[
  {
    "date": "1994-01-28",
    "on_sharpe": 2.956,
    "dt_sharpe": -0.412,
    "on_vol": 4.05,
    "dt_vol": 7.93,
    "on_return": 11.98,
    "dt_return": -3.27
  },
  {
    "date": "1994-02-04",
    "on_sharpe": 3.018,
    "dt_sharpe": -0.672,
    "on_vol": 4.09,
    "dt_vol": 7.87,
    "on_return": 12.33,
    "dt_return": -5.29
  },
  {
    "date": "1994-02-11",
    "on_sharpe": 3.09,
    "dt_sharpe": -0.84,
    "on_vol": 4.08,
    "dt_vol": 8.23,
    "on_return": 12.6,
    "dt_return": -6.91
  },
  {
    "date": "1994-02-18",
    "on_sharpe": 3.061,
    "dt_sharpe": -0.516,
    "on_vol": 3.94,
    "dt_vol": 7.91,
    "on_return": 12.05,
    "dt_return": -4.09
  },
  {
    "date": "1994-02-28",
    "on_sharpe": 2.916,
    "dt_sharpe": -0.7,
    "on_vol": 3.94,
    "dt_vol": 7.92,
    "on_return": 11.49,
    "dt_return": -5.54
  },
  {
    "date": "1994-03-07",
    "on_sharpe": 2.326,
    "dt_sharpe": -0.954,
    "on_vol": 4.16,
    "dt_vol": 7.62,
    "on_return": 9.69,
    "dt_return": -7.27
  },
  {
    "date": "1994-03-14",
    "on_sharpe": 2.768,
    "dt_sharpe": -0.992,
    "on_vol": 4.08,
    "dt_vol": 7.66,
    "on_return": 11.3,
    "dt_return": -7.6
  },
  {
    "date": "1994-03-21",
    "on_sharpe": 2.764,
    "dt_sharpe": -0.811,
    "on_vol": 4.12,
    "dt_vol": 7.67,
    "on_return": 11.38,
    "dt_return": -6.22
  },
  {
    "date": "1994-03-28",
    "on_sharpe": 2.516,
    "dt_sharpe": -1.057,
    "on_vol": 4.15,
    "dt_vol": 7.73,
    "on_return": 10.43,
    "dt_return": -8.18
  },
  {
    "date": "1994-04-05",
    "on_sharpe": 1.498,
    "dt_sharpe": -0.96,
    "on_vol": 4.89,
    "dt_vol": 8.1,
    "on_return": 7.32,
    "dt_return": -7.78
  },
  {
    "date": "1994-04-12",
    "on_sharpe": 1.382,
    "dt_sharpe": -0.803,
    "on_vol": 4.88,
    "dt_vol": 8.16,
    "on_return": 6.74,
    "dt_return": -6.56
  },
  {
    "date": "1994-04-19",
    "on_sharpe": 1.391,
    "dt_sharpe": -0.835,
    "on_vol": 4.88,
    "dt_vol": 8.2,
    "on_return": 6.79,
    "dt_return": -6.85
  },
  {
    "date": "1994-04-26",
    "on_sharpe": 1.631,
    "dt_sharpe": -0.519,
    "on_vol": 4.87,
    "dt_vol": 8.15,
    "on_return": 7.94,
    "dt_return": -4.24
  },
  {
    "date": "1994-05-04",
    "on_sharpe": 1.376,
    "dt_sharpe": -0.526,
    "on_vol": 4.86,
    "dt_vol": 8.19,
    "on_return": 6.68,
    "dt_return": -4.31
  },
  {
    "date": "1994-05-11",
    "on_sharpe": 1.351,
    "dt_sharpe": -0.733,
    "on_vol": 4.91,
    "dt_vol": 8.22,
    "on_return": 6.64,
    "dt_return": -6.02
  },
  {
    "date": "1994-05-18",
    "on_sharpe": 1.666,
    "dt_sharpe": -0.641,
    "on_vol": 4.91,
    "dt_vol": 8.34,
    "on_return": 8.19,
    "dt_return": -5.34
  },
  {
    "date": "1994-05-25",
    "on_sharpe": 1.504,
    "dt_sharpe": -0.684,
    "on_vol": 4.91,
    "dt_vol": 8.08,
    "on_return": 7.39,
    "dt_return": -5.53
  },
  {
    "date": "1994-06-02",
    "on_sharpe": 1.175,
    "dt_sharpe": -0.547,
    "on_vol": 4.92,
    "dt_vol": 8.04,
    "on_return": 5.78,
    "dt_return": -4.4
  },
  {
    "date": "1994-06-09",
    "on_sharpe": 1.305,
    "dt_sharpe": -0.489,
    "on_vol": 4.89,
    "dt_vol": 8.09,
    "on_return": 6.39,
    "dt_return": -3.96
  },
  {
    "date": "1994-06-16",
    "on_sharpe": 1.348,
    "dt_sharpe": -0.407,
    "on_vol": 4.91,
    "dt_vol": 8.1,
    "on_return": 6.62,
    "dt_return": -3.3
  },
  {
    "date": "1994-06-23",
    "on_sharpe": 1.139,
    "dt_sharpe": -0.35,
    "on_vol": 4.94,
    "dt_vol": 8.08,
    "on_return": 5.62,
    "dt_return": -2.83
  },
  {
    "date": "1994-06-30",
    "on_sharpe": 1.034,
    "dt_sharpe": -0.643,
    "on_vol": 4.94,
    "dt_vol": 8.3,
    "on_return": 5.11,
    "dt_return": -5.33
  },
  {
    "date": "1994-07-08",
    "on_sharpe": 1.195,
    "dt_sharpe": -0.644,
    "on_vol": 4.97,
    "dt_vol": 8.23,
    "on_return": 5.94,
    "dt_return": -5.3
  },
  {
    "date": "1994-07-15",
    "on_sharpe": 1.199,
    "dt_sharpe": -0.539,
    "on_vol": 5.03,
    "dt_vol": 8.27,
    "on_return": 6.03,
    "dt_return": -4.45
  },
  {
    "date": "1994-07-22",
    "on_sharpe": 1.283,
    "dt_sharpe": -0.517,
    "on_vol": 5.03,
    "dt_vol": 8.26,
    "on_return": 6.45,
    "dt_return": -4.27
  },
  {
    "date": "1994-07-29",
    "on_sharpe": 1.228,
    "dt_sharpe": -0.594,
    "on_vol": 5.01,
    "dt_vol": 8.25,
    "on_return": 6.16,
    "dt_return": -4.9
  },
  {
    "date": "1994-08-05",
    "on_sharpe": 1.34,
    "dt_sharpe": -0.49,
    "on_vol": 5.07,
    "dt_vol": 8.26,
    "on_return": 6.79,
    "dt_return": -4.05
  },
  {
    "date": "1994-08-12",
    "on_sharpe": 1.013,
    "dt_sharpe": -0.326,
    "on_vol": 5.1,
    "dt_vol": 8.27,
    "on_return": 5.16,
    "dt_return": -2.69
  },
  {
    "date": "1994-08-19",
    "on_sharpe": 0.947,
    "dt_sharpe": -0.351,
    "on_vol": 5.1,
    "dt_vol": 8.29,
    "on_return": 4.84,
    "dt_return": -2.91
  },
  {
    "date": "1994-08-26",
    "on_sharpe": 1.152,
    "dt_sharpe": -0.462,
    "on_vol": 5.1,
    "dt_vol": 8.27,
    "on_return": 5.88,
    "dt_return": -3.82
  },
  {
    "date": "1994-09-02",
    "on_sharpe": 1.241,
    "dt_sharpe": -0.406,
    "on_vol": 5.11,
    "dt_vol": 8.34,
    "on_return": 6.34,
    "dt_return": -3.38
  },
  {
    "date": "1994-09-12",
    "on_sharpe": 1.222,
    "dt_sharpe": -0.556,
    "on_vol": 5.21,
    "dt_vol": 8.31,
    "on_return": 6.36,
    "dt_return": -4.62
  },
  {
    "date": "1994-09-19",
    "on_sharpe": 1.187,
    "dt_sharpe": -0.385,
    "on_vol": 5.32,
    "dt_vol": 8.35,
    "on_return": 6.32,
    "dt_return": -3.22
  },
  {
    "date": "1994-09-26",
    "on_sharpe": 1.096,
    "dt_sharpe": -0.604,
    "on_vol": 5.35,
    "dt_vol": 8.4,
    "on_return": 5.86,
    "dt_return": -5.08
  },
  {
    "date": "1994-10-03",
    "on_sharpe": 1.135,
    "dt_sharpe": -0.66,
    "on_vol": 5.33,
    "dt_vol": 8.38,
    "on_return": 6.05,
    "dt_return": -5.53
  },
  {
    "date": "1994-10-10",
    "on_sharpe": 1.071,
    "dt_sharpe": -0.759,
    "on_vol": 5.34,
    "dt_vol": 8.62,
    "on_return": 5.72,
    "dt_return": -6.54
  },
  {
    "date": "1994-10-17",
    "on_sharpe": 1.268,
    "dt_sharpe": -0.738,
    "on_vol": 5.47,
    "dt_vol": 8.7,
    "on_return": 6.93,
    "dt_return": -6.42
  },
  {
    "date": "1994-10-24",
    "on_sharpe": 1.051,
    "dt_sharpe": -0.554,
    "on_vol": 5.48,
    "dt_vol": 8.72,
    "on_return": 5.75,
    "dt_return": -4.84
  },
  {
    "date": "1994-10-31",
    "on_sharpe": 1.178,
    "dt_sharpe": -0.468,
    "on_vol": 5.51,
    "dt_vol": 8.96,
    "on_return": 6.48,
    "dt_return": -4.2
  },
  {
    "date": "1994-11-07",
    "on_sharpe": 1.244,
    "dt_sharpe": -0.642,
    "on_vol": 5.55,
    "dt_vol": 8.98,
    "on_return": 6.91,
    "dt_return": -5.76
  },
  {
    "date": "1994-11-14",
    "on_sharpe": 1.344,
    "dt_sharpe": -0.819,
    "on_vol": 5.63,
    "dt_vol": 9.01,
    "on_return": 7.56,
    "dt_return": -7.38
  },
  {
    "date": "1994-11-21",
    "on_sharpe": 1.456,
    "dt_sharpe": -0.806,
    "on_vol": 5.62,
    "dt_vol": 9.03,
    "on_return": 8.18,
    "dt_return": -7.27
  },
  {
    "date": "1994-11-29",
    "on_sharpe": 1.205,
    "dt_sharpe": -0.815,
    "on_vol": 5.59,
    "dt_vol": 9.26,
    "on_return": 6.74,
    "dt_return": -7.54
  },
  {
    "date": "1994-12-06",
    "on_sharpe": 1.183,
    "dt_sharpe": -0.934,
    "on_vol": 5.59,
    "dt_vol": 9.39,
    "on_return": 6.62,
    "dt_return": -8.76
  },
