034555176,
                  0.1526604013228275,
                  -0.37317830492177806
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876,
                  -0.08776895970966381,
                  -0.026987278411785835,
                  -0.04054330000894485,
                  0.1526604013228275,
                  -0.37317830492177806
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015,
                  -2.4667050401720165,
                  -2.0447515097813898,
                  -2.6026286446654714,
                  0.07862419898105416,
                  -0.5100558546797
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592,
                  0.011335953494025136,
                  0.0021413454190399015,
                  0.0032207773031418885,
                  0.0722437849445539,
                  0.056713806242173315
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106,
                  0.04017704248773004,
                  0.014245556827557966,
                  0.016815336833316052,
                  1.0227972738730393,
                  0.8428334019102887
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274,
                  -0.09430828807896066,
                  -0.026987278411785835,
                  -0.04054330000894485,
                  -2.0206326282166924,
                  -1.4163389800544839
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876,
                  0.11187181300871714,
                  0.03761614599088302,
                  0.04049187308935213,
                  6.792953135469644,
                  3.9126368083145997
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                true,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.01023395009773973,
                0.0003787550517255651,
                0.001281266069473333
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028124808557535006,
                0.00030183589456601775,
                0.00048711995005260597
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006452351822969047,
                  -0.002420307280449077,
                  0.023898469152261338,
                  -0.023523527731563017,
                  -0.009568704483763983,
                  0.0095855962045944,
                  0.006581101391912336,
                  0.011091956194220244,
                  0.00587574391874978
                ],
                [
                  -0.006662692469649077,
                  -0.006956159515207169,
                  -0.011570041945207868,
                  -0.005104624277185352,
                  0.0005264525661758308,
                  0.015813858616118674,
                  0.014959577527479537,
                  -0.004742604769579678,
                  -0.011521204665455741
                ],
                [
                  0.0016113808769915381,
                  0.0029573717895330074,
                  0.019269405182734872,
                  -0.02840404160549844,
                  0.0029564274281298074,
                  0.021824077062670977,
                  0.01664496505786822,
                  -0.005898196754285354,
                  0.0005679789116860708
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688463,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -1.3147710593819163e-05,
                  -7.263035892099468e-05,
                  0.00247651038729153,
                  -0.0035552670897860566,
                  0.00010814052889126511,
                  0.00014235043511707694,
                  0.00029348779704448916,
                  -5.1266790659148904e-05,
                  -8.978004833307399e-05
                ],
                [
                  4.685412995473107e-06,
                  -7.204158004919499e-05,
                  -0.0004137814513275751,
                  -0.0002662561061297285,
                  -2.0533387723802317e-06,
                  8.104822987632646e-05,
                  0.00023023789668919175,
                  7.565034847461817e-06,
                  6.0754839861369735e-05
                ],
                [
                  -1.3929098620607562e-06,
                  3.764838238323087e-05,
                  0.0008470929983688524,
                  -0.0018211370627939055,
                  -1.4174093123710922e-05,
                  0.00013748909936641033,
                  0.0003148959436322059,
                  1.1564848639166687e-05,
                  -3.681644903071941e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812,
                  0.0022573111248493927,
                  0.0061841726831683985,
                  0.01863910380526601,
                  -0.014337009017437556,
                  -0.19853933569068016
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623,
                  0.0022573111248493927,
                  0.0061841726831683985,
                  0.01863910380526601,
                  -0.014337009017437556,
                  -0.19853933569068016
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163,
                  -0.23460541576925997,
                  0.308277873820306,
                  0.9257509212268624,
                  -0.0959468390826378,
                  -0.31719012744472513
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021,
                  0.011647018022709635,
                  0.0014747447684430061,
                  0.0028445158205800234,
                  0.08243078429347475,
                  0.06942317238961311
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795,
                  0.04002340213277618,
                  0.015276568040269082,
                  0.017061379710812518,
                  1.0085563447021682,
                  0.8448009092811046
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625,
                  -0.09394005965941832,
                  -0.04087513299676076,
                  -0.040271309400795256,
                  -2.013336703677936,
                  -1.4152969823771295
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623,
                  0.1116897462701054,
                  0.03759325274615879,
                  0.040395899318637005,
                  6.607028793308971,
                  3.8843683852066238
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.012499736596927047,
                -0.0005692745984470256,
                0.001886465380314934
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002775368618390088,
                0.0002978122428538561,
                0.00048425998222954944
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006513165371082433,
                  -0.002289663614703441,
                  0.023159132872006164,
                  -0.024416704473487864,
                  -0.008144982508065023,
                  0.010324610026807004,
                  0.003657253722348625,
                  0.011094355204369,
                  0.006202796137074751
                ],
                [
                  -0.006855549060985197,
                  -0.007143147670055013,
                  -0.010572891292161934,
                  -0.006673488715999771,
                  -0.0008212596284858765,
                  0.013746009550243375,
                  0.011556391056842011,
                  -0.004640142682136297,
                  -0.011830319775382165
                ],
                [
                  0.0015424406968734443,
                  0.0026918067644637203,
                  0.020448094964143855,
                  -0.02483358512103893,
                  0.0006795198972335885,
                  0.018241166441438205,
                  0.008008392630177804,
                  -0.005484608474822052,
                  0.00019760755718618324
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0107305129908787,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -1.955332099285944e-05,
                  -8.928979566934204e-05,
                  0.003361727846676283,
                  -0.0018868738640006849,
                  0.0008817153135262793,
                  -0.0002977342700248028,
                  -0.0003481699960729983,
                  -1.965950747010386e-05,
                  0.00018706120007657765
                ],
                [
                  7.101590988502019e-06,
                  -9.611800822090736e-05,
                  -0.0005295646805928653,
                  -0.0001779482578583345,
                  3.0676350403925374e-05,
                  -0.00013677817301902532,
                  -0.00037961509158001606,
                  2.8371800008835972e-06,
                  -0.00012310556345019753
                ],
                [
                  -1.9696894544759305e-06,
                  4.4651380038418646e-05,
                  0.0012625656520720459,
                  -0.0008163118540241111,
                  -3.128969034836086e-05,
                  -0.00022375288048196348,
                  -0.0003242966548578616,
                  4.13406267813563e-06,
                  2.534898751832503e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  -0.0824605416742874,
                  -0.008634906754673266,
                  -0.0362282627163969,
                  0.044640202922995156,
                  0.5920409422143341
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  -0.0824605416742874,
                  -0.008634906754673266,
                  -0.0362282627163969,
                  0.044640202922995156,
                  0.5920409422143341
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481,
                  -2.257439442623974,
                  -0.6013579412383137,
                  -1.9852451020577075,
                  -0.03695289330282917,
                  0.6288891320616523
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383,
                  0.010493182952344023,
                  0.0009495225125413261,
                  0.001803965051507332,
                  0.08117033312379685,
                  0.06396005724145062
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629,
                  0.04117661934646851,
                  0.01593797738411565,
                  0.019157446971401065,
                  0.9885594045759033,
                  0.8397042627238688
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724,
                  -0.09357183123987596,
                  -0.04227407853436776,
                  -0.06369966546439013,
                  -2.0060407791391803,
                  -1.414254984699775
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426,
                  0.11150767953149392,
                  0.03757035950143459,
                  0.04029992554792202,
                  6.421104451148563,
                  3.8560999620986878
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.010568955429137675,
                0.0010182775887409828,
                0.002951332549223617
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002822370848771777,
                0.00029386555745885466,
                0.00048264580796599665
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006405292915951964,
                  -0.003324962051112981,
                  0.019096578607558014,
                  -0.02796050674434031,
                  -0.007714019756723049,
                  0.009718268835749147,
                  0.0021077483934098667,
                  0.010972793212099418,
                  0.006520310094028463
                ],
                [
                  -0.007067115198309518,
                  -0.00680294531971621,
                  -0.00944492077885123,
                  -0.004924930913916604,
                  -0.0008722727472797429,
                  0.01389394285813252,
                  0.011968961634192235,
                  -0.004632746540571197,
                  -0.011951739132596813
                ],
                [
                  0.00135300307137858,
                  0.0019843547061224108,
                  0.017830080886072013,
                  -0.026727381067228606,
                  0.00090099183356461,
                  0.01786804407303318,
                  0.007020515625094325,
                  -0.005275439968853316,
                  0.0004409874141767606
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204728,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.00012102748440078105,
                  -0.00019876206899484638,
                  0.0019744804465176196,
                  -0.0014787177115524175,
                  -0.0007444604188823629,
                  0.0008478969957524246,
                  0.00020360202156893042,
                  -3.0584317987638314e-05,
                  0.00025872052791201964
                ],
                [
                  4.547041863943011e-05,
                  -0.00013847952549876785,
                  -0.0003325350000313669,
                  -8.869153061217304e-05,
                  -2.8665197607837192e-05,
                  0.0004127826803488214,
                  0.0003936965094790586,
                  4.397055189476238e-06,
                  -0.00016148623685451334
                ],
                [
                  -1.0781810549071002e-05,
                  5.002810168474739e-05,
                  0.0007774965814711684,
                  -0.0005961348958284329,
                  3.667158005322173e-05,
                  0.0006574747903258071,
                  0.0002860093504157159,
                  6.201377847554671e-06,
                  7.3796664972619015e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.09208750563462265,
                  0.02961490094632957,
                  0.04444447784954031,
                  0.0221660897842801,
                  0.744801526030938
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.09208750563462265,
                  0.02961490094632957,
                  0.0402039517772069,
                  0.0221660897842801,
                  0.744801526030938
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048,
                  1.995632727239083,
                  1.8041553882772137,
                  1.9974829034496704,
                  -0.05763699865936711,
                  0.8205071884354451
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303,
                  0.010400657548360526,
                  0.001009428950829556,
                  0.0019968145685377394,
                  0.07801934737939281,
                  0.0606298754211891
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983,
                  0.04093280640835861,
                  0.015855326088522425,
                  0.019127641664759734,
                  0.9690521521636432,
                  0.8338399227364932
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456,
                  -0.09320360282033362,
                  -0.042273975329194594,
                  -0.06366092246578822,
                  -1.9987448546004243,
                  -1.4132129870224204
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085,
                  0.1113256127928822,
                  0.03754746625671036,
                  0.0402039517772069,
                  6.2351801089878895,
                  3.8278315389907114
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.01176839253299171,
                0.00014009431952636511,
                0.0015159072463989615
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028445484760437597,
                0.00029929800009458263,
                0.0004907945981597857
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006201437316452684,
                  -0.0021292757777392896,
                  0.02199168038504243,
                  -0.025517883399113477,
                  -0.010345219157922435,
                  0.008886444022748479,
                  -0.0004566601766026616,
                  0.010762517612937174,
                  0.007343850521150344
                ],
                [
                  -0.007276405779848736,
                  -0.005422489021436547,
                  -0.0047631789942804035,
                  -0.0028463636676312474,
                  -0.0040158212234757415,
                  0.012910092694570897,
                  0.008894947555171548,
                  -0.004556019601392286,
                  -0.010796022127364994
                ],
                [
                  0.0010375429287974168,
                  0.0032436312413236202,
                  0.021258849772663135,
                  -0.02405389652340879,
                  -0.002409755325112932,
                  0.016785583822171588,
                  0.003980952948820515,
                  -0.005106484968578782,
                  0.001448995001590707
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01062599016700739,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  8.863855302733903e-05,
                  0.00017516175233840854,
                  0.0018184650240033941,
                  -0.0007561914530116562,
                  0.0006025586706405497,
                  -0.0010785005448562853,
                  5.2359306610698824e-05,
                  -0.00020514477651392257,
                  0.00044505583374579314
                ],
                [
                  -3.543960698760853e-05,
                  0.00015200145191306334,
                  -0.0001342100773422755,
                  -2.8742145944049133e-05,
                  7.970318982198927e-05,
                  -0.0005339042858881946,
                  -0.0003475248187136503,
                  2.959196872164098e-05,
                  -0.00022294417148300115
                ],
                [
                  6.270461491362278e-06,
                  -0.00011282412470273238,
                  0.0007432748378103254,
                  -0.0003013947511222992,
                  5.934658374281041e-05,
                  -0.0008613743615438673,
                  -0.00019299716145163313,
                  4.115586903154716e-05,
                  3.7129635646648574e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.040801880473728236,
                  -0.03853822529981399,
                  -0.0442913709282976,
                  -0.2968549991008947,
                  1.100440416023265
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.040801880473728236,
                  -0.03853822529981399,
                  -0.0442913709282976,
                  -0.2968549991008947,
                  1.100440416023265
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011,
                  -1.198097331697111,
                  -2.4964611701383377,
                  -2.358485456084428,
                  -0.39208393142468456,
                  1.2465885274836563
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532,
                  0.009347532121750103,
                  0.0008995752491812167,
                  0.001561788340616741,
                  0.0756101705375938,
                  0.06635924634576322
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175,
                  0.041857544682485384,
                  0.015797482060099424,
                  0.019441781652976584,
                  0.9499628517932145,
                  0.829528867688909
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918,
                  -0.09283537440079126,
                  -0.04227387212402143,
                  -0.06362217946718632,
                  -1.991448930061668,
                  -1.4121709893450658
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742,
                  0.11114354605427046,
                  0.03752457301198613,
                  0.04010797800649178,
                  6.049255766827216,
                  3.7995631158827354
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.4964611701383377
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.011015488643155099,
                0.00021652618001733652,
                0.0013609400754801373
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028324550121442372,
                0.0003380917571497584,
                0.0005301691127587231
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.006514996562707985,
                  -0.0032799871698603053,
                  0.019582658943621996,
                  -0.026352879739899922,
                  -0.01195466660624693,
                  0.007065567846082864,
                  -0.002028573064741836,
                  0.010647505966721916,
                  0.006445300869262024
                ],
                [
                  -0.005725594675497195,
                  -0.008843792839217204,
                  -0.010538363073874324,
                  -0.0062465847844885005,
                  -0.009611621935109263,
                  0.006779681093847503,
                  0.002028203053797531,
                  -0.004176068449932441,
                  -0.012863944738627014
                ],
                [
                  0.0019386579041262644,
                  -0.00011091047801772029,
                  0.01489830056151985,
                  -0.026107939592445138,
                  -0.007296099284262313,
                  0.011429751472426917,
                  -0.0012355583791499607,
                  -0.004728890623107308,
                  -0.0008909872824135775
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425855,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  1.4153791937819863e-05,
                  -0.0001744326857779211,
                  0.0021139968218300336,
                  -0.0014528329774148821,
                  0.0014033396694001713,
                  -0.0009332677720419737,
                  0.00030555919000411504,
                  0.00015822940251788406,
                  -0.0005333310567260018
                ],
                [
                  -4.4529857334776565e-06,
                  -0.00016837064319766442,
                  -0.0004072657739289992,
                  -0.00012328275620270807,
                  0.00040391883032798477,
                  -0.00032058304586054837,
                  -0.0001093674823943118,
                  -2.2216671412187927e-05,
                  0.00038106576355817576
                ],
                [
                  1.8395732369455162e-06,
                  -2.576235652625995e-06,
                  0.0007024682302150661,
                  -0.0006286624119630761,
                  0.00037408763588832463,
                  -0.0006594065721132137,
                  8.128777793816945e-05,
                  -3.069416697834619e-05,
                  3.2201972162269975e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.09244599551502775,
                  -0.04734984395467057,
                  -0.05979828626403405,
                  0.35791046537507865,
                  -1.3341592570167893
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.09244599551502775,
                  -0.04227376891884826,
                  -0.05979828626403405,
                  0.35791046537507865,
                  -1.3341592570167893
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462,
                  -2.4164568167055895,
                  -2.7190231381862984,
                  -3.100690373359023,
                  0.30590952630061674,
                  -1.7033636862541512
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203,
                  0.010279286449770367,
                  0.0012219632902778156,
                  0.0020981874252872304,
                  0.07300261437607732,
                  0.07367627841603956
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457,
                  0.04251070462117582,
                  0.015996823123079245,
                  0.019962158821510426,
                  0.9313467757752104,
                  0.8265031988140976
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905,
                  -0.09246714598124892,
                  -0.04227376891884826,
                  -0.06358343646858441,
                  -1.984153005522912,
                  -1.4111289916677114
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547,
                  0.11096147931565897,
                  0.03750167976726194,
                  0.04492606403463986,
                  5.863331424666808,
                  3.7712946927747995
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.100690373359023
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.008646376720618312,
                -0.0012574316042070145,
                0.0005410939426284448
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028952914579475782,
                0.00034535045598597366,
                0.0005443697721117484
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005786948098146499,
                  -0.0003910493361035606,
                  0.016348645495911356,
                  -0.026670155613829707,
                  -0.009891876387022547,
                  0.010647022877775861,
                  0.0015410660110447363,
                  0.011111650305402619,
                  0.004190073244507414
                ],
                [
                  -0.006369538377933179,
                  -0.0059210487284864196,
                  -0.012828090497933391,
                  -0.006891409296422704,
                  -0.007686651974528744,
                  0.010205157026165918,
                  0.0052918170108533225,
                  -0.0033850188758369616,
                  -0.014620463810914842
                ],
                [
                  0.0011052563110726464,
                  0.002799992050431548,
                  0.011637816803042433,
                  -0.02646001660856467,
                  -0.005237277869468865,
                  0.014982666882015341,
                  0.002482422639726818,
                  -0.0037849469385624417,
                  -0.0030968240235256374
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907965,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -2.9954829522492645e-05,
                  -2.1152014833171648e-05,
                  0.0020142829973921993,
                  -0.0014450757968419456,
                  -0.0008152505822581635,
                  -0.0004866045277661942,
                  -3.342652111180423e-05,
                  2.8226160538745282e-05,
                  0.00022695898911317475
                ],
                [
                  1.1799773149708389e-05,
                  -0.0001146218091864586,
                  -0.0005656517819981514,
                  -0.00013363541181778848,
                  -0.00022672431037970765,
                  -0.00016692296269779384,
                  -4.107931469727107e-05,
                  -3.0773916509774133e-06,
                  -0.00028342317461885826
                ],
                [
                  -2.5043216881929094e-06,
                  6.629592491780123e-05,
                  0.0006276536703928634,
                  -0.0006275741350360029,
                  -0.00018894173530405056,
                  -0.000299741535881498,
                  -2.356977881710837e-05,
                  -4.208650710154284e-06,
                  -7.342638502592093e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.08127579978431498,
                  -0.014539663470444886,
                  -0.0074526517553120675,
                  0.1142349948561849,
                  0.9984445560321401
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.08127579978431498,
                  -0.014539663470444886,
                  -0.0074526517553120675,
                  0.1142349948561849,
                  0.9984445560321401
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632,
                  1.679976815722434,
                  -0.9316200134980019,
                  -0.44214099959836156,
                  0.05178024408602266,
                  1.1041208853835343
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968,
                  0.009713786391519612,
                  0.000779930194392895,
                  0.0015827324526530683,
                  0.06690832514164521,
                  0.08478225299577961
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204,
                  0.04259702438930494,
                  0.016444036670397955,
                  0.020435526712457856,
                  0.9139908579016305,
                  0.8275020562798114
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863,
                  -0.09209891756170656,
                  -0.04227366571367509,
                  -0.06354469346998251,
                  -1.976857080984156,
                  -1.4100869939903569
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204,
                  0.11077941257704724,
                  0.03747878652253771,
                  0.044885931852548216,
                  5.677407082506135,
                  3.7430262696668235
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.00955237682753546,
                -4.385001636343814e-05,
                0.0011611916606637813
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                10.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0028731156356755307,
                0.00035075086789230467,
                0.0005420798012892449
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "lag_equity_return",
                "lag_treasury_return",
                "lag_ig_credit_return",
                "lag_growth_surprise",
                "lag_inflation_surprise"
              ],
              "nonzero_features": [
                9,
                9,
                9
              ],
              "coefficients": [
                [
                  0.005759477176978082,
                  0.0005324091155762535,
                  0.017562114625117087,
                  -0.025718005206155505,
                  -0.011569110455695562,
                  0.008365252339549389,
                  -0.0005763741495366963,
                  0.011249671179214075,
                  0.0027419270309730855
                ],
                [
                  -0.00665092061046996,
                  -0.007472612822940292,
                  -0.015315105687375855,
                  -0.008120254041307068,
                  -0.004247032313021022,
                  0.013271807180267676,
                  0.008762172914199888,
                  -0.0038297974197263186,
                  -0.011873862022768147
                ],
                [
                  0.000778736655819116,
                  0.0017533099099142596,
                  0.009577066082491021,
                  -0.027052423136338915,
                  -0.003416832848963795,
                  0.016574050130802844,
                  0.004664354714175448,
                  -0.003974970914783617,
                  -0.0016297779462826165
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0096440295302077,
                -2.5748678350054735e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -1.7250799059042782e-05,
                  -3.1518323295732645e-05,
                  0.0015259418348134368,
                  -0.0018597343111742147,
                  -0.0006088135103228162,
                  0.000864450182568403,
                  -5.820160034222769e-05,
                  -5.5770314964521555e-05,
                  0.0001492441391044749
                ],
                [
                  7.192650663327484e-06,
                  0.00015972435876372237,
                  -0.0004804655122708107,
                  -0.0002120138776448353,
                  -8.069579940956824e-05,
                  0.0004951901949095229,
                  0.0003194650116723956,
                  6.8551998452611515e-06,
                  -0.00023335356454239872
                ],
                [
                  -1.021974022491706e-06,
                  -4.547779449754492e-05,
                  0.00036460006387856354,
                  -0.0008571224680100701,
                  -7.878274915324479e-05,
                  0.0007504342660298867,
                  0.00020636929768948884,
                  8.63416428714341e-06,
                  -3.88680643354359e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  0.05559130978348037,
                  0.03612172118535151,
                  0.06647654642812251,
                  -0.02265927802159357,
                  0.9968643775724892
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  0.05559130978348037,
                  0.03612172118535151,
                  0.044845799670456564,
                  -0.02265927802159357,
                  0.9968643775724892
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835,
                  1.0747855467075875,
                  2.1105635231717588,
                  2.0623764252849948,
                  -0.10125133833227977,
                  1.1116777049233662
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759,
                  0.008549704504299007,
                  0.00030079218371515645,
                  0.0009082004977060699,
                  0.06814320121429923,
                  0.06889029766123905
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352,
                  0.04376836423162264,
                  0.016972210790322288,
                  0.02130435483749232,
                  0.8968027557117654,
                  0.8347510036420316
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836,
                  -0.09568852065362254,
                  -0.042789550272145274,
                  -0.0635059504713806,
                  -1.9695611564453999,
                  -1.4090449963130023
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863,
                  0.11059734583843552,
                  0.03745589327781348,
                  0.044845799670456564,
                  5.491482740345462,
                  3.7147578465588476
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1105635231717588
            }
          ]
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.165099142669614,
            "annualized_return": -0.165099142669614,
            "annualized_volatility": 0.13960882232443966,
            "sharpe_zero_rf": -1.2189015074377747,
            "maximum_drawdown": -0.21297381472176635,
            "average_turnover": 0.04105385956429447,
            "cost_bps_sum": 2.463231573857668,
            "end_value": 83.4900857330386,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.05855027711151998,
              "rmse": 0.061763602933547906,
              "oos_r2_vs_mean": 0.04735265181324455,
              "forecast_min": 0.0005012695845830056,
              "forecast_max": 0.019263296191632067,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028110162508013684,
              "rmse": 0.033339311180052116,
              "oos_r2_vs_mean": -0.0059375575442839335,
              "forecast_min": -0.0005043695744989542,
              "forecast_max": 0.0024639336632702223,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03609829716817076,
              "rmse": 0.04125674356864643,
              "oos_r2_vs_mean": 0.003872751495422655,
              "forecast_min": 0.000300460023503721,
              "forecast_max": 0.003923633414971873,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          },
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99985484336851
            },
            {
              "date": "2022-01-04",
              "wealth": 99.99950360003949
            },
            {
              "date": "2022-01-05",
              "wealth": 98.85085727751192
            },
            {
              "date": "2022-01-06",
              "wealth": 98.71140211767847
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32577173507359
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23578051422143
            },
            {
              "date": "2022-01-11",
              "wealth": 98.78487670795954
            },
            {
              "date": "2022-01-12",
              "wealth": 98.88657898104994
            },
            {
              "date": "2022-01-13",
              "wealth": 98.44797711770855
            },
            {
              "date": "2022-01-14",
              "wealth": 98.02773252800677
            },
            {
              "date": "2022-01-18",
              "wealth": 96.7806573733723
            },
