{
 "original_universe": {
  "label": "hand-picked (as shipped)",
  "days": 3483,
  "sharpe": 1.069,
  "t_stat": 3.97,
  "cagr_pct": 12.18,
  "vol_pct": 11.4,
  "max_drawdown_pct": 19.2
 },
 "no_hindsight_universe": {
  "label": "indices + 2016-era coins",
  "days": 3746,
  "sharpe": 0.865,
  "t_stat": 3.33,
  "cagr_pct": 9.73,
  "vol_pct": 11.5,
  "max_drawdown_pct": 21.8
 },
 "financing_0": {
  "label": "financing 0%",
  "days": 3746,
  "sharpe": 0.865,
  "t_stat": 3.33,
  "cagr_pct": 9.73,
  "vol_pct": 11.5,
  "max_drawdown_pct": 21.8
 },
 "financing_3": {
  "label": "financing 3%",
  "days": 3746,
  "sharpe": 0.784,
  "t_stat": 3.02,
  "cagr_pct": 8.71,
  "vol_pct": 11.5,
  "max_drawdown_pct": 22.8
 },
 "financing_5": {
  "label": "financing 5%",
  "days": 3746,
  "sharpe": 0.73,
  "t_stat": 2.81,
  "cagr_pct": 8.04,
  "vol_pct": 11.5,
  "max_drawdown_pct": 23.5
 },
 "weekdays_only": {
  "label": "weekdays only",
  "days": 2822,
  "sharpe": 1.057,
  "t_stat": 3.54,
  "cagr_pct": 9.8,
  "vol_pct": 9.3,
  "max_drawdown_pct": 16.2
 },
 "lag_1": {
  "label": "lag 1 day(s)",
  "days": 3746,
  "sharpe": 0.865,
  "t_stat": 3.33,
  "cagr_pct": 9.73,
  "vol_pct": 11.5,
  "max_drawdown_pct": 21.8
 },
 "lag_2": {
  "label": "lag 2 day(s)",
  "days": 3746,
  "sharpe": 0.848,
  "t_stat": 3.27,
  "cagr_pct": 9.55,
  "vol_pct": 11.5,
  "max_drawdown_pct": 22.0
 },
 "lag_3": {
  "label": "lag 3 day(s)",
  "days": 3746,
  "sharpe": 0.848,
  "t_stat": 3.27,
  "cagr_pct": 9.59,
  "vol_pct": 11.6,
  "max_drawdown_pct": 22.0
 },
 "unlevered": {
  "label": "cap 1x, no leverage",
  "days": 3746,
  "sharpe": 0.837,
  "t_stat": 3.23,
  "cagr_pct": 8.91,
  "vol_pct": 10.9,
  "max_drawdown_pct": 19.7
 },
 "all_haircuts": {
  "label": "all haircuts at once",
  "days": 2821,
  "sharpe": 0.854,
  "t_stat": 2.86,
  "cagr_pct": 7.83,
  "vol_pct": 9.3,
  "max_drawdown_pct": 18.0
 },
 "verdict": {
  "selection_bias_cost_sharpe": 0.204,
  "survives_no_hindsight": true,
  "survives_all_haircuts": true,
  "honest_headline_sharpe": 0.854
 }
}