  {
    "date": "1994-12-13",
    "on_sharpe": 1.018,
    "dt_sharpe": -0.892,
    "on_vol": 5.66,
    "dt_vol": 9.51,
    "on_return": 5.76,
    "dt_return": -8.49
  },
  {
    "date": "1994-12-20",
    "on_sharpe": 0.908,
    "dt_sharpe": -0.661,
    "on_vol": 5.65,
    "dt_vol": 9.51,
    "on_return": 5.13,
    "dt_return": -6.29
  },
  {
    "date": "1994-12-28",
    "on_sharpe": 0.988,
    "dt_sharpe": -0.695,
    "on_vol": 5.65,
    "dt_vol": 9.55,
    "on_return": 5.58,
    "dt_return": -6.64
  },
  {
    "date": "1995-01-05",
    "on_sharpe": 1.168,
    "dt_sharpe": -0.772,
    "on_vol": 5.68,
    "dt_vol": 9.63,
    "on_return": 6.64,
    "dt_return": -7.43
  },
  {
    "date": "1995-01-12",
    "on_sharpe": 1.216,
    "dt_sharpe": -0.956,
    "on_vol": 5.69,
    "dt_vol": 9.56,
    "on_return": 6.93,
    "dt_return": -9.14
  },
  {
    "date": "1995-01-19",
    "on_sharpe": 1.193,
    "dt_sharpe": -0.751,
    "on_vol": 5.71,
    "dt_vol": 9.61,
    "on_return": 6.81,
    "dt_return": -7.22
  },
  {
    "date": "1995-01-26",
    "on_sharpe": 0.866,
    "dt_sharpe": -0.519,
    "on_vol": 5.78,
    "dt_vol": 9.69,
    "on_return": 5.01,
    "dt_return": -5.03
  },
  {
    "date": "1995-02-02",
    "on_sharpe": 0.841,
    "dt_sharpe": -0.633,
    "on_vol": 5.8,
    "dt_vol": 9.65,
    "on_return": 4.87,
    "dt_return": -6.11
  },
  {
    "date": "1995-02-09",
    "on_sharpe": 0.93,
    "dt_sharpe": -0.269,
    "on_vol": 5.81,
    "dt_vol": 9.41,
    "on_return": 5.4,
    "dt_return": -2.53
  },
  {
    "date": "1995-02-16",
    "on_sharpe": 0.911,
    "dt_sharpe": -0.227,
    "on_vol": 5.82,
    "dt_vol": 9.38,
    "on_return": 5.3,
    "dt_return": -2.13
  },
  {
    "date": "1995-02-24",
    "on_sharpe": 0.769,
    "dt_sharpe": -0.044,
    "on_vol": 5.81,
    "dt_vol": 9.29,
    "on_return": 4.47,
    "dt_return": -0.41
  },
  {
    "date": "1995-03-03",
    "on_sharpe": 0.933,
    "dt_sharpe": -0.037,
    "on_vol": 5.65,
    "dt_vol": 9.19,
    "on_return": 5.28,
    "dt_return": -0.34
  },
  {
    "date": "1995-03-10",
    "on_sharpe": 0.645,
    "dt_sharpe": 0.023,
    "on_vol": 5.71,
    "dt_vol": 9.21,
    "on_return": 3.68,
    "dt_return": 0.21
  },
  {
    "date": "1995-03-17",
    "on_sharpe": 0.511,
    "dt_sharpe": 0.312,
    "on_vol": 5.7,
    "dt_vol": 9.28,
    "on_return": 2.91,
    "dt_return": 2.89
  },
  {
    "date": "1995-03-24",
    "on_sharpe": 0.753,
    "dt_sharpe": 0.184,
    "on_vol": 5.62,
    "dt_vol": 9.27,
    "on_return": 4.23,
    "dt_return": 1.7
  },
  {
    "date": "1995-03-31",
    "on_sharpe": 0.839,
    "dt_sharpe": 0.917,
    "on_vol": 5.62,
    "dt_vol": 8.91,
    "on_return": 4.72,
    "dt_return": 8.18
  },
  {
    "date": "1995-04-07",
    "on_sharpe": 1.181,
    "dt_sharpe": 0.769,
    "on_vol": 4.84,
    "dt_vol": 8.77,
    "on_return": 5.72,
    "dt_return": 6.74
  },
  {
    "date": "1995-04-17",
    "on_sharpe": 1.321,
    "dt_sharpe": 0.878,
    "on_vol": 4.84,
    "dt_vol": 8.77,
    "on_return": 6.39,
    "dt_return": 7.7
  },
  {
    "date": "1995-04-24",
    "on_sharpe": 1.377,
    "dt_sharpe": 0.724,
    "on_vol": 4.84,
    "dt_vol": 8.76,
    "on_return": 6.66,
    "dt_return": 6.34
  },
  {
    "date": "1995-05-01",
    "on_sharpe": 1.32,
    "dt_sharpe": 0.866,
    "on_vol": 4.83,
    "dt_vol": 8.76,
    "on_return": 6.38,
    "dt_return": 7.58
  },
  {
    "date": "1995-05-08",
    "on_sharpe": 1.537,
    "dt_sharpe": 0.963,
    "on_vol": 4.83,
    "dt_vol": 8.79,
    "on_return": 7.42,
    "dt_return": 8.46
  },
  {
    "date": "1995-05-15",
    "on_sharpe": 1.407,
    "dt_sharpe": 1.221,
    "on_vol": 4.8,
    "dt_vol": 8.78,
    "on_return": 6.75,
    "dt_return": 10.72
  },
  {
    "date": "1995-05-22",
    "on_sharpe": 1.39,
    "dt_sharpe": 0.828,
    "on_vol": 4.8,
    "dt_vol": 8.73,
    "on_return": 6.67,
    "dt_return": 7.22
  },
  {
    "date": "1995-05-30",
    "on_sharpe": 1.473,
    "dt_sharpe": 0.796,
    "on_vol": 4.81,
    "dt_vol": 8.81,
    "on_return": 7.09,
    "dt_return": 7.01
  },
  {
    "date": "1995-06-06",
    "on_sharpe": 1.349,
    "dt_sharpe": 1.029,
    "on_vol": 4.84,
    "dt_vol": 9.08,
    "on_return": 6.52,
    "dt_return": 9.34
  },
  {
    "date": "1995-06-13",
    "on_sharpe": 1.206,
    "dt_sharpe": 1.016,
    "on_vol": 4.83,
    "dt_vol": 9.03,
    "on_return": 5.82,
    "dt_return": 9.17
  },
  {
    "date": "1995-06-20",
    "on_sharpe": 1.403,
    "dt_sharpe": 1.326,
    "on_vol": 4.83,
    "dt_vol": 9.05,
    "on_return": 6.77,
    "dt_return": 12.0
  },
  {
    "date": "1995-06-27",
    "on_sharpe": 1.328,
    "dt_sharpe": 1.515,
    "on_vol": 4.83,
    "dt_vol": 8.83,
    "on_return": 6.41,
    "dt_return": 13.37
  },
  {
    "date": "1995-07-05",
    "on_sharpe": 1.173,
    "dt_sharpe": 1.671,
    "on_vol": 4.8,
    "dt_vol": 8.78,
    "on_return": 5.63,
    "dt_return": 14.67
  },
  {
    "date": "1995-07-12",
    "on_sharpe": 1.396,
    "dt_sharpe": 1.73,
    "on_vol": 4.75,
    "dt_vol": 8.85,
    "on_return": 6.64,
    "dt_return": 15.32
  },
  {
    "date": "1995-07-19",
    "on_sharpe": 1.161,
    "dt_sharpe": 1.769,
    "on_vol": 4.77,
    "dt_vol": 8.93,
    "on_return": 5.54,
    "dt_return": 15.79
  },
  {
    "date": "1995-07-26",
    "on_sharpe": 1.066,
    "dt_sharpe": 1.883,
    "on_vol": 4.79,
    "dt_vol": 8.97,
    "on_return": 5.1,
    "dt_return": 16.9
  },
  {
    "date": "1995-08-02",
    "on_sharpe": 0.986,
    "dt_sharpe": 1.687,
    "on_vol": 4.75,
    "dt_vol": 9.01,
    "on_return": 4.68,
    "dt_return": 15.2
  },
  {
    "date": "1995-08-09",
    "on_sharpe": 1.241,
    "dt_sharpe": 1.604,
    "on_vol": 4.8,
    "dt_vol": 9.04,
    "on_return": 5.95,
    "dt_return": 14.51
  },
  {
    "date": "1995-08-16",
    "on_sharpe": 1.325,
    "dt_sharpe": 1.385,
    "on_vol": 4.8,
    "dt_vol": 9.06,
    "on_return": 6.37,
    "dt_return": 12.54
  },
  {
    "date": "1995-08-23",
    "on_sharpe": 1.47,
    "dt_sharpe": 1.316,
    "on_vol": 4.81,
    "dt_vol": 9.1,
    "on_return": 7.08,
    "dt_return": 11.97
  },
  {
    "date": "1995-08-30",
    "on_sharpe": 1.52,
    "dt_sharpe": 1.054,
    "on_vol": 4.81,
    "dt_vol": 9.01,
    "on_return": 7.31,
    "dt_return": 9.5
  },
  {
    "date": "1995-09-07",
    "on_sharpe": 1.585,
    "dt_sharpe": 1.356,
    "on_vol": 4.78,
    "dt_vol": 8.99,
    "on_return": 7.57,
    "dt_return": 12.19
  },
  {
    "date": "1995-09-14",
    "on_sharpe": 1.95,
    "dt_sharpe": 1.417,
    "on_vol": 4.66,
    "dt_vol": 8.99,
    "on_return": 9.09,
    "dt_return": 12.74
  },
  {
    "date": "1995-09-21",
    "on_sharpe": 2.211,
    "dt_sharpe": 1.667,
    "on_vol": 4.48,
    "dt_vol": 8.84,
    "on_return": 9.91,
    "dt_return": 14.73
  },
  {
    "date": "1995-09-28",
    "on_sharpe": 1.705,
    "dt_sharpe": 1.707,
    "on_vol": 4.55,
    "dt_vol": 8.9,
    "on_return": 7.75,
    "dt_return": 15.19
  },
  {
    "date": "1995-10-05",
    "on_sharpe": 1.642,
    "dt_sharpe": 2.066,
    "on_vol": 4.52,
    "dt_vol": 8.67,
    "on_return": 7.42,
    "dt_return": 17.91
  },
  {
    "date": "1995-10-12",
    "on_sharpe": 1.174,
    "dt_sharpe": 1.954,
    "on_vol": 4.63,
    "dt_vol": 8.64,
    "on_return": 5.43,
    "dt_return": 16.88
  },
  {
    "date": "1995-10-19",
    "on_sharpe": 1.183,
    "dt_sharpe": 2.047,
    "on_vol": 4.52,
    "dt_vol": 8.59,
    "on_return": 5.35,
    "dt_return": 17.59
  },
  {
    "date": "1995-10-26",
    "on_sharpe": 1.132,