            {
              "date": "2022-01-19",
              "wealth": 96.43746888408329
            },
            {
              "date": "2022-01-20",
              "wealth": 95.99785222663706
            },
            {
              "date": "2022-01-21",
              "wealth": 95.5079508684659
            },
            {
              "date": "2022-01-24",
              "wealth": 95.56535210053056
            },
            {
              "date": "2022-01-25",
              "wealth": 94.94135996481339
            },
            {
              "date": "2022-01-26",
              "wealth": 94.46483002259131
            },
            {
              "date": "2022-01-27",
              "wealth": 94.4289239192649
            },
            {
              "date": "2022-01-28",
              "wealth": 95.52445280317201
            },
            {
              "date": "2022-01-31",
              "wealth": 96.28890612216344
            },
            {
              "date": "2022-02-01",
              "wealth": 96.59641833704048
            },
            {
              "date": "2022-02-01",
              "wealth": 96.5943212771714
            },
            {
              "date": "2022-02-02",
              "wealth": 97.04035137430351
            },
            {
              "date": "2022-02-03",
              "wealth": 95.71725590920904
            },
            {
              "date": "2022-02-04",
              "wealth": 95.40598611126558
            },
            {
              "date": "2022-02-07",
              "wealth": 95.34084881686682
            },
            {
              "date": "2022-02-08",
              "wealth": 95.47576767172748
            },
            {
              "date": "2022-02-09",
              "wealth": 96.20398052717363
            },
            {
              "date": "2022-02-10",
              "wealth": 94.82167223858457
            },
            {
              "date": "2022-02-11",
              "wealth": 94.50281666632853
            },
            {
              "date": "2022-02-14",
              "wealth": 93.93127183606678
            },
            {
              "date": "2022-02-15",
              "wealth": 94.33972062226229
            },
            {
              "date": "2022-02-16",
              "wealth": 94.47888606442953
            },
            {
              "date": "2022-02-17",
              "wealth": 93.773736582676
            },
            {
              "date": "2022-02-18",
              "wealth": 93.67252021634368
            },
            {
              "date": "2022-02-22",
              "wealth": 93.2130560522179
            },
            {
              "date": "2022-02-23",
              "wealth": 92.1263347755531
            },
            {
              "date": "2022-02-24",
              "wealth": 92.89574772865654
            },
            {
              "date": "2022-02-25",
              "wealth": 93.86049254833814
            },
            {
              "date": "2022-02-28",
              "wealth": 94.36049912271736
            },
            {
              "date": "2022-03-01",
              "wealth": 94.10620404386378
            },
            {
              "date": "2022-03-01",
              "wealth": 94.10513788110106
            },
            {
              "date": "2022-03-02",
              "wealth": 93.94359560363134
            },
            {
              "date": "2022-03-03",
              "wealth": 93.97239807808427
            },
            {
              "date": "2022-03-04",
              "wealth": 93.94165679696313
            },
            {
              "date": "2022-03-07",
              "wealth": 92.34578542992016
            },
            {
              "date": "2022-03-08",
              "wealth": 91.72199578456099
            },
            {
              "date": "2022-03-09",
              "wealth": 92.59616633924573
            },
            {
              "date": "2022-03-10",
              "wealth": 91.96725095995302
            },
            {
              "date": "2022-03-11",
              "wealth": 91.47446284757493
            },
            {
              "date": "2022-03-14",
              "wealth": 90.45882470168111
            },
            {
              "date": "2022-03-15",
              "wealth": 91.48148178180027
            },
            {
              "date": "2022-03-16",
              "wealth": 92.52853176495736
            },
            {
              "date": "2022-03-17",
              "wealth": 93.25172376939047
            },
            {
              "date": "2022-03-18",
              "wealth": 93.8061520173802
            },
            {
              "date": "2022-03-21",
              "wealth": 93.05579506940283
            },
            {
              "date": "2022-03-22",
              "wealth": 93.30783336342499
            },
            {
              "date": "2022-03-23",
              "wealth": 93.04559676803841
            },
            {
              "date": "2022-03-24",
              "wealth": 93.51073093154562
            },
            {
              "date": "2022-03-25",
              "wealth": 93.22077151461124
            },
            {
              "date": "2022-03-28",
              "wealth": 93.7214439381185
            },
            {
              "date": "2022-03-29",
              "wealth": 94.58676615212293
            },
            {
              "date": "2022-03-30",
              "wealth": 94.50042243893192
            },
            {
              "date": "2022-03-31",
              "wealth": 93.8557865887782
            },
            {
              "date": "2022-04-01",
              "wealth": 93.9118605714083
            },
            {
              "date": "2022-04-01",
              "wealth": 93.91048862984916
            },
            {
              "date": "2022-04-04",
              "wealth": 94.32791266092222
            },
            {
              "date": "2022-04-05",
              "wealth": 93.00684030122552
            },
            {
              "date": "2022-04-06",
              "wealth": 92.36176697894399
            },
            {
              "date": "2022-04-07",
              "wealth": 92.35472683167299
            },
            {
              "date": "2022-04-08",
              "wealth": 91.89589565959548
            },
            {
              "date": "2022-04-11",
              "wealth": 90.84376418529621
            },
            {
              "date": "2022-04-12",
              "wealth": 90.84392893044296
            },
            {
              "date": "2022-04-13",
              "wealth": 91.4742723889567
            },
            {
              "date": "2022-04-14",
              "wealth": 90.44401047181543
            },
            {
              "date": "2022-04-18",
              "wealth": 90.16959633886782
            },
            {
              "date": "2022-04-19",
              "wealth": 90.38312211716294
            },
            {
              "date": "2022-04-20",
              "wealth": 90.83811082871492
            },
            {
              "date": "2022-04-21",
              "wealth": 89.83448816922349
            },
            {
              "date": "2022-04-22",
              "wealth": 88.79229018502835
            },
            {
              "date": "2022-04-25",
              "wealth": 89.47188779606351
            },
            {
              "date": "2022-04-26",
              "wealth": 88.56603729380019
            },
            {
              "date": "2022-04-27",
              "wealth": 88.25462095364303
            },
            {
              "date": "2022-04-28",
              "wealth": 89.19934931739614
            },
            {
              "date": "2022-04-29",
              "wealth": 87.41185898449157
            },
            {
              "date": "2022-05-02",
              "wealth": 87.27494371678664
            },
            {
              "date": "2022-05-02",
              "wealth": 87.27352370401745
            },
            {
              "date": "2022-05-03",
              "wealth": 87.64372539707361
            },
            {
              "date": "2022-05-04",
              "wealth": 89.18414699389119
            },
            {
              "date": "2022-05-05",
              "wealth": 87.17584650950917
            },
            {
              "date": "2022-05-06",
              "wealth": 86.5931745192729
            },
            {
              "date": "2022-05-09",
              "wealth": 85.69636092714607
            },
            {
              "date": "2022-05-10",
              "wealth": 85.9701789762984
            },
            {
              "date": "2022-05-11",
              "wealth": 85.68112652397778
            },
            {
              "date": "2022-05-12",
              "wealth": 85.73559260930173
            },
            {
              "date": "2022-05-13",
              "wealth": 86.29733750663988
            },
            {
              "date": "2022-05-16",
              "wealth": 86.28895743014155
            },
            {
              "date": "2022-05-17",
              "wealth": 86.68139474137942
            },
            {
              "date": "2022-05-18",
              "wealth": 85.49383900921386
            },
            {
              "date": "2022-05-19",
              "wealth": 85.4398214730735
            },
            {
              "date": "2022-05-20",
              "wealth": 85.69905130240308
            },
            {
              "date": "2022-05-23",
              "wealth": 86.10118289517098
            },
            {
              "date": "2022-05-24",
              "wealth": 86.39512740039025
            },
            {
              "date": "2022-05-25",
              "wealth": 87.03485642778327
            },
            {
              "date": "2022-05-26",
              "wealth": 87.73275439915967
            },
            {
              "date": "2022-05-27",
              "wealth": 88.79274307990154
            },
            {
              "date": "2022-05-31",
              "wealth": 88.12874554535277
            },
            {
              "date": "2022-06-01",
              "wealth": 87.53713068037212
            },
            {
              "date": "2022-06-01",
              "wealth": 87.53658751544457
            },
            {
              "date": "2022-06-02",
              "wealth": 88.28326396486432
            },
            {
              "date": "2022-06-03",
              "wealth": 87.53624592161242
            },
            {
              "date": "2022-06-06",
              "wealth": 87.279822788679
            },
            {
              "date": "2022-06-07",
              "wealth": 87.87225353059064
            },
            {
              "date": "2022-06-08",
              "wealth": 87.22360636975081
            },
            {
              "date": "2022-06-09",
              "wealth": 86.1480866637384
            },
            {
              "date": "2022-06-10",
              "wealth": 84.61470717677331
            },
            {
              "date": "2022-06-13",
              "wealth": 82.26427411007195
            },
            {
              "date": "2022-06-14",
              "wealth": 81.84698027784103
            },
            {
              "date": "2022-06-15",
              "wealth": 83.0426272311877
            },
            {
              "date": "2022-06-16",
              "wealth": 82.09454118259063
            },
            {
              "date": "2022-06-17",
              "wealth": 82.22499561846901
            },
            {
              "date": "2022-06-21",
              "wealth": 82.67251041920873
            },
            {
              "date": "2022-06-22",
              "wealth": 83.09031068694189
            },
            {
              "date": "2022-06-23",
              "wealth": 83.7532752467724
            },
            {
              "date": "2022-06-24",
              "wealth": 84.78502753316363
            },
            {
              "date": "2022-06-27",
              "wealth": 84.27792633089504
            },
            {
              "date": "2022-06-28",
              "wealth": 83.58492120695955
            },
            {
              "date": "2022-06-29",
              "wealth": 83.89895699246301
            },
            {
              "date": "2022-06-30",
              "wealth": 83.87893900280177
            },
            {
              "date": "2022-07-01",
              "wealth": 84.82376348980895
            },
            {
              "date": "2022-07-01",
              "wealth": 84.81741653678397
            },
            {
              "date": "2022-07-05",
              "wealth": 84.95612336250716
            },
            {
              "date": "2022-07-06",
              "wealth": 84.80887820468422
            },
            {
              "date": "2022-07-07",
              "wealth": 85.30569169427932
            },
            {
              "date": "2022-07-08",
              "wealth": 85.11824504352148
            },
            {
              "date": "2022-07-11",
              "wealth": 84.85967085745945
            },
            {
              "date": "2022-07-12",
              "wealth": 84.57661214568637
            },
            {
              "date": "2022-07-13",
              "wealth": 84.63261785463374
            },
            {
              "date": "2022-07-14",
              "wealth": 84.26877016898271
            },
            {
              "date": "2022-07-15",
              "wealth": 85.30685775467448
            },
            {
              "date": "2022-07-18",
              "wealth": 84.73442111563182
            },
            {
              "date": "2022-07-19",
              "wealth": 85.8225257191067
            },
            {
              "date": "2022-07-20",
              "wealth": 86.04395040532961
            },
            {
              "date": "2022-07-21",
              "wealth": 87.03097923710197
            },
            {
              "date": "2022-07-22",
              "wealth": 87.04833707646152
            },
            {
              "date": "2022-07-25",
              "wealth": 86.81291356919338
            },
            {
              "date": "2022-07-26",
              "wealth": 86.31576439349894
            },
            {
              "date": "2022-07-27",
              "wealth": 87.60938242723303
            },
            {
              "date": "2022-07-28",
              "wealth": 88.54794206517762
            },
            {
              "date": "2022-07-29",
              "wealth": 89.2491841730749
            },
            {
              "date": "2022-08-01",
              "wealth": 89.28195808786064
            },
            {
              "date": "2022-08-01",
              "wealth": 89.27965025052536
            },
            {
              "date": "2022-08-02",
              "wealth": 88.3901729998645
            },
            {
              "date": "2022-08-03",
              "wealth": 89.40816305075177
            },
            {
              "date": "2022-08-04",
              "wealth": 89.52776364370547
            },
            {
              "date": "2022-08-05",
              "wealth": 88.7975454506632
            },
            {
              "date": "2022-08-08",
              "wealth": 88.97397818829431
            },
            {
              "date": "2022-08-09",
              "wealth": 88.62829363504643
            },
            {
              "date": "2022-08-10",
              "wealth": 89.76489296956494
            },
            {
              "date": "2022-08-11",
              "wealth": 89.3762754146524
            },
            {
              "date": "2022-08-12",
              "wealth": 90.48184530360795
            },
            {
              "date": "2022-08-15",
              "wealth": 90.71051678334216
            },
            {
              "date": "2022-08-16",
              "wealth": 90.67254367830971
            },
            {
              "date": "2022-08-17",
              "wealth": 89.97710942637426
            },
            {
              "date": "2022-08-18",
              "wealth": 90.20991095192352
            },
            {
              "date": "2022-08-19",
              "wealth": 89.13909027478782
            },
            {
              "date": "2022-08-22",
              "wealth": 87.9803496963761
            },
            {
              "date": "2022-08-23",
              "wealth": 87.85458377798255
            },
            {
              "date": "2022-08-24",
              "wealth": 87.8458696631804
            },
            {
              "date": "2022-08-25",
              "wealth": 88.83196869926287
            },
            {
              "date": "2022-08-26",
              "wealth": 87.20562877748192
            },
            {
              "date": "2022-08-29",
              "wealth": 86.6288452393818
            },
            {
              "date": "2022-08-30",
              "wealth": 86.20287226139659
            },
            {
              "date": "2022-08-31",
              "wealth": 85.54596275081988
            },
            {
              "date": "2022-09-01",
              "wealth": 85.3611376969985
            },
            {
              "date": "2022-09-01",
              "wealth": 85.36049195931976
            },
            {
              "date": "2022-09-02",
              "wealth": 85.06088782895723
            },
            {
              "date": "2022-09-06",
              "wealth": 84.3539836560927
            },
            {
              "date": "2022-09-07",
              "wealth": 85.53495319920583
            },
            {
              "date": "2022-09-08",
              "wealth": 85.67269315909898
            },
            {
              "date": "2022-09-09",
              "wealth": 86.37279500930985
            },
            {
              "date": "2022-09-12",
              "wealth": 86.72231461867284
            },
            {
              "date": "2022-09-13",
              "wealth": 84.5884206379179
            },
            {
              "date": "2022-09-14",
              "wealth": 84.86624359999747
            },
            {
              "date": "2022-09-15",
              "wealth": 84.21877432478549
            },
            {
              "date": "2022-09-16",
              "wealth": 83.87238115919969
            },
            {
              "date": "2022-09-19",
              "wealth": 84.16503807919334
            },
            {
              "date": "2022-09-20",
              "wealth": 83.3410213608786
            },
            {
              "date": "2022-09-21",
              "wealth": 82.81388751235662
            },
            {
              "date": "2022-09-22",
              "wealth": 81.8505695256598
            },
            {
              "date": "2022-09-23",
              "wealth": 81.15824434676121
            },
            {
              "date": "2022-09-26",
              "wealth": 80.04888588848398
            },
            {
              "date": "2022-09-27",
              "wealth": 79.47711105422553
            },
            {
              "date": "2022-09-28",
              "wealth": 81.10586148681467
            },
            {
              "date": "2022-09-29",
              "wealth": 80.04046440662614
            },
            {
              "date": "2022-09-30",
              "wealth": 79.34961245342606
            },
            {
              "date": "2022-10-03",
              "wealth": 80.98000644842776
            },
            {
              "date": "2022-10-03",
              "wealth": 80.97965480894474
            },
            {
              "date": "2022-10-04",
              "wealth": 82.30543251773108
            },
            {
              "date": "2022-10-05",
              "wealth": 81.84970317013442
            },
            {
              "date": "2022-10-06",
              "wealth": 81.28283926995945
            },
            {
              "date": "2022-10-07",
              "wealth": 79.87938562780798
            },
            {
              "date": "2022-10-10",
              "wealth": 79.27428841785307
            },
            {
              "date": "2022-10-11",
              "wealth": 79.04190530634834
            },
            {
              "date": "2022-10-12",
              "wealth": 78.95798245442073
            },
            {
              "date": "2022-10-13",
              "wealth": 79.89061573420449
            },
            {
              "date": "2022-10-14",
              "wealth": 78.70261852782336
            },
            {
              "date": "2022-10-17",
              "wealth": 79.78223191022062
            },
            {
              "date": "2022-10-18",
              "wealth": 80.4106159659268
            },
            {
              "date": "2022-10-19",
              "wealth": 79.62777424049668
            },
            {
              "date": "2022-10-20",
              "wealth": 78.9711138602593
            },
            {
              "date": "2022-10-21",
              "wealth": 79.99792214618914
            },
            {
              "date": "2022-10-24",
              "wealth": 80.43742356013709
            },
            {
              "date": "2022-10-25",
              "wealth": 81.59775426793242
            },
            {
              "date": "2022-10-26",
              "wealth": 81.49722229184138
            },
            {
              "date": "2022-10-27",
              "wealth": 81.52781855313384
            },
            {
              "date": "2022-10-28",
              "wealth": 82.40977872706675
            },
            {
              "date": "2022-10-31",
              "wealth": 81.90835597349063
            },
            {
              "date": "2022-11-01",
              "wealth": 81.88832550062561
            },
            {
              "date": "2022-11-01",
              "wealth": 81.88756640675491
            },
            {
              "date": "2022-11-02",
              "wealth": 80.75988734650115
            },
            {
              "date": "2022-11-03",
              "wealth": 80.19800249830351
            },
            {
              "date": "2022-11-04",
              "wealth": 80.74384155116755
            },
            {
              "date": "2022-11-07",
              "wealth": 80.95974184151756
            },
            {
              "date": "2022-11-08",
              "wealth": 81.39528180710276
            },
            {
              "date": "2022-11-09",
              "wealth": 80.60386079235892
            },
            {
              "date": "2022-11-10",
              "wealth": 83.89845021819251
            },
            {
              "date": "2022-11-11",
              "wealth": 84.30629854460649
            },
            {
              "date": "2022-11-14",
              "wealth": 83.79461997746505
            },
            {
              "date": "2022-11-15",
              "wealth": 84.60844336917523
            },
            {
              "date": "2022-11-16",
              "wealth": 84.64753179394515
            },
            {
              "date": "2022-11-17",
              "wealth": 84.25656318914292
            },
            {
              "date": "2022-11-18",
              "wealth": 84.36346144383428
            },
            {
              "date": "2022-11-21",
              "wealth": 84.16847137923494
            },
            {
              "date": "2022-11-22",
              "wealth": 85.03501307126662
            },
            {
              "date": "2022-11-23",
              "wealth": 85.63809698776973
            },
            {
              "date": "2022-11-25",
              "wealth": 85.64627736853623
            },
            {
              "date": "2022-11-28",
              "wealth": 84.82925436437385
            },
            {
              "date": "2022-11-29",
              "wealth": 84.55549489816573
            },
            {
              "date": "2022-11-30",
              "wealth": 86.29964292056677
            },
            {
              "date": "2022-12-01",
              "wealth": 86.79361976201373
            },
            {
              "date": "2022-12-01",
              "wealth": 86.78902860522383
            },
            {
              "date": "2022-12-02",
              "wealth": 86.92852337085948
            },
            {
              "date": "2022-12-05",
              "wealth": 85.77685487371788
            },
            {
              "date": "2022-12-06",
              "wealth": 85.44910211001512
            },
            {
              "date": "2022-12-07",
              "wealth": 85.85363631802244
            },
            {
              "date": "2022-12-08",
              "wealth": 85.93104269291315
            },
            {
              "date": "2022-12-09",
              "wealth": 85.29068017031832
            },
            {
              "date": "2022-12-12",
              "wealth": 85.76930873986721
            },
            {
              "date": "2022-12-13",
              "wealth": 86.48101545971085
            },
            {
              "date": "2022-12-14",
              "wealth": 86.3259678537271
            },
            {
              "date": "2022-12-15",
              "wealth": 85.45859524365409
            },
            {
              "date": "2022-12-16",
              "wealth": 84.85731678106261
            },
            {
              "date": "2022-12-19",
              "wealth": 84.11227905512018
            },
            {
              "date": "2022-12-20",
              "wealth": 83.7201630195689
            },
            {
              "date": "2022-12-21",
              "wealth": 84.44603031663355
            },
            {
              "date": "2022-12-22",
              "wealth": 83.90140226114127
            },
            {
              "date": "2022-12-23",
              "wealth": 83.92972847931556
            },
            {
              "date": "2022-12-27",
              "wealth": 83.29359876675858
            },
            {
              "date": "2022-12-28",
              "wealth": 82.7101182042839
            },
            {
              "date": "2022-12-29",
              "wealth": 83.63768443177983
            },
            {
              "date": "2022-12-30",
              "wealth": 83.3003878107791
            },
            {
              "date": "2023-01-03",
              "wealth": 83.4900857330386
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.23,
                0.32000000000000006
              ],
              "forecast": [
                0.011975852635401622,
                0.002249261907921049,
                0.003923633414971873
              ],
              "posterior": [
                0.0031392378051390704,
                4.2562813867388945e-05,
                0.001232018659525423
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": [
                0.0038140888125506238,
                0.00024568609008032856,
                0.00044717858617355285
              ],
              "gross_return": -0.034034414466490005,
              "turnover": 0.0029031326298717963,
              "cost": 1.4515663149358981e-06,
              "net_return": -0.03403581662959532,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.42,
                0.25,
                0.33000000000000007
              ],
              "forecast": [
                0.005880793563456417,
                0.0022777607500660654,
                0.003388444896070701
              ],
              "posterior": [
                0.003048218614601624,
                0.00015016827273399706,
                0.001257006401782715
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": [
                0.003761289771923978,
                0.00024991281521487643,
                0.0004444148141974576
              ],
              "gross_return": -0.025758421410386128,
              "turnover": 0.04341899845101313,
              "cost": 2.1709499225506564e-05,
              "net_return": -0.025779571707181925,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.4,
                0.27,
                0.32999999999999996
              ],
              "forecast": [
                0.0005012695845830056,
                0.002083486463899341,
                0.0031264288600796183
              ],
              "posterior": [
                0.0029602980305423804,
                0.00016664745034592206,
                0.0012491547295751376
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": [
                0.0038038256742571803,
                0.0002511979776822731,
                0.0004548971301121482
              ],
              "gross_return": -0.00205384439197109,
              "turnover": 0.02265871360026661,
              "cost": 1.1329356800133306e-05,
              "net_return": -0.002065150480035305,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.41,
                0.27,
                0.32000000000000006
              ],
              "forecast": [
                0.005761764829244447,
                0.0024639336632702223,
                0.0029906696882311796
              ],
              "posterior": [
                0.0030624894379798233,
                0.0001976835111645013,
                0.0013051561147752095
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": [
                0.003816883225131876,
                0.0002459574120273337,
                0.0004582542586146631
              ],
              "gross_return": -0.07065818749188618,
              "turnover": 0.02921764196331228,
              "cost": 1.460882098165614e-05,
              "net_return": -0.07067176408005582,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.42,
                0.27,
                0.31000000000000005
              ],
              "forecast": [
                0.008564911304218098,
                0.0013606482600494933,
                0.0024545209762862875
              ],
              "posterior": [
                0.0031972504765084083,
                9.445403859137916e-05,
                0.0012538276982606816
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": [
                0.0037812514994286952,
                0.00031722678834114805,
                0.00047215277908708493
              ],
              "gross_return": 0.003020469039942552,
              "turnover": 0.03254113285472077,
              "cost": 1.6270566427360384e-05,
              "net_return": 0.0030041493287729093,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.42,
                0.27,
                0.31000000000000005
              ],
              "forecast": [
                0.0036383765754799133,
                4.036649219782331e-06,
                0.0008290232346777286
              ],
              "posterior": [
                0.0033676270360925996,
                0.0002842564183135697,
                0.001458335988754292
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": [
                0.003911588893788125,
                0.0003550407470047815,
                0.0005930029457517234
              ],
              "gross_return": -0.030990744586164888,
              "turnover": 0.01240993218148878,
              "cost": 6.204966090744391e-06,
              "net_return": -0.030996757255736362,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.48,
                0.22,
                0.30000000000000004
              ],
              "forecast": [
                0.018569922802915875,
                6.28495692905082e-05,
                0.0024426548670321217
              ],
              "posterior": [
                0.0041963517113880605,
                0.00029213000332264596,
                0.0017500586918948948
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": [
                0.003846351736118942,
                0.00034865338321873033,
                0.0005867448564683623
              ],
              "gross_return": 0.05263708485085112,
              "turnover": 0.149650351832137,
              "cost": 7.482517591606851e-05,
              "net_return": 0.052558321095801386,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.47,
                0.24,
                0.29000000000000004
              ],
              "forecast": [
                0.011581944858070117,
                0.00039724246513760195,
                0.0019550278165574968
              ],
              "posterior": [
                0.003907999575783709,
                0.0003085129742357845,
                0.0016597383634499403
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": [
                0.0038837280256743267,
                0.00034278134693828166,
                0.0005816145941309372
              ],
              "gross_return": -0.04389032150698649,
              "turnover": 0.05169773120362661,
              "cost": 2.5848865601813307e-05,
              "net_return": -0.04391503585756651,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.48,
                0.24,
                0.28
              ],
              "forecast": [
                0.019263296191632067,
                0.0012062301681599393,
                0.0024269207010045144
              ],
              "posterior": [
                0.004738655000019507,
                0.0005736546823090326,
                0.002095747835190759
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": [
                0.0038613970425923367,
                0.0003478428689403519,
                0.0005900896671606319
              ],
              "gross_return": -0.05131748201474293,
              "turnover": 0.01512954714908496,
              "cost": 7.56477357454248e-06,
              "net_return": -0.05132465858318569,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.47,
                0.25,
                0.28
              ],
              "forecast": [
                0.013808920728500367,
                -0.00010243972229558918,
                0.0015739395542022382
              ],
              "posterior": [
                0.004958430251153684,
                0.0007162112854131597,
                0.0022093556785940183
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": [
                0.0038403542826385903,
                0.0003941160329067926,
                0.0006335266777561566
              ],
              "gross_return": 0.011220975118067567,
              "turnover": 0.008684600025105571,
              "cost": 4.342300012552786e-06,
              "net_return": 0.011216584093214577,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.48,
                0.25,
                0.27
              ],
              "forecast": [
                0.013670236978217953,
                -0.0005043695744989542,
                0.001137481694299075
              ],
              "posterior": [
                0.005050374983415998,
                0.0006595479163245684,
                0.0021503590853416995
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": [
                0.003941982995782827,
                0.00040233259128226077,
                0.0006480351665875296
              ],
              "gross_return": 0.05991206688069445,
              "turnover": 0.0185397336203742,
              "cost": 9.2698668101871e-06,
              "net_return": 0.05990224163700408,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.3,
                0.25000000000000006
              ],
              "forecast": [
                0.008456656010976367,
                -0.0005037768421313739,
                0.000300460023503721
              ],
              "posterior": [
                0.004850715952566776,
                0.0007424997262778963,
                0.0022133255231659484
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": [
                0.0038855021884794403,
                0.0004063480359056638,
                0.0006417504556011688
              ],
              "gross_return": -0.03801105883084713,
              "turnover": 0.10579479926053187,
              "cost": 5.289739963026594e-05,
              "net_return": -0.038061945544307973,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": [
            {
              "idx": 81,
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "exit": "2022-02-01",
              "q": [
                0.011975852635401622,
                0.002249261907921049,
                0.003923633414971873
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002664463260805035,
                0.00021981782516046583,
                0.0003781399528699275
              ],
              "last_validation_exit": "2021-12-01",
              "validation_folds": 55,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.0055214974896746205,
                  -0.030625838692489527,
                  0.15899595367733604,
                  -0.12553623228528452,
                  -0.017184491656506134,
                  0.014695421433152459
                ],
                [
                  -0.0015777081752549585,
                  -0.0017510518624135503,
                  -0.007986047907426333,
                  0.012953050097888797,
                  0.0034844948890926293,
                  0.004107957277690745
                ],
                [
                  0.003810250202995968,
                  0.005926009903128185,
                  0.028495647688578332,
                  -0.015922522636727096,
                  -0.0007262349742590496,
                  -0.003475033550044046
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012516093595345936,
                0.002305729829072648,
                0.003874674440981431
              ],
              "feature_contributions": [
                [
                  -0.00010012632238710532,
                  -0.0005955640532320151,
                  -0.0015305955606189977,
                  0.002358048315523296,
                  -0.00037643859479001167,
                  -0.0002955647444394814
                ],
                [
                  9.067840123829774e-06,
                  -1.0792580283101114e-05,
                  2.436643993450621e-05,
                  -7.711545886989604e-05,
                  2.419262972296991e-05,
                  -2.6186791779907894e-05
                ],
                [
                  -2.7084710012068487e-05,
                  4.517333646806891e-05,
                  -0.00010753063719847482,
                  0.0001172397256892072,
                  -6.236112241310224e-06,
                  2.739737128501949e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.17799272787354373,
                  -0.21364524870878618
                ],
                "used_input": [
                  -0.33022769549822584,
                  0.39637337422780367,
                  -0.539,
                  86.56914520263672,
                  0.17799272787354373,
                  -0.21364524870878618
                ],
                "standardized_input": [
                  -0.38748314725134325,
                  0.4155295549554769,
                  -0.2057007191381913,
                  -0.4013701234147764,
                  0.46807870832473003,
                  -0.4297659628640257
                ],
                "training_mean": [
                  0.09657909484521325,
                  0.03840859680731516,
                  -0.50453125,
                  94.37558733654024,
                  -0.0458406685444153,
                  -0.024657194704291053
                ],
                "training_scale": [
                  1.1014847829409942,
                  0.8614664664679355,
                  0.1675674744571198,
                  19.44948484826891,
                  0.4781960649717791,
                  0.4397464441926718
                ],
                "clip_low": [
                  -2.0498163263717166,
                  -1.420506970763902,
                  -0.6996699999999999,
                  62.88152153015137,
                  -3.2345188308325294,
                  -1.755343313828907
                ],
                "clip_high": [
                  7.536650504111807,
                  4.025710500746424,
                  0.21816999999999953,
                  148.75746826171874,
                  0.8963111009732454,
                  0.6973649901488859
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 0.46807870832473003
            },
            {
              "idx": 82,
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "exit": "2022-03-01",
              "q": [
                0.005880793563456417,
                0.0022777607500660654,
                0.003388444896070701
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026632120903191314,
                0.0002218438881028878,
                0.00037558619324981005
              ],
              "last_validation_exit": "2022-01-03",
              "validation_folds": 56,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.005888446345513061,
                  -0.02580979226772534,
                  0.15571114699630528,
                  -0.1282933503748761,
                  -0.020291749825746552,
                  0.00884346780390843
                ],
                [
                  -0.0021641850255845274,
                  -0.003157154743957347,
                  -0.007459202914405063,
                  0.01377953563811354,
                  0.004334705564435473,
                  0.0056381131990297815
                ],
                [
                  0.003294772220662457,
                  0.004870822122800633,
                  0.028656761762313875,
                  -0.015147205140396313,
                  3.107210538698269e-05,
                  -0.002355133738268631
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.01315324171017437,
                0.0020754213531283773,
                0.0036895751635744422
              ],
              "feature_contributions": [
                [
                  -0.0002550645279372317,
                  -0.0004337543593856333,
                  -0.0018734703244154868,
                  -0.0034575929743237655,
                  -0.0010970324694907128,
                  -0.00015553349116512318
                ],
                [
                  2.977783556198497e-05,
                  -1.685406284853952e-05,
                  2.85081432721062e-05,
                  0.00011796514321547488,
                  7.444044874861089e-05,
                  -3.1498111011949e-05
                ],
                [
                  -5.57572576588791e-05,
                  3.198072319075393e-05,
                  -0.00013470412483103058,
                  -0.00015948832402512794,
                  6.562923329072894e-07,
                  1.618242348763546e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  0.4924221321796099,
                  -0.19696301367178878
                ],
                "used_input": [
                  -0.8985805331744705,
                  0.359421557795235,
                  -0.548,
                  105.34542083740234,
                  0.4924221321796099,
                  -0.19696301367178878
                ],
                "standardized_input": [
                  -0.924426384417604,
                  0.35865949529601326,
                  -0.2567734427115236,
                  0.5751653433309702,
                  1.1537799083389901,
                  -0.375339534366794
                ],
                "training_mean": [
                  0.09990303579477734,
                  0.050405874070962635,
                  -0.5052222222222222,
                  94.18651725863234,
                  -0.04793869279495822,
                  -0.03144153096608515
                ],
                "training_scale": [
                  1.0801115002773318,
                  0.8615851184121913,
                  0.166597360404741,
                  19.401209944509443,
                  0.46833960365325206,
                  0.44099133597781537
                ],
                "clip_low": [
                  -2.042520401832961,
                  -1.4194649730865476,
                  -0.6993999999999999,
                  62.93798675537109,
                  -3.1412700910190368,
                  -1.7485422776097774
                ],
                "clip_high": [
                  7.350726161951399,
                  3.9974420776384876,
                  0.21740000000000023,
                  148.73267822265626,
                  0.8921718967750333,
                  0.6973276311524147
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.1537799083389901
            },
            {
              "idx": 83,
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "exit": "2022-04-01",
              "q": [
                0.0005012695845830056,
                0.002083486463899341,
                0.0031264288600796183
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002687915018198475,
                0.00022217849121107828,
                0.0003826090852110351
              ],
              "last_validation_exit": "2022-02-01",
              "validation_folds": 57,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.007735234127490486,
                  -0.027439234255667973,
                  0.1550399187547997,
                  -0.12359813687432951,
                  -0.02285978595806083,
                  0.010847334962444822
                ],
                [
                  -0.0018525185975595498,
                  -0.003540879215828391,
                  -0.007195336555610606,
                  0.01411355927600155,
                  0.003963403718546953,
                  0.006028632673116318
                ],
                [
                  0.0036840260142446827,
                  0.004174865795790399,
                  0.028568471912564158,
                  -0.014296278208624875,
                  -0.00044655447527429946,
                  -0.001696419442195971
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012360754346637824,
                0.0018882550483344702,
                0.0033527365973884593
              ],
              "feature_contributions": [
                [
                  0.0003524436899676079,
                  -0.0016771532259724738,
                  0.002410506293664854,
                  -0.01345180653527999,
                  0.0010794376868758187,
                  -0.0005729126713106331
                ],
                [
                  -2.667419181816695e-05,
                  -6.839498903856084e-05,
                  -3.535316231873374e-05,
                  0.00048541999020706127,
                  -5.914338084180836e-05,
                  -0.00010062285062492042
                ],
                [
                  6.571695328465181e-05,
                  9.99037361837709e-05,
                  0.0001738962453827551,
                  -0.000609158257692881,
                  8.255403773474558e-06,
                  3.5078181759387616e-05
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.503661983398359,
                  -0.5250705957465347
                ],
                "used_input": [
                  1.1167671472247427,
                  1.1642363542051766,
                  -0.451,
                  138.67498779296875,
                  -0.503661983398359,
                  -0.5250705957465347
                ],
                "standardized_input": [
                  0.9670951432932207,
                  1.2973396176130594,
                  0.3300028295698778,
                  2.3100512468116223,
                  -1.00225525757634,
                  -1.1210327560051154
                ],
                "training_mean": [
                  0.09247914373483929,
                  0.05429296034811166,
                  -0.5056402439024391,
                  94.09400876021967,
                  -0.04409672991344874,
                  -0.03358104365535396
                ],
                "training_scale": [
                  1.0591388144106748,
                  0.8555534563102453,
                  0.16557507695814794,
                  19.298696985307412,
                  0.45853114764020686,
                  0.4384256833338579
                ],
                "clip_low": [
                  -2.0352244772942045,
                  -1.418422975409193,
                  -0.6991299999999999,
                  62.99445198059082,
                  -3.048021351205544,
                  -1.741741241390648
                ],
                "clip_high": [
                  7.164801819790726,
                  3.9691736545305116,
                  0.21662999999999985,
                  148.70788818359375,
                  0.8880326925768153,
                  0.6972902721559435
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.3100512468116223
            },
            {
              "idx": 84,
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "exit": "2022-05-02",
              "q": [
                0.005761764829244447,
                0.0024639336632702223,
                0.0029906696882311796
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0026967912988360076,
                0.00021891847008221054,
                0.0003851217322532995
              ],
              "last_validation_exit": "2022-03-01",
              "validation_folds": 58,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.010926139938064591,
                  -0.028927928742135577,
                  0.15477955695915763,
                  -0.12595920072277964,
                  -0.028379711575087802,
                  0.012707216284806363
                ],
                [
                  -0.002337899317491893,
                  -0.0033907660820501314,
                  -0.007291040555849862,
                  0.01431266521198072,
                  0.00458406027337661,
                  0.005881549727948149
                ],
                [
                  0.004581867101723803,
                  0.003658925863632146,
                  0.02861380589753397,
                  -0.014901555716562516,
                  -0.0016205800510889884,
                  -0.001205459888186153
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.011600842174635865,
                0.00196226140996075,
                0.003076230618456271
              ],
              "feature_contributions": [
                [
                  3.6820681956022824e-05,
                  0.0006944285119856128,
                  0.01011058626386392,
                  -0.016891473538469048,
                  1.792583513342441e-05,
                  0.00019263490013864815
                ],
                [
                  -2.465864469341984e-06,
                  2.5475713991546905e-05,
                  -0.00014906324907161544,
                  0.0006007260749892074,
                  -9.062334099052845e-07,
                  2.79058112795802e-05
                ],
                [
                  6.036426529065276e-06,
                  -3.433809331020335e-05,
                  0.0007307195521668287,
                  -0.0007812348592129777,
                  4.0017897783001285e-07,
                  -7.144135375634434e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  216.1590118408203,
                  -0.04259225196906887,
                  0.10411674707317609
                ],
                "used_input": [
                  0.1526604013228275,
                  -0.37317830492177806,
                  -0.279,
                  148.68309814453124,
                  -0.04259225196906887,
                  0.10411674707317609
                ],
                "standardized_input": [
                  0.07119855586200556,
                  -0.5071732278672606,
                  1.3800945958067021,
                  2.8332425570425155,
                  -0.013344967976642464,
                  0.3202806237864593
                ],
                "training_mean": [
                  0.07838651608988476,
                  0.057641179288069506,
                  -0.5061566265060241,
                  94.22994957062134,
                  -0.03655903837479413,
                  -0.03546801103841151
                ],
                "training_scale": [
                  1.043193704334364,
                  0.849452338053229,
                  0.16459496848710212,
                  19.219374083788612,
                  0.4520965209384244,
                  0.43582017688542085
                ],
                "clip_low": [
                  -2.0279285527554487,
                  -1.4173809777318385,
                  -0.6988599999999999,
                  63.05091720581055,
                  -2.954772611392052,
                  -1.7349402051715184
                ],
                "clip_high": [
                  6.9788774776300535,
                  3.9409052314225357,
                  0.21585999999999944,
                  148.68309814453124,
                  0.8838934883785972,
                  0.6972529131594724
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.8332425570425155
            },
            {
              "idx": 85,
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "exit": "2022-06-01",
              "q": [
                0.008564911304218098,
                0.0013606482600494933,
                0.0024545209762862875
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002704468180601234,
                0.0002724866263443017,
                0.0003960874929624129
              ],
              "last_validation_exit": "2022-04-01",
              "validation_folds": 59,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.01610456142427557,
                  -0.020725585026409664,
                  0.15465595362838652,
                  -0.1072231927559396,
                  -0.03522902007153631,
                  0.006730382723650032
                ],
                [
                  -0.005983914584191802,
                  -0.00793534286406717,
                  -0.007872696923439669,
                  0.003819737578437831,
                  0.008325805786780056,
                  0.00950633943924059
                ],
                [
                  0.0025925227905269663,
                  0.0012833612207913212,
                  0.027533705690565895,
                  -0.0185079510072376,
                  0.00050403821910799,
                  0.0007421577772597381
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.012136828590815097,
                0.0012716456558544344,
                0.0026943718079549587
              ],
              "feature_contributions": [
                [
                  -7.626856848146765e-05,
                  0.00030980828419821684,
                  0.010168346099612549,
                  -0.013875515540914998,
                  -0.00016866116469007534,
                  7.037360367877769e-05
                ],
                [
                  9.593689541708452e-06,
                  4.0156467914024435e-05,
                  -0.0001752309401565211,
                  0.00016733912828166382,
                  1.3494114465756782e-05,
                  3.3650144148426544e-05
                ],
                [
                  -4.858893388595663e-06,
                  -7.591948172356162e-06,
                  0.000716417914096294,
                  -0.0009478439203810143,
                  9.549839986552578e-07,
                  3.0710321783457135e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  318.9549255371094,
                  0.003985688506847641,
                  0.05519393532200909
                ],
                "used_input": [
                  -0.014337009017437556,
                  -0.19853933569068016,
                  -0.278,
                  148.65830810546876,
                  0.003985688506847641,
                  0.05519393532200909
                ],
                "standardized_input": [
                  -0.10011909050817132,
                  -0.31601407860989106,
                  1.389965047773713,
                  2.7357763834072015,
                  0.10121263578694233,
                  0.2210498541589869
                ],
                "training_mean": [
                  0.08862166148885149,
                  0.07049080725814719,
                  -0.5055059523809524,
                  94.75943425405592,
                  -0.04105895991536893,
                  -0.04121609327038133
                ],
                "training_scale": [
                  1.0283620235032596,
                  0.8513232832292138,
                  0.16367746278609335,
                  19.70149102036106,
                  0.44504965286189974,
                  0.43614608550272516
                ],
                "clip_low": [
                  -2.0206326282166924,
                  -1.4163389800544839,
                  -0.6985899999999999,
                  63.107382431030274,
                  -2.8615238715785587,
                  -1.728139168952389
                ],
                "clip_high": [
                  6.792953135469644,
                  3.9126368083145997,
                  0.21509000000000014,
                  148.65830810546876,
                  0.879754284180385,
                  0.6972155541630013
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 2.7357763834072015
            },
            {
              "idx": 86,
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "exit": "2022-07-01",
              "q": [
                0.0036383765754799133,
                4.036649219782331e-06,
                0.0008290232346777286
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027963004945099363,
                0.00030267950538764886,
                0.00049249463615032
              ],
              "last_validation_exit": "2022-05-02",
              "validation_folds": 60,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012607803783319035,
                  -0.016741993437027192,
                  0.13820812384309447,
                  -0.13883786937309175,
                  -0.034492844763923856,
                  0.007417435832302602
                ],
                [
                  -0.006208417916783252,
                  -0.006328198826476577,
                  -0.011226393329902109,
                  -0.005303948937317907,
                  0.00826727822277672,
                  0.008434487756149025
                ],
                [
                  0.001774673389585763,
                  0.0029627575184236897,
                  0.01947051176353069,
                  -0.02866659025489024,
                  0.000776842492184989,
                  -0.0003042004571416146
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010995552947688458,
                0.0007485961137346211,
                0.0017729605077662159
              ],
              "feature_contributions": [
                [
                  -2.569043969001382e-05,
                  -0.0005024060383599736,
                  0.014321999125751984,
                  -0.020983489952311293,
                  -0.00012737990398073752,
                  -4.020916361851328e-05
                ],
                [
                  4.365952971885618e-06,
                  -6.553809488241107e-05,
                  -0.0004014914852702935,
                  -0.00027665283759921655,
                  1.0536599447169764e-05,
                  -1.5779599181973107e-05
                ],
                [
                  -1.5340631762404742e-06,
                  3.7716944605067996e-05,
                  0.0008559337474683976,
                  -0.0018379704797714855,
                  1.2170196434107584e-06,
                  6.995581423623864e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  191.14309692382812,
                  -0.006651390235526278,
                  -0.08821410038993578
                ],
                "used_input": [
                  0.044640202922995156,
                  0.5920409422143341,
                  -0.149,
                  161.1867822265623,
                  -0.006651390235526278,
                  -0.08821410038993578
                ],
                "standardized_input": [
                  -0.04229945602567514,
                  0.6229459540263912,
                  2.1511602176081417,
                  3.137418602792163,
                  0.07666101933888099,
                  -0.11253145336654835
                ],
                "training_mean": [
                  0.08727354763252276,
                  0.06495085975684664,
                  -0.5028470588235295,
                  95.56580350629021,
                  -0.040028651167585715,
                  -0.03942672247548468
                ],
                "training_scale": [
                  1.0078934510091524,
                  0.8461248990392467,
                  0.16449126193723,
                  20.91559559883795,
                  0.43538764837596067,
                  0.4335443687511627
                ],
                "clip_low": [
                  -2.013336703677936,
                  -1.4152969823771295,
                  -0.6983199999999999,
                  63.16384765625,
                  -2.7682751317650673,
                  -1.7213381327332595
                ],
                "clip_high": [
                  6.607028793308971,
                  3.8843683852066238,
                  0.21431999999999976,
                  161.1867822265623,
                  0.875615079982167,
                  0.69717819516653
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                true,
                false,
                false
              ],
              "max_abs_standardized_input": 3.137418602792163
            },
            {
              "idx": 87,
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "exit": "2022-08-01",
              "q": [
                0.018569922802915875,
                6.28495692905082e-05,
                0.0024426548670321217
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002757256935675989,
                0.0002984462880297363,
                0.0004887664054835908
              ],
              "last_validation_exit": "2022-06-01",
              "validation_folds": 61,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.01372955107817664,
                  -0.0161878681547827,
                  0.13852394865740283,
                  -0.14837570924821175,
                  -0.03591018689415307,
                  0.006061820994813134
                ],
                [
                  -0.006431464207526786,
                  -0.0064784239816627195,
                  -0.010400316352926955,
                  -0.007286644581540873,
                  0.008563606101174513,
                  0.008536641797239156
                ],
                [
                  0.0016079210618958277,
                  0.002739687725958421,
                  0.02047614321349715,
                  -0.025454799436895326,
                  0.001036731827044358,
                  -0.00022825998601684036
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010730512990878698,
                0.0008332400548810095,
                0.0019702001559412743
              ],
              "feature_contributions": [
                [
                  -4.121779565299626e-05,
                  -0.0006312767651024613,
                  0.020107826066149567,
                  -0.011466176696245323,
                  -0.0001555515131247639,
                  2.580651601315829e-05
                ],
                [
                  6.662285960284827e-06,
                  -8.717350365559291e-05,
                  -0.0005209209151318456,
                  -0.00019429802972609323,
                  1.2799654457882121e-05,
                  1.2540022504863514e-05
                ],
                [
                  -2.053307570051628e-06,
                  4.5445623903368106e-05,
                  0.0012642974885241124,
                  -0.0008367319668451729,
                  1.910222101506662e-06,
                  -4.13349022915601e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  0.0,
                  0.0
                ],
                "used_input": [
                  0.0221660897842801,
                  0.744801526030938,
                  0.0,
                  142.25848388671875,
                  0.0,
                  0.0
                ],
                "standardized_input": [
                  -0.06260460876974405,
                  0.8132199562247157,
                  3.0270398504633453,
                  1.611512592053481,
                  0.09033050867597522,
                  0.08877775340319337
                ],
                "training_mean": [
                  0.08401495490843425,
                  0.06157043393268259,
                  -0.5002383720930234,
                  97.78721385778383,
                  -0.03848069912933323,
                  -0.03824783485897128
                ],
                "training_scale": [
                  0.9879283065505691,
                  0.8401553440351867,
                  0.16525661927326543,
                  27.59598047711629,
                  0.42599891989280647,
                  0.4308267937944405
                ],
                "clip_low": [
                  -2.0060407791391803,
                  -1.414254984699775,
                  -0.69805,
                  63.220312881469724,
                  -2.6750263919515747,
                  -1.71453709651413
                ],
                "clip_high": [
                  6.421104451148563,
                  3.8560999620986878,
                  0.21355000000000046,
                  231.57839889526426,
                  0.8714758757839548,
                  0.697140836170059
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 3.0270398504633453
            },
            {
              "idx": 88,
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "exit": "2022-09-01",
              "q": [
                0.011581944858070117,
                0.00039724246513760195,
                0.0019550278165574968
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027892046598550165,
                0.0002945797382529114,
                0.00048679690368068134
              ],
              "last_validation_exit": "2022-07-01",
              "validation_folds": 62,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012649640194347469,
                  -0.02249302666598839,
                  0.12228437460968354,
                  -0.16911250838778222,
                  -0.036465086291385014,
                  0.0051393757973775545
                ],
                [
                  -0.006608097366164325,
                  -0.006131501078653464,
                  -0.009229838854755056,
                  -0.005449158824208077,
                  0.00883009224349455,
                  0.008479000113939993
                ],
                [
                  0.001436872912696892,
                  0.0020519642386767085,
                  0.017890715022162638,
                  -0.027247838769609324,
                  0.0012189800074378229,
                  -0.0001400832373481939
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009857807439204726,
                0.0009117884156888548,
                0.0017369878073056442
              ],
              "feature_contributions": [
                [
                  -0.00023901391417777945,
                  -0.0013446049757444853,
                  0.012643526965919218,
                  -0.008943674150279439,
                  -0.000327699263099296,
                  -6.439724375282919e-05
                ],
                [
                  4.251705897216472e-05,
                  -0.00012481172787120616,
                  -0.0003249624359717277,
                  -9.81321860378136e-05,
                  2.7021237223749394e-05,
                  -3.61778968664195e-05
                ],
                [
                  -1.1450152520352209e-05,
                  5.173262384454517e-05,
                  0.0007801405870610557,
                  -0.0006077433282974211,
                  4.620007753797101e-06,
                  7.402714102280431e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.040372279877721684,
                  -0.14965989657916406
                ],
                "used_input": [
                  -0.2968549991008947,
                  1.100440416023265,
                  -0.136,
                  130.7073211669922,
                  0.040372279877721684,
                  -0.14965989657916406
                ],
                "standardized_input": [
                  -0.3907192093671508,
                  1.2361368918667381,
                  2.1380458991804057,
                  1.0936037445498048,
                  0.18583091750706882,
                  -0.259105514830232
                ],
                "training_mean": [
                  0.081509171349729,
                  0.06735484867809674,
                  -0.49620689655172423,
                  98.84910338829303,
                  -0.0370905974683093,
                  -0.03874441633377939
                ],
                "training_scale": [
                  0.968378726665273,
                  0.8357371858589754,
                  0.16847481931506017,
                  29.131408828353983,
                  0.4168460145663564,
                  0.4280707043926
                ],
                "clip_low": [
                  -1.9987448546004243,
                  -1.4132129870224204,
                  -0.69778,
                  63.276778106689456,
                  -2.581777652138082,
                  -1.7077360602950005
                ],
                "clip_high": [
                  6.2351801089878895,
                  3.8278315389907114,
                  0.21278000000000005,
                  230.55043975830085,
                  0.8673366715857368,
                  0.6971034771735878
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.1380458991804057
            },
            {
              "idx": 89,
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "exit": "2022-10-03",
              "q": [
                0.019263296191632067,
                0.0012062301681599393,
                0.0024269207010045144
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.0027999758935794957,
                0.00029950106227223395,
                0.0004943274687558713
              ],
              "last_validation_exit": "2022-08-01",
              "validation_folds": 63,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.012377915230445522,
                  -0.013797613882511741,
                  0.14009407040827537,
                  -0.15861369663233776,
                  -0.03496227730015963,
                  0.00902652449298047
                ],
                [
                  -0.006791177119092874,
                  -0.004774275086120169,
                  -0.004591155542257668,
                  -0.003268773439791703,
                  0.009139482578578221,
                  0.008595904875861107
                ],
                [
                  0.0011448119923117273,
                  0.003305971052456813,
                  0.02132323718681955,
                  -0.024450659436077916,
                  0.0016350439113752282,
                  8.703746641701024e-05
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010625990167007392,
                0.0011815628154284506,
                0.0020973202574967997
              ],
              "feature_contributions": [
                [
                  0.00017692035564254404,
                  0.0011350404917091139,
                  0.011584206511158155,
                  -0.004700324076569944,
                  0.00013775165004867198,
                  0.0003037110926361328
                ],
                [
                  -3.3076309288635386e-05,
                  0.0001338309293119374,
                  -0.00012936304538559707,
                  -3.3007575361131356e-05,