    "dt_sharpe": 2.117,
    "on_vol": 4.51,
    "dt_vol": 8.59,
    "on_return": 5.11,
    "dt_return": 18.18
  },
  {
    "date": "1995-11-02",
    "on_sharpe": 1.344,
    "dt_sharpe": 2.048,
    "on_vol": 4.47,
    "dt_vol": 8.54,
    "on_return": 6.01,
    "dt_return": 17.49
  },
  {
    "date": "1995-11-09",
    "on_sharpe": 0.838,
    "dt_sharpe": 2.436,
    "on_vol": 4.3,
    "dt_vol": 8.35,
    "on_return": 3.6,
    "dt_return": 20.35
  },
  {
    "date": "1995-11-16",
    "on_sharpe": 0.63,
    "dt_sharpe": 2.624,
    "on_vol": 4.34,
    "dt_vol": 8.36,
    "on_return": 2.73,
    "dt_return": 21.93
  },
  {
    "date": "1995-11-24",
    "on_sharpe": 0.76,
    "dt_sharpe": 3.17,
    "on_vol": 4.33,
    "dt_vol": 8.09,
    "on_return": 3.29,
    "dt_return": 25.64
  },
  {
    "date": "1995-12-01",
    "on_sharpe": 0.717,
    "dt_sharpe": 3.402,
    "on_vol": 4.31,
    "dt_vol": 8.03,
    "on_return": 3.09,
    "dt_return": 27.3
  },
  {
    "date": "1995-12-08",
    "on_sharpe": 0.952,
    "dt_sharpe": 3.621,
    "on_vol": 4.23,
    "dt_vol": 7.9,
    "on_return": 4.03,
    "dt_return": 28.62
  },
  {
    "date": "1995-12-15",
    "on_sharpe": 1.11,
    "dt_sharpe": 3.294,
    "on_vol": 4.27,
    "dt_vol": 7.9,
    "on_return": 4.74,
    "dt_return": 26.03
  },
  {
    "date": "1995-12-22",
    "on_sharpe": 1.054,
    "dt_sharpe": 2.962,
    "on_vol": 4.41,
    "dt_vol": 8.08,
    "on_return": 4.64,
    "dt_return": 23.94
  },
  {
    "date": "1996-01-02",
    "on_sharpe": 1.083,
    "dt_sharpe": 3.231,
    "on_vol": 4.44,
    "dt_vol": 7.92,
    "on_return": 4.81,
    "dt_return": 25.58
  },
  {
    "date": "1996-01-09",
    "on_sharpe": 0.865,
    "dt_sharpe": 3.209,
    "on_vol": 4.48,
    "dt_vol": 8.08,
    "on_return": 3.88,
    "dt_return": 25.94
  },
  {
    "date": "1996-01-16",
    "on_sharpe": 0.778,
    "dt_sharpe": 2.555,
    "on_vol": 4.45,
    "dt_vol": 8.44,
    "on_return": 3.46,
    "dt_return": 21.56
  },
  {
    "date": "1996-01-23",
    "on_sharpe": 1.23,
    "dt_sharpe": 2.638,
    "on_vol": 4.42,
    "dt_vol": 8.42,
    "on_return": 5.44,
    "dt_return": 22.21
  },
  {
    "date": "1996-01-30",
    "on_sharpe": 1.302,
    "dt_sharpe": 2.772,
    "on_vol": 4.34,
    "dt_vol": 8.46,
    "on_return": 5.66,
    "dt_return": 23.46
  },
  {
    "date": "1996-02-06",
    "on_sharpe": 1.071,
    "dt_sharpe": 2.853,
    "on_vol": 4.31,
    "dt_vol": 8.55,
    "on_return": 4.61,
    "dt_return": 24.4
  },
  {
    "date": "1996-02-13",
    "on_sharpe": 1.158,
    "dt_sharpe": 3.116,
    "on_vol": 4.3,
    "dt_vol": 8.68,
    "on_return": 4.98,
    "dt_return": 27.06
  },
  {
    "date": "1996-02-21",
    "on_sharpe": 0.735,
    "dt_sharpe": 2.929,
    "on_vol": 4.39,
    "dt_vol": 8.73,
    "on_return": 3.23,
    "dt_return": 25.58
  },
  {
    "date": "1996-02-28",
    "on_sharpe": 0.966,
    "dt_sharpe": 2.706,
    "on_vol": 4.45,
    "dt_vol": 8.91,
    "on_return": 4.3,
    "dt_return": 24.11
  },
  {
    "date": "1996-03-06",
    "on_sharpe": 1.544,
    "dt_sharpe": 2.671,
    "on_vol": 4.63,
    "dt_vol": 9.03,
    "on_return": 7.15,
    "dt_return": 24.13
  },
  {
    "date": "1996-03-13",
    "on_sharpe": 0.676,
    "dt_sharpe": 2.418,
    "on_vol": 5.19,
    "dt_vol": 9.17,
    "on_return": 3.51,
    "dt_return": 22.16
  },
  {
    "date": "1996-03-20",
    "on_sharpe": 1.178,
    "dt_sharpe": 2.371,
    "on_vol": 5.37,
    "dt_vol": 9.26,
    "on_return": 6.32,
    "dt_return": 21.96
  },
  {
    "date": "1996-03-27",
    "on_sharpe": 1.366,
    "dt_sharpe": 2.045,
    "on_vol": 5.44,
    "dt_vol": 9.33,
    "on_return": 7.44,
    "dt_return": 19.07
  },
  {
    "date": "1996-04-03",
    "on_sharpe": 1.617,
    "dt_sharpe": 1.887,
    "on_vol": 5.42,
    "dt_vol": 9.44,
    "on_return": 8.76,
    "dt_return": 17.81
  },
  {
    "date": "1996-04-11",
    "on_sharpe": 0.964,
    "dt_sharpe": 1.739,
    "on_vol": 5.99,
    "dt_vol": 9.62,
    "on_return": 5.77,
    "dt_return": 16.73
  },
  {
    "date": "1996-04-18",
    "on_sharpe": 1.087,
    "dt_sharpe": 1.889,
    "on_vol": 6.04,
    "dt_vol": 9.58,
    "on_return": 6.57,
    "dt_return": 18.09
  },
  {
    "date": "1996-04-25",
    "on_sharpe": 1.403,
    "dt_sharpe": 1.625,
    "on_vol": 6.14,
    "dt_vol": 9.56,
    "on_return": 8.62,
    "dt_return": 15.53
  },
  {
    "date": "1996-05-02",
    "on_sharpe": 1.38,
    "dt_sharpe": 1.551,
    "on_vol": 6.15,
    "dt_vol": 9.5,
    "on_return": 8.5,
    "dt_return": 14.74
  },
  {
    "date": "1996-05-09",
    "on_sharpe": 1.134,
    "dt_sharpe": 1.492,
    "on_vol": 6.23,
    "dt_vol": 9.7,
    "on_return": 7.07,
    "dt_return": 14.46
  },
  {
    "date": "1996-05-16",
    "on_sharpe": 1.328,
    "dt_sharpe": 1.598,
    "on_vol": 6.31,
    "dt_vol": 9.76,
    "on_return": 8.39,
    "dt_return": 15.59
  },
  {
    "date": "1996-05-23",
    "on_sharpe": 1.365,
    "dt_sharpe": 1.751,
    "on_vol": 6.37,
    "dt_vol": 9.68,
    "on_return": 8.69,
    "dt_return": 16.94
  },
  {
    "date": "1996-05-31",
    "on_sharpe": 1.636,
    "dt_sharpe": 1.399,
    "on_vol": 6.33,
    "dt_vol": 9.56,
    "on_return": 10.35,
    "dt_return": 13.37
  },
  {
    "date": "1996-06-07",
    "on_sharpe": 1.916,
    "dt_sharpe": 1.259,
    "on_vol": 6.34,
    "dt_vol": 9.68,
    "on_return": 12.15,
    "dt_return": 12.18
  },
  {
    "date": "1996-06-14",
    "on_sharpe": 1.527,
    "dt_sharpe": 1.225,
    "on_vol": 6.7,
    "dt_vol": 9.92,
    "on_return": 10.23,
    "dt_return": 12.15
  },
  {
    "date": "1996-06-21",
    "on_sharpe": 1.639,
    "dt_sharpe": 0.883,
    "on_vol": 6.63,
    "dt_vol": 9.88,
    "on_return": 10.87,
    "dt_return": 8.73
  },
  {
    "date": "1996-06-28",
    "on_sharpe": 1.78,
    "dt_sharpe": 0.962,
    "on_vol": 6.63,
    "dt_vol": 9.87,
    "on_return": 11.79,
    "dt_return": 9.5
  },
  {
    "date": "1996-07-08",
    "on_sharpe": 1.478,
    "dt_sharpe": 0.689,
    "on_vol": 6.87,
    "dt_vol": 9.83,
    "on_return": 10.15,
    "dt_return": 6.78
  },
  {
    "date": "1996-07-15",
    "on_sharpe": 1.584,
    "dt_sharpe": 0.402,
    "on_vol": 6.87,
    "dt_vol": 9.91,
    "on_return": 10.88,
    "dt_return": 3.99
  },
  {
    "date": "1996-07-22",
    "on_sharpe": 1.902,
    "dt_sharpe": 0.173,
    "on_vol": 7.02,
    "dt_vol": 10.43,
    "on_return": 13.35,
    "dt_return": 1.81
  },
  {
    "date": "1996-07-29",
    "on_sharpe": 1.685,
    "dt_sharpe": 0.098,
    "on_vol": 7.22,
    "dt_vol": 10.56,
    "on_return": 12.16,
    "dt_return": 1.04
  },
  {
    "date": "1996-08-05",
    "on_sharpe": 1.901,
    "dt_sharpe": 0.4,
    "on_vol": 7.3,
    "dt_vol": 10.71,
    "on_return": 13.87,
    "dt_return": 4.29
  },
  {
    "date": "1996-08-12",
    "on_sharpe": 1.913,
    "dt_sharpe": 0.397,
    "on_vol": 7.3,
    "dt_vol": 10.74,
    "on_return": 13.96,
    "dt_return": 4.26
  },
  {
    "date": "1996-08-19",
    "on_sharpe": 1.808,
    "dt_sharpe": 0.469,
    "on_vol": 7.3,
    "dt_vol": 10.76,
    "on_return": 13.19,
    "dt_return": 5.05
  },
  {
    "date": "1996-08-26",
    "on_sharpe": 1.671,
    "dt_sharpe": 0.544,
    "on_vol": 7.3,
    "dt_vol": 10.75,
    "on_return": 12.19,
    "dt_return": 5.84
  },
  {
    "date": "1996-09-03",
    "on_sharpe": 1.631,
    "dt_sharpe": 0.293,
    "on_vol": 7.31,
    "dt_vol": 10.81,
    "on_return": 11.92,
    "dt_return": 3.17
  },
  {
    "date": "1996-09-10",
    "on_sharpe": 1.322,
    "dt_sharpe": 0.503,
    "on_vol": 7.45,