                  -1.2270447265812163e-05,
                  9.85538007207271e-05
                ],
                [
                  6.918749396673916e-06,
                  -0.00011499250763591872,
                  0.0007455260200391812,
                  -0.0003063661809778361,
                  -2.723890518709643e-06,
                  1.2382532043242035e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.0687188093520151,
                  0.2561585773472235
                ],
                "used_input": [
                  0.35791046537507865,
                  -1.3341592570167893,
                  -0.192,
                  117.17676544189453,
                  -0.0687188093520151,
                  0.2561585773472235
                ],
                "standardized_input": [
                  0.29401044250563285,
                  -1.6921537617602491,
                  1.700900831241512,
                  0.609564367164011,
                  -0.08104562071616415,
                  0.6921058903561444
                ],
                "training_mean": [
                  0.07880494976805438,
                  0.07474371517721287,
                  -0.4905738636363637,
                  99.33135209950532,
                  -0.03565650504690496,
                  -0.03822727890700169
                ],
                "training_scale": [
                  0.9493047703626273,
                  0.8326093077548711,
                  0.17553866642444424,
                  29.275683264451175,
                  0.40794683306702134,
                  0.4253480000043633
                ],
                "clip_low": [
                  -1.991448930061668,
                  -1.4121709893450658,
                  -0.69751,
                  63.33324333190918,
                  -2.4885289123245897,
                  -1.700935024075871
                ],
                "clip_high": [
                  6.049255766827216,
                  3.7995631158827354,
                  0.21200999999999967,
                  229.52248062133742,
                  0.8631974673875188,
                  0.6970661181771166
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.700900831241512
            },
            {
              "idx": 90,
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "exit": "2022-11-01",
              "q": [
                0.013808920728500367,
                -0.00010243972229558918,
                0.0015739395542022382
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002790035364376651,
                0.0003372740205845771,
                0.0005319539274865739
              ],
              "last_validation_exit": "2022-09-01",
              "validation_folds": 64,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.014099729671541715,
                  -0.02169923319422929,
                  0.12865075817784918,
                  -0.16191542069985135,
                  -0.03536519416482028,
                  0.007314057273303668
                ],
                [
                  -0.005422059136089292,
                  -0.008231635047705263,
                  -0.010251973147201844,
                  -0.006229863100600905,
                  0.008396389121440351,
                  0.008690939826546458
                ],
                [
                  0.0019085355026428612,
                  -3.5916047328859466e-05,
                  0.015085283784904693,
                  -0.026126828099200902,
                  0.0014315517751740986,
                  0.0005480773637122737
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.010114074259425851,
                0.0005870809448610734,
                0.0014903942727466234
              ],
              "feature_contributions": [
                [
                  3.0631580267105584e-05,
                  -0.0011539848570663886,
                  0.013888169869933631,
                  -0.008926389262445046,
                  -0.00010118011492226663,
                  -4.2400746692520614e-05
                ],
                [
                  -4.216916031867235e-06,
                  -0.00015671620906864764,
                  -0.00039619794353502733,
                  -0.00012295273662414854,
                  8.599709203955142e-06,
                  -1.8036571100926798e-05
                ],
                [
                  1.8109903892530707e-06,
                  -8.342602365777115e-07,
                  0.0007112846568584054,
                  -0.0006291172350705608,
                  1.7888893048917295e-06,
                  -1.3877597897967336e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.01028114953705664,
                  -0.08986001004289261
                ],
                "used_input": [
                  0.1142349948561849,
                  0.9984445560321401,
                  -0.09,
                  132.86322021484375,
                  -0.01028114953705664,
                  -0.08986001004289261
                ],
                "standardized_input": [
                  0.044721083976636405,
                  1.0947360715713563,
                  2.2222165379187877,
                  1.1348574539650462,
                  0.058894240704273654,
                  -0.11933527916875383
                ],
                "training_mean": [
                  0.07257699059400267,
                  0.08596248231671255,
                  -0.48659550561797754,
                  99.67297541586203,
                  -0.033801018299265545,
                  -0.03940333441767027
                ],
                "training_scale": [
                  0.9315070333256138,
                  0.8335178655487929,
                  0.17846843403901952,
                  29.246179494190457,
                  0.3993577042670352,
                  0.42281440975950446
                ],
                "clip_low": [
                  -1.984153005522912,
                  -1.4111289916677114,
                  -0.69724,
                  63.389708557128905,
                  -2.3952801725110966,
                  -1.6941339878567414
                ],
                "clip_high": [
                  5.863331424666808,
                  3.7712946927747995,
                  0.21124000000000037,
                  228.49452148437547,
                  0.8590582631893066,
                  0.6970287591806454
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.2222165379187877
            },
            {
              "idx": 91,
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "exit": "2022-12-01",
              "q": [
                0.013670236978217953,
                -0.0005043695744989542,
                0.001137481694299075
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.002873568074973655,
                0.0003454963566745986,
                0.0005472084737683665
              ],
              "last_validation_exit": "2022-10-03",
              "validation_folds": 65,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.008750739276164621,
                  -0.003536201365147124,
                  0.11062976462352465,
                  -0.1620242553229689,
                  -0.037306434088458254,
                  0.009472273730702321
                ],
                [
                  -0.006040330604685502,
                  -0.0053278832041194725,
                  -0.012620732560620676,
                  -0.007040460659324223,
                  0.008581478404848308,
                  0.00767334587090869
                ],
                [
                  0.0011035940136389856,
                  0.0028432205938073054,
                  0.011763213037472024,
                  -0.02664899804098467,
                  0.0017733414931653875,
                  -0.00042147719248673745
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.009208372845907963,
                0.000265904779690284,
                0.0010671108897807081
              ],
              "feature_contributions": [
                [
                  -4.5296225016645394e-05,
                  -0.0001912745447261552,
                  0.013630465835374365,
                  -0.008779001264887676,
                  -0.00015870052953583148,
                  5.670861101932372e-06
                ],
                [
                  1.1189905242027501e-05,
                  -0.00010313909579096289,
                  -0.000556508380119961,
                  -0.00013652575534646072,
                  1.3064872774420657e-05,
                  1.6440990516983053e-06
                ],
                [
                  -2.5005552066323526e-06,
                  6.731945506157554e-05,
                  0.0006344165717278114,
                  -0.000632056364232732,
                  3.3021504681438374e-06,
                  -1.1045329979961681e-07
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.0007024376186694006,
                  -0.030902795704747167
                ],
                "used_input": [
                  -0.02265927802159357,
                  0.9968643775724892,
                  -0.031,
                  131.98587036132812,
                  0.0007024376186694006,
                  -0.030902795704747167
                ],
                "standardized_input": [
                  -0.1055135211358335,
                  1.1025823618777504,
                  2.5114790598688095,
                  1.104475098764632,
                  0.08671325480656716,
                  0.012203534171334901
                ],
                "training_mean": [
                  0.07376260234021555,
                  0.06988083604155562,
                  -0.48332777777777775,
                  99.85666759490968,
                  -0.03319888780412639,
                  -0.03604416120669748
                ],
                "training_scale": [
                  0.913834353397038,
                  0.8407385911309487,
                  0.18010414062596475,
                  29.090020048759204,
                  0.39095897736072865,
                  0.42130135662068735
                ],
                "clip_low": [
                  -1.976857080984156,
                  -1.4100869939903569,
                  -0.69697,
                  63.44617378234863,
                  -2.3020314326976044,
                  -1.6873329516376119
                ],
                "clip_high": [
                  5.677407082506135,
                  3.7430262696668235,
                  0.21046999999999996,
                  227.46656234741204,
                  0.8549190589910886,
                  0.6969914001841743
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 2.5114790598688095
            },
            {
              "idx": 92,
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "exit": "2023-01-03",
              "q": [
                0.008456656010976367,
                -0.0005037768421313739,
                0.000300460023503721
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "alpha": [
                1.0,
                10.0,
                10.0
              ],
              "l1_ratio": [
                null,
                null,
                null
              ],
              "validation_mse": [
                0.00284863669022809,
                0.00035064004634164823,
                0.0005450041734988874
              ],
              "last_validation_exit": "2022-11-01",
              "validation_folds": 66,
              "feature_columns": [
                "growth_surprise",
                "inflation_surprise",
                "anfci",
                "gpr",
                "growth_x_anfci",
                "inflation_x_anfci"
              ],
              "nonzero_features": [
                6,
                6,
                6
              ],
              "coefficients": [
                [
                  0.008777485724389623,
                  0.0020274679744352628,
                  0.11818391273744451,
                  -0.15779424642675363,
                  -0.03651424633148014,
                  0.011295993375425405
                ],
                [
                  -0.006222547337371724,
                  -0.006832391726163528,
                  -0.015245791682908993,
                  -0.008517268037318152,
                  0.00862398383619792,
                  0.007667051692088301
                ],
                [
                  0.000844032189825063,
                  0.0017917134907896731,
                  0.009562507492645873,
                  -0.027407573564630448,
                  0.002001326985822601,
                  -0.00036284700015879395
                ]
              ],
              "iterations": [
                0,
                0,
                0
              ],
              "base_return": [
                0.0096440295302077,
                -2.5748678350054735e-05,
                0.0008524269187974861
              ],
              "feature_contributions": [
                [
                  -2.6290345082070318e-05,
                  -0.00012002497556945472,
                  0.010268796241090748,
                  -0.011410502946607832,
                  -0.0001368503393024221,
                  0.0002374988462396987
                ],
                [
                  6.729385577581096e-06,
                  0.00014603986759943383,
                  -0.00047829099324733684,
                  -0.00022237962191162827,
                  1.1670044723550125e-05,
                  5.8203153477080855e-05
                ],
                [
                  -1.1076645303677108e-06,
                  -4.647391626081455e-05,
                  0.00036404581660264397,
                  -0.0008683749687593716,
                  3.286432168341513e-06,
                  -3.34259451419674e-06
                ]
              ],
              "preprocessing": {
                "raw_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  -0.002665825588734175,
                  0.14324364518394694
                ],
                "used_input": [
                  0.0174236966583933,
                  -0.9362329750584768,
                  -0.153,
                  143.16241455078125,
                  -0.002665825588734175,
                  0.14324364518394694
                ],
                "standardized_input": [
                  -0.06117354640103966,
                  -1.2090802497052084,
                  1.7745926399737484,
                  1.4769001256754835,
                  0.07654574268476545,
                  0.4294123976182672
                ],
                "training_mean": [
                  0.07224440426212822,
                  0.07978564147628049,
                  -0.47901098901098904,
                  100.20870120708759,
                  -0.031967818860364365,
                  -0.036561218037615466
                ],
                "training_scale": [
                  0.896150555737655,
                  0.8403235573341618,
                  0.1837103240864403,
                  29.083695367720352,
                  0.3828036967686516,
                  0.4187230369194015
                ],
                "clip_low": [
                  -1.9695611564453999,
                  -1.4090449963130023,
                  -0.6967,
                  63.50263900756836,
                  -2.2087826928841117,
                  -1.6805319154184826
                ],
                "clip_high": [
                  5.491482740345462,
                  3.7147578465588476,
                  0.20969999999999958,
                  226.43860321044863,
                  0.8507798547928704,
                  0.6969540411877031
                ]
              },
              "input_clipped": [
                false,
                false,
                false,
                false,
                false,
                false
              ],
              "max_abs_standardized_input": 1.7745926399737484
            }
          ]
        },
        "fixed453520": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16324447317454516,
            "annualized_return": -0.16324447317454516,
            "annualized_volatility": 0.1347886619906229,
            "sharpe_zero_rf": -1.2507407044520507,
            "maximum_drawdown": -0.207743421549055,
            "average_turnover": 0.024142424184482175,
            "cost_bps_sum": 1.4485454510689306,
            "end_value": 83.67555268254549,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {},
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99809516864663
            },
            {
              "date": "2022-01-04",
              "wealth": 99.98136595379934
            },
            {
              "date": "2022-01-05",
              "wealth": 98.85265275826457
            },
            {
              "date": "2022-01-06",
              "wealth": 98.69926357346287
            },
            {
              "date": "2022-01-07",
              "wealth": 98.32592835283042
            },
            {
              "date": "2022-01-10",
              "wealth": 98.24375764317054
            },
            {
              "date": "2022-01-11",
              "wealth": 98.78559005952647
            },
            {
              "date": "2022-01-12",
              "wealth": 98.89763261166362
            },
            {
              "date": "2022-01-13",
              "wealth": 98.45943365772207
            },
            {
              "date": "2022-01-14",
              "wealth": 98.06229699834297
            },
            {
              "date": "2022-01-18",
              "wealth": 96.83829110747762
            },
            {
              "date": "2022-01-19",
              "wealth": 96.50523702099886
            },
            {
              "date": "2022-01-20",
              "wealth": 96.09731378300934
            },
            {
              "date": "2022-01-21",
              "wealth": 95.59900559860884
            },
            {
              "date": "2022-01-24",
              "wealth": 95.68248024034334
            },
            {
              "date": "2022-01-25",
              "wealth": 95.07565086721348
            },
            {
              "date": "2022-01-26",
              "wealth": 94.59449127804174
            },
            {
              "date": "2022-01-27",
              "wealth": 94.58155390529741
            },
            {
              "date": "2022-01-28",
              "wealth": 95.69162645697958
            },
            {
              "date": "2022-01-31",
              "wealth": 96.45057997553288
            },
            {
              "date": "2022-02-01",
              "wealth": 96.72262377487664
            },
            {
              "date": "2022-02-01",
              "wealth": 96.7217653989373
            },
            {
              "date": "2022-02-02",
              "wealth": 97.21539333654694
            },
            {
              "date": "2022-02-03",
              "wealth": 95.88174305930708
            },
            {
              "date": "2022-02-04",
              "wealth": 95.63348261101424
            },
            {
              "date": "2022-02-07",
              "wealth": 95.53897930556926
            },
            {
              "date": "2022-02-08",
              "wealth": 95.71291612910356
            },
            {
              "date": "2022-02-09",
              "wealth": 96.45594060266865
            },
            {
              "date": "2022-02-10",
              "wealth": 95.09964310747287
            },
            {
              "date": "2022-02-11",
              "wealth": 94.73121928536345
            },
            {
              "date": "2022-02-14",
              "wealth": 94.19265747049705
            },
            {
              "date": "2022-02-15",
              "wealth": 94.67960986912952
            },
            {
              "date": "2022-02-16",
              "wealth": 94.82425355989064
            },
            {
              "date": "2022-02-17",
              "wealth": 94.09900771723552
            },
            {
              "date": "2022-02-18",
              "wealth": 93.98099981089545
            },
            {
              "date": "2022-02-22",
              "wealth": 93.50596512229174
            },
            {
              "date": "2022-02-23",
              "wealth": 92.42930160206757
            },
            {
              "date": "2022-02-24",
              "wealth": 93.20569942582195
            },
            {
              "date": "2022-02-25",
              "wealth": 94.180454338679
            },
            {
              "date": "2022-02-28",
              "wealth": 94.65251450052747
            },
            {
              "date": "2022-03-01",
              "wealth": 94.40730466223974
            },
            {
              "date": "2022-03-01",
              "wealth": 94.4061389421143
            },
            {
              "date": "2022-03-02",
              "wealth": 94.40399191295705
            },
            {
              "date": "2022-03-03",
              "wealth": 94.39681631721876
            },
            {
              "date": "2022-03-04",
              "wealth": 94.3894472981386
            },
            {
              "date": "2022-03-07",
              "wealth": 92.76386374770857
            },
            {
              "date": "2022-03-08",
              "wealth": 92.12612262281847
            },
            {
              "date": "2022-03-09",
              "wealth": 93.05891040715892
            },
            {
              "date": "2022-03-10",
              "wealth": 92.50924255592511
            },
            {
              "date": "2022-03-11",
              "wealth": 91.95839816905503
            },
            {
              "date": "2022-03-14",
              "wealth": 90.98320898112152
            },
            {
              "date": "2022-03-15",
              "wealth": 92.01513273327706
            },
            {
              "date": "2022-03-16",
              "wealth": 93.05908828509008
            },
            {
              "date": "2022-03-17",
              "wealth": 93.71451679531494
            },
            {
              "date": "2022-03-18",
              "wealth": 94.32155382164572
            },
            {
              "date": "2022-03-21",
              "wealth": 93.63851372569904
            },
            {
              "date": "2022-03-22",
              "wealth": 93.93770867749686
            },
            {
              "date": "2022-03-23",
              "wealth": 93.62556075344752
            },
            {
              "date": "2022-03-24",
              "wealth": 94.12087403459509
            },
            {
              "date": "2022-03-25",
              "wealth": 93.87406152252326
            },
            {
              "date": "2022-03-28",
              "wealth": 94.3630076525793
            },
            {
              "date": "2022-03-29",
              "wealth": 95.22940352356709
            },
            {
              "date": "2022-03-30",
              "wealth": 95.11194668685432
            },
            {
              "date": "2022-03-31",
              "wealth": 94.42835484586163
            },
            {
              "date": "2022-04-01",
              "wealth": 94.412121642305
            },
            {
              "date": "2022-04-01",
              "wealth": 94.4097188032716
            },
            {
              "date": "2022-04-04",
              "wealth": 94.81745882393615
            },
            {
              "date": "2022-04-05",
              "wealth": 93.55059844928783
            },
            {
              "date": "2022-04-06",
              "wealth": 92.90378329643262
            },
            {
              "date": "2022-04-07",
              "wealth": 92.94850726515999
            },
            {
              "date": "2022-04-08",
              "wealth": 92.52670960549014
            },
            {
              "date": "2022-04-11",
              "wealth": 91.47645044678742
            },
            {
              "date": "2022-04-12",
              "wealth": 91.49094691940552
            },
            {
              "date": "2022-04-13",
              "wealth": 92.12664874819038
            },
            {
              "date": "2022-04-14",
              "wealth": 91.10556141044862
            },
            {
              "date": "2022-04-18",
              "wealth": 90.89227614257982
            },
            {
              "date": "2022-04-19",
              "wealth": 91.20286535941148
            },
            {
              "date": "2022-04-20",
              "wealth": 91.60377810603494
            },
            {
              "date": "2022-04-21",
              "wealth": 90.61315216325126
            },
            {
              "date": "2022-04-22",
              "wealth": 89.4808965337404
            },
            {
              "date": "2022-04-25",
              "wealth": 90.11355282524916
            },
            {
              "date": "2022-04-26",
              "wealth": 89.15389260173774
            },
            {
              "date": "2022-04-27",
              "wealth": 88.91241386706493
            },
            {
              "date": "2022-04-28",
              "wealth": 89.90761795755365
            },
            {
              "date": "2022-04-29",
              "wealth": 88.05773789551635
            },
            {
              "date": "2022-05-02",
              "wealth": 87.9489798264498
            },
            {
              "date": "2022-05-02",
              "wealth": 87.94814563187555
            },
            {
              "date": "2022-05-03",
              "wealth": 88.27922059554764
            },
            {
              "date": "2022-05-04",
              "wealth": 89.8625364379541
            },
            {
              "date": "2022-05-05",
              "wealth": 87.82126163545541
            },
            {
              "date": "2022-05-06",
              "wealth": 87.26061454229313
            },
            {
              "date": "2022-05-09",
              "wealth": 86.2910264441786
            },
            {
              "date": "2022-05-10",
              "wealth": 86.55557309739
            },
            {
              "date": "2022-05-11",
              "wealth": 86.22237357701005
            },
            {
              "date": "2022-05-12",
              "wealth": 86.29378664621264
            },
            {
              "date": "2022-05-13",
              "wealth": 86.93342236950578
            },
            {
              "date": "2022-05-16",
              "wealth": 86.93128853925819
            },
            {
              "date": "2022-05-17",
              "wealth": 87.38074142287974
            },
            {
              "date": "2022-05-18",
              "wealth": 86.09410538819985
            },
            {
              "date": "2022-05-19",
              "wealth": 86.02394846861885
            },
            {
              "date": "2022-05-20",
              "wealth": 86.27175624290015
            },
            {
              "date": "2022-05-23",
              "wealth": 86.714560995961
            },
            {
              "date": "2022-05-24",
              "wealth": 86.92559209807177
            },
            {
              "date": "2022-05-25",
              "wealth": 87.50556436722185
            },
            {
              "date": "2022-05-26",
              "wealth": 88.25335085032151
            },
            {
              "date": "2022-05-27",
              "wealth": 89.34324980694196
            },
            {
              "date": "2022-05-31",
              "wealth": 88.65767399236961
            },
            {
              "date": "2022-06-01",
              "wealth": 88.05789241284015
            },
            {
              "date": "2022-06-01",
              "wealth": 88.05737610590583
            },
            {
              "date": "2022-06-02",
              "wealth": 88.86483752123034
            },
            {
              "date": "2022-06-03",
              "wealth": 88.08618354172259
            },
            {
              "date": "2022-06-06",
              "wealth": 87.85171099520996
            },
            {
              "date": "2022-06-07",
              "wealth": 88.45008440180976
            },
            {
              "date": "2022-06-08",
              "wealth": 87.79781099831212
            },
            {
              "date": "2022-06-09",
              "wealth": 86.70978880422061
            },
            {
              "date": "2022-06-10",
              "wealth": 85.11572860960491
            },
            {
              "date": "2022-06-13",
              "wealth": 82.75058071454183
            },
            {
              "date": "2022-06-14",
              "wealth": 82.31707929883234
            },
            {
              "date": "2022-06-15",
              "wealth": 83.50489470424911
            },
            {
              "date": "2022-06-16",
              "wealth": 82.504607469648
            },
            {
              "date": "2022-06-17",
              "wealth": 82.62421856958366
            },
            {
              "date": "2022-06-21",
              "wealth": 83.19223278053515
            },
            {
              "date": "2022-06-22",
              "wealth": 83.62719822378801
            },
            {
              "date": "2022-06-23",
              "wealth": 84.28532437808697
            },
            {
              "date": "2022-06-24",
              "wealth": 85.36526592600744
            },
            {
              "date": "2022-06-27",
              "wealth": 84.89256019918801
            },
            {
              "date": "2022-06-28",
              "wealth": 84.15548213251988
            },
            {
              "date": "2022-06-29",
              "wealth": 84.4695185202235
            },
            {
              "date": "2022-06-30",
              "wealth": 84.45475303752828
            },
            {
              "date": "2022-07-01",
              "wealth": 85.38764247418048
            },
            {
              "date": "2022-07-01",
              "wealth": 85.38626045418007
            },
            {
              "date": "2022-07-05",
              "wealth": 85.56422734024402
            },
            {
              "date": "2022-07-06",
              "wealth": 85.35497067631326
            },
            {
              "date": "2022-07-07",
              "wealth": 85.7495814430452
            },
            {
              "date": "2022-07-08",
              "wealth": 85.51019255467854
            },
            {
              "date": "2022-07-11",
              "wealth": 85.34191262799983
            },
            {
              "date": "2022-07-12",
              "wealth": 85.09331152681233
            },
            {
              "date": "2022-07-13",
              "wealth": 85.14666137410912
            },
            {
              "date": "2022-07-14",
              "wealth": 84.77982632527743
            },
            {
              "date": "2022-07-15",
              "wealth": 85.74560592422155
            },
            {
              "date": "2022-07-18",
              "wealth": 85.2183759396844
            },
            {
              "date": "2022-07-19",
              "wealth": 86.17008402702152
            },
            {
              "date": "2022-07-20",
              "wealth": 86.37466665851566
            },
            {
              "date": "2022-07-21",
              "wealth": 87.34922644529057
            },
            {
              "date": "2022-07-22",
              "wealth": 87.45158132437658
            },
            {
              "date": "2022-07-25",
              "wealth": 87.24533922343791
            },
            {
              "date": "2022-07-26",
              "wealth": 86.782138767737
            },
            {
              "date": "2022-07-27",
              "wealth": 87.9811840056419
            },
            {
              "date": "2022-07-28",
              "wealth": 88.93075239714297
            },
            {
              "date": "2022-07-29",
              "wealth": 89.58047341052027
            },
            {
              "date": "2022-08-01",
              "wealth": 89.67038590204724
            },
            {
              "date": "2022-08-01",
              "wealth": 89.669337530789
            },
            {
              "date": "2022-08-02",
              "wealth": 88.75006151246403
            },
            {
              "date": "2022-08-03",
              "wealth": 89.69811598390041
            },
            {
              "date": "2022-08-04",
              "wealth": 89.85628948189971
            },
            {
              "date": "2022-08-05",
              "wealth": 89.09314965498619
            },
            {
              "date": "2022-08-08",
              "wealth": 89.29772322952522
            },
            {
              "date": "2022-08-09",
              "wealth": 88.96466159165455
            },
            {
              "date": "2022-08-10",
              "wealth": 89.99872950822298
            },
            {
              "date": "2022-08-11",
              "wealth": 89.62145755977956
            },
            {
              "date": "2022-08-12",
              "wealth": 90.6468217887406
            },
            {
              "date": "2022-08-15",
              "wealth": 90.90526633311485
            },
            {
              "date": "2022-08-16",
              "wealth": 90.88324931868397
            },
            {
              "date": "2022-08-17",
              "wealth": 90.20808652281983
            },
            {
              "date": "2022-08-18",
              "wealth": 90.43474524678561
            },
            {
              "date": "2022-08-19",
              "wealth": 89.39562222962758
            },
            {
              "date": "2022-08-22",
              "wealth": 88.28099901513022
            },
            {
              "date": "2022-08-23",
              "wealth": 88.12724819857866
            },
            {
              "date": "2022-08-24",
              "wealth": 88.10421829381255
            },
            {
              "date": "2022-08-25",
              "wealth": 89.04953339425656
            },
            {
              "date": "2022-08-26",
              "wealth": 87.51407809767036
            },
            {
              "date": "2022-08-29",
              "wealth": 86.95006811260173
            },
            {
              "date": "2022-08-30",
              "wealth": 86.528871410598
            },
            {
              "date": "2022-08-31",
              "wealth": 85.92480982819424
            },
            {
              "date": "2022-09-01",
              "wealth": 85.70515311537137
            },
            {
              "date": "2022-09-01",
              "wealth": 85.70477888248013
            },
            {
              "date": "2022-09-02",
              "wealth": 85.4788301282406
            },
            {
              "date": "2022-09-06",
              "wealth": 84.76609555477124
            },
            {
              "date": "2022-09-07",
              "wealth": 85.87518007378549
            },
            {
              "date": "2022-09-08",
              "wealth": 85.97754100817959
            },
            {
              "date": "2022-09-09",
              "wealth": 86.6252415656696
            },
            {
              "date": "2022-09-12",
              "wealth": 86.94038305716738
            },
            {
              "date": "2022-09-13",
              "wealth": 84.91035163080612
            },
            {
              "date": "2022-09-14",
              "wealth": 85.15199855669357
            },
            {
              "date": "2022-09-15",
              "wealth": 84.53182417858277
            },
            {
              "date": "2022-09-16",
              "wealth": 84.22670691276582
            },
            {
              "date": "2022-09-19",
              "wealth": 84.46326948196878
            },
            {
              "date": "2022-09-20",
              "wealth": 83.67517721085592
            },
            {
              "date": "2022-09-21",
              "wealth": 83.20101340649965
            },
            {
              "date": "2022-09-22",
              "wealth": 82.20982793226565
            },
            {
              "date": "2022-09-23",
              "wealth": 81.5858550529972
            },
            {
              "date": "2022-09-26",
              "wealth": 80.45909427299382
            },
            {
              "date": "2022-09-27",
              "wealth": 79.92788710008634
            },
            {
              "date": "2022-09-28",
              "wealth": 81.58838959854953
            },
            {
              "date": "2022-09-29",
              "wealth": 80.57540630410175
            },
            {
              "date": "2022-09-30",
              "wealth": 79.91117988999407
            },
            {
              "date": "2022-10-03",
              "wealth": 81.47420529671845
            },
            {
              "date": "2022-10-03",
              "wealth": 81.4733553968113
            },
            {
              "date": "2022-10-04",
              "wealth": 82.74344835089882
            },
            {
              "date": "2022-10-05",
              "wealth": 82.26104087702798
            },
            {
              "date": "2022-10-06",
              "wealth": 81.67850911910492
            },
            {
              "date": "2022-10-07",
              "wealth": 80.33781790941727
            },
            {
              "date": "2022-10-10",
              "wealth": 79.75194127304319
            },
            {
              "date": "2022-10-11",
              "wealth": 79.56160324267171
            },
            {
              "date": "2022-10-12",
              "wealth": 79.51599062544642
            },
            {
              "date": "2022-10-13",
              "wealth": 80.36758158059608
            },
            {
              "date": "2022-10-14",
              "wealth": 79.2256578450945
            },
            {
              "date": "2022-10-17",
              "wealth": 80.2493322180085
            },
            {
              "date": "2022-10-18",
              "wealth": 80.84496016714095
            },
            {
              "date": "2022-10-19",
              "wealth": 80.07294413866366
            },
            {
              "date": "2022-10-20",
              "wealth": 79.4217043990989
            },
            {
              "date": "2022-10-21",
              "wealth": 80.41540549871634
            },
            {
              "date": "2022-10-24",
              "wealth": 80.83028254463598
            },
            {
              "date": "2022-10-25",
              "wealth": 81.9849302092205
            },
            {
              "date": "2022-10-26",
              "wealth": 81.90819087755885
            },
            {
              "date": "2022-10-27",
              "wealth": 81.97489639487823
            },
            {
              "date": "2022-10-28",
              "wealth": 82.76770409693138
            },
            {
              "date": "2022-10-31",
              "wealth": 82.27405066917456
            },
            {
              "date": "2022-11-01",
              "wealth": 82.21427302700054
            },
            {
              "date": "2022-11-01",
              "wealth": 82.21281533710294
            },
            {
              "date": "2022-11-02",
              "wealth": 81.15629462007546
            },
            {
              "date": "2022-11-03",
              "wealth": 80.60150699243597
            },
            {
              "date": "2022-11-04",
              "wealth": 81.08649999747641
            },
            {
              "date": "2022-11-07",
              "wealth": 81.27228311112805
            },
            {
              "date": "2022-11-08",
              "wealth": 81.72677174602187
            },
            {
              "date": "2022-11-09",
              "wealth": 81.02531811009707
            },
            {
              "date": "2022-11-10",
              "wealth": 84.19415944174493
            },
            {
              "date": "2022-11-11",
              "wealth": 84.54583172511362
            },
            {
              "date": "2022-11-14",
              "wealth": 84.06375679102075
            },
            {
              "date": "2022-11-15",
              "wealth": 84.83917925307017
            },
            {
              "date": "2022-11-16",
              "wealth": 84.90899869724755
            },
            {
              "date": "2022-11-17",
              "wealth": 84.49886440020232
            },
            {
              "date": "2022-11-18",
              "wealth": 84.565594560692
            },
            {
              "date": "2022-11-21",
              "wealth": 84.38287545568517
            },
            {
              "date": "2022-11-22",
              "wealth": 85.21365186365506
            },
            {
              "date": "2022-11-23",
              "wealth": 85.78784582539572
            },
            {
              "date": "2022-11-25",
              "wealth": 85.78780058001433
            },
            {
              "date": "2022-11-28",
              "wealth": 85.05630717134568
            },
            {
              "date": "2022-11-29",
              "wealth": 84.78001006791229
            },
            {
              "date": "2022-11-30",
              "wealth": 86.45365001044526
            },
            {
              "date": "2022-12-01",
              "wealth": 86.96832498125771
            },
            {
              "date": "2022-12-01",
              "wealth": 86.96803102728138
            },
            {
              "date": "2022-12-02",
              "wealth": 87.09025909552282
            },
            {
              "date": "2022-12-05",
              "wealth": 85.92924246518697
            },
            {
              "date": "2022-12-06",
              "wealth": 85.61411205484134
            },
            {
              "date": "2022-12-07",
              "wealth": 86.0090761326277
            },
            {
              "date": "2022-12-08",
              "wealth": 86.07590858401474
            },
            {
              "date": "2022-12-09",
              "wealth": 85.43477907482351
            },
            {
              "date": "2022-12-12",
              "wealth": 85.91380870835796
            },
            {
              "date": "2022-12-13",
              "wealth": 86.62785694693405
            },
            {
              "date": "2022-12-14",
              "wealth": 86.48041329424153
            },
            {
              "date": "2022-12-15",
              "wealth": 85.61605676893315
            },
            {
              "date": "2022-12-16",
              "wealth": 85.0213273376237
            },
            {
              "date": "2022-12-19",
              "wealth": 84.28347135581909
            },
            {
              "date": "2022-12-20",
              "wealth": 83.91006796156263
            },
            {
              "date": "2022-12-21",
              "wealth": 84.61346602902451
            },
            {
              "date": "2022-12-22",
              "wealth": 84.06758954993546
            },
            {
              "date": "2022-12-23",
              "wealth": 84.0897423759517
            },
            {
              "date": "2022-12-27",
              "wealth": 83.47180845144435
            },
            {
              "date": "2022-12-28",
              "wealth": 82.89018138574635
            },
            {
              "date": "2022-12-29",
              "wealth": 83.81037773438113
            },
            {
              "date": "2022-12-30",
              "wealth": 83.48155663139605
            },
            {
              "date": "2023-01-03",
              "wealth": 83.67555268254549
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03809662706754574,
              "cost": 1.904831353377287e-05,
              "net_return": -0.03277376225123352,
              "bl_prior": [
                0.0028224899307531283,
                -7.409224692061068e-05,
                0.0009747557244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.01774922775751747,
              "cost": 8.874613878758736e-06,
              "net_return": -0.023937720279650798,
              "bl_prior": [
                0.00292498338207073,
                5.8291698559697854e-06,
                0.0010554434724755028
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.024695549345641082,
              "cost": 1.2347774672820541e-05,
              "net_return": 5.102338301576914e-05,
              "bl_prior": [
                0.0030126358939509493,
                2.0213841877410996e-05,
                0.0011092270697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.0509010705745504,
              "cost": 2.54505352872752e-05,
              "net_return": -0.06845669500301899,
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.018969965903087277,
              "cost": 9.484982951543639e-06,
              "net_return": 0.001238360997538157,
              "bl_prior": [
                0.002991541254541298,
                3.047843442608399e-05,
                0.0011096231481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.011726533991814753,
              "cost": 5.8632669959073765e-06,
              "net_return": -0.03032380023519954,
              "bl_prior": [
                0.003399399664505307,
                0.000311139093178199,
                0.0015000164739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03237049203752232,
              "cost": 1.618524601876116e-05,
              "net_return": 0.05015647819486024,
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.023382775655685917,
              "cost": 1.1691387827842959e-05,
              "net_return": -0.04422009280753347,
              "bl_prior": [
                0.003601918757177358,
                0.00030781261651480814,
                0.0015512108807505453
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.00873303127396538,
              "cost": 4.36651563698269e-06,
              "net_return": -0.04936631771671263,
              "bl_prior": [
                0.004114881111097534,
                0.0005218646606271321,
                0.0018436828946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.020863042580490626,
              "cost": 1.0431521290245313e-05,
              "net_return": 0.009083460557692602,
              "bl_prior": [
                0.004647679302351288,
                0.0007548019809937858,
                0.0021414789518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.03546075015774758,
              "cost": 1.773037507887379e-05,
              "net_return": 0.057825141295062554,
              "bl_prior": [
                0.00478277693348038,
                0.0007291428689715295,
                0.002128431211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.45,
                0.35,
                0.2
              ],
              "turnover": 0.006760023868217585,
              "cost": 3.3800119341087926e-06,
              "net_return": -0.037861742185121394,
              "bl_prior": [
                0.004916713279963677,
                0.0008669423417813686,
                0.0023601415015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": []
        },
        "prior_only": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16600424906212208,
            "annualized_return": -0.16600424906212208,
            "annualized_volatility": 0.13401088828770255,
            "sharpe_zero_rf": -1.282988316075722,
            "maximum_drawdown": -0.2091001744036367,
            "average_turnover": 0.00868331208142819,
            "cost_bps_sum": 0.5209987248856913,
            "end_value": 83.39957509378779,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {},
          "path": [
            {
              "date": "2022-01-03",
              "wealth": 100.0
            },
            {
              "date": "2022-01-03",
              "wealth": 99.99909276523712
            },
            {
              "date": "2022-01-04",
              "wealth": 99.98118992065284
            },
            {
              "date": "2022-01-05",
              "wealth": 98.83914262047212
            },
            {
              "date": "2022-01-06",
              "wealth": 98.6861271845789
            },
            {
              "date": "2022-01-07",
              "wealth": 98.31318677717559
            },
            {
              "date": "2022-01-10",
              "wealth": 98.23071647406968
            },
            {
              "date": "2022-01-11",
              "wealth": 98.7784553291751
            },
            {
              "date": "2022-01-12",
              "wealth": 98.89384395014575
            },
            {
              "date": "2022-01-13",
              "wealth": 98.43892824328009
            },
            {
              "date": "2022-01-14",
              "wealth": 98.05095634647196
            },
            {
              "date": "2022-01-18",
              "wealth": 96.81909170994392
            },
            {
              "date": "2022-01-19",
              "wealth": 96.47458678589356
            },
            {
              "date": "2022-01-20",
              "wealth": 96.05672656369326
            },
            {
              "date": "2022-01-21",
              "wealth": 95.53364863128901
            },
            {
              "date": "2022-01-24",
              "wealth": 95.62406846263825
            },
            {
              "date": "2022-01-25",
              "wealth": 95.00873761667366
            },
            {
              "date": "2022-01-26",
              "wealth": 94.53192700605356
            },
            {
              "date": "2022-01-27",
              "wealth": 94.51229829136352
            },
            {
              "date": "2022-01-28",
              "wealth": 95.6437332465156
            },
            {
              "date": "2022-01-31",
              "wealth": 96.41889973811503
            },
            {
              "date": "2022-02-01",
              "wealth": 96.6956894131319
            },
            {
              "date": "2022-02-01",
              "wealth": 96.69541412407796
            },
            {
              "date": "2022-02-02",
              "wealth": 97.19081191539009
            },
            {
              "date": "2022-02-03",
              "wealth": 95.8611897512484
            },
            {
              "date": "2022-02-04",
              "wealth": 95.61513088655202
            },
            {
              "date": "2022-02-07",
              "wealth": 95.51917062443759
            },
            {
              "date": "2022-02-08",
              "wealth": 95.6935188248847
            },
            {
              "date": "2022-02-09",
              "wealth": 96.4344525495897
            },
            {
              "date": "2022-02-10",
              "wealth": 95.08268802899472
            },
            {
              "date": "2022-02-11",
              "wealth": 94.7172149114121
            },
            {
              "date": "2022-02-14",
              "wealth": 94.18057383202672
            },
            {
              "date": "2022-02-15",
              "wealth": 94.6692455854999
            },
            {
              "date": "2022-02-16",
              "wealth": 94.81446766093394
            },
            {
              "date": "2022-02-17",
              "wealth": 94.093817618664
            },
            {
              "date": "2022-02-18",
              "wealth": 93.97667026243265
            },
            {
              "date": "2022-02-22",
              "wealth": 93.5028900357783
            },
            {
              "date": "2022-02-23",
              "wealth": 92.43000519730694
            },
            {
              "date": "2022-02-24",
              "wealth": 93.20403878221917
            },
            {
              "date": "2022-02-25",
              "wealth": 94.1744850300628
            },
            {
              "date": "2022-02-28",
              "wealth": 94.6472718674087
            },
            {
              "date": "2022-03-01",
              "wealth": 94.40829899888547
            },
            {
              "date": "2022-03-01",
              "wealth": 94.40806565757096
            },
            {
              "date": "2022-03-02",
              "wealth": 94.37452616362276
            },
            {
              "date": "2022-03-03",
              "wealth": 94.37675067711483
            },
            {
              "date": "2022-03-04",
              "wealth": 94.39477688687288
            },
            {
              "date": "2022-03-07",
              "wealth": 92.80045063918864
            },
            {
              "date": "2022-03-08",
              "wealth": 92.16300833347262
            },
            {
              "date": "2022-03-09",
              "wealth": 93.05820719955987
            },
            {
              "date": "2022-03-10",
              "wealth": 92.5147524067606
            },
            {
              "date": "2022-03-11",
              "wealth": 91.9756524606175
            },
            {
              "date": "2022-03-14",
              "wealth": 90.99695817105956
            },
            {
              "date": "2022-03-15",
              "wealth": 92.00090873513825
            },
            {
              "date": "2022-03-16",
              "wealth": 93.01392727430833
            },
            {
              "date": "2022-03-17",
              "wealth": 93.64498326497763
            },
            {
              "date": "2022-03-18",
              "wealth": 94.24495441799706
            },
            {
              "date": "2022-03-21",
              "wealth": 93.55124908238743
            },
            {
              "date": "2022-03-22",
              "wealth": 93.83133935342083
            },
            {
              "date": "2022-03-23",
              "wealth": 93.54138819811928
            },
            {
              "date": "2022-03-24",
              "wealth": 94.0115831874361
            },
            {
              "date": "2022-03-25",
              "wealth": 93.7487341448913
            },
            {
              "date": "2022-03-28",
              "wealth": 94.22961893984572
            },
            {
              "date": "2022-03-29",
              "wealth": 95.08482801796296
            },
            {
              "date": "2022-03-30",
              "wealth": 94.97854180935303
            },
            {
              "date": "2022-03-31",
              "wealth": 94.31593930945941
            },
            {
              "date": "2022-04-01",
              "wealth": 94.28213896683583
            },
            {
              "date": "2022-04-01",
              "wealth": 94.28161707886971
            },
            {
              "date": "2022-04-04",
              "wealth": 94.69361027632914
            },
            {
              "date": "2022-04-05",
              "wealth": 93.43304235120746
            },
            {
              "date": "2022-04-06",
              "wealth": 92.78316696226764
            },
            {
              "date": "2022-04-07",
              "wealth": 92.83679634021557
            },
            {
              "date": "2022-04-08",
              "wealth": 92.42031413302823
            },
            {
              "date": "2022-04-11",
              "wealth": 91.36443151466517
            },
            {
              "date": "2022-04-12",
              "wealth": 91.37489229424
            },
            {
              "date": "2022-04-13",
              "wealth": 92.0155095876702
            },
            {
              "date": "2022-04-14",
              "wealth": 90.99490660480578
            },
            {
              "date": "2022-04-18",
              "wealth": 90.78913703550411
            },
            {
              "date": "2022-04-19",
              "wealth": 91.12110695241448
            },
            {
              "date": "2022-04-20",
              "wealth": 91.51160142685129
            },
            {
              "date": "2022-04-21",
              "wealth": 90.517976127232
            },
            {
              "date": "2022-04-22",
              "wealth": 89.36324740765845
            },
            {
              "date": "2022-04-25",
              "wealth": 89.99037634662507
            },
            {
              "date": "2022-04-26",
              "wealth": 89.0066525790981
            },
            {
              "date": "2022-04-27",
              "wealth": 88.77650138284235
            },
            {
              "date": "2022-04-28",
              "wealth": 89.78964851358296
            },
            {
              "date": "2022-04-29",
              "wealth": 87.9191782782167
            },
            {
              "date": "2022-05-02",
              "wealth": 87.82092719560156
            },
            {
              "date": "2022-05-02",
              "wealth": 87.82075791160827
            },
            {
              "date": "2022-05-03",
              "wealth": 88.14672586444304
            },
            {
              "date": "2022-05-04",
              "wealth": 89.72478487809694
            },
            {
              "date": "2022-05-05",
              "wealth": 87.69127457101608
            },
            {
              "date": "2022-05-06",
              "wealth": 87.13391206974936
            },
            {
              "date": "2022-05-09",
              "wealth": 86.16912431700703
            },
            {
              "date": "2022-05-10",
              "wealth": 86.43252134360017
            },
            {
              "date": "2022-05-11",
              "wealth": 86.10114383285658
            },
            {
              "date": "2022-05-12",
              "wealth": 86.174989528608
            },
            {
              "date": "2022-05-13",
              "wealth": 86.81368614122783
            },
            {
              "date": "2022-05-16",
              "wealth": 86.81408069147672
            },
            {
              "date": "2022-05-17",
              "wealth": 87.26119402801898
            },
            {
              "date": "2022-05-18",
              "wealth": 85.97948777563127
            },
            {
              "date": "2022-05-19",
              "wealth": 85.9102617159954
            },
            {
              "date": "2022-05-20",
              "wealth": 86.15752146668586
            },
            {
              "date": "2022-05-23",
              "wealth": 86.59740173805673
            },
            {
              "date": "2022-05-24",
              "wealth": 86.80423678264846
            },
            {
              "date": "2022-05-25",
              "wealth": 87.37597803947952
            },
            {
              "date": "2022-05-26",
              "wealth": 88.12201466279299
            },
            {
              "date": "2022-05-27",
              "wealth": 89.2069092084056
            },
            {
              "date": "2022-05-31",
              "wealth": 88.51961845188914
            },
            {
              "date": "2022-06-01",
              "wealth": 87.92094223955299
            },
            {
              "date": "2022-06-01",
              "wealth": 87.92043091202999
            },
            {
              "date": "2022-06-02",
              "wealth": 88.7275350594105
            },
            {
              "date": "2022-06-03",
              "wealth": 87.95116662884423
            },
            {
              "date": "2022-06-06",
              "wealth": 87.71665851026371
            },
            {
              "date": "2022-06-07",
              "wealth": 88.31296644505257
            },
            {
              "date": "2022-06-08",
              "wealth": 87.6634867401496
            },
            {
              "date": "2022-06-09",
              "wealth": 86.58211774879747
            },
            {
              "date": "2022-06-10",
              "wealth": 84.99033424999348
            },
            {
              "date": "2022-06-13",
              "wealth": 82.63327950677036
            },
            {
              "date": "2022-06-14",
              "wealth": 82.19802187918387
            },
            {
              "date": "2022-06-15",
              "wealth": 83.3827146861991
            },
            {
              "date": "2022-06-16",
              "wealth": 82.38862279721904
            },
            {
              "date": "2022-06-17",
              "wealth": 82.50660058879397
            },
            {
              "date": "2022-06-21",
              "wealth": 83.0777970787326
            },
            {
              "date": "2022-06-22",
              "wealth": 83.51676273952424
            },
            {
              "date": "2022-06-23",
              "wealth": 84.17224241263435
            },
            {
              "date": "2022-06-24",
              "wealth": 85.24641292461605
            },
            {
              "date": "2022-06-27",
              "wealth": 84.77738220344621
            },
            {
              "date": "2022-06-28",
              "wealth": 84.04279633369828
            },
            {
              "date": "2022-06-29",
              "wealth": 84.3582499647563
            },
            {
              "date": "2022-06-30",
              "wealth": 84.34763448536485
            },
            {
              "date": "2022-07-01",
              "wealth": 85.27769639843102
            },
            {
              "date": "2022-07-01",
              "wealth": 85.2771590234473
            },
            {
              "date": "2022-07-05",
              "wealth": 85.45979648527063
            },
            {
              "date": "2022-07-06",
              "wealth": 85.23760450985414
            },
            {
              "date": "2022-07-07",
              "wealth": 85.6085407256043
            },
            {
              "date": "2022-07-08",
              "wealth": 85.36131172050523
            },
            {
              "date": "2022-07-11",
              "wealth": 85.2140157372387
            },
            {
              "date": "2022-07-12",
              "wealth": 84.97607464586049
            },
            {
              "date": "2022-07-13",
              "wealth": 85.03472940189542
            },
            {
              "date": "2022-07-14",
              "wealth": 84.66645296994247
            },
            {
              "date": "2022-07-15",
              "wealth": 85.61380040665368
            },
            {
              "date": "2022-07-18",
              "wealth": 85.09538696851287
            },
            {
              "date": "2022-07-19",
              "wealth": 86.01265154493217
            },
            {
              "date": "2022-07-20",
              "wealth": 86.21064977129608
            },
            {
              "date": "2022-07-21",
              "wealth": 87.18247071293447
            },
            {
              "date": "2022-07-22",
              "wealth": 87.30578827037006
            },
            {
              "date": "2022-07-25",
              "wealth": 87.09999071617095
            },
            {
              "date": "2022-07-26",
              "wealth": 86.64866473029699
            },
            {
              "date": "2022-07-27",
              "wealth": 87.82118787175368
            },
            {
              "date": "2022-07-28",
              "wealth": 88.76809343510476
            },
            {
              "date": "2022-07-29",
              "wealth": 89.40233078255339
            },
            {
              "date": "2022-08-01",
              "wealth": 89.50327952190733
            },
            {
              "date": "2022-08-01",
              "wealth": 89.50301847713027
            },
            {
              "date": "2022-08-02",
              "wealth": 88.58401092922803
            },
            {
              "date": "2022-08-03",
              "wealth": 89.52434211865716
            },
            {
              "date": "2022-08-04",
              "wealth": 89.68530841188003
            },
            {
              "date": "2022-08-05",
              "wealth": 88.92281036620128
            },
            {
              "date": "2022-08-08",
              "wealth": 89.12865870398048
            },
            {
              "date": "2022-08-09",
              "wealth": 88.79757192673605
            },
            {
              "date": "2022-08-10",
              "wealth": 89.82187083773174
            },
            {
              "date": "2022-08-11",
              "wealth": 89.44804466460492
            },
            {
              "date": "2022-08-12",
              "wealth": 90.46474712548854
            },
            {
              "date": "2022-08-15",
              "wealth": 90.72613421824907
            },
            {
              "date": "2022-08-16",
              "wealth": 90.7065788298865
            },
            {
              "date": "2022-08-17",
              "wealth": 90.03509478670786
            },
            {
              "date": "2022-08-18",
              "wealth": 90.26076282123522
            },
            {
              "date": "2022-08-19",
              "wealth": 89.22649307145029
            },
            {
              "date": "2022-08-22",
              "wealth": 88.11598246234026
            },
            {
              "date": "2022-08-23",
              "wealth": 87.95946070688929
            },
            {
              "date": "2022-08-24",
              "wealth": 87.9361695798525
            },
            {
              "date": "2022-08-25",
              "wealth": 88.87633428351371
            },
            {
              "date": "2022-08-26",
              "wealth": 87.34794413966542
            },
            {
              "date": "2022-08-29",
              "wealth": 86.78647094226707
            },
            {
              "date": "2022-08-30",
              "wealth": 86.36470771397111
            },
            {
              "date": "2022-08-31",
              "wealth": 85.76726954161742
            },
            {
              "date": "2022-09-01",
              "wealth": 85.54635848595788
            },
            {
              "date": "2022-09-01",
              "wealth": 85.5459850244328
            },
            {
              "date": "2022-09-02",
              "wealth": 85.32461567899574
            },
            {
              "date": "2022-09-06",
              "wealth": 84.61522676673002
            },
            {
              "date": "2022-09-07",
              "wealth": 85.71628780753112
            },
            {
              "date": "2022-09-08",
              "wealth": 85.81726714364817
            },
            {
              "date": "2022-09-09",
              "wealth": 86.46187864080727
            },
            {
              "date": "2022-09-12",
              "wealth": 86.77627757123292
            },
            {
              "date": "2022-09-13",
              "wealth": 84.75137612918228
            },
            {
              "date": "2022-09-14",
              "wealth": 84.98897520845553
            },
            {
              "date": "2022-09-15",
              "wealth": 84.37114710048621
            },
            {
              "date": "2022-09-16",
              "wealth": 84.06925424227117
            },
            {
              "date": "2022-09-19",
              "wealth": 84.30156054007962
            },
            {
              "date": "2022-09-20",
              "wealth": 83.51815902046272
            },
            {
              "date": "2022-09-21",
              "wealth": 83.04505218931844
            },
            {
              "date": "2022-09-22",
              "wealth": 82.05488483803371
            },
            {
              "date": "2022-09-23",
              "wealth": 81.43546471019401
            },
            {
              "date": "2022-09-26",
              "wealth": 80.3113879185668
            },
            {
              "date": "2022-09-27",
              "wealth": 79.78784459332802
            },
            {
              "date": "2022-09-28",
              "wealth": 81.44738661960915
            },
            {
              "date": "2022-09-29",
              "wealth": 80.43851079260953
            },
            {
              "date": "2022-09-30",
              "wealth": 79.77542868399019
            },
            {
              "date": "2022-10-03",
              "wealth": 81.33033847555737
            },
            {
              "date": "2022-10-03",
              "wealth": 81.33013247255269
            },
            {
              "date": "2022-10-04",
              "wealth": 82.57239305230601
            },
            {
              "date": "2022-10-05",
              "wealth": 82.08352668666399
            },
            {
              "date": "2022-10-06",
              "wealth": 81.50363227210049
            },
            {
              "date": "2022-10-07",
              "wealth": 80.1885600426164
            },
            {
              "date": "2022-10-10",
              "wealth": 79.60765745334459
            },
            {
              "date": "2022-10-11",
              "wealth": 79.428380692433
            },
            {
              "date": "2022-10-12",
              "wealth": 79.39160665354233
            },
            {
              "date": "2022-10-13",
              "wealth": 80.2127046294472
            },
            {
              "date": "2022-10-14",
              "wealth": 79.08998255963633
            },
            {
              "date": "2022-10-17",
              "wealth": 80.08939490255565
            },
            {
              "date": "2022-10-18",
              "wealth": 80.67374950409456
            },
            {
              "date": "2022-10-19",
              "wealth": 79.9031836342632
            },
            {
              "date": "2022-10-20",
              "wealth": 79.25500095395765
            },
            {
              "date": "2022-10-21",
              "wealth": 80.22858970813702
            },
            {
              "date": "2022-10-24",
              "wealth": 80.63095508076685
            },
            {
              "date": "2022-10-25",
              "wealth": 81.77921380604393
            },
            {
              "date": "2022-10-26",
              "wealth": 81.71350048860315
            },
            {
              "date": "2022-10-27",
              "wealth": 81.79218126109996
            },
            {
              "date": "2022-10-28",
              "wealth": 82.5536753764757
            },
            {
              "date": "2022-10-31",
              "wealth": 82.06421055363272
            },
            {
              "date": "2022-11-01",
              "wealth": 82.002298018612
            },
            {
              "date": "2022-11-01",
              "wealth": 82.00189110548283
            },
            {
              "date": "2022-11-02",
              "wealth": 80.93400481288162
            },
            {
              "date": "2022-11-03",
              "wealth": 80.37464102373981
            },
            {
              "date": "2022-11-04",
              "wealth": 80.86481388836228
            },
            {
              "date": "2022-11-07",
              "wealth": 81.06088678064602
            },
            {
              "date": "2022-11-08",
              "wealth": 81.51721084640002
            },
            {
              "date": "2022-11-09",
              "wealth": 80.80774905469717
            },
            {