    "dt_vol": 11.08,
    "on_return": 9.85,
    "dt_return": 5.57
  },
  {
    "date": "1996-09-17",
    "on_sharpe": 1.572,
    "dt_sharpe": 0.526,
    "on_vol": 7.5,
    "dt_vol": 11.08,
    "on_return": 11.78,
    "dt_return": 5.82
  },
  {
    "date": "1996-09-24",
    "on_sharpe": 1.554,
    "dt_sharpe": 0.521,
    "on_vol": 7.46,
    "dt_vol": 11.04,
    "on_return": 11.59,
    "dt_return": 5.75
  },
  {
    "date": "1996-10-01",
    "on_sharpe": 1.677,
    "dt_sharpe": 0.444,
    "on_vol": 7.46,
    "dt_vol": 11.01,
    "on_return": 12.5,
    "dt_return": 4.89
  },
  {
    "date": "1996-10-08",
    "on_sharpe": 1.816,
    "dt_sharpe": 0.624,
    "on_vol": 7.46,
    "dt_vol": 11.04,
    "on_return": 13.54,
    "dt_return": 6.89
  },
  {
    "date": "1996-10-15",
    "on_sharpe": 1.98,
    "dt_sharpe": 0.462,
    "on_vol": 7.36,
    "dt_vol": 11.07,
    "on_return": 14.58,
    "dt_return": 5.11
  },
  {
    "date": "1996-10-22",
    "on_sharpe": 2.206,
    "dt_sharpe": 0.34,
    "on_vol": 7.4,
    "dt_vol": 11.11,
    "on_return": 16.32,
    "dt_return": 3.78
  },
  {
    "date": "1996-10-29",
    "on_sharpe": 2.101,
    "dt_sharpe": 0.267,
    "on_vol": 7.4,
    "dt_vol": 11.07,
    "on_return": 15.55,
    "dt_return": 2.95
  },
  {
    "date": "1996-11-05",
    "on_sharpe": 2.227,
    "dt_sharpe": 0.266,
    "on_vol": 7.41,
    "dt_vol": 11.07,
    "on_return": 16.49,
    "dt_return": 2.94
  },
  {
    "date": "1996-11-12",
    "on_sharpe": 2.267,
    "dt_sharpe": 0.458,
    "on_vol": 7.39,
    "dt_vol": 11.19,
    "on_return": 16.74,
    "dt_return": 5.12
  },
  {
    "date": "1996-11-19",
    "on_sharpe": 2.298,
    "dt_sharpe": 0.46,
    "on_vol": 7.4,
    "dt_vol": 11.18,
    "on_return": 17.0,
    "dt_return": 5.14
  },
  {
    "date": "1996-11-26",
    "on_sharpe": 2.33,
    "dt_sharpe": 0.524,
    "on_vol": 7.4,
    "dt_vol": 11.19,
    "on_return": 17.23,
    "dt_return": 5.86
  },
  {
    "date": "1996-12-04",
    "on_sharpe": 2.359,
    "dt_sharpe": 0.171,
    "on_vol": 7.4,
    "dt_vol": 11.28,
    "on_return": 17.46,
    "dt_return": 1.93
  },
  {
    "date": "1996-12-11",
    "on_sharpe": 2.069,
    "dt_sharpe": 0.333,
    "on_vol": 7.67,
    "dt_vol": 11.42,
    "on_return": 15.88,
    "dt_return": 3.8
  },
  {
    "date": "1996-12-18",
    "on_sharpe": 1.966,
    "dt_sharpe": 0.253,
    "on_vol": 7.88,
    "dt_vol": 11.7,
    "on_return": 15.48,
    "dt_return": 2.97
  },
  {
    "date": "1996-12-26",
    "on_sharpe": 1.969,
    "dt_sharpe": 0.479,
    "on_vol": 7.9,
    "dt_vol": 11.71,
    "on_return": 15.55,
    "dt_return": 5.61
  },
  {
    "date": "1997-01-03",
    "on_sharpe": 2.119,
    "dt_sharpe": 0.204,
    "on_vol": 7.92,
    "dt_vol": 11.84,
    "on_return": 16.79,
    "dt_return": 2.42
  },
  {
    "date": "1997-01-10",
    "on_sharpe": 2.31,
    "dt_sharpe": 0.416,
    "on_vol": 7.91,
    "dt_vol": 11.81,
    "on_return": 18.28,
    "dt_return": 4.91
  },
  {
    "date": "1997-01-17",
    "on_sharpe": 2.14,
    "dt_sharpe": 0.612,
    "on_vol": 8.09,
    "dt_vol": 12.07,
    "on_return": 17.31,
    "dt_return": 7.39
  },
  {
    "date": "1997-01-24",
    "on_sharpe": 2.165,
    "dt_sharpe": 0.545,
    "on_vol": 8.11,
    "dt_vol": 12.22,
    "on_return": 17.55,
    "dt_return": 6.66
  },
  {
    "date": "1997-01-31",
    "on_sharpe": 2.434,
    "dt_sharpe": 0.133,
    "on_vol": 8.23,
    "dt_vol": 12.31,
    "on_return": 20.03,
    "dt_return": 1.64
  },
  {
    "date": "1997-02-07",
    "on_sharpe": 2.643,
    "dt_sharpe": -0.284,
    "on_vol": 8.24,
    "dt_vol": 12.35,
    "on_return": 21.77,
    "dt_return": -3.51
  },
  {
    "date": "1997-02-14",
    "on_sharpe": 2.906,
    "dt_sharpe": -0.056,
    "on_vol": 8.26,
    "dt_vol": 12.48,
    "on_return": 23.99,
    "dt_return": -0.7
  },
  {
    "date": "1997-02-24",
    "on_sharpe": 2.808,
    "dt_sharpe": -0.172,
    "on_vol": 8.21,
    "dt_vol": 12.42,
    "on_return": 23.05,
    "dt_return": -2.13
  },
  {
    "date": "1997-03-03",
    "on_sharpe": 2.627,
    "dt_sharpe": -0.022,
    "on_vol": 8.1,
    "dt_vol": 12.55,
    "on_return": 21.28,
    "dt_return": -0.28
  },
  {
    "date": "1997-03-10",
    "on_sharpe": 3.108,
    "dt_sharpe": 0.079,
    "on_vol": 7.8,
    "dt_vol": 12.57,
    "on_return": 24.26,
    "dt_return": 0.99
  },
  {
    "date": "1997-03-17",
    "on_sharpe": 3.298,
    "dt_sharpe": -0.208,
    "on_vol": 7.72,
    "dt_vol": 12.62,
    "on_return": 25.45,
    "dt_return": -2.63
  },
  {
    "date": "1997-03-24",
    "on_sharpe": 2.953,
    "dt_sharpe": -0.238,
    "on_vol": 7.67,
    "dt_vol": 12.61,
    "on_return": 22.64,
    "dt_return": -2.99
  },
  {
    "date": "1997-04-01",
    "on_sharpe": 2.924,
    "dt_sharpe": -0.448,
    "on_vol": 7.62,
    "dt_vol": 13.05,
    "on_return": 22.29,
    "dt_return": -5.85
  },
  {
    "date": "1997-04-08",
    "on_sharpe": 3.321,
    "dt_sharpe": -0.453,
    "on_vol": 7.2,
    "dt_vol": 13.25,
    "on_return": 23.91,
    "dt_return": -6.0
  },
  {
    "date": "1997-04-15",
    "on_sharpe": 3.063,
    "dt_sharpe": -0.477,
    "on_vol": 7.24,
    "dt_vol": 13.41,
    "on_return": 22.17,
    "dt_return": -6.39
  },
  {
    "date": "1997-04-22",
    "on_sharpe": 3.055,
    "dt_sharpe": -0.404,
    "on_vol": 7.31,
    "dt_vol": 13.53,
    "on_return": 22.33,
    "dt_return": -5.47
  },
  {
    "date": "1997-04-29",
    "on_sharpe": 2.976,
    "dt_sharpe": -0.282,
    "on_vol": 7.3,
    "dt_vol": 13.74,
    "on_return": 21.73,
    "dt_return": -3.88
  },
  {
    "date": "1997-05-06",
    "on_sharpe": 3.151,
    "dt_sharpe": 0.277,
    "on_vol": 7.44,
    "dt_vol": 14.03,
    "on_return": 23.45,
    "dt_return": 3.88
  },
  {
    "date": "1997-05-13",
    "on_sharpe": 3.137,
    "dt_sharpe": 0.101,
    "on_vol": 7.47,
    "dt_vol": 14.08,
    "on_return": 23.42,
    "dt_return": 1.43
  },
  {
    "date": "1997-05-20",
    "on_sharpe": 3.097,
    "dt_sharpe": -0.052,
    "on_vol": 7.44,
    "dt_vol": 14.12,
    "on_return": 23.04,
    "dt_return": -0.73
  },
  {
    "date": "1997-05-28",
    "on_sharpe": 2.992,
    "dt_sharpe": 0.153,
    "on_vol": 7.47,
    "dt_vol": 14.14,
    "on_return": 22.36,
    "dt_return": 2.16
  },
  {
    "date": "1997-06-04",
    "on_sharpe": 2.595,
    "dt_sharpe": 0.267,
    "on_vol": 7.68,
    "dt_vol": 14.3,
    "on_return": 19.92,
    "dt_return": 3.82
  },
  {
    "date": "1997-06-11",
    "on_sharpe": 2.924,
    "dt_sharpe": 0.391,
    "on_vol": 7.33,
    "dt_vol": 14.2,
    "on_return": 21.44,
    "dt_return": 5.55
  },
  {
    "date": "1997-06-18",
    "on_sharpe": 2.885,
    "dt_sharpe": 0.712,
    "on_vol": 7.36,
    "dt_vol": 14.23,
    "on_return": 21.24,
    "dt_return": 10.14
  },
  {
    "date": "1997-06-25",
    "on_sharpe": 2.742,
    "dt_sharpe": 0.705,
    "on_vol": 7.45,
    "dt_vol": 14.51,
    "on_return": 20.42,
    "dt_return": 10.22
  },
  {
    "date": "1997-07-02",
    "on_sharpe": 2.722,
    "dt_sharpe": 0.631,
    "on_vol": 7.45,
    "dt_vol": 14.53,
    "on_return": 20.29,
    "dt_return": 9.17
  },
  {
    "date": "1997-07-10",
    "on_sharpe": 3.248,
    "dt_sharpe": 0.684,
    "on_vol": 7.3,
    "dt_vol": 14.71,
    "on_return": 23.72,
    "dt_return": 10.07
  },
  {
    "date": "1997-07-17",
    "on_sharpe": 3.235,
    "dt_sharpe": 1.189,
    "on_vol": 7.17,
    "dt_vol": 14.26,
    "on_return": 23.19,
    "dt_return": 16.96
  },
  {
    "date": "1997-07-24",
    "on_sharpe": 3.576,
    "dt_sharpe": 1.123,