              "date": "2022-11-10",
              "wealth": 83.97620704509343
            },
            {
              "date": "2022-11-11",
              "wealth": 84.32886981184576
            },
            {
              "date": "2022-11-14",
              "wealth": 83.84734037193851
            },
            {
              "date": "2022-11-15",
              "wealth": 84.61077570566404
            },
            {
              "date": "2022-11-16",
              "wealth": 84.6656101227295
            },
            {
              "date": "2022-11-17",
              "wealth": 84.25738711340823
            },
            {
              "date": "2022-11-18",
              "wealth": 84.32496485551177
            },
            {
              "date": "2022-11-21",
              "wealth": 84.14169911591924
            },
            {
              "date": "2022-11-22",
              "wealth": 84.97130873444516
            },
            {
              "date": "2022-11-23",
              "wealth": 85.53668692324183
            },
            {
              "date": "2022-11-25",
              "wealth": 85.5344165276006
            },
            {
              "date": "2022-11-28",
              "wealth": 84.80402652949034
            },
            {
              "date": "2022-11-29",
              "wealth": 84.5319600147688
            },
            {
              "date": "2022-11-30",
              "wealth": 86.21448076697955
            },
            {
              "date": "2022-12-01",
              "wealth": 86.71474892709712
            },
            {
              "date": "2022-12-01",
              "wealth": 86.71445831255964
            },
            {
              "date": "2022-12-02",
              "wealth": 86.82656703783077
            },
            {
              "date": "2022-12-05",
              "wealth": 85.65937848945654
            },
            {
              "date": "2022-12-06",
              "wealth": 85.33292716883908
            },
            {
              "date": "2022-12-07",
              "wealth": 85.71359109939249
            },
            {
              "date": "2022-12-08",
              "wealth": 85.78743497775267
            },
            {
              "date": "2022-12-09",
              "wealth": 85.14852271968333
            },
            {
              "date": "2022-12-12",
              "wealth": 85.6392237669067
            },
            {
              "date": "2022-12-13",
              "wealth": 86.35021849294036
            },
            {
              "date": "2022-12-14",
              "wealth": 86.19851684263287
            },
            {
              "date": "2022-12-15",
              "wealth": 85.31610674489016
            },
            {
              "date": "2022-12-16",
              "wealth": 84.71863186522044
            },
            {
              "date": "2022-12-19",
              "wealth": 83.98651269857709
            },
            {
              "date": "2022-12-20",
              "wealth": 83.62935963058064
            },
            {
              "date": "2022-12-21",
              "wealth": 84.33225699459096
            },
            {
              "date": "2022-12-22",
              "wealth": 83.77640461521523
            },
            {
              "date": "2022-12-23",
              "wealth": 83.8045721876012
            },
            {
              "date": "2022-12-27",
              "wealth": 83.20013741427346
            },
            {
              "date": "2022-12-28",
              "wealth": 82.61331911536729
            },
            {
              "date": "2022-12-29",
              "wealth": 83.5374812034743
            },
            {
              "date": "2022-12-30",
              "wealth": 83.21464616417792
            },
            {
              "date": "2023-01-03",
              "wealth": 83.39957509378779
            }
          ],
          "decisions": [
            {
              "date": "2021-12-31",
              "decision_date": "2021-12-31",
              "holding_month": "2022-01-31",
              "entry": "2022-01-03",
              "exit": "2022-02-01",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0028224786807531286,
                -7.410099692061065e-05,
                0.0009747507244834548
              ],
              "actual": [
                -0.051830722099822424,
                -0.01327221563997194,
                -0.023931187263676157
              ],
              "view_error_variance": null,
              "gross_return": -0.03303433322000696,
              "turnover": 0.01814469525771037,
              "cost": 9.072347628855185e-06,
              "net_return": -0.03304310586868109,
              "training_rows": 80,
              "last_training_exit": "2021-12-01",
              "last_error_exit": "2021-12-01",
              "bl_prior": [
                0.0028224786807531286,
                -7.410099692061065e-05,
                0.0009747507244834548
              ],
              "covariance": [
                [
                  0.002507137571114223,
                  -0.00032407333861053607,
                  0.000571026169067693
                ],
                [
                  -0.00032407333861053607,
                  0.00026619484942866297,
                  0.00011512203153232468
                ],
                [
                  0.000571026169067693,
                  0.00011512203153232468,
                  0.0004632290133830322
                ]
              ]
            },
            {
              "date": "2022-01-31",
              "decision_date": "2022-01-31",
              "holding_month": "2022-02-28",
              "entry": "2022-02-01",
              "exit": "2022-03-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0029249721320707303,
                5.820419855969783e-06,
                0.0010554384724755029
              ],
              "actual": [
                -0.050711955929525265,
                0.008030783063315727,
                -0.01959725965398318
              ],
              "view_error_variance": null,
              "gross_return": -0.02365277759974951,
              "turnover": 0.005693926081067446,
              "cost": 2.8469630405337233e-06,
              "net_return": -0.023655557224206425,
              "training_rows": 81,
              "last_training_exit": "2022-01-03",
              "last_error_exit": "2022-01-03",
              "bl_prior": [
                0.0029249721320707303,
                5.820419855969783e-06,
                0.0010554384724755029
              ],
              "covariance": [
                [
                  0.002546160626696997,
                  -0.00027861877564605905,
                  0.0006086657114538205
                ],
                [
                  -0.00027861877564605905,
                  0.00028343414148245596,
                  0.00014252333732127462
                ],
                [
                  0.0006086657114538205,
                  0.00014252333732127462,
                  0.0004919632538676786
                ]
              ]
            },
            {
              "date": "2022-02-28",
              "decision_date": "2022-02-28",
              "holding_month": "2022-03-31",
              "entry": "2022-03-01",
              "exit": "2022-04-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.003012624643950949,
                2.0205091877410994e-05,
                0.0011092220697402786
              ],
              "actual": [
                0.05662370113369142,
                -0.056049461934969846,
                -0.02899990946365394
              ],
              "view_error_variance": null,
              "gross_return": -0.00133385521520887,
              "turnover": 0.004943237342272672,
              "cost": 2.4716186711363357e-06,
              "net_return": -0.0013363235370986715,
              "training_rows": 82,
              "last_training_exit": "2022-02-01",
              "last_error_exit": "2022-02-01",
              "bl_prior": [
                0.003012624643950949,
                2.0205091877410994e-05,
                0.0011092220697402786
              ],
              "covariance": [
                [
                  0.0025980090538260184,
                  -0.0002664501213832597,
                  0.0006460166292140615
                ],
                [
                  -0.0002664501213832597,
                  0.0002824976399087142,
                  0.00014555208702690661
                ],
                [
                  0.0006460166292140615,
                  0.00014555208702690661,
                  0.0005101905714518321
                ]
              ]
            },
            {
              "date": "2022-03-31",
              "decision_date": "2022-03-31",
              "holding_month": "2022-04-30",
              "entry": "2022-04-01",
              "exit": "2022-05-02",
              "weights": [
                0.46,
                0.35,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "actual": [
                -0.08487160107494873,
                -0.043187565424329666,
                -0.07562558870808811
              ],
              "view_error_variance": null,
              "gross_return": -0.06852544624752854,
              "turnover": 0.011070770600742796,
              "cost": 5.5353853003713986e-06,
              "net_return": -0.06853060231808106,
              "training_rows": 83,
              "last_training_exit": "2022-03-01",
              "last_error_exit": "2022-03-01",
              "bl_prior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-04-30",
              "decision_date": "2022-04-29",
              "holding_month": "2022-05-31",
              "entry": "2022-05-02",
              "exit": "2022-06-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "actual": [
                -0.011797883337951176,
                0.008027975052323999,
                0.018735570250821176
              ],
              "view_error_variance": null,
              "gross_return": 0.001140781864414635,
              "turnover": 0.003855208517888453,
              "cost": 1.9276042589442266e-06,
              "net_return": 0.001138852061179696,
              "training_rows": 84,
              "last_training_exit": "2022-04-01",
              "last_error_exit": "2022-04-01",
              "bl_prior": [
                0.002991530004541298,
                3.0469684426083987e-05,
                0.0011096181481854085
              ],
              "covariance": [
                [
                  0.002611746694274206,
                  -0.0002953428107580593,
                  0.0006234798657922365
                ],
                [
                  -0.0002953428107580593,
                  0.0003184919604200373,
                  0.00016809976232273616
                ],
                [
                  0.0006234798657922365,
                  0.00016809976232273616,
                  0.0005222320142734965
                ]
              ]
            },
            {
              "date": "2022-05-31",
              "decision_date": "2022-05-31",
              "holding_month": "2022-06-30",
              "entry": "2022-06-01",
              "exit": "2022-07-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0033993884145053074,
                0.00031113034317819903,
                0.0015000114739621517
              ],
              "actual": [
                -0.06519487000475688,
                0.007666947445163608,
                -0.018319274175358613
              ],
              "view_error_variance": null,
              "gross_return": -0.030058252515199835,
              "turnover": 0.011631529644055894,
              "cost": 5.815764822027947e-06,
              "net_return": -0.0300638934682943,
              "training_rows": 85,
              "last_training_exit": "2022-05-02",
              "last_error_exit": "2022-05-02",
              "bl_prior": [
                0.0033993884145053074,
                0.00031113034317819903,
                0.0015000114739621517
              ],
              "covariance": [
                [
                  0.00272144832644962,
                  -0.00010014508633804711,
                  0.0008507719955905522
                ],
                [
                  -0.00010014508633804711,
                  0.00034532638311742203,
                  0.00024326596016151556
                ],
                [
                  0.0008507719955905522,
                  0.00024326596016151556,
                  0.0006600705275629085
                ]
              ]
            },
            {
              "date": "2022-06-30",
              "decision_date": "2022-06-30",
              "holding_month": "2022-07-31",
              "entry": "2022-07-01",
              "exit": "2022-08-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "actual": [
                0.07745788748583915,
                0.024651935592773233,
                0.033446243424127386
              ],
              "view_error_variance": null,
              "gross_return": 0.04955747291367953,
              "turnover": 0.012602943241286718,
              "cost": 6.301471620643359e-06,
              "net_return": 0.04955085915704993,
              "training_rows": 86,
              "last_training_exit": "2022-06-01",
              "last_error_exit": "2022-06-01",
              "bl_prior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-07-31",
              "decision_date": "2022-07-29",
              "holding_month": "2022-08-31",
              "entry": "2022-08-01",
              "exit": "2022-09-01",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "actual": [
                -0.034934525607749234,
                -0.05172732366506816,
                -0.05191909238526893
              ],
              "view_error_variance": null,
              "gross_return": -0.044207000596112794,
              "turnover": 0.005833189095432512,
              "cost": 2.9165945477162557e-06,
              "net_return": -0.044209788256763694,
              "training_rows": 87,
              "last_training_exit": "2022-07-01",
              "last_error_exit": "2022-07-01",
              "bl_prior": [
                0.0036019075071773584,
                0.00030780386651480814,
                0.0015512058807505451
              ],
              "covariance": [
                [
                  0.002881032074513902,
                  -9.941353482036542e-05,
                  0.0008954665326340769
                ],
                [
                  -9.941353482036542e-05,
                  0.0003425383178313487,
                  0.00023984613017057838
                ],
                [
                  0.0008954665326340769,
                  0.00023984613017057838,
                  0.0006678813352759052
                ]
              ]
            },
            {
              "date": "2022-08-31",
              "decision_date": "2022-08-31",
              "holding_month": "2022-09-30",
              "entry": "2022-09-01",
              "exit": "2022-10-03",
              "weights": [
                0.45,
                0.36,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.004114869861097534,
                0.0005218559106271322,
                0.0018436778946331058
              ],
              "actual": [
                -0.0713990529571844,
                -0.028318773920509965,
                -0.036605110194185775
              ],
              "view_error_variance": null,
              "gross_return": -0.049279303379011874,
              "turnover": 0.008731208007101976,
              "cost": 4.365604003550988e-06,
              "net_return": -0.049283453849091274,
              "training_rows": 88,
              "last_training_exit": "2022-08-01",
              "last_error_exit": "2022-08-01",
              "bl_prior": [
                0.004114869861097534,
                0.0005218559106271322,
                0.0018436778946331058
              ],
              "covariance": [
                [
                  0.003124438169939129,
                  5.922551665672265e-05,
                  0.0010961091856827633
                ],
                [
                  5.922551665672265e-05,
                  0.0003611041745460428,
                  0.0002785221033210635
                ],
                [
                  0.0010961091856827633,
                  0.0002785221033210635,
                  0.0007336964406681329
                ]
              ]
            },
            {
              "date": "2022-09-30",
              "decision_date": "2022-09-30",
              "holding_month": "2022-10-31",
              "entry": "2022-10-03",
              "exit": "2022-11-01",
              "weights": [
                0.44,
                0.37,
                0.19000000000000006
              ],
              "forecast": null,
              "posterior": [
                0.004647668052351287,
                0.0007547932309937859,
                0.0021414739518224243
              ],
              "actual": [
                0.048853131117184256,
                -0.026274559901980576,
                -0.018469130469692452
              ],
              "view_error_variance": null,
              "gross_return": 0.008264655738586693,
              "turnover": 0.005065834190158575,
              "cost": 2.532917095079287e-06,
              "net_return": 0.008262101887803741,
              "training_rows": 89,
              "last_training_exit": "2022-09-01",
              "last_error_exit": "2022-09-01",
              "bl_prior": [
                0.004647668052351287,
                0.0007547932309937859,
                0.0021414739518224243
              ],
              "covariance": [
                [
                  0.0034200449939532818,
                  0.00019207526081372632,
                  0.0012641031618836694
                ],
                [
                  0.00019207526081372632,
                  0.0004156367420270078,
                  0.0003500528266094237
                ],
                [
                  0.0012641031618836694,
                  0.0003500528266094237,
                  0.0008261233428401008
                ]
              ]
            },
            {
              "date": "2022-10-31",
              "decision_date": "2022-10-31",
              "holding_month": "2022-11-30",
              "entry": "2022-11-01",
              "exit": "2022-12-01",
              "weights": [
                0.46,
                0.36,
                0.18000000000000005
              ],
              "forecast": null,
              "posterior": [
                0.0047827656834803795,
                0.0007291341189715296,
                0.002128426211477874
              ],
              "actual": [
                0.05945050670002261,
                0.04762811155791624,
                0.07210665101927605
              ],
              "view_error_variance": null,
              "gross_return": 0.05747255042632994,
              "turnover": 0.009924432338943412,
              "cost": 4.962216169471706e-06,
              "net_return": 0.05746730301894143,
              "training_rows": 90,
              "last_training_exit": "2022-10-03",
              "last_error_exit": "2022-10-03",
              "bl_prior": [
                0.0047827656834803795,
                0.0007291341189715296,
                0.002128426211477874
              ],
              "covariance": [
                [
                  0.0035643835042068086,
                  0.00016715646359975633,
                  0.0012531446711958655
                ],
                [
                  0.00016715646359975633,
                  0.00041835249441178016,
                  0.0003500493296229921
                ],
                [
                  0.0012531446711958655,
                  0.0003500493296229921,
                  0.0008246905859248141
                ]
              ]
            },
            {
              "date": "2022-11-30",
              "decision_date": "2022-11-30",
              "holding_month": "2022-12-31",
              "entry": "2022-12-01",
              "exit": "2023-01-03",
              "weights": [
                0.46,
                0.36,
                0.18000000000000005
              ],
              "forecast": null,
              "posterior": [
                0.004916702029963678,
                0.0008669335917813686,
                0.0023601365015082326
              ],
              "actual": [
                -0.06090424201530242,
                -0.017893284448006974,
                -0.02094465835823578
              ],
              "view_error_variance": null,
              "gross_return": -0.03822757223280406,
              "turnover": 0.006702770660477447,
              "cost": 3.3513853302387237e-06,
              "net_return": -0.0382307955028095,
              "training_rows": 91,
              "last_training_exit": "2022-11-01",
              "last_error_exit": "2022-11-01",
              "bl_prior": [
                0.004916702029963678,
                0.0008669335917813686,
                0.0023601365015082326
              ],
              "covariance": [
                [
                  0.003604057947699243,
                  0.00022093763256597818,
                  0.001337632820613596
                ],
                [
                  0.00022093763256597818,
                  0.00046181687668341264,
                  0.0004285779760933141
                ],
                [
                  0.001337632820613596,
                  0.0004285779760933141,
                  0.0009605876984725744
                ]
              ]
            }
          ],
          "predictions": []
        }
      }
    }
  ],
  "calendar_years": [
    {
      "year": 2019,
      "partial_year": true,
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11180255170888564,
            "annualized_return": null,
            "annualized_volatility": 0.05341129687224982,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.017579548860690464,
            "average_turnover": 0.020692000976715176,
            "cost_bps_sum": 0.7242200341850311,
            "end_value": 111.18025517088856,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-19",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.02757441296680151,
              "rmse": 0.03528204704950677,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.008078569812386185,
              "forecast_max": 0.009573550606055227,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011075838147374612,
              "rmse": 0.013552492803230355,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0011432225889978283,
              "forecast_max": 0.002662434717145479,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.011805005861137821,
              "rmse": 0.015650393148270273,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0024293575773394896,
              "forecast_max": 0.0039347072203165185,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ols": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11227103110306369,
            "annualized_return": null,
            "annualized_volatility": 0.0584356458733629,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.01692596508416999,
            "average_turnover": 0.35017495160225076,
            "cost_bps_sum": 12.256123306078777,
            "end_value": 111.22710311030637,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-10-04",
            "drawdown_trough": "2019-09-13"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.02790567688660433,
              "rmse": 0.03735134740083193,
              "oos_r2_vs_mean": -0.12074032010099311,
              "forecast_min": -0.0115691387338175,
              "forecast_max": 0.026021587392604427,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011915717693945628,
              "rmse": 0.013399134043614579,
              "oos_r2_vs_mean": 0.02250376591736647,
              "forecast_min": 0.00027001692668419855,
              "forecast_max": 0.008276199820592921,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.013388887971124344,
              "rmse": 0.017615151029551846,
              "oos_r2_vs_mean": -0.26684137402574626,
              "forecast_min": -0.0038135266977817224,
              "forecast_max": 0.008710321743963884,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "ridge": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11079218906549104,
            "annualized_return": null,
            "annualized_volatility": 0.05336861105404359,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.016527478539436813,
            "average_turnover": 0.023554445004402253,
            "cost_bps_sum": 0.8244055751540788,
            "end_value": 111.0792189065491,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-08",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.027456309773618327,
              "rmse": 0.0353312857783267,
              "oos_r2_vs_mean": -0.002793096835368436,
              "forecast_min": 0.007490146855116897,
              "forecast_max": 0.010209461217778548,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011153880484650509,
              "rmse": 0.013529893210158102,
              "oos_r2_vs_mean": 0.003332338974521565,
              "forecast_min": 0.0010876036994417375,
              "forecast_max": 0.003066541940102026,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.011860865345949946,
              "rmse": 0.015823535308517322,
              "oos_r2_vs_mean": -0.02224863040186187,
              "forecast_min": 0.001724611922820416,
              "forecast_max": 0.00434465207109931,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "elastic_net": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11180255170888564,
            "annualized_return": null,
            "annualized_volatility": 0.05341129687224982,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.017579548860690464,
            "average_turnover": 0.020692000976715176,
            "cost_bps_sum": 0.7242200341850311,
            "end_value": 111.18025517088856,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-19",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.02757441296680151,
              "rmse": 0.03528204704950677,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.008078569812386183,
              "forecast_max": 0.009573550606055229,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011075838147374612,
              "rmse": 0.013552492803230353,
              "oos_r2_vs_mean": 2.220446049250313e-16,
              "forecast_min": 0.001143222588997828,
              "forecast_max": 0.0026624347171454784,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.011805005861137821,
              "rmse": 0.015650393148270273,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.00242935757733949,
              "forecast_max": 0.0039347072203165185,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ridge_lags": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11983805999640107,
            "annualized_return": null,
            "annualized_volatility": 0.0596893262406327,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.013796580262340097,
            "average_turnover": 0.2849630189562133,
            "cost_bps_sum": 9.973705663467465,
            "end_value": 111.98380599964011,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-08",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.027500018067363234,
              "rmse": 0.03538298328450709,
              "oos_r2_vs_mean": -0.005729861194673003,
              "forecast_min": -0.008191346992960716,
              "forecast_max": 0.030271866565741497,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011145091936068463,
              "rmse": 0.013426536369348579,
              "oos_r2_vs_mean": 0.01850155807815801,
              "forecast_min": 0.0009191679414625416,
              "forecast_max": 0.003377241054030442,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.011789999922120837,
              "rmse": 0.015619804628496638,
              "oos_r2_vs_mean": 0.0039051577839431806,
              "forecast_min": 0.002595413636318559,
              "forecast_max": 0.004978838733515685,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          }
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.10683305765244633,
            "annualized_return": null,
            "annualized_volatility": 0.053321105359230785,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.01719553414224617,
            "average_turnover": 0.09059941763516223,
            "cost_bps_sum": 3.170979617230678,
            "end_value": 110.68330576524463,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-08",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {
            "equity": {
              "months": 7,
              "mae": 0.029421140692310842,
              "rmse": 0.03784426022336767,
              "oos_r2_vs_mean": -0.1505155442422259,
              "forecast_min": -0.008736494097994126,
              "forecast_max": 0.01191831481621666,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 7,
              "mae": 0.011179176958528497,
              "rmse": 0.013550952457402213,
              "oos_r2_vs_mean": 0.00022730258032732653,
              "forecast_min": 0.001076244213934394,
              "forecast_max": 0.003209027341297507,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 7,
              "mae": 0.011951170144659419,
              "rmse": 0.015923637301855212,
              "oos_r2_vs_mean": -0.03522332892262692,
              "forecast_min": 0.0013885452015845753,
              "forecast_max": 0.004582080315117911,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          }
        },
        "fixed453520": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11393039637784996,
            "annualized_return": null,
            "annualized_volatility": 0.05345415178534314,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.016752346457281964,
            "average_turnover": 0.014902443598912463,
            "cost_bps_sum": 0.5215855259619363,
            "end_value": 111.393039637785,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-08",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {}
        },
        "prior_only": {
          "portfolio": {
            "months": 7,
            "cumulative_return": 0.11412120970495576,
            "annualized_return": null,
            "annualized_volatility": 0.05364009144127893,
            "sharpe_zero_rf": null,
            "maximum_drawdown": -0.017579548860690464,
            "average_turnover": 0.007899089283674427,
            "cost_bps_sum": 0.27646812492860495,
            "end_value": 111.41212097049558,
            "entry": "2019-06-03",
            "exit": "2020-01-02",
            "recovery_date": "2019-08-19",
            "drawdown_trough": "2019-08-05"
          },
          "forecast": {}
        }
      }
    },
    {
      "year": 2020,
      "partial_year": false,
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.1358370403273712,
            "annualized_return": 0.1358370403273712,
            "annualized_volatility": 0.153418579018343,
            "sharpe_zero_rf": 0.9058662848776855,
            "maximum_drawdown": -0.1787484991244367,
            "average_turnover": 0.04697041944724884,
            "cost_bps_sum": 2.818225166834931,
            "end_value": 113.58370403273713,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-06-03",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.06662543508594322,
              "rmse": 0.08752827308826318,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.005741022672808908,
              "forecast_max": 0.011165986875122848,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.012115938506291274,
              "rmse": 0.017174995417496692,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.002058993235094438,
              "forecast_max": 0.0036388454411399856,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.024980132361813137,
              "rmse": 0.03257398951515372,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.002915445302629303,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ols": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.2083026500940024,
            "annualized_return": 0.2083026500940024,
            "annualized_volatility": 0.15363552323830446,
            "sharpe_zero_rf": 1.3105080730364511,
            "maximum_drawdown": -0.16944968468787291,
            "average_turnover": 0.23299805287986367,
            "cost_bps_sum": 13.979883172791823,
            "end_value": 120.83026500940025,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-04-17",
            "drawdown_trough": "2020-03-19"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.05865055280219755,
              "rmse": 0.07950245579235239,
              "oos_r2_vs_mean": 0.17498020669782044,
              "forecast_min": -0.009297834674813255,
              "forecast_max": 0.056989422340854634,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.012889380307969031,
              "rmse": 0.017208080311464542,
              "oos_r2_vs_mean": -0.0038563923369947517,
              "forecast_min": -0.007844725222872842,
              "forecast_max": 0.006162321970134364,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.023069399695895335,
              "rmse": 0.030936490906211367,
              "oos_r2_vs_mean": 0.09801316944626881,
              "forecast_min": 0.001982530646493442,
              "forecast_max": 0.021507889224896517,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "ridge": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.15863485975804448,
            "annualized_return": 0.15863485975804448,
            "annualized_volatility": 0.15632768748716927,
            "sharpe_zero_rf": 1.020055291260734,
            "maximum_drawdown": -0.17830823261925033,
            "average_turnover": 0.1248686173440008,
            "cost_bps_sum": 7.49211704064005,
            "end_value": 115.86348597580445,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-05-27",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.060587432943741436,
              "rmse": 0.0843242450387483,
              "oos_r2_vs_mean": 0.07187129820532512,
              "forecast_min": -0.008938338005200365,
              "forecast_max": 0.05632733652451376,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.012004900379859287,
              "rmse": 0.017144013700707388,
              "oos_r2_vs_mean": 0.003604516019900972,
              "forecast_min": 0.00205365017502959,
              "forecast_max": 0.0036493031074402945,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.024927713866634556,
              "rmse": 0.03243566330393345,
              "oos_r2_vs_mean": 0.008475013992641833,
              "forecast_min": 0.0036386591073755982,
              "forecast_max": 0.006233173821428848,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "elastic_net": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.15273997820807317,
            "annualized_return": 0.15273997820807317,
            "annualized_volatility": 0.1561442725242768,
            "sharpe_zero_rf": 0.9881504864211132,
            "maximum_drawdown": -0.1787484991244367,
            "average_turnover": 0.1158954978755934,
            "cost_bps_sum": 6.953729872535605,
            "end_value": 115.27399782080731,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-05-27",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.06080227377965275,
              "rmse": 0.084696037878418,
              "oos_r2_vs_mean": 0.06366885700622815,
              "forecast_min": -0.008579382230140646,
              "forecast_max": 0.05582947340821941,
              "over_20pct": 0,
              "mean_nonzero_features": 2.6666666666666665
            },
            "treasury": {
              "months": 12,
              "mae": 0.012115938506291274,
              "rmse": 0.017174995417496692,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0020589932350944377,
              "forecast_max": 0.003638845441139985,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.024980132361813137,
              "rmse": 0.03257398951515372,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0029154453026293027,
              "forecast_max": 0.004952101244192422,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ridge_lags": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.10576409131408959,
            "annualized_return": 0.10576409131408959,
            "annualized_volatility": 0.18151358473794896,
            "sharpe_zero_rf": 0.6418729491804434,
            "maximum_drawdown": -0.22396091011465913,
            "average_turnover": 0.11090478596595155,
            "cost_bps_sum": 6.654287157957093,
            "end_value": 110.57640913140895,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-07-15",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.06858013132706982,
              "rmse": 0.09018114031587345,
              "oos_r2_vs_mean": -0.06153599509670871,
              "forecast_min": -0.003401772887110773,
              "forecast_max": 0.028789472627939912,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.012096189244980923,
              "rmse": 0.017247727289801597,
              "oos_r2_vs_mean": -0.008487440177921801,
              "forecast_min": 0.001613161344270009,
              "forecast_max": 0.003960490262476653,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.02505732033440333,
              "rmse": 0.03262114880779505,
              "oos_r2_vs_mean": -0.002897614384568925,
              "forecast_min": 0.0035119578019024086,
              "forecast_max": 0.0070143743022057625,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          }
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.10201227514439104,
            "annualized_return": 0.10201227514439104,
            "annualized_volatility": 0.15524107447385369,
            "sharpe_zero_rf": 0.7007096061120528,
            "maximum_drawdown": -0.19547557691062423,
            "average_turnover": 0.1933346128826462,
            "cost_bps_sum": 11.600076772958769,
            "end_value": 110.2012275144391,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-07-14",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.07362884656558825,
              "rmse": 0.0957170334742061,
              "oos_r2_vs_mean": -0.19586385729301758,
              "forecast_min": -0.07066966715015544,
              "forecast_max": 0.04332847821828534,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.012011375568069546,
              "rmse": 0.01713220333329319,
              "oos_r2_vs_mean": 0.004976860162027363,
              "forecast_min": 0.0019375627059086957,
              "forecast_max": 0.0037817525821858817,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.025081680117393815,
              "rmse": 0.032524421385065214,
              "oos_r2_vs_mean": 0.0030411022225483864,
              "forecast_min": 0.0033113482865163874,
              "forecast_max": 0.006520269565144448,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          }
        },
        "fixed453520": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.137702106948133,
            "annualized_return": 0.137702106948133,
            "annualized_volatility": 0.14937527324434258,
            "sharpe_zero_rf": 0.9376860500257932,
            "maximum_drawdown": -0.16971435923834177,
            "average_turnover": 0.03415470854172812,
            "cost_bps_sum": 2.0492825125036873,
            "end_value": 113.7702106948133,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-06-03",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {}
        },
        "prior_only": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.13643421711329395,
            "annualized_return": 0.13643421711329395,
            "annualized_volatility": 0.14911090419360293,
            "sharpe_zero_rf": 0.9315833789217262,
            "maximum_drawdown": -0.170724272430692,
            "average_turnover": 0.0232687540886439,
            "cost_bps_sum": 1.3961252453186341,
            "end_value": 113.6434217113294,
            "entry": "2020-01-02",
            "exit": "2021-01-04",
            "recovery_date": "2020-06-03",
            "drawdown_trough": "2020-03-20"
          },
          "forecast": {}
        }
      }
    },
    {
      "year": 2021,
      "partial_year": false,
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.10548592180210892,
            "annualized_return": 0.10548592180210892,
            "annualized_volatility": 0.04827138442313127,
            "sharpe_zero_rf": 2.1083078158905133,
            "maximum_drawdown": -0.03510736315795282,
            "average_turnover": 0.010050474195881912,
            "cost_bps_sum": 0.6030284517529146,
            "end_value": 110.54859218021089,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.02611638418127622,
              "rmse": 0.030374381822869858,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.011377522762221598,
              "forecast_max": 0.012966212281406193,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.013665449384167944,
              "rmse": 0.015735930068600846,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0021656848255170924,
              "forecast_max": 0.0030469466022562414,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.011763592025047065,
              "rmse": 0.01390948215827616,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0038554013682363924,
              "forecast_max": 0.00473394298056868,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ols": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.09528528701260419,
            "annualized_return": 0.09528528701260419,
            "annualized_volatility": 0.04696356415513426,
            "sharpe_zero_rf": 1.9668637133414433,
            "maximum_drawdown": -0.034313261585948496,
            "average_turnover": 0.20653949788030376,
            "cost_bps_sum": 12.392369872818223,
            "end_value": 109.52852870126043,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-08"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.03666273328578622,
              "rmse": 0.04130386133801233,
              "oos_r2_vs_mean": -0.8491256043143016,
              "forecast_min": -0.04615836625724597,
              "forecast_max": 0.017161159439582886,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.014036830573612213,
              "rmse": 0.015877747987205343,
              "oos_r2_vs_mean": -0.018105949287489764,
              "forecast_min": -0.000858370226711301,
              "forecast_max": 0.004171738896022374,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.013710207833684837,
              "rmse": 0.016908453462747965,
              "oos_r2_vs_mean": -0.4776985579901811,
              "forecast_min": -0.006341043120213465,
              "forecast_max": 0.009062313179828774,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "ridge": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.09244960525958335,
            "annualized_return": 0.09244960525958335,
            "annualized_volatility": 0.04531725051901179,
            "sharpe_zero_rf": 1.9791408652473925,
            "maximum_drawdown": -0.03426490932491422,
            "average_turnover": 0.10431848355522882,
            "cost_bps_sum": 6.259109013313728,
            "end_value": 109.24496052595833,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-08"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.036395640156674514,
              "rmse": 0.04093564099734387,
              "oos_r2_vs_mean": -0.8163029761286842,
              "forecast_min": -0.04538305728422671,
              "forecast_max": 0.016395978209286063,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.013700856577489219,
              "rmse": 0.015742124171481398,
              "oos_r2_vs_mean": -0.0007874109683694286,
              "forecast_min": 0.0018208330893614314,
              "forecast_max": 0.0030479468682570138,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.011930600781994432,
              "rmse": 0.01413915265087154,
              "oos_r2_vs_mean": -0.03329622566773738,
              "forecast_min": 0.0033479758487523826,
              "forecast_max": 0.005206134979418983,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "elastic_net": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.09413707360479329,
            "annualized_return": 0.09413707360479329,
            "annualized_volatility": 0.045650402792766456,
            "sharpe_zero_rf": 1.9990678595664326,
            "maximum_drawdown": -0.03399514504944268,
            "average_turnover": 0.10582733050756223,
            "cost_bps_sum": 6.349639830453733,
            "end_value": 109.41370736047932,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.03637938649333159,
              "rmse": 0.04094913386403173,
              "oos_r2_vs_mean": -0.8175005229237828,
              "forecast_min": -0.044743256141055614,
              "forecast_max": 0.01696707523362718,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.013665449384167944,
              "rmse": 0.01573593006860085,
              "oos_r2_vs_mean": -2.220446049250313e-16,
              "forecast_min": 0.002165684825517092,
              "forecast_max": 0.003046946602256242,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.011763592025047065,
              "rmse": 0.01390948215827616,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.003855401368236392,
              "forecast_max": 0.004733942980568681,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ridge_lags": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.10098164102106866,
            "annualized_return": 0.10098164102106866,
            "annualized_volatility": 0.047014917870803224,
            "sharpe_zero_rf": 2.075937912102582,
            "maximum_drawdown": -0.03495915360267088,
            "average_turnover": 0.025413637080743123,
            "cost_bps_sum": 1.524818224844587,
            "end_value": 110.09816410210686,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.027830144051755695,
              "rmse": 0.031685592550650975,
              "oos_r2_vs_mean": -0.08820012279545808,
              "forecast_min": -0.0025450866667907444,
              "forecast_max": 0.01454498196473224,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.013755795143600197,
              "rmse": 0.01580199299478525,
              "oos_r2_vs_mean": -0.00841406886119156,
              "forecast_min": 0.0014638358474837554,
              "forecast_max": 0.0030448356254557827,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.011857623255356732,
              "rmse": 0.014064254086620643,
              "oos_r2_vs_mean": -0.022377973015831554,
              "forecast_min": 0.003240583837235043,
              "forecast_max": 0.005251570204266063,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          }
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.09647900531739917,
            "annualized_return": 0.09647900531739917,
            "annualized_volatility": 0.04592961474648404,
            "sharpe_zero_rf": 2.0340673741001845,
            "maximum_drawdown": -0.03403642676058971,
            "average_turnover": 0.07407297165523791,
            "cost_bps_sum": 4.444378299314274,
            "end_value": 109.64790053173991,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.0355494588580109,
              "rmse": 0.03903031594948628,
              "oos_r2_vs_mean": -0.6511602993744305,
              "forecast_min": -0.03794983112176183,
              "forecast_max": 0.013823702101165482,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.013743344469496372,
              "rmse": 0.015770354517304574,
              "oos_r2_vs_mean": -0.004380052859044525,
              "forecast_min": 0.0013149612586121201,
              "forecast_max": 0.0030485395416731827,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.012003721720229356,
              "rmse": 0.014219011013752276,
              "oos_r2_vs_mean": -0.04500136489766238,
              "forecast_min": 0.0032890308176520837,
              "forecast_max": 0.005339140793588033,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          }
        },
        "fixed453520": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.11065132495107788,
            "annualized_return": 0.11065132495107788,
            "annualized_volatility": 0.04782203749515561,
            "sharpe_zero_rf": 2.226034409637318,
            "maximum_drawdown": -0.034098187535436475,
            "average_turnover": 0.015058858214547536,
            "cost_bps_sum": 0.9035314928728521,
            "end_value": 111.06513249510779,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-08",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {}
        },
        "prior_only": {
          "portfolio": {
            "months": 12,
            "cumulative_return": 0.11235872451447615,
            "annualized_return": 0.11235872451447615,
            "annualized_volatility": 0.0480564409993367,
            "sharpe_zero_rf": 2.2476434494321693,
            "maximum_drawdown": -0.0341701168009515,
            "average_turnover": 0.012871154677204545,
            "cost_bps_sum": 0.7722692806322728,
            "end_value": 111.2358724514476,
            "entry": "2021-01-04",
            "exit": "2022-01-03",
            "recovery_date": "2021-04-06",
            "drawdown_trough": "2021-03-04"
          },
          "forecast": {}
        }
      }
    },
    {
      "year": 2022,
      "partial_year": false,
      "results": {
        "historical_mean": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1695699940779265,
            "annualized_return": -0.1695699940779265,
            "annualized_volatility": 0.14012349665907242,
            "sharpe_zero_rf": -1.2516249739513936,
            "maximum_drawdown": -0.2166166952370725,
            "average_turnover": 0.014467781981906333,
            "cost_bps_sum": 0.86806691891438,
            "end_value": 83.04300059220735,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.0601788959313506,
              "rmse": 0.06328001025473813,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.009208372845907963,
              "forecast_max": 0.013153241710174372,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028028754956169785,
              "rmse": 0.033240772732541175,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.5748678350055654e-05,
              "forecast_max": 0.0023057298290726476,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03624260825810033,
              "rmse": 0.04133686491913279,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974863,
              "forecast_max": 0.003874674440981431,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ols": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1631824108179759,
            "annualized_return": -0.1631824108179759,
            "annualized_volatility": 0.1442685927119175,
            "sharpe_zero_rf": -1.1600063479275995,
            "maximum_drawdown": -0.21565307712498405,
            "average_turnover": 0.21172538288559942,
            "cost_bps_sum": 12.703522973135966,
            "end_value": 83.6817589182024,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.057299683605205036,
              "rmse": 0.0620289044334482,
              "oos_r2_vs_mean": 0.039151006516844444,
              "forecast_min": -0.01882810107403167,
              "forecast_max": 0.034042595087787536,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.02935122882828906,
              "rmse": 0.03509422385686568,
              "oos_r2_vs_mean": -0.11462572434141483,
              "forecast_min": -0.007617433129698318,
              "forecast_max": 0.007147979262221294,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.034778357739838,
              "rmse": 0.04050349242355577,
              "oos_r2_vs_mean": 0.03991458412426918,
              "forecast_min": -0.009815156741613758,
              "forecast_max": 0.009075678217201778,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "ridge": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16592055599219035,
            "annualized_return": -0.16592055599219035,
            "annualized_volatility": 0.14067768766365477,
            "sharpe_zero_rf": -1.2156527906789605,
            "maximum_drawdown": -0.21590252071551808,
            "average_turnover": 0.0999464228520628,
            "cost_bps_sum": 5.996785371123769,
            "end_value": 83.40794440078096,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.058532233022372655,
              "rmse": 0.06235714531427624,
              "oos_r2_vs_mean": 0.02895497279041892,
              "forecast_min": -0.014738341000297831,
              "forecast_max": 0.030897732731850293,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028120962814057255,
              "rmse": 0.03335768601975365,
              "oos_r2_vs_mean": -0.0070467007385264235,
              "forecast_min": -0.00055734089769398,
              "forecast_max": 0.0024470436882095426,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.036092190089450533,
              "rmse": 0.041252847946588705,
              "oos_r2_vs_mean": 0.004060859025892372,
              "forecast_min": 0.0002992157639946808,
              "forecast_max": 0.0039049050279528334,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            }
          }
        },
        "elastic_net": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1666954137246498,
            "annualized_return": -0.1666954137246498,
            "annualized_volatility": 0.14066917936585657,
            "sharpe_zero_rf": -1.2222498064667637,
            "maximum_drawdown": -0.21690865785844982,
            "average_turnover": 0.10483086373618855,
            "cost_bps_sum": 6.289851824171313,
            "end_value": 83.33045862753502,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.05748357907075071,
              "rmse": 0.06191229005530164,
              "oos_r2_vs_mean": 0.04276040387688784,
              "forecast_min": -0.018147688964520743,
              "forecast_max": 0.03338879761781488,
              "over_20pct": 0,
              "mean_nonzero_features": 4.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028028754956169785,
              "rmse": 0.033240772732541175,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": -2.574867835005561e-05,
              "forecast_max": 0.0023057298290726476,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03624260825810033,
              "rmse": 0.04133686491913279,
              "oos_r2_vs_mean": 0.0,
              "forecast_min": 0.0008524269187974868,
              "forecast_max": 0.0038746744409814313,
              "over_20pct": 0,
              "mean_nonzero_features": 0.0
            }
          }
        },
        "ridge_lags": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.1682921446340241,
            "annualized_return": -0.1682921446340241,
            "annualized_volatility": 0.1405243097485566,
            "sharpe_zero_rf": -1.2369030337626965,
            "maximum_drawdown": -0.21543947131450458,
            "average_turnover": 0.020342787373062565,
            "cost_bps_sum": 1.220567242383754,
            "end_value": 83.17078553659759,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.06011618414577243,
              "rmse": 0.06317420937130576,
              "oos_r2_vs_mean": 0.0033411004903992625,
              "forecast_min": 0.008646376720618312,
              "forecast_max": 0.012993782924326644,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.02825520918916441,
              "rmse": 0.03343746003971479,
              "oos_r2_vs_mean": -0.011869111049567893,
              "forecast_min": -0.0012574316042070145,
              "forecast_max": 0.002055375647795775,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03629352212650317,
              "rmse": 0.041372113409510566,
              "oos_r2_vs_mean": -0.0017061535205089573,
              "forecast_min": 0.0005410939426284448,
              "forecast_max": 0.004008850268782959,
              "over_20pct": 0,
              "mean_nonzero_features": 9.0
            }
          }
        },
        "ridge_interactions": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.165099142669614,
            "annualized_return": -0.165099142669614,
            "annualized_volatility": 0.13960882232443966,
            "sharpe_zero_rf": -1.2189015074377747,
            "maximum_drawdown": -0.21297381472176635,
            "average_turnover": 0.04105385956429447,
            "cost_bps_sum": 2.463231573857668,
            "end_value": 83.4900857330386,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {
            "equity": {
              "months": 12,
              "mae": 0.05855027711151998,
              "rmse": 0.061763602933547906,
              "oos_r2_vs_mean": 0.04735265181324455,
              "forecast_min": 0.0005012695845830056,
              "forecast_max": 0.019263296191632067,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "treasury": {
              "months": 12,
              "mae": 0.028110162508013684,
              "rmse": 0.033339311180052116,
              "oos_r2_vs_mean": -0.0059375575442839335,
              "forecast_min": -0.0005043695744989542,
              "forecast_max": 0.0024639336632702223,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            },
            "ig_credit": {
              "months": 12,
              "mae": 0.03609829716817076,
              "rmse": 0.04125674356864643,
              "oos_r2_vs_mean": 0.003872751495422655,
              "forecast_min": 0.000300460023503721,
              "forecast_max": 0.003923633414971873,
              "over_20pct": 0,
              "mean_nonzero_features": 6.0
            }
          }
        },
        "fixed453520": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16324447317454516,
            "annualized_return": -0.16324447317454516,
            "annualized_volatility": 0.1347886619906229,
            "sharpe_zero_rf": -1.2507407044520507,
            "maximum_drawdown": -0.207743421549055,
            "average_turnover": 0.024142424184482175,
            "cost_bps_sum": 1.4485454510689306,
            "end_value": 83.67555268254549,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {}
        },
        "prior_only": {
          "portfolio": {
            "months": 12,
            "cumulative_return": -0.16600424906212208,
            "annualized_return": -0.16600424906212208,
            "annualized_volatility": 0.13401088828770255,
            "sharpe_zero_rf": -1.282988316075722,
            "maximum_drawdown": -0.2091001744036367,
            "average_turnover": 0.00868331208142819,
            "cost_bps_sum": 0.5209987248856913,
            "end_value": 83.39957509378779,
            "entry": "2022-01-03",
            "exit": "2023-01-03",
            "recovery_date": null,
            "drawdown_trough": "2022-10-14"
          },
          "forecast": {}
        }
      }
    }
  ],
  "all_forecast_metrics": {
    "historical_mean": {
      "equity": {
        "months": 56,
        "mae": 0.04463584861847954,
        "rmse": 0.05818623231410753,
        "oos_r2_vs_mean": 0.0,
        "forecast_min": 0.005741022672808908,
        "forecast_max": 0.013153241710174372,
        "over_20pct": 0,
        "mean_nonzero_features": 0.0
      },
      "treasury": {
        "months": 56,
        "mae": 0.01555462219088816,
        "rmse": 0.020773054420090368,
        "oos_r2_vs_mean": 0.0,
        "forecast_min": -0.0002859172042224562,
        "forecast_max": 0.0036388454411399856,
        "over_20pct": 0,
        "mean_nonzero_features": 0.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.019571098731447627,
        "rmse": 0.026638496211018443,
        "oos_r2_vs_mean": 0.0,
        "forecast_min": 0.0008524269187974863,
        "forecast_max": 0.004952101244192422,
        "over_20pct": 0,
        "mean_nonzero_features": 0.0
      }
    },
    "ols": {
      "equity": {
        "months": 56,
        "mae": 0.04510958295746397,
        "rmse": 0.057010575618135974,
        "oos_r2_vs_mean": 0.040001888378006445,
        "forecast_min": -0.04615836625724597,
        "forecast_max": 0.056989422340854634,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      },
      "treasury": {
        "months": 56,
        "mae": 0.016443690075887786,
        "rmse": 0.02160792121557374,
        "oos_r2_vs_mean": -0.08199500959926431,
        "forecast_min": -0.007844725222872842,
        "forecast_max": 0.008276199820592921,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.019584805799865688,
        "rmse": 0.02665937908372927,
        "oos_r2_vs_mean": -0.001568486296060767,
        "forecast_min": -0.009815156741613758,
        "forecast_max": 0.021507889224896517,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      }
    },
    "ridge": {
      "equity": {
        "months": 56,
        "mae": 0.0452229558214167,
        "rmse": 0.05834649756897482,
        "oos_r2_vs_mean": -0.0055162866470346295,
        "forecast_min": -0.04538305728422671,
        "forecast_max": 0.05632733652451376,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      },
      "treasury": {
        "months": 56,
        "mae": 0.015589677977068006,
        "rmse": 0.02082185970749489,
        "oos_r2_vs_mean": -0.004704423263751867,
        "forecast_min": -0.0005950065765231768,
        "forecast_max": 0.0036493031074402945,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.019560841970346885,
        "rmse": 0.026623297302278255,
        "oos_r2_vs_mean": 0.0011407980887020441,
        "forecast_min": 0.0002992157639946808,
        "forecast_max": 0.006233173821428848,
        "over_20pct": 0,
        "mean_nonzero_features": 4.0
      }
    },
    "elastic_net": {
      "equity": {
        "months": 56,
        "mae": 0.04500967522101489,
        "rmse": 0.05836130624068083,
        "oos_r2_vs_mean": -0.006026762882402004,
        "forecast_min": -0.044743256141055614,
        "forecast_max": 0.05582947340821941,
        "over_20pct": 0,
        "mean_nonzero_features": 2.2857142857142856
      },
      "treasury": {
        "months": 56,
        "mae": 0.015554622190888162,
        "rmse": 0.020773054420090368,
        "oos_r2_vs_mean": 0.0,
        "forecast_min": -0.00028591720422245634,
        "forecast_max": 0.003638845441139985,
        "over_20pct": 0,
        "mean_nonzero_features": 0.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.019571098731447627,
        "rmse": 0.026638496211018443,
        "oos_r2_vs_mean": 0.0,
        "forecast_min": 0.0008524269187974868,
        "forecast_max": 0.004952101244192422,
        "over_20pct": 0,
        "mean_nonzero_features": 0.0
      }
    },
    "ridge_lags": {
      "equity": {
        "months": 56,
        "mae": 0.04526708778180566,
        "rmse": 0.058966719688571506,
        "oos_r2_vs_mean": -0.027007143081246854,
        "forecast_min": -0.008191346992960716,
        "forecast_max": 0.030271866565741497,
        "over_20pct": 0,
        "mean_nonzero_features": 9.0
      },
      "treasury": {
        "months": 56,
        "mae": 0.01564478248465873,
        "rmse": 0.02087519384998227,
        "oos_r2_vs_mean": -0.00985801447227419,
        "forecast_min": -0.0012574316042070145,
        "forecast_max": 0.003960490262476653,
        "over_20pct": 0,
        "mean_nonzero_features": 9.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.019610701981025047,
        "rmse": 0.026687185229213817,
        "oos_r2_vs_mean": -0.003658878785719466,
        "forecast_min": 0.00031942429918265024,
        "forecast_max": 0.0070143743022057625,
        "over_20pct": 0,
        "mean_nonzero_features": 9.0
      }
    },
    "ridge_interactions": {
      "equity": {
        "months": 56,
        "mae": 0.04810280127454115,
        "rmse": 0.06181018879669702,
        "oos_r2_vs_mean": -0.12844310454305452,
        "forecast_min": -0.07066966715015544,
        "forecast_max": 0.04332847821828534,
        "over_20pct": 0,
        "mean_nonzero_features": 6.0
      },
      "treasury": {
        "months": 56,
        "mae": 0.015620350368036448,
        "rmse": 0.020828346410304146,
        "oos_r2_vs_mean": -0.005330518556085906,
        "forecast_min": -0.0006936931324355496,
        "forecast_max": 0.0037817525821858817,
        "over_20pct": 0,
        "mean_nonzero_features": 6.0
      },
      "ig_credit": {
        "months": 56,
        "mae": 0.01961258306770782,
        "rmse": 0.026668576169310603,
        "oos_r2_vs_mean": -0.0022596576824323034,
        "forecast_min": 0.00022800757305642102,
        "forecast_max": 0.006520269565144448,
        "over_20pct": 0,
        "mean_nonzero_features": 6.0
      }
    }
  },
  "sample": {
    "common_forecast_months": 56,
    "common_portfolio_months": 43,
    "first_holding_month": "2019-06-30",
    "last_holding_month": "2022-12-31",
    "first_training_month": "2015-03-31",
    "last_training_month": "2022-11-30"
  },
  "lag_provenance": [
    {
      "date": "2015-03-31",
      "decision_date": "2015-03-31",
      "holding_month": "2015-04-30",
      "lag_return_source_date": "2015-03-31",
      "lag_macro_source_date": "2015-02-27",
      "lag_equity_return": -0.01570546188912647,
      "lag_treasury_return": 0.008560820990441309,
      "lag_ig_credit_return": 0.0019512922627002993,
      "lag_growth_surprise": -0.25897448249625343,
      "lag_inflation_surprise": 0.006968268863370208
    },
    {
      "date": "2015-04-30",
      "decision_date": "2015-04-30",
      "holding_month": "2015-05-31",
      "lag_return_source_date": "2015-04-30",
      "lag_macro_source_date": "2015-03-31",
      "lag_equity_return": 0.009833725927993253,
      "lag_treasury_return": -0.006330998883390948,
      "lag_ig_credit_return": -0.011872146291226904,
      "lag_growth_surprise": -0.24808467516044125,
      "lag_inflation_surprise": -0.639098649656254
    },
    {
      "date": "2015-05-31",
      "decision_date": "2015-05-29",
      "holding_month": "2015-06-30",
      "lag_return_source_date": "2015-05-29",
      "lag_macro_source_date": "2015-04-30",
      "lag_equity_return": 0.012856127302581788,
      "lag_treasury_return": -0.004162762412941445,
      "lag_ig_credit_return": -0.011202535892292587,
      "lag_growth_surprise": -0.7798172467645441,
      "lag_inflation_surprise": -0.026069048341346907
    },
    {
      "date": "2015-06-30",
      "decision_date": "2015-06-30",
      "holding_month": "2015-07-31",
      "lag_return_source_date": "2015-06-30",
      "lag_macro_source_date": "2015-05-29",
      "lag_equity_return": -0.020311995463636934,
      "lag_treasury_return": -0.016308970295276226,
      "lag_ig_credit_return": -0.018831578713338848,
      "lag_growth_surprise": -0.3573019907727688,
      "lag_inflation_surprise": -0.27626120183994085
    },
    {
      "date": "2015-07-31",
      "decision_date": "2015-07-31",
      "holding_month": "2015-08-31",
      "lag_return_source_date": "2015-07-31",
      "lag_macro_source_date": "2015-06-30",
      "lag_equity_return": 0.0225889651850677,
      "lag_treasury_return": 0.015184238652635074,
      "lag_ig_credit_return": 0.008319199042861491,
      "lag_growth_surprise": 0.006599240551862395,
      "lag_inflation_surprise": -0.2225549034944469
    },
    {
      "date": "2015-08-31",
      "decision_date": "2015-08-31",
      "holding_month": "2015-09-30",
      "lag_return_source_date": "2015-08-31",
      "lag_macro_source_date": "2015-07-31",
      "lag_equity_return": -0.06094977429076254,
      "lag_treasury_return": 0.0007905157423493403,
      "lag_ig_credit_return": -0.008274499159623416,
      "lag_growth_surprise": -0.16790429104979207,
      "lag_inflation_surprise": -0.1752642480119799
    },
    {
      "date": "2015-09-30",
      "decision_date": "2015-09-30",
      "holding_month": "2015-10-31",
      "lag_return_source_date": "2015-09-30",
      "lag_macro_source_date": "2015-08-31",
      "lag_equity_return": -0.025515967737159917,
      "lag_treasury_return": 0.015791888779145724,
      "lag_ig_credit_return": 0.011898213706369454,
      "lag_growth_surprise": 0.06613661532458262,
      "lag_inflation_surprise": -0.3855517392860096
    },
    {
      "date": "2015-10-31",
      "decision_date": "2015-10-30",
      "holding_month": "2015-11-30",
      "lag_return_source_date": "2015-10-30",
      "lag_macro_source_date": "2015-09-30",
      "lag_equity_return": 0.08505954152667283,
      "lag_treasury_return": -0.006369216161529856,
      "lag_ig_credit_return": 0.005735884857018592,
      "lag_growth_surprise": -0.4915542540910138,
      "lag_inflation_surprise": 0.2449403731383597
    },
    {
      "date": "2015-11-30",
      "decision_date": "2015-11-30",
      "holding_month": "2015-12-31",
      "lag_return_source_date": "2015-11-30",
      "lag_macro_source_date": "2015-10-30",
      "lag_equity_return": 0.003655104677285692,
      "lag_treasury_return": -0.0042768856249985054,
      "lag_ig_credit_return": -0.0015415757878504133,
      "lag_growth_surprise": -0.27627250036564993,
      "lag_inflation_surprise": -0.3015159543817762
    },
    {
      "date": "2015-12-31",
      "decision_date": "2015-12-31",
      "holding_month": "2016-01-31",
      "lag_return_source_date": "2015-12-31",
      "lag_macro_source_date": "2015-11-30",
      "lag_equity_return": -0.017282404607031898,
      "lag_treasury_return": -0.0045306554287875,
      "lag_ig_credit_return": -0.010810503166350682,
      "lag_growth_surprise": 0.019388999278065214,
      "lag_inflation_surprise": -0.15923719663214925
    },
    {
      "date": "2016-01-31",
      "decision_date": "2016-01-29",
      "holding_month": "2016-02-29",
      "lag_return_source_date": "2016-01-29",
      "lag_macro_source_date": "2015-12-31",
      "lag_equity_return": -0.04978688686977306,
      "lag_treasury_return": 0.03333691903516178,
      "lag_ig_credit_return": 0.0012286482546186583,
      "lag_growth_surprise": -0.5168539938050605,
      "lag_inflation_surprise": 0.23343640695363646
    },
    {
      "date": "2016-02-29",
      "decision_date": "2016-02-29",
      "holding_month": "2016-03-31",
      "lag_return_source_date": "2016-02-29",
      "lag_macro_source_date": "2016-01-29",
      "lag_equity_return": -0.0008256340499537274,
      "lag_treasury_return": 0.014859830705404864,
      "lag_ig_credit_return": 0.010516599241649605,
      "lag_growth_surprise": 0.057480024776708855,
      "lag_inflation_surprise": -0.7962079031968133
    },
    {
      "date": "2016-03-31",
      "decision_date": "2016-03-31",
      "holding_month": "2016-04-30",
      "lag_return_source_date": "2016-03-31",
      "lag_macro_source_date": "2016-02-29",
      "lag_equity_return": 0.06726580143586869,
      "lag_treasury_return": -0.000660910303577511,
      "lag_ig_credit_return": 0.036146165716726575,
      "lag_growth_surprise": 0.22651785960227427,
      "lag_inflation_surprise": 1.0336543792476252
    },
    {
      "date": "2016-04-30",
      "decision_date": "2016-04-29",
      "holding_month": "2016-05-31",
      "lag_return_source_date": "2016-04-29",
      "lag_macro_source_date": "2016-03-31",
      "lag_equity_return": 0.003941185067763975,
      "lag_treasury_return": -0.0015616080846843072,
      "lag_ig_credit_return": 0.015545464762310557,
      "lag_growth_surprise": 0.1859398665364885,
      "lag_inflation_surprise": -0.21363642162831553
    },
    {
      "date": "2016-05-31",
      "decision_date": "2016-05-31",
      "holding_month": "2016-06-30",
      "lag_return_source_date": "2016-05-31",
      "lag_macro_source_date": "2016-04-29",
      "lag_equity_return": 0.01701183173115628,
      "lag_treasury_return": -0.0009920660417850335,
      "lag_ig_credit_return": -0.005124658406743365,
      "lag_growth_surprise": -0.36433715018058194,
      "lag_inflation_surprise": -0.5481441048836253
    },
    {
      "date": "2016-06-30",
      "decision_date": "2016-06-30",
      "holding_month": "2016-07-31",
      "lag_return_source_date": "2016-06-30",
      "lag_macro_source_date": "2016-05-31",