    "on_vol": 7.02,
    "dt_vol": 14.38,
    "on_return": 25.1,
    "dt_return": 16.15
  },
  {
    "date": "1997-07-31",
    "on_sharpe": 3.465,
    "dt_sharpe": 1.178,
    "on_vol": 6.96,
    "dt_vol": 14.39,
    "on_return": 24.12,
    "dt_return": 16.96
  },
  {
    "date": "1997-08-07",
    "on_sharpe": 3.274,
    "dt_sharpe": 1.082,
    "on_vol": 6.86,
    "dt_vol": 14.3,
    "on_return": 22.46,
    "dt_return": 15.48
  },
  {
    "date": "1997-08-14",
    "on_sharpe": 3.321,
    "dt_sharpe": 0.741,
    "on_vol": 7.05,
    "dt_vol": 14.55,
    "on_return": 23.43,
    "dt_return": 10.78
  },
  {
    "date": "1997-08-21",
    "on_sharpe": 3.533,
    "dt_sharpe": 0.73,
    "on_vol": 7.14,
    "dt_vol": 14.93,
    "on_return": 25.22,
    "dt_return": 10.9
  },
  {
    "date": "1997-08-28",
    "on_sharpe": 3.151,
    "dt_sharpe": 0.646,
    "on_vol": 7.36,
    "dt_vol": 15.16,
    "on_return": 23.19,
    "dt_return": 9.79
  },
  {
    "date": "1997-09-05",
    "on_sharpe": 3.553,
    "dt_sharpe": 0.788,
    "on_vol": 7.21,
    "dt_vol": 15.29,
    "on_return": 25.61,
    "dt_return": 12.06
  },
  {
    "date": "1997-09-12",
    "on_sharpe": 3.503,
    "dt_sharpe": 0.394,
    "on_vol": 7.26,
    "dt_vol": 15.35,
    "on_return": 25.44,
    "dt_return": 6.05
  },
  {
    "date": "1997-09-19",
    "on_sharpe": 3.694,
    "dt_sharpe": 0.463,
    "on_vol": 7.28,
    "dt_vol": 15.45,
    "on_return": 26.89,
    "dt_return": 7.15
  },
  {
    "date": "1997-09-26",
    "on_sharpe": 3.69,
    "dt_sharpe": 0.366,
    "on_vol": 7.3,
    "dt_vol": 15.5,
    "on_return": 26.94,
    "dt_return": 5.67
  },
  {
    "date": "1997-10-03",
    "on_sharpe": 3.708,
    "dt_sharpe": 0.429,
    "on_vol": 7.39,
    "dt_vol": 15.55,
    "on_return": 27.42,
    "dt_return": 6.67
  },
  {
    "date": "1997-10-10",
    "on_sharpe": 3.782,
    "dt_sharpe": 0.417,
    "on_vol": 7.56,
    "dt_vol": 15.55,
    "on_return": 28.6,
    "dt_return": 6.48
  },
  {
    "date": "1997-10-17",
    "on_sharpe": 3.478,
    "dt_sharpe": 0.292,
    "on_vol": 7.64,
    "dt_vol": 15.66,
    "on_return": 26.56,
    "dt_return": 4.57
  },
  {
    "date": "1997-10-24",
    "on_sharpe": 3.223,
    "dt_sharpe": 0.386,
    "on_vol": 7.95,
    "dt_vol": 15.71,
    "on_return": 25.61,
    "dt_return": 6.07
  },
  {
    "date": "1997-10-31",
    "on_sharpe": 2.318,
    "dt_sharpe": 0.283,
    "on_vol": 8.9,
    "dt_vol": 19.42,
    "on_return": 20.64,
    "dt_return": 5.5
  },
  {
    "date": "1997-11-07",
    "on_sharpe": 2.52,
    "dt_sharpe": 0.223,
    "on_vol": 9.19,
    "dt_vol": 19.34,
    "on_return": 23.16,
    "dt_return": 4.32
  },
  {
    "date": "1997-11-14",
    "on_sharpe": 2.428,
    "dt_sharpe": 0.05,
    "on_vol": 9.47,
    "dt_vol": 19.39,
    "on_return": 22.99,
    "dt_return": 0.98
  },
  {
    "date": "1997-11-21",
    "on_sharpe": 2.547,
    "dt_sharpe": 0.165,
    "on_vol": 9.61,
    "dt_vol": 19.46,
    "on_return": 24.46,
    "dt_return": 3.21
  },
  {
    "date": "1997-12-01",
    "on_sharpe": 2.556,
    "dt_sharpe": 0.028,
    "on_vol": 9.69,
    "dt_vol": 19.44,
    "on_return": 24.76,
    "dt_return": 0.54
  },
  {
    "date": "1997-12-08",
    "on_sharpe": 2.906,
    "dt_sharpe": 0.172,
    "on_vol": 9.5,
    "dt_vol": 19.49,
    "on_return": 27.62,
    "dt_return": 3.35
  },
  {
    "date": "1997-12-15",
    "on_sharpe": 2.915,
    "dt_sharpe": 0.083,
    "on_vol": 9.4,
    "dt_vol": 19.33,
    "on_return": 27.39,
    "dt_return": 1.61
  },
  {
    "date": "1997-12-22",
    "on_sharpe": 2.755,
    "dt_sharpe": -0.012,
    "on_vol": 9.49,
    "dt_vol": 19.27,
    "on_return": 26.15,
    "dt_return": -0.24
  },
  {
    "date": "1997-12-30",
    "on_sharpe": 2.934,
    "dt_sharpe": -0.092,
    "on_vol": 9.58,
    "dt_vol": 19.37,
    "on_return": 28.11,
    "dt_return": -1.78
  },
  {
    "date": "1998-01-07",
    "on_sharpe": 2.806,
    "dt_sharpe": -0.007,
    "on_vol": 9.59,
    "dt_vol": 19.26,
    "on_return": 26.9,
    "dt_return": -0.13
  },
  {
    "date": "1998-01-14",
    "on_sharpe": 2.576,
    "dt_sharpe": -0.044,
    "on_vol": 9.55,
    "dt_vol": 19.56,
    "on_return": 24.59,
    "dt_return": -0.87
  },
  {
    "date": "1998-01-22",
    "on_sharpe": 2.672,
    "dt_sharpe": -0.104,
    "on_vol": 9.65,
    "dt_vol": 19.57,
    "on_return": 25.79,
    "dt_return": -2.04
  },
  {
    "date": "1998-01-29",
    "on_sharpe": 2.525,
    "dt_sharpe": 0.113,
    "on_vol": 9.63,
    "dt_vol": 19.44,
    "on_return": 24.31,
    "dt_return": 2.19
  },
  {
    "date": "1998-02-05",
    "on_sharpe": 2.513,
    "dt_sharpe": 0.094,
    "on_vol": 9.75,
    "dt_vol": 19.41,
    "on_return": 24.49,
    "dt_return": 1.82
  },
  {
    "date": "1998-02-12",
    "on_sharpe": 2.488,
    "dt_sharpe": 0.171,
    "on_vol": 9.75,
    "dt_vol": 19.3,
    "on_return": 24.26,
    "dt_return": 3.3
  },
  {
    "date": "1998-02-20",
    "on_sharpe": 2.431,
    "dt_sharpe": 0.106,
    "on_vol": 9.79,
    "dt_vol": 19.28,
    "on_return": 23.79,
    "dt_return": 2.05
  },
  {
    "date": "1998-02-27",
    "on_sharpe": 2.624,
    "dt_sharpe": 0.168,
    "on_vol": 9.78,
    "dt_vol": 19.21,
    "on_return": 25.67,
    "dt_return": 3.22
  },
  {
    "date": "1998-03-06",
    "on_sharpe": 2.351,
    "dt_sharpe": 0.234,
    "on_vol": 9.86,
    "dt_vol": 19.07,
    "on_return": 23.18,
    "dt_return": 4.45
  },
  {
    "date": "1998-03-13",
    "on_sharpe": 2.405,
    "dt_sharpe": 0.386,
    "on_vol": 9.91,
    "dt_vol": 19.04,
    "on_return": 23.82,
    "dt_return": 7.36
  },
  {
    "date": "1998-03-20",
    "on_sharpe": 2.548,
    "dt_sharpe": 0.515,
    "on_vol": 9.89,
    "dt_vol": 18.98,
    "on_return": 25.21,
    "dt_return": 9.77
  },
  {
    "date": "1998-03-27",
    "on_sharpe": 2.589,
    "dt_sharpe": 0.511,
    "on_vol": 9.91,
    "dt_vol": 18.95,
    "on_return": 25.66,
    "dt_return": 9.69
  },
  {
    "date": "1998-04-03",
    "on_sharpe": 2.778,
    "dt_sharpe": 0.803,
    "on_vol": 9.92,
    "dt_vol": 18.56,
    "on_return": 27.55,
    "dt_return": 14.9
  },
  {
    "date": "1998-04-13",
    "on_sharpe": 2.889,
    "dt_sharpe": 0.645,
    "on_vol": 9.9,
    "dt_vol": 18.52,
    "on_return": 28.6,
    "dt_return": 11.94
  },
  {
    "date": "1998-04-20",
    "on_sharpe": 2.85,
    "dt_sharpe": 0.708,
    "on_vol": 9.8,
    "dt_vol": 18.36,
    "on_return": 27.94,
    "dt_return": 13.0
  },
  {
    "date": "1998-04-27",
    "on_sharpe": 2.65,
    "dt_sharpe": 0.659,
    "on_vol": 9.8,
    "dt_vol": 18.23,
    "on_return": 25.97,
    "dt_return": 12.02
  },
  {
    "date": "1998-05-04",
    "on_sharpe": 2.73,
    "dt_sharpe": 0.521,
    "on_vol": 9.83,
    "dt_vol": 18.18,
    "on_return": 26.84,
    "dt_return": 9.46
  },
  {
    "date": "1998-05-11",
    "on_sharpe": 2.907,
    "dt_sharpe": 0.215,
    "on_vol": 9.82,
    "dt_vol": 18.04,
    "on_return": 28.55,
    "dt_return": 3.88
  },
  {
    "date": "1998-05-18",
    "on_sharpe": 2.729,
    "dt_sharpe": 0.158,
    "on_vol": 9.78,
    "dt_vol": 18.03,
    "on_return": 26.69,
    "dt_return": 2.85
  },
  {
    "date": "1998-05-26",
    "on_sharpe": 2.81,
    "dt_sharpe": 0.148,
    "on_vol": 9.79,
    "dt_vol": 17.95,
    "on_return": 27.52,
    "dt_return": 2.66
  },
  {
    "date": "1998-06-02",
    "on_sharpe": 3.069,
    "dt_sharpe": -0.138,
    "on_vol": 9.69,
    "dt_vol": 18.01,
    "on_return": 29.73,
    "dt_return": -2.48
  },
  {
    "date": "1998-06-09",
    "on_sharpe": 3.229,