      "lag_equity_return": 0.003476037723026737,
      "lag_treasury_return": 0.03087569569695847,
      "lag_ig_credit_return": 0.030943351527030538,
      "lag_growth_surprise": 0.2677372874295276,
      "lag_inflation_surprise": 0.11340934029147982
    },
    {
      "date": "2016-07-31",
      "decision_date": "2016-07-29",
      "holding_month": "2016-08-31",
      "lag_return_source_date": "2016-07-29",
      "lag_macro_source_date": "2016-06-30",
      "lag_equity_return": 0.036471064465761094,
      "lag_treasury_return": 0.0024645514729737528,
      "lag_ig_credit_return": 0.012915886018273204,
      "lag_growth_surprise": -0.31391586414789935,
      "lag_inflation_surprise": -0.11207270965798673
    },
    {
      "date": "2016-08-31",
      "decision_date": "2016-08-31",
      "holding_month": "2016-09-30",
      "lag_return_source_date": "2016-08-31",
      "lag_macro_source_date": "2016-07-29",
      "lag_equity_return": 0.0011976267801259155,
      "lag_treasury_return": -0.010114336764612375,
      "lag_ig_credit_return": 0.001803229453858357,
      "lag_growth_surprise": 0.9970299199453465,
      "lag_inflation_surprise": -0.19038594879760395
    },
    {
      "date": "2016-09-30",
      "decision_date": "2016-09-30",
      "holding_month": "2016-10-31",
      "lag_return_source_date": "2016-09-30",
      "lag_macro_source_date": "2016-08-31",
      "lag_equity_return": 5.79096770954024e-05,
      "lag_treasury_return": 0.002374343595329842,
      "lag_ig_credit_return": -0.003156782841453043,
      "lag_growth_surprise": 0.2908043660781091,
      "lag_inflation_surprise": -0.532221232455977
    },
    {
      "date": "2016-10-31",
      "decision_date": "2016-10-31",
      "holding_month": "2016-11-30",
      "lag_return_source_date": "2016-10-31",
      "lag_macro_source_date": "2016-09-30",
      "lag_equity_return": -0.017337120291259667,
      "lag_treasury_return": -0.014946144703417374,
      "lag_ig_credit_return": -0.01528548448685274,
      "lag_growth_surprise": -0.6476188543273315,
      "lag_inflation_surprise": 0.22509603532420563
    },
    {
      "date": "2016-11-30",
      "decision_date": "2016-11-30",
      "holding_month": "2016-12-31",
      "lag_return_source_date": "2016-11-30",
      "lag_macro_source_date": "2016-10-31",
      "lag_equity_return": 0.03683830031910218,
      "lag_treasury_return": -0.04227253045677026,
      "lag_ig_credit_return": -0.03167543676172846,
      "lag_growth_surprise": 0.07151949229817213,
      "lag_inflation_surprise": -0.35665786752232215
    },
    {
      "date": "2016-12-31",
      "decision_date": "2016-12-30",
      "holding_month": "2017-01-31",
      "lag_return_source_date": "2016-12-30",
      "lag_macro_source_date": "2016-11-30",
      "lag_equity_return": 0.020271679239935114,
      "lag_treasury_return": -0.0011851984450826913,
      "lag_ig_credit_return": 0.008391808710204396,
      "lag_growth_surprise": -0.06398368529496211,
      "lag_inflation_surprise": -0.3631870111860874
    },
    {
      "date": "2017-01-31",
      "decision_date": "2017-01-31",
      "holding_month": "2017-02-28",
      "lag_return_source_date": "2017-01-31",
      "lag_macro_source_date": "2016-12-30",
      "lag_equity_return": 0.01789514847144469,
      "lag_treasury_return": 0.002194723097541651,
      "lag_ig_credit_return": 0.0014509069068004976,
      "lag_growth_surprise": -0.09962018454602124,
      "lag_inflation_surprise": -0.2423888710352966
    },
    {
      "date": "2017-02-28",
      "decision_date": "2017-02-28",
      "holding_month": "2017-03-31",
      "lag_return_source_date": "2017-02-28",
      "lag_macro_source_date": "2017-01-31",
      "lag_equity_return": 0.0392912760790336,
      "lag_treasury_return": 0.007236143375423776,
      "lag_ig_credit_return": 0.013209734427559905,
      "lag_growth_surprise": 0.14988036452466155,
      "lag_inflation_surprise": 0.16388563559017322
    },
    {
      "date": "2017-03-31",
      "decision_date": "2017-03-31",
      "holding_month": "2017-04-30",
      "lag_return_source_date": "2017-03-31",
      "lag_macro_source_date": "2017-02-28",
      "lag_equity_return": 0.0012498660106678994,
      "lag_treasury_return": 0.000805495927088451,
      "lag_ig_credit_return": -0.002950878778485544,
      "lag_growth_surprise": 0.20523326493941632,
      "lag_inflation_surprise": 0.7978308125734319
    },
    {
      "date": "2017-04-30",
      "decision_date": "2017-04-28",
      "holding_month": "2017-05-31",
      "lag_return_source_date": "2017-04-28",
      "lag_macro_source_date": "2017-03-31",
      "lag_equity_return": 0.009926202988221666,
      "lag_treasury_return": 0.011087648506246994,
      "lag_ig_credit_return": 0.01188816655931002,
      "lag_growth_surprise": 0.1743669486032297,
      "lag_inflation_surprise": 0.20156345302439252
    },
    {
      "date": "2017-05-31",
      "decision_date": "2017-05-31",
      "holding_month": "2017-06-30",
      "lag_return_source_date": "2017-05-31",
      "lag_macro_source_date": "2017-04-28",
      "lag_equity_return": 0.014112984550470609,
      "lag_treasury_return": 0.00826744312930705,
      "lag_ig_credit_return": 0.013331138402697507,
      "lag_growth_surprise": -0.26539600271314945,
      "lag_inflation_surprise": -1.502824787274909
    },
    {
      "date": "2017-06-30",
      "decision_date": "2017-06-30",
      "holding_month": "2017-07-31",
      "lag_return_source_date": "2017-06-30",
      "lag_macro_source_date": "2017-05-31",
      "lag_equity_return": 0.006375096527444057,
      "lag_treasury_return": -0.005095252834370845,
      "lag_ig_credit_return": 0.0048028051000978955,
      "lag_growth_surprise": 0.16835411319831045,
      "lag_inflation_surprise": -0.010582995408887741
    },
    {
      "date": "2017-07-31",
      "decision_date": "2017-07-31",
      "holding_month": "2017-08-31",
      "lag_return_source_date": "2017-07-31",
      "lag_macro_source_date": "2017-06-30",
      "lag_equity_return": 0.020554077318571506,
      "lag_treasury_return": 0.003748247447233899,
      "lag_ig_credit_return": 0.00765489395242569,
      "lag_growth_surprise": -0.3918614464563476,
      "lag_inflation_surprise": -0.46443753149703404
    },
    {
      "date": "2017-08-31",
      "decision_date": "2017-08-31",
      "holding_month": "2017-09-30",
      "lag_return_source_date": "2017-08-31",
      "lag_macro_source_date": "2017-07-31",
      "lag_equity_return": 0.002917700712903537,
      "lag_treasury_return": 0.014575458981358702,
      "lag_ig_credit_return": 0.006772088171234758,
      "lag_growth_surprise": 0.41396265705146523,
      "lag_inflation_surprise": -0.5445180871596618
    },
    {
      "date": "2017-09-30",
      "decision_date": "2017-09-29",
      "holding_month": "2017-10-31",
      "lag_return_source_date": "2017-09-29",
      "lag_macro_source_date": "2017-08-31",
      "lag_equity_return": 0.02014936693035585,
      "lag_treasury_return": -0.014416219822275811,
      "lag_ig_credit_return": -0.0004945186198129781,
      "lag_growth_surprise": 0.1272835281442008,
      "lag_inflation_surprise": -0.6416194021671864
    },
    {
      "date": "2017-10-31",
      "decision_date": "2017-10-31",
      "holding_month": "2017-11-30",
      "lag_return_source_date": "2017-10-31",
      "lag_macro_source_date": "2017-09-29",
      "lag_equity_return": 0.023564018088535255,
      "lag_treasury_return": -0.0018890478966486768,
      "lag_ig_credit_return": 0.0019271842214345636,
      "lag_growth_surprise": -0.583521318180448,
      "lag_inflation_surprise": -0.06370468781050155
    },
    {
      "date": "2017-11-30",
      "decision_date": "2017-11-30",
      "holding_month": "2017-12-31",
      "lag_return_source_date": "2017-11-30",
      "lag_macro_source_date": "2017-10-31",
      "lag_equity_return": 0.030565985050993394,
      "lag_treasury_return": -0.0027927819145368016,
      "lag_ig_credit_return": -0.001233657523946996,
      "lag_growth_surprise": -0.021633808145108513,
      "lag_inflation_surprise": -0.12586650279923947
    },
    {
      "date": "2017-12-31",
      "decision_date": "2017-12-29",
      "holding_month": "2018-01-31",
      "lag_return_source_date": "2017-12-29",
      "lag_macro_source_date": "2017-11-30",
      "lag_equity_return": 0.012127894302282005,
      "lag_treasury_return": 0.0018478744241874345,
      "lag_ig_credit_return": 0.012205127184844233,
      "lag_growth_surprise": 0.07998627785223705,
      "lag_inflation_surprise": -0.06333823658029009
    },
    {
      "date": "2018-01-31",
      "decision_date": "2018-01-31",
      "holding_month": "2018-02-28",
      "lag_return_source_date": "2018-01-31",
      "lag_macro_source_date": "2017-12-29",
      "lag_equity_return": 0.05635928333883311,
      "lag_treasury_return": -0.02150187991936703,
      "lag_ig_credit_return": -0.012257963012054174,
      "lag_growth_surprise": 0.2412752778761179,
      "lag_inflation_surprise": -0.3492991907852412
    },
    {
      "date": "2018-02-28",
      "decision_date": "2018-02-28",
      "holding_month": "2018-03-31",
      "lag_return_source_date": "2018-02-28",
      "lag_macro_source_date": "2018-01-31",
      "lag_equity_return": -0.03636040429073861,
      "lag_treasury_return": -0.009327908240663318,
      "lag_ig_credit_return": -0.02237191312338016,
      "lag_growth_surprise": 0.3219255148175042,
      "lag_inflation_surprise": -0.002794828587215137
    },
    {
      "date": "2018-03-31",
      "decision_date": "2018-03-29",
      "holding_month": "2018-04-30",
      "lag_return_source_date": "2018-03-29",
      "lag_macro_source_date": "2018-02-28",
      "lag_equity_return": -0.027410433041636262,
      "lag_treasury_return": 0.0115575962010106,
      "lag_ig_credit_return": 0.00556814893820845,
      "lag_growth_surprise": -0.28489678264624196,
      "lag_inflation_surprise": 0.8336995709598045
    },
    {
      "date": "2018-04-30",
      "decision_date": "2018-04-30",
      "holding_month": "2018-05-31",
      "lag_return_source_date": "2018-04-30",
      "lag_macro_source_date": "2018-03-29",
      "lag_equity_return": 0.005168320951886907,
      "lag_treasury_return": -0.012765767849263199,
      "lag_ig_credit_return": -0.015659409855428685,
      "lag_growth_surprise": 0.9339949914183014,
      "lag_inflation_surprise": -0.0773856309014657
    },
    {
      "date": "2018-05-31",
      "decision_date": "2018-05-31",
      "holding_month": "2018-06-30",
      "lag_return_source_date": "2018-05-31",
      "lag_macro_source_date": "2018-04-30",
      "lag_equity_return": 0.02430867591688557,
      "lag_treasury_return": 0.009861431306802837,
      "lag_ig_credit_return": 0.005213580563817821,
      "lag_growth_surprise": -0.08823101603348898,
      "lag_inflation_surprise": -0.009519759774992281
    },
    {
      "date": "2018-06-30",
      "decision_date": "2018-06-29",
      "holding_month": "2018-07-31",
      "lag_return_source_date": "2018-06-29",
      "lag_macro_source_date": "2018-05-31",
      "lag_equity_return": 0.005751083748707808,
      "lag_treasury_return": 0.001974730989493745,
      "lag_ig_credit_return": -0.00487267745667519,
      "lag_growth_surprise": -0.1875334279208748,
      "lag_inflation_surprise": -0.7335761476007358
    },
    {
      "date": "2018-07-31",
      "decision_date": "2018-07-31",
      "holding_month": "2018-08-31",
      "lag_return_source_date": "2018-07-31",
      "lag_macro_source_date": "2018-06-29",
      "lag_equity_return": 0.03704638958590745,
      "lag_treasury_return": -0.0052778418841012975,
      "lag_ig_credit_return": 0.013438020481311597,
      "lag_growth_surprise": 0.14614951470997034,
      "lag_inflation_surprise": 0.3608319508550368
    },
    {
      "date": "2018-08-31",
      "decision_date": "2018-08-31",
      "holding_month": "2018-09-30",
      "lag_return_source_date": "2018-08-31",
      "lag_macro_source_date": "2018-07-31",
      "lag_equity_return": 0.031919867325779894,
      "lag_treasury_return": 0.01013995780683774,
      "lag_ig_credit_return": 0.0001994709304926623,
      "lag_growth_surprise": 0.353324690600089,
      "lag_inflation_surprise": -0.2741572936057196
    },
    {
      "date": "2018-09-30",
      "decision_date": "2018-09-28",
      "holding_month": "2018-10-31",
      "lag_return_source_date": "2018-09-28",
      "lag_macro_source_date": "2018-08-31",
      "lag_equity_return": 0.0059455122463720755,
      "lag_treasury_return": -0.012050426264795355,
      "lag_ig_credit_return": -0.0014072260434665473,
      "lag_growth_surprise": -0.25348914852468984,
      "lag_inflation_surprise": -0.19086841950452355
    },
    {
      "date": "2018-10-31",
      "decision_date": "2018-10-31",
      "holding_month": "2018-11-30",
      "lag_return_source_date": "2018-10-31",
      "lag_macro_source_date": "2018-09-28",
      "lag_equity_return": -0.06910415480744847,
      "lag_treasury_return": -0.003030155716361005,
      "lag_ig_credit_return": -0.02049285797318845,
      "lag_growth_surprise": 0.468156316250378,
      "lag_inflation_surprise": -0.41212938601708865
    },
    {
      "date": "2018-11-30",
      "decision_date": "2018-11-30",
      "holding_month": "2018-12-31",
      "lag_return_source_date": "2018-11-30",
      "lag_macro_source_date": "2018-10-31",
      "lag_equity_return": 0.018548991816823124,
      "lag_treasury_return": 0.013300583187657145,
      "lag_ig_credit_return": -0.0035849077022678255,
      "lag_growth_surprise": -0.3450344028653668,
      "lag_inflation_surprise": -0.47198296044042676
    },
    {
      "date": "2018-12-31",
      "decision_date": "2018-12-31",
      "holding_month": "2019-01-31",
      "lag_return_source_date": "2018-12-31",
      "lag_macro_source_date": "2018-11-30",
      "lag_equity_return": -0.08804840494674071,
      "lag_treasury_return": 0.02804233108028975,
      "lag_ig_credit_return": 0.018594868025247457,
      "lag_growth_surprise": 0.05523618823231913,
      "lag_inflation_surprise": 0.3861387561660353
    },
    {
      "date": "2019-01-31",
      "decision_date": "2019-01-31",
      "holding_month": "2019-02-28",
      "lag_return_source_date": "2019-01-31",
      "lag_macro_source_date": "2018-12-31",
      "lag_equity_return": 0.08006590671785596,
      "lag_treasury_return": 0.00652600005478754,
      "lag_ig_credit_return": 0.03368225398746305,
      "lag_growth_surprise": 0.3448918990185681,
      "lag_inflation_surprise": -0.07827144123037753
    },
    {
      "date": "2019-02-28",
      "decision_date": "2019-02-28",
      "holding_month": "2019-03-31",
      "lag_return_source_date": "2019-02-28",
      "lag_macro_source_date": "2019-01-31",
      "lag_equity_return": 0.032415418765330495,
      "lag_treasury_return": -0.005255439478507595,
      "lag_ig_credit_return": -0.0020390375617884704,
      "lag_growth_surprise": 0.05255278835203936,
      "lag_inflation_surprise": 0.07828719508522489
    },
    {
      "date": "2019-03-31",
      "decision_date": "2019-03-29",
      "holding_month": "2019-04-30",
      "lag_return_source_date": "2019-03-29",
      "lag_macro_source_date": "2019-02-28",
      "lag_equity_return": 0.01810084436205539,
      "lag_treasury_return": 0.02655202781111443,
      "lag_ig_credit_return": 0.029289915695588364,
      "lag_growth_surprise": -0.24108386249201136,
      "lag_inflation_surprise": -0.7409320765268469
    },
    {
      "date": "2019-04-30",
      "decision_date": "2019-04-30",
      "holding_month": "2019-05-31",
      "lag_return_source_date": "2019-04-30",
      "lag_macro_source_date": "2019-03-29",
      "lag_equity_return": 0.040852116686377116,
      "lag_treasury_return": -0.0051854537839175485,
      "lag_ig_credit_return": 0.004364130970005098,
      "lag_growth_surprise": -0.8531726206746658,
      "lag_inflation_surprise": -0.19973506728025
    },
    {
      "date": "2019-05-31",
      "decision_date": "2019-05-31",
      "holding_month": "2019-06-30",
      "lag_return_source_date": "2019-05-31",
      "lag_macro_source_date": "2019-04-30",
      "lag_equity_return": -0.06377103285351982,
      "lag_treasury_return": 0.03048546866176638,
      "lag_ig_credit_return": 0.01650533712505231,
      "lag_growth_surprise": 0.007948456790772551,
      "lag_inflation_surprise": -0.3316425017593299
    },
    {
      "date": "2019-06-30",
      "decision_date": "2019-06-28",
      "holding_month": "2019-07-31",
      "lag_return_source_date": "2019-06-28",
      "lag_macro_source_date": "2019-05-31",
      "lag_equity_return": 0.06958659023840097,
      "lag_treasury_return": 0.012171370473093246,
      "lag_ig_credit_return": 0.03246780834916496,
      "lag_growth_surprise": -0.5668307644698101,
      "lag_inflation_surprise": -0.7482091844138131
    },
    {
      "date": "2019-07-31",
      "decision_date": "2019-07-31",
      "holding_month": "2019-08-31",
      "lag_return_source_date": "2019-07-31",
      "lag_macro_source_date": "2019-06-28",
      "lag_equity_return": 0.015119231094369301,
      "lag_treasury_return": 0.00038271218248353556,
      "lag_ig_credit_return": 0.002540075153496968,
      "lag_growth_surprise": -0.35345643942946575,
      "lag_inflation_surprise": -0.45129210061972413
    },
    {
      "date": "2019-08-31",
      "decision_date": "2019-08-30",
      "holding_month": "2019-09-30",
      "lag_return_source_date": "2019-08-30",
      "lag_macro_source_date": "2019-07-31",
      "lag_equity_return": -0.01674311210673851,
      "lag_treasury_return": 0.039516285302993115,
      "lag_ig_credit_return": 0.038860318987195885,
      "lag_growth_surprise": 0.32091856460635954,
      "lag_inflation_surprise": 0.40101566021383106
    },
    {
      "date": "2019-09-30",
      "decision_date": "2019-09-30",
      "holding_month": "2019-10-31",
      "lag_return_source_date": "2019-09-30",
      "lag_macro_source_date": "2019-08-30",
      "lag_equity_return": 0.019457840650086933,
      "lag_treasury_return": -0.0118605043032457,
      "lag_ig_credit_return": -0.007559495940337557,
      "lag_growth_surprise": -0.13923239240075677,
      "lag_inflation_surprise": 0.45236580833739265
    },
    {
      "date": "2019-10-31",
      "decision_date": "2019-10-31",
      "holding_month": "2019-11-30",
      "lag_return_source_date": "2019-10-31",
      "lag_macro_source_date": "2019-09-30",
      "lag_equity_return": 0.02210467480737388,
      "lag_treasury_return": 0.0018787844664931441,
      "lag_ig_credit_return": 0.004451634185421494,
      "lag_growth_surprise": -0.031192134128997892,
      "lag_inflation_surprise": 0.5523142488539796
    },
    {
      "date": "2019-11-30",
      "decision_date": "2019-11-29",
      "holding_month": "2019-12-31",
      "lag_return_source_date": "2019-11-29",
      "lag_macro_source_date": "2019-10-31",
      "lag_equity_return": 0.03619841428246584,
      "lag_treasury_return": -0.006871732372402906,
      "lag_ig_credit_return": 0.004750524040472381,
      "lag_growth_surprise": -0.721163832727916,
      "lag_inflation_surprise": -1.2328857543769762
    },
    {
      "date": "2019-12-31",
      "decision_date": "2019-12-31",
      "holding_month": "2020-01-31",
      "lag_return_source_date": "2019-12-31",
      "lag_macro_source_date": "2019-11-29",
      "lag_equity_return": 0.02905519848154592,
      "lag_treasury_return": -0.009280774904704026,
      "lag_ig_credit_return": 0.0052732636683254785,
      "lag_growth_surprise": -0.167609707225691,
      "lag_inflation_surprise": 0.1259685352226828
    },
    {
      "date": "2020-01-31",
      "decision_date": "2020-01-31",
      "holding_month": "2020-02-29",
      "lag_return_source_date": "2020-01-31",
      "lag_macro_source_date": "2019-12-31",
      "lag_equity_return": -0.00040366158914406647,
      "lag_treasury_return": 0.034658049122072265,
      "lag_ig_credit_return": 0.024460823914773222,
      "lag_growth_surprise": 0.17484581512190286,
      "lag_inflation_surprise": -0.17502643936601595
    },
    {
      "date": "2020-02-29",
      "decision_date": "2020-02-28",
      "holding_month": "2020-03-31",
      "lag_return_source_date": "2020-02-28",
      "lag_macro_source_date": "2020-01-31",
      "lag_equity_return": -0.07916599945023106,
      "lag_treasury_return": 0.02961687466266505,
      "lag_ig_credit_return": 0.010913401696630132,
      "lag_growth_surprise": -0.35746004353885663,
      "lag_inflation_surprise": -0.9339569423638182
    },
    {
      "date": "2020-03-31",
      "decision_date": "2020-03-31",
      "holding_month": "2020-04-30",
      "lag_return_source_date": "2020-03-31",
      "lag_macro_source_date": "2020-02-28",
      "lag_equity_return": -0.12487124690097573,
      "lag_treasury_return": 0.03722696083057131,
      "lag_ig_credit_return": -0.0631185204853616,
      "lag_growth_surprise": 0.4488134541939625,
      "lag_inflation_surprise": 0.025857802687344777
    },
    {
      "date": "2020-04-30",
      "decision_date": "2020-04-30",
      "holding_month": "2020-05-31",
      "lag_return_source_date": "2020-04-30",
      "lag_macro_source_date": "2020-03-31",
      "lag_equity_return": 0.12698335231348334,
      "lag_treasury_return": 0.0027526824988985954,
      "lag_ig_credit_return": 0.04845769605870309,
      "lag_growth_surprise": 0.09682812920879935,
      "lag_inflation_surprise": -0.29773439196240103
    },
    {
      "date": "2020-05-31",
      "decision_date": "2020-05-29",
      "holding_month": "2020-06-30",
      "lag_return_source_date": "2020-05-29",
      "lag_macro_source_date": "2020-04-30",
      "lag_equity_return": 0.04764537972466165,
      "lag_treasury_return": 0.003274687099773965,
      "lag_ig_credit_return": 0.02460236619719991,
      "lag_growth_surprise": -2.626194364933448,
      "lag_inflation_surprise": -0.20619762916459458
    },
    {
      "date": "2020-06-30",
      "decision_date": "2020-06-30",
      "holding_month": "2020-07-31",
      "lag_return_source_date": "2020-06-30",
      "lag_macro_source_date": "2020-05-29",
      "lag_equity_return": 0.017734463074893236,
      "lag_treasury_return": 0.00042676924680584705,
      "lag_ig_credit_return": 0.0212760534313976,
      "lag_growth_surprise": 3.6322393187397894,
      "lag_inflation_surprise": 6.258915926275408
    },
    {
      "date": "2020-07-31",
      "decision_date": "2020-07-31",
      "holding_month": "2020-08-31",
      "lag_return_source_date": "2020-07-31",
      "lag_macro_source_date": "2020-06-30",
      "lag_equity_return": 0.05889209215938496,
      "lag_treasury_return": 0.00854148429467716,
      "lag_ig_credit_return": 0.031001077198251847,
      "lag_growth_surprise": 22.22467353479757,
      "lag_inflation_surprise": -1.3986250195394572
    },
    {
      "date": "2020-08-31",
      "decision_date": "2020-08-31",
      "holding_month": "2020-09-30",
      "lag_return_source_date": "2020-08-31",
      "lag_macro_source_date": "2020-07-31",
      "lag_equity_return": 0.0697970368183305,
      "lag_treasury_return": -0.009698704846791584,
      "lag_ig_credit_return": -0.017782953434531734,
      "lag_growth_surprise": 2.3811479379649,
      "lag_inflation_surprise": -0.3017190149370175
    },
    {
      "date": "2020-09-30",
      "decision_date": "2020-09-30",
      "holding_month": "2020-10-31",
      "lag_return_source_date": "2020-09-30",
      "lag_macro_source_date": "2020-08-31",
      "lag_equity_return": -0.037443805665320906,
      "lag_treasury_return": 0.003278034964031562,
      "lag_ig_credit_return": -0.004397317007031276,
      "lag_growth_surprise": -0.032965258206982595,
      "lag_inflation_surprise": 2.3670128184115424
    },
    {
      "date": "2020-10-31",
      "decision_date": "2020-10-30",
      "holding_month": "2020-11-30",
      "lag_return_source_date": "2020-10-30",
      "lag_macro_source_date": "2020-09-30",
      "lag_equity_return": -0.02493347089367659,
      "lag_treasury_return": -0.01380806942563928,
      "lag_ig_credit_return": -0.005103886653326839,
      "lag_growth_surprise": -0.32700031790107653,
      "lag_inflation_surprise": 1.0402665535216469
    },
    {
      "date": "2020-11-30",
      "decision_date": "2020-11-30",
      "holding_month": "2020-12-31",
      "lag_return_source_date": "2020-11-30",
      "lag_macro_source_date": "2020-10-30",
      "lag_equity_return": 0.1087766784523192,
      "lag_treasury_return": 0.0033834132254941807,
      "lag_ig_credit_return": 0.03771517662316537,
      "lag_growth_surprise": -0.6088014196097133,
      "lag_inflation_surprise": 0.12710186902059534
    },
    {
      "date": "2020-12-31",
      "decision_date": "2020-12-31",
      "holding_month": "2021-01-31",
      "lag_return_source_date": "2020-12-31",
      "lag_macro_source_date": "2020-11-30",
      "lag_equity_return": 0.03704843016148751,
      "lag_treasury_return": -0.0023845153631226745,
      "lag_ig_credit_return": 0.001506215749542017,
      "lag_growth_surprise": 0.4608575859340943,
      "lag_inflation_surprise": -0.6908596397516457
    },
    {
      "date": "2021-01-31",
      "decision_date": "2021-01-29",
      "holding_month": "2021-02-28",
      "lag_return_source_date": "2021-01-29",
      "lag_macro_source_date": "2020-12-31",
      "lag_equity_return": -0.010190465598828857,
      "lag_treasury_return": -0.010921016382531623,
      "lag_ig_credit_return": -0.01831557271543105,
      "lag_growth_surprise": -0.308168424023532,
      "lag_inflation_surprise": 0.573997178879085
    },
    {
      "date": "2021-02-28",
      "decision_date": "2021-02-26",
      "holding_month": "2021-03-31",
      "lag_return_source_date": "2021-02-26",
      "lag_macro_source_date": "2021-01-29",
      "lag_equity_return": 0.027805219146533444,
      "lag_treasury_return": -0.023633434233317763,
      "lag_ig_credit_return": -0.02263325775949354,
      "lag_growth_surprise": 0.9312994811796553,
      "lag_inflation_surprise": 0.24188688492199026
    },
    {
      "date": "2021-03-31",
      "decision_date": "2021-03-31",
      "holding_month": "2021-04-30",
      "lag_return_source_date": "2021-03-31",
      "lag_macro_source_date": "2021-02-26",
      "lag_equity_return": 0.04539948894423307,
      "lag_treasury_return": -0.023856564137511915,
      "lag_ig_credit_return": -0.01477974115842351,
      "lag_growth_surprise": 1.291866650998038,
      "lag_inflation_surprise": 0.25767643421329745
    },
    {
      "date": "2021-04-30",
      "decision_date": "2021-04-30",
      "holding_month": "2021-05-31",
      "lag_return_source_date": "2021-04-30",
      "lag_macro_source_date": "2021-03-31",
      "lag_equity_return": 0.05291038347611332,
      "lag_treasury_return": 0.01001211174459371,
      "lag_ig_credit_return": 0.010431212431489367,
      "lag_growth_surprise": -1.896601911057839,
      "lag_inflation_surprise": -0.2596742259538545
    },
    {
      "date": "2021-05-31",
      "decision_date": "2021-05-28",
      "holding_month": "2021-06-30",
      "lag_return_source_date": "2021-05-28",
      "lag_macro_source_date": "2021-04-30",
      "lag_equity_return": 0.0065663859025621996,
      "lag_treasury_return": 0.004248683285051902,
      "lag_ig_credit_return": 0.006226642617406908,
      "lag_growth_surprise": 0.9360237353489812,
      "lag_inflation_surprise": 0.7916283656924714
    },
    {
      "date": "2021-06-30",
      "decision_date": "2021-06-30",
      "holding_month": "2021-07-31",
      "lag_return_source_date": "2021-06-30",
      "lag_macro_source_date": "2021-05-28",
      "lag_equity_return": 0.022427394733984363,
      "lag_treasury_return": 0.010225447149733169,
      "lag_ig_credit_return": 0.022114182535293958,
      "lag_growth_surprise": -1.2116584024112478,
      "lag_inflation_surprise": 3.4320736154792475
    },
    {
      "date": "2021-07-31",
      "decision_date": "2021-07-30",
      "holding_month": "2021-08-31",
      "lag_return_source_date": "2021-07-30",
      "lag_macro_source_date": "2021-06-30",
      "lag_equity_return": 0.024412253766741276,
      "lag_treasury_return": 0.019902765621528262,
      "lag_ig_credit_return": 0.014190446269985557,
      "lag_growth_surprise": -0.08941007446447363,
      "lag_inflation_surprise": 1.10688713037595
    },
    {
      "date": "2021-08-31",
      "decision_date": "2021-08-31",
      "holding_month": "2021-09-30",
      "lag_return_source_date": "2021-08-31",
      "lag_macro_source_date": "2021-07-30",
      "lag_equity_return": 0.029760017723991394,
      "lag_treasury_return": -0.003944795429474235,
      "lag_ig_credit_return": -0.0034401941037337513,
      "lag_growth_surprise": 0.12689233563181637,
      "lag_inflation_surprise": 2.3302334584207913
    },
    {
      "date": "2021-09-30",
      "decision_date": "2021-09-30",
      "holding_month": "2021-10-31",
      "lag_return_source_date": "2021-09-30",
      "lag_macro_source_date": "2021-08-31",
      "lag_equity_return": -0.046605662892313604,
      "lag_treasury_return": -0.01596984866784512,
      "lag_ig_credit_return": -0.0150734611144282,
      "lag_growth_surprise": -0.13966885741402002,
      "lag_inflation_surprise": 0.17154703369751895
    },
    {
      "date": "2021-10-31",
      "decision_date": "2021-10-29",
      "holding_month": "2021-11-30",
      "lag_return_source_date": "2021-10-29",
      "lag_macro_source_date": "2021-09-30",
      "lag_equity_return": 0.07016366823782683,
      "lag_treasury_return": -0.004429749517280257,
      "lag_ig_credit_return": 0.005309622324769281,
      "lag_growth_surprise": 0.2881617635499166,
      "lag_inflation_surprise": -0.3985403705434096
    },
    {
      "date": "2021-11-30",
      "decision_date": "2021-11-30",
      "holding_month": "2021-12-31",
      "lag_return_source_date": "2021-11-30",
      "lag_macro_source_date": "2021-10-29",
      "lag_equity_return": -0.008034691645644298,
      "lag_treasury_return": 0.010920956172071117,
      "lag_ig_credit_return": -0.0011861561926275188,
      "lag_growth_surprise": -0.4897393206331252,
      "lag_inflation_surprise": 0.21841477988159216
    },
    {
      "date": "2021-12-31",
      "decision_date": "2021-12-31",
      "holding_month": "2022-01-31",
      "lag_return_source_date": "2021-12-31",
      "lag_macro_source_date": "2021-11-30",
      "lag_equity_return": 0.046247672253258765,
      "lag_treasury_return": -0.005240249624594351,
      "lag_ig_credit_return": -0.00034141613077365296,
      "lag_growth_surprise": 0.5444467293815566,
      "lag_inflation_surprise": 1.037414480593342
    },
    {
      "date": "2022-01-31",
      "decision_date": "2022-01-31",
      "holding_month": "2022-02-28",
      "lag_return_source_date": "2022-01-31",
      "lag_macro_source_date": "2021-12-31",
      "lag_equity_return": -0.05274118941298811,
      "lag_treasury_return": -0.021130759097015117,
      "lag_ig_credit_return": -0.035919459670401666,
      "lag_growth_surprise": -0.33022769549822584,
      "lag_inflation_surprise": 0.39637337422780367
    },
    {
      "date": "2022-02-28",
      "decision_date": "2022-02-28",
      "holding_month": "2022-03-31",
      "lag_return_source_date": "2022-02-28",
      "lag_macro_source_date": "2022-01-31",
      "lag_equity_return": -0.029517140721711077,
      "lag_treasury_return": -0.003040959017962974,
      "lag_ig_credit_return": -0.021314479149188825,
      "lag_growth_surprise": -0.8985805331744705,
      "lag_inflation_surprise": 0.359421557795235
    },
    {
      "date": "2022-03-31",
      "decision_date": "2022-03-31",
      "holding_month": "2022-04-30",
      "lag_return_source_date": "2022-03-31",
      "lag_macro_source_date": "2022-02-28",
      "lag_equity_return": 0.0375902767512768,
      "lag_treasury_return": -0.040608962051997044,
      "lag_ig_credit_return": -0.028937465552051123,
      "lag_growth_surprise": 1.1167671472247427,
      "lag_inflation_surprise": 1.1642363542051766
    },
    {
      "date": "2022-04-30",
      "decision_date": "2022-04-29",
      "holding_month": "2022-05-31",
      "lag_return_source_date": "2022-04-29",
      "lag_macro_source_date": "2022-03-31",
      "lag_equity_return": -0.08776895970966381,
      "lag_treasury_return": -0.042282850974086905,
      "lag_ig_credit_return": -0.06699282034555176,
      "lag_growth_surprise": 0.1526604013228275,
      "lag_inflation_surprise": -0.37317830492177806
    },
    {
      "date": "2022-05-31",
      "decision_date": "2022-05-31",
      "holding_month": "2022-06-30",
      "lag_return_source_date": "2022-05-31",
      "lag_macro_source_date": "2022-04-29",
      "lag_equity_return": 0.0022573111248493927,
      "lag_treasury_return": 0.0061841726831683985,
      "lag_ig_credit_return": 0.01863910380526601,
      "lag_growth_surprise": -0.014337009017437556,
      "lag_inflation_surprise": -0.19853933569068016
    },
    {
      "date": "2022-06-30",
      "decision_date": "2022-06-30",
      "holding_month": "2022-07-31",
      "lag_return_source_date": "2022-06-30",
      "lag_macro_source_date": "2022-05-31",
      "lag_equity_return": -0.0824605416742874,
      "lag_treasury_return": -0.008634906754673266,
      "lag_ig_credit_return": -0.0362282627163969,
      "lag_growth_surprise": 0.044640202922995156,
      "lag_inflation_surprise": 0.5920409422143341
    },
    {
      "date": "2022-07-31",
      "decision_date": "2022-07-29",
      "holding_month": "2022-08-31",
      "lag_return_source_date": "2022-07-29",
      "lag_macro_source_date": "2022-06-30",
      "lag_equity_return": 0.09208750563462265,
      "lag_treasury_return": 0.02961490094632957,
      "lag_ig_credit_return": 0.04444447784954031,
      "lag_growth_surprise": 0.0221660897842801,
      "lag_inflation_surprise": 0.744801526030938
    },
    {
      "date": "2022-08-31",
      "decision_date": "2022-08-31",
      "holding_month": "2022-09-30",
      "lag_return_source_date": "2022-08-31",
      "lag_macro_source_date": "2022-07-29",
      "lag_equity_return": -0.040801880473728236,
      "lag_treasury_return": -0.03853822529981399,
      "lag_ig_credit_return": -0.0442913709282976,
      "lag_growth_surprise": -0.2968549991008947,
      "lag_inflation_surprise": 1.100440416023265
    },
    {
      "date": "2022-09-30",
      "decision_date": "2022-09-30",
      "holding_month": "2022-10-31",
      "lag_return_source_date": "2022-09-30",
      "lag_macro_source_date": "2022-08-31",
      "lag_equity_return": -0.09244599551502775,
      "lag_treasury_return": -0.04734984395467057,
      "lag_ig_credit_return": -0.05979828626403405,
      "lag_growth_surprise": 0.35791046537507865,
      "lag_inflation_surprise": -1.3341592570167893
    },
    {
      "date": "2022-10-31",
      "decision_date": "2022-10-31",
      "holding_month": "2022-11-30",
      "lag_return_source_date": "2022-10-31",
      "lag_macro_source_date": "2022-09-30",
      "lag_equity_return": 0.08127579978431498,
      "lag_treasury_return": -0.014539663470444886,
      "lag_ig_credit_return": -0.0074526517553120675,
      "lag_growth_surprise": 0.1142349948561849,
      "lag_inflation_surprise": 0.9984445560321401
    },
    {
      "date": "2022-11-30",
      "decision_date": "2022-11-30",
      "holding_month": "2022-12-31",
      "lag_return_source_date": "2022-11-30",
      "lag_macro_source_date": "2022-10-31",
      "lag_equity_return": 0.05559130978348037,
      "lag_treasury_return": 0.03612172118535151,
      "lag_ig_credit_return": 0.06647654642812251,
      "lag_growth_surprise": -0.02265927802159357,
      "lag_inflation_surprise": 0.9968643775724892
    }
  ],
  "bvar": {
    "implemented": false,
    "reason": "Optional and not implemented in this iteration; a one-lag joint system would need its own small-variable specification and matched lag information."
  },
  "limitations": [
    "Exploratory choices follow earlier research; no production selection.",
    "Revised histories and assumed publication lags; not real-time vintages.",
    "Common clipping suppresses input extrapolation for all learners; comparison is conditional on that shared preprocessing.",
    "Core features exclude sparse policy fields and existing interactions, so these numbers are a separate experiment from Signal Research.",
    "Forecasts and BL views are decimal total returns; no risk-free series is supplied.",
    "No 2023-onward holding months are evaluated. January 3, 2023 only closes December 2022."
  ]
}