    "dt_sharpe": -0.182,
    "on_vol": 9.68,
    "dt_vol": 18.09,
    "on_return": 31.26,
    "dt_return": -3.29
  },
  {
    "date": "1998-06-16",
    "on_sharpe": 2.921,
    "dt_sharpe": -0.466,
    "on_vol": 9.82,
    "dt_vol": 18.16,
    "on_return": 28.69,
    "dt_return": -8.46
  },
  {
    "date": "1998-06-23",
    "on_sharpe": 3.177,
    "dt_sharpe": -0.442,
    "on_vol": 9.84,
    "dt_vol": 18.22,
    "on_return": 31.26,
    "dt_return": -8.04
  },
  {
    "date": "1998-06-30",
    "on_sharpe": 3.271,
    "dt_sharpe": -0.277,
    "on_vol": 9.8,
    "dt_vol": 18.07,
    "on_return": 32.06,
    "dt_return": -5.01
  },
  {
    "date": "1998-07-08",
    "on_sharpe": 3.133,
    "dt_sharpe": -0.253,
    "on_vol": 9.76,
    "dt_vol": 17.97,
    "on_return": 30.58,
    "dt_return": -4.55
  },
  {
    "date": "1998-07-15",
    "on_sharpe": 3.098,
    "dt_sharpe": -0.197,
    "on_vol": 9.77,
    "dt_vol": 17.93,
    "on_return": 30.28,
    "dt_return": -3.53
  },
  {
    "date": "1998-07-22",
    "on_sharpe": 3.16,
    "dt_sharpe": -0.243,
    "on_vol": 9.75,
    "dt_vol": 17.95,
    "on_return": 30.8,
    "dt_return": -4.35
  },
  {
    "date": "1998-07-29",
    "on_sharpe": 2.933,
    "dt_sharpe": -0.455,
    "on_vol": 9.79,
    "dt_vol": 17.99,
    "on_return": 28.7,
    "dt_return": -8.19
  },
  {
    "date": "1998-08-05",
    "on_sharpe": 3.185,
    "dt_sharpe": -0.933,
    "on_vol": 9.85,
    "dt_vol": 18.68,
    "on_return": 31.36,
    "dt_return": -17.43
  },
  {
    "date": "1998-08-12",
    "on_sharpe": 3.082,
    "dt_sharpe": -0.844,
    "on_vol": 9.98,
    "dt_vol": 18.63,
    "on_return": 30.75,
    "dt_return": -15.73
  },
  {
    "date": "1998-08-19",
    "on_sharpe": 3.087,
    "dt_sharpe": -0.534,
    "on_vol": 9.92,
    "dt_vol": 18.62,
    "on_return": 30.62,
    "dt_return": -9.94
  },
  {
    "date": "1998-08-26",
    "on_sharpe": 3.278,
    "dt_sharpe": -0.71,
    "on_vol": 9.9,
    "dt_vol": 18.42,
    "on_return": 32.45,
    "dt_return": -13.08
  },
  {
    "date": "1998-09-02",
    "on_sharpe": 3.049,
    "dt_sharpe": -1.059,
    "on_vol": 10.19,
    "dt_vol": 20.29,
    "on_return": 31.06,
    "dt_return": -21.48
  },
  {
    "date": "1998-09-10",
    "on_sharpe": 2.943,
    "dt_sharpe": -1.067,
    "on_vol": 10.81,
    "dt_vol": 20.58,
    "on_return": 31.82,
    "dt_return": -21.97
  },
  {
    "date": "1998-09-17",
    "on_sharpe": 2.656,
    "dt_sharpe": -0.786,
    "on_vol": 11.05,
    "dt_vol": 20.8,
    "on_return": 29.34,
    "dt_return": -16.34
  },
  {
    "date": "1998-09-24",
    "on_sharpe": 2.25,
    "dt_sharpe": -0.553,
    "on_vol": 11.73,
    "dt_vol": 21.16,
    "on_return": 26.39,
    "dt_return": -11.7
  },
  {
    "date": "1998-10-01",
    "on_sharpe": 1.994,
    "dt_sharpe": -0.624,
    "on_vol": 11.92,
    "dt_vol": 21.27,
    "on_return": 23.77,
    "dt_return": -13.27
  },
  {
    "date": "1998-10-08",
    "on_sharpe": 1.646,
    "dt_sharpe": -0.839,
    "on_vol": 12.16,
    "dt_vol": 21.51,
    "on_return": 20.03,
    "dt_return": -18.05
  },
  {
    "date": "1998-10-15",
    "on_sharpe": 1.531,
    "dt_sharpe": -0.576,
    "on_vol": 12.6,
    "dt_vol": 21.73,
    "on_return": 19.28,
    "dt_return": -12.53
  },
  {
    "date": "1998-10-22",
    "on_sharpe": 1.501,
    "dt_sharpe": -0.298,
    "on_vol": 12.6,
    "dt_vol": 22.35,
    "on_return": 18.91,
    "dt_return": -6.65
  },
  {
    "date": "1998-10-29",
    "on_sharpe": 2.104,
    "dt_sharpe": -0.403,
    "on_vol": 11.92,
    "dt_vol": 19.31,
    "on_return": 25.07,
    "dt_return": -7.79
  },
  {
    "date": "1998-11-05",
    "on_sharpe": 2.2,
    "dt_sharpe": -0.277,
    "on_vol": 11.68,
    "dt_vol": 19.42,
    "on_return": 25.71,
    "dt_return": -5.38
  },
  {
    "date": "1998-11-12",
    "on_sharpe": 2.225,
    "dt_sharpe": -0.19,
    "on_vol": 11.58,
    "dt_vol": 19.54,
    "on_return": 25.76,
    "dt_return": -3.72
  },
  {
    "date": "1998-11-19",
    "on_sharpe": 2.133,
    "dt_sharpe": -0.108,
    "on_vol": 11.45,
    "dt_vol": 19.49,
    "on_return": 24.42,
    "dt_return": -2.11
  },
  {
    "date": "1998-11-27",
    "on_sharpe": 2.234,
    "dt_sharpe": -0.049,
    "on_vol": 11.4,
    "dt_vol": 19.49,
    "on_return": 25.47,
    "dt_return": -0.96
  },
  {
    "date": "1998-12-04",
    "on_sharpe": 2.12,
    "dt_sharpe": -0.257,
    "on_vol": 11.4,
    "dt_vol": 19.65,
    "on_return": 24.17,
    "dt_return": -5.06
  },
  {
    "date": "1998-12-11",
    "on_sharpe": 2.244,
    "dt_sharpe": -0.231,
    "on_vol": 11.4,
    "dt_vol": 19.7,
    "on_return": 25.59,
    "dt_return": -4.56
  },
  {
    "date": "1998-12-18",
    "on_sharpe": 2.16,
    "dt_sharpe": -0.093,
    "on_vol": 11.39,
    "dt_vol": 19.87,
    "on_return": 24.6,
    "dt_return": -1.85
  },
  {
    "date": "1998-12-28",
    "on_sharpe": 2.26,
    "dt_sharpe": 0.223,
    "on_vol": 11.27,
    "dt_vol": 19.81,
    "on_return": 25.47,
    "dt_return": 4.41
  },
  {
    "date": "1999-01-05",
    "on_sharpe": 2.138,
    "dt_sharpe": 0.091,
    "on_vol": 11.23,
    "dt_vol": 19.8,
    "on_return": 24.0,
    "dt_return": 1.8
  },
  {
    "date": "1999-01-12",
    "on_sharpe": 2.314,
    "dt_sharpe": 0.404,
    "on_vol": 11.32,
    "dt_vol": 19.61,
    "on_return": 26.19,
    "dt_return": 7.92
  },
  {
    "date": "1999-01-20",
    "on_sharpe": 2.049,
    "dt_sharpe": 0.254,
    "on_vol": 11.64,
    "dt_vol": 19.72,
    "on_return": 23.86,
    "dt_return": 5.0
  },
  {
    "date": "1999-01-27",
    "on_sharpe": 2.111,
    "dt_sharpe": 0.276,
    "on_vol": 11.63,
    "dt_vol": 19.86,
    "on_return": 24.55,
    "dt_return": 5.48
  },
  {
    "date": "1999-02-03",
    "on_sharpe": 2.077,
    "dt_sharpe": 0.098,
    "on_vol": 11.55,
    "dt_vol": 19.97,
    "on_return": 23.98,
    "dt_return": 1.96
  },
  {
    "date": "1999-02-10",
    "on_sharpe": 2.047,
    "dt_sharpe": -0.133,
    "on_vol": 11.55,
    "dt_vol": 20.2,
    "on_return": 23.64,
    "dt_return": -2.69
  },
  {
    "date": "1999-02-18",
    "on_sharpe": 2.222,
    "dt_sharpe": -0.241,
    "on_vol": 11.55,
    "dt_vol": 20.32,
    "on_return": 25.67,
    "dt_return": -4.9
  },
  {
    "date": "1999-02-25",
    "on_sharpe": 2.287,
    "dt_sharpe": -0.208,
    "on_vol": 11.54,
    "dt_vol": 20.53,
    "on_return": 26.38,
    "dt_return": -4.28
  },
  {
    "date": "1999-03-04",
    "on_sharpe": 2.35,
    "dt_sharpe": -0.42,
    "on_vol": 11.55,
    "dt_vol": 20.55,
    "on_return": 27.15,
    "dt_return": -8.63
  },
  {
    "date": "1999-03-11",
    "on_sharpe": 2.675,
    "dt_sharpe": -0.436,
    "on_vol": 11.59,
    "dt_vol": 20.52,
    "on_return": 31.01,
    "dt_return": -8.95
  },
  {
    "date": "1999-03-18",
    "on_sharpe": 2.636,
    "dt_sharpe": -0.465,
    "on_vol": 11.59,
    "dt_vol": 20.58,
    "on_return": 30.54,
    "dt_return": -9.58
  },
  {
    "date": "1999-03-25",
    "on_sharpe": 2.617,
    "dt_sharpe": -0.656,
    "on_vol": 11.6,
    "dt_vol": 20.88,
    "on_return": 30.36,
    "dt_return": -13.69
  },
  {
    "date": "1999-04-01",
    "on_sharpe": 2.484,
    "dt_sharpe": -0.503,
    "on_vol": 11.67,
    "dt_vol": 21.03,
    "on_return": 29.0,
    "dt_return": -10.58
  },
  {
    "date": "1999-04-09",
    "on_sharpe": 2.57,
    "dt_sharpe": -0.37,
    "on_vol": 11.76,
    "dt_vol": 21.02,
    "on_return": 30.21,
    "dt_return": -7.78
  },
  {
    "date": "1999-04-16",
    "on_sharpe": 2.408,
    "dt_sharpe": -0.41,
    "on_vol": 11.83,
    "dt_vol": 21.21,
    "on_return": 28.48,
    "dt_return": -8.7
  },
  {
    "date": "1999-04-23",
    "on_sharpe": 2.6,
    "dt_sharpe": -0.423,
    "on_vol": 11.81,
    "dt_vol": 21.55,
    "on_return": 30.72,
    "dt_return": -9.12
  },
  {
    "date": "1999-04-30",
    "on_sharpe": 2.687,
    "dt_sharpe": -0.364,
    "on_vol": 11.71,
    "dt_vol": 21.53,
    "on_return": 31.48,
    "dt_return": -7.83
  },
  {
    "date": "1999-05-07",
    "on_sharpe": 2.547,
    "dt_sharpe": -0.333,
    "on_vol": 11.68,
    "dt_vol": 21.57,
    "on_return": 29.74,
    "dt_return": -7.19
  },
  {
    "date": "1999-05-14",
    "on_sharpe": 2.545,
    "dt_sharpe": -0.304,
    "on_vol": 11.69,
    "dt_vol": 21.51,
    "on_return": 29.75,
    "dt_return": -6.53
  },
  {
    "date": "1999-05-21",
    "on_sharpe": 2.361,
    "dt_sharpe": -0.339,
    "on_vol": 11.84,
    "dt_vol": 21.52,
    "on_return": 27.97,
    "dt_return": -7.3
  },
  {
    "date": "1999-05-28",
    "on_sharpe": 2.389,
    "dt_sharpe": -0.449,
    "on_vol": 11.8,
    "dt_vol": 21.57,
    "on_return": 28.19,
    "dt_return": -9.68
  },
  {
    "date": "1999-06-07",
    "on_sharpe": 2.401,
    "dt_sharpe": -0.284,
    "on_vol": 11.82,
    "dt_vol": 21.45,
    "on_return": 28.38,
    "dt_return": -6.1
  },
  {
    "date": "1999-06-14",
    "on_sharpe": 2.418,
    "dt_sharpe": -0.397,
    "on_vol": 11.81,
    "dt_vol": 21.36,
    "on_return": 28.56,
    "dt_return": -8.47
  },
  {
    "date": "1999-06-21",
    "on_sharpe": 2.536,
    "dt_sharpe": -0.36,
    "on_vol": 11.73,
    "dt_vol": 21.34,
    "on_return": 29.75,
    "dt_return": -7.68
  },
  {
    "date": "1999-06-28",
    "on_sharpe": 2.366,
    "dt_sharpe": -0.457,
    "on_vol": 11.76,
    "dt_vol": 21.28,
    "on_return": 27.82,
    "dt_return": -9.73
  },
  {
    "date": "1999-07-06",
    "on_sharpe": 2.322,
    "dt_sharpe": -0.23,
    "on_vol": 11.76,
    "dt_vol": 21.42,
    "on_return": 27.31,
    "dt_return": -4.93
  },
  {
    "date": "1999-07-13",
    "on_sharpe": 2.318,
    "dt_sharpe": -0.279,
    "on_vol": 11.77,
    "dt_vol": 21.4,
    "on_return": 27.28,
    "dt_return": -5.97
  },
  {
    "date": "1999-07-20",
    "on_sharpe": 2.315,
    "dt_sharpe": -0.329,
    "on_vol": 11.79,
    "dt_vol": 21.4,
    "on_return": 27.28,
    "dt_return": -7.03
  },
  {
    "date": "1999-07-27",
    "on_sharpe": 2.155,
    "dt_sharpe": -0.274,
    "on_vol": 11.82,
    "dt_vol": 21.29,
    "on_return": 25.46,
    "dt_return": -5.84
  },
  {
    "date": "1999-08-03",
    "on_sharpe": 2.114,
    "dt_sharpe": -0.22,
    "on_vol": 11.83,
    "dt_vol": 21.13,
    "on_return": 25.02,
    "dt_return": -4.65
  },
  {
    "date": "1999-08-10",
    "on_sharpe": 1.999,
    "dt_sharpe": -0.152,
    "on_vol": 11.78,
    "dt_vol": 20.69,
    "on_return": 23.56,
    "dt_return": -3.15
  },
  {
    "date": "1999-08-17",
    "on_sharpe": 2.209,
    "dt_sharpe": 0.007,
    "on_vol": 11.68,
    "dt_vol": 20.6,
    "on_return": 25.8,
    "dt_return": 0.15
  },
  {
    "date": "1999-08-24",
    "on_sharpe": 2.273,
    "dt_sharpe": -0.041,
    "on_vol": 11.66,
    "dt_vol": 20.46,
    "on_return": 26.5,
    "dt_return": -0.83
  },
  {
    "date": "1999-08-31",
    "on_sharpe": 2.343,
    "dt_sharpe": 0.048,
    "on_vol": 11.36,
    "dt_vol": 20.37,
    "on_return": 26.61,
    "dt_return": 0.99
  },
  {
    "date": "1999-09-08",
    "on_sharpe": 2.555,
    "dt_sharpe": 0.313,
    "on_vol": 11.43,
    "dt_vol": 18.41,
    "on_return": 29.21,
    "dt_return": 5.77
  },
  {
    "date": "1999-09-15",
    "on_sharpe": 2.477,
    "dt_sharpe": 0.071,
    "on_vol": 10.84,
    "dt_vol": 17.8,
    "on_return": 26.84,
    "dt_return": 1.26
  },
  {
    "date": "1999-09-22",
    "on_sharpe": 3.137,
    "dt_sharpe": -0.292,
    "on_vol": 10.24,
    "dt_vol": 17.83,
    "on_return": 32.12,
    "dt_return": -5.2
  },
  {
    "date": "1999-09-29",
    "on_sharpe": 3.188,
    "dt_sharpe": -0.568,
    "on_vol": 10.04,
    "dt_vol": 17.7,
    "on_return": 32.01,
    "dt_return": -10.04
  },
  {
    "date": "1999-10-06",
    "on_sharpe": 3.747,
    "dt_sharpe": -0.362,
    "on_vol": 9.72,
    "dt_vol": 17.57,
    "on_return": 36.43,
    "dt_return": -6.36
  },
  {
    "date": "1999-10-13",
    "on_sharpe": 3.811,
    "dt_sharpe": -0.262,
    "on_vol": 8.91,
    "dt_vol": 17.35,
    "on_return": 33.95,
    "dt_return": -4.55
  },
  {
    "date": "1999-10-20",
    "on_sharpe": 3.807,
    "dt_sharpe": -0.926,
    "on_vol": 9.1,
    "dt_vol": 16.37,
    "on_return": 34.64,
    "dt_return": -15.15
  },
  {
    "date": "1999-10-27",
    "on_sharpe": 3.646,
    "dt_sharpe": -0.869,
    "on_vol": 9.12,
    "dt_vol": 16.44,
    "on_return": 33.26,
    "dt_return": -14.29
  },
  {
    "date": "1999-11-03",
    "on_sharpe": 3.714,
    "dt_sharpe": -0.859,
    "on_vol": 9.25,
    "dt_vol": 16.42,
    "on_return": 34.37,
    "dt_return": -14.09
  },
  {
    "date": "1999-11-10",
    "on_sharpe": 4.031,
    "dt_sharpe": -1.047,
    "on_vol": 9.35,
    "dt_vol": 16.33,
    "on_return": 37.68,
    "dt_return": -17.11
  },
  {
    "date": "1999-11-17",
    "on_sharpe": 3.991,
    "dt_sharpe": -0.858,
    "on_vol": 9.32,
    "dt_vol": 16.31,
    "on_return": 37.18,
    "dt_return": -14.0
  },
  {
    "date": "1999-11-24",
    "on_sharpe": 3.97,
    "dt_sharpe": -1.13,
    "on_vol": 9.31,
    "dt_vol": 16.24,
    "on_return": 36.94,
    "dt_return": -18.36
  },
  {
    "date": "1999-12-02",
    "on_sharpe": 3.895,
    "dt_sharpe": -1.04,
    "on_vol": 9.29,
    "dt_vol": 16.1,
    "on_return": 36.2,
    "dt_return": -16.74
  },
  {
    "date": "1999-12-09",
    "on_sharpe": 4.029,
    "dt_sharpe": -1.151,
    "on_vol": 9.29,
    "dt_vol": 16.0,
    "on_return": 37.42,
    "dt_return": -18.42
  },
  {
    "date": "1999-12-16",
    "on_sharpe": 4.087,
    "dt_sharpe": -1.074,
    "on_vol": 9.26,
    "dt_vol": 15.72,
    "on_return": 37.86,
    "dt_return": -16.89
  },
  {
    "date": "1999-12-23",
    "on_sharpe": 3.99,
    "dt_sharpe": -1.108,
    "on_vol": 9.26,
    "dt_vol": 15.75,
    "on_return": 36.95,
    "dt_return": -17.46
  },
  {
    "date": "1999-12-31",
    "on_sharpe": 3.97,
    "dt_sharpe": -1.137,
    "on_vol": 9.26,
    "dt_vol": 15.62,
    "on_return": 36.76,
    "dt_return": -17.76
  },
  {
    "date": "2000-01-07",
    "on_sharpe": 3.881,
    "dt_sharpe": -1.648,
    "on_vol": 9.31,
    "dt_vol": 15.86,
    "on_return": 36.14,
    "dt_return": -26.14
  },
  {
    "date": "2000-01-14",
    "on_sharpe": 4.635,
    "dt_sharpe": -1.346,
    "on_vol": 8.88,
    "dt_vol": 16.01,
    "on_return": 41.18,
    "dt_return": -21.55
  },
  {
    "date": "2000-01-24",
    "on_sharpe": 4.477,
    "dt_sharpe": -1.37,
    "on_vol": 8.92,
    "dt_vol": 15.91,
    "on_return": 39.93,
    "dt_return": -21.8
  },
  {
    "date": "2000-01-31",
    "on_sharpe": 4.248,
    "dt_sharpe": -1.848,
    "on_vol": 9.0,
    "dt_vol": 16.36,
    "on_return": 38.25,
    "dt_return": -30.22
  },
  {
    "date": "2000-02-07",
    "on_sharpe": 4.207,
    "dt_sharpe": -1.335,
    "on_vol": 8.97,
    "dt_vol": 16.5,
    "on_return": 37.75,
    "dt_return": -22.03
  },
  {
    "date": "2000-02-14",
    "on_sharpe": 4.198,
    "dt_sharpe": -1.476,
    "on_vol": 8.97,
    "dt_vol": 16.51,
    "on_return": 37.66,
    "dt_return": -24.37
  },
  {
    "date": "2000-02-22",
    "on_sharpe": 4.132,
    "dt_sharpe": -1.79,
    "on_vol": 9.04,
    "dt_vol": 16.56,
    "on_return": 37.35,
    "dt_return": -29.63
  },
  {
    "date": "2000-02-29",
    "on_sharpe": 4.26,
    "dt_sharpe": -1.63,
    "on_vol": 9.05,
    "dt_vol": 16.75,
    "on_return": 38.56,
    "dt_return": -27.3
  },
  {
    "date": "2000-03-07",
    "on_sharpe": 4.056,
    "dt_sharpe": -1.548,
    "on_vol": 8.94,
    "dt_vol": 16.75,
    "on_return": 36.25,
    "dt_return": -25.93
  },
  {
    "date": "2000-03-14",
    "on_sharpe": 3.442,
    "dt_sharpe": -1.449,
    "on_vol": 9.33,
    "dt_vol": 17.06,
    "on_return": 32.1,
    "dt_return": -24.72
  },
  {
    "date": "2000-03-21",
    "on_sharpe": 3.585,
    "dt_sharpe": -1.145,
    "on_vol": 9.41,
    "dt_vol": 17.44,
    "on_return": 33.74,
    "dt_return": -19.96
  },
  {
    "date": "2000-03-28",
    "on_sharpe": 3.441,
    "dt_sharpe": -0.883,
    "on_vol": 9.36,
    "dt_vol": 17.56,
    "on_return": 32.21,
    "dt_return": -15.5
  },
  {
    "date": "2000-04-04",
    "on_sharpe": 3.26,
    "dt_sharpe": -0.84,
    "on_vol": 9.25,
    "dt_vol": 17.44,
    "on_return": 30.16,
    "dt_return": -14.65
  },
  {
    "date": "2000-04-11",
    "on_sharpe": 3.375,
    "dt_sharpe": -1.087,
    "on_vol": 9.34,
    "dt_vol": 17.3,
    "on_return": 31.53,
    "dt_return": -18.81
  },
  {
    "date": "2000-04-18",
    "on_sharpe": 2.966,
    "dt_sharpe": -1.026,
    "on_vol": 9.47,
    "dt_vol": 18.37,
    "on_return": 28.07,
    "dt_return": -18.84
  },
  {
    "date": "2000-04-26",
    "on_sharpe": 2.825,
    "dt_sharpe": -0.952,
    "on_vol": 9.73,
    "dt_vol": 18.53,
    "on_return": 27.5,
    "dt_return": -17.64
  },
  {
    "date": "2000-05-03",
    "on_sharpe": 2.548,
    "dt_sharpe": -0.866,
    "on_vol": 10.13,
    "dt_vol": 18.56,
    "on_return": 25.8,
    "dt_return": -16.08
  },
  {
    "date": "2000-05-10",
    "on_sharpe": 2.466,
    "dt_sharpe": -0.997,
    "on_vol": 10.17,
    "dt_vol": 18.79,
    "on_return": 25.09,
    "dt_return": -18.73
  },
  {
    "date": "2000-05-17",
    "on_sharpe": 2.841,
    "dt_sharpe": -0.909,
    "on_vol": 10.09,
    "dt_vol": 18.95,
    "on_return": 28.65,
    "dt_return": -17.24
  },
  {
    "date": "2000-05-24",
    "on_sharpe": 2.656,
    "dt_sharpe": -0.944,
    "on_vol": 10.14,
    "dt_vol": 18.92,
    "on_return": 26.92,
    "dt_return": -17.86
  },
  {
    "date": "2000-06-01",
    "on_sharpe": 2.872,
    "dt_sharpe": -0.915,
    "on_vol": 10.22,
    "dt_vol": 19.12,
    "on_return": 29.36,
    "dt_return": -17.5
  },
  {
    "date": "2000-06-08",
    "on_sharpe": 2.911,
    "dt_sharpe": -0.898,
    "on_vol": 10.49,
    "dt_vol": 19.12,
    "on_return": 30.55,
    "dt_return": -17.16
  },
  {
    "date": "2000-06-15",
    "on_sharpe": 2.845,
    "dt_sharpe": -0.877,
    "on_vol": 10.41,
    "dt_vol": 19.22,
    "on_return": 29.62,
    "dt_return": -16.87
  },
  {
    "date": "2000-06-22",
    "on_sharpe": 2.938,
    "dt_sharpe": -0.91,
    "on_vol": 10.39,
    "dt_vol": 19.27,
    "on_return": 30.53,
    "dt_return": -17.53
  },
  {
    "date": "2000-06-29",
    "on_sharpe": 2.927,
    "dt_sharpe": -1.143,
    "on_vol": 10.39,
    "dt_vol": 19.2,
    "on_return": 30.4,
    "dt_return": -21.94
  },
  {
    "date": "2000-07-07",
    "on_sharpe": 2.881,
    "dt_sharpe": -1.212,
    "on_vol": 10.42,
    "dt_vol": 19.26,
    "on_return": 30.01,
    "dt_return": -23.33
  },
  {
    "date": "2000-07-14",
    "on_sharpe": 2.921,
    "dt_sharpe": -1.146,
    "on_vol": 10.45,
    "dt_vol": 19.28,
    "on_return": 30.51,
    "dt_return": -22.08
  },
  {
    "date": "2000-07-21",
    "on_sharpe": 2.965,
    "dt_sharpe": -0.953,
    "on_vol": 10.44,
    "dt_vol": 19.23,
    "on_return": 30.95,
    "dt_return": -18.34
  },
  {
    "date": "2000-07-28",
    "on_sharpe": 3.0,
    "dt_sharpe": -1.078,
    "on_vol": 10.36,
    "dt_vol": 19.29,
    "on_return": 31.07,
    "dt_return": -20.81
  },
  {
    "date": "2000-08-04",
    "on_sharpe": 2.869,
    "dt_sharpe": -0.906,
    "on_vol": 10.45,
    "dt_vol": 19.41,
    "on_return": 29.96,
    "dt_return": -17.58
  },
  {
    "date": "2000-08-11",
    "on_sharpe": 2.87,
    "dt_sharpe": -0.796,
    "on_vol": 10.42,
    "dt_vol": 19.45,
    "on_return": 29.92,
    "dt_return": -15.47
  },
  {
    "date": "2000-08-18",
    "on_sharpe": 2.905,
    "dt_sharpe": -0.77,
    "on_vol": 10.3,
    "dt_vol": 19.47,
    "on_return": 29.93,
    "dt_return": -15.0
  },
  {
    "date": "2000-08-25",
    "on_sharpe": 2.859,
    "dt_sharpe": -0.869,
    "on_vol": 10.28,
    "dt_vol": 19.37,
    "on_return": 29.4,
    "dt_return": -16.84
  },
  {
    "date": "2000-09-01",
    "on_sharpe": 2.853,
    "dt_sharpe": -0.649,
    "on_vol": 10.21,
    "dt_vol": 19.24,
    "on_return": 29.13,
    "dt_return": -12.5
  },
  {
    "date": "2000-09-11",
    "on_sharpe": 2.661,
    "dt_sharpe": -0.751,
    "on_vol": 9.99,
    "dt_vol": 19.26,
    "on_return": 26.58,
    "dt_return": -14.46
  },
  {
    "date": "2000-09-18",
    "on_sharpe": 2.569,
    "dt_sharpe": -0.758,
    "on_vol": 9.98,
    "dt_vol": 19.15,
    "on_return": 25.63,
    "dt_return": -14.53
  },
  {
    "date": "2000-09-25",
    "on_sharpe": 2.561,
    "dt_sharpe": -0.533,
    "on_vol": 9.89,
    "dt_vol": 19.07,
    "on_return": 25.33,
    "dt_return": -10.16
  },
  {
    "date": "2000-10-02",
    "on_sharpe": 2.721,
    "dt_sharpe": -0.695,
    "on_vol": 9.85,
    "dt_vol": 19.16,
    "on_return": 26.81,
    "dt_return": -13.32
  },
  {
    "date": "2000-10-09",
    "on_sharpe": 2.727,
    "dt_sharpe": -1.011,
    "on_vol": 9.86,
    "dt_vol": 19.13,
    "on_return": 26.89,
    "dt_return": -19.34
  },
  {
    "date": "2000-10-16",
    "on_sharpe": 3.133,
    "dt_sharpe": -0.925,
    "on_vol": 9.66,
    "dt_vol": 19.65,
    "on_return": 30.25,
    "dt_return": -18.17
  },
  {
    "date": "2000-10-23",
    "on_sharpe": 2.88,
    "dt_sharpe": -0.939,
    "on_vol": 9.89,
    "dt_vol": 19.92,
    "on_return": 28.48,
    "dt_return": -18.71
  },
  {
    "date": "2000-10-30",
    "on_sharpe": 2.724,
    "dt_sharpe": -1.131,
    "on_vol": 9.74,
    "dt_vol": 19.83,
    "on_return": 26.53,
    "dt_return": -22.42
  },
  {
    "date": "2000-11-06",
    "on_sharpe": 2.434,
    "dt_sharpe": -0.875,
    "on_vol": 9.6,
    "dt_vol": 19.91,
    "on_return": 23.36,
    "dt_return": -17.42
  },
  {
    "date": "2000-11-13",
    "on_sharpe": 2.288,
    "dt_sharpe": -1.086,
    "on_vol": 9.61,
    "dt_vol": 20.03,
    "on_return": 21.99,
    "dt_return": -21.76
  },
  {
    "date": "2000-11-20",
    "on_sharpe": 2.089,
    "dt_sharpe": -1.097,
    "on_vol": 9.73,
    "dt_vol": 20.09,
    "on_return": 20.33,
    "dt_return": -22.03
  },
  {
    "date": "2000-11-28",
    "on_sharpe": 2.178,
    "dt_sharpe": -1.121,
    "on_vol": 9.89,
    "dt_vol": 20.13,
    "on_return": 21.54,
    "dt_return": -22.56
  },
  {
    "date": "2000-12-05",
    "on_sharpe": 2.023,
    "dt_sharpe": -1.209,
    "on_vol": 9.91,
    "dt_vol": 20.14,
    "on_return": 20.04,
    "dt_return": -24.35
  },
  {
    "date": "2000-12-12",
    "on_sharpe": 2.341,
    "dt_sharpe": -1.197,
    "on_vol": 10.52,
    "dt_vol": 20.44,
    "on_return": 24.63,
    "dt_return": -24.47
  },
  {
    "date": "2000-12-19",
    "on_sharpe": 2.31,
    "dt_sharpe": -1.374,
    "on_vol": 10.6,
    "dt_vol": 20.6,
    "on_return": 24.49,
    "dt_return": -28.31
  },
  {
    "date": "2000-12-27",
    "on_sharpe": 2.261,
    "dt_sharpe": -1.516,
    "on_vol": 10.74,
    "dt_vol": 20.77,
    "on_return": 24.29,
    "dt_return": -31.48
  },
  {
    "date": "2001-01-04",
    "on_sharpe": 2.241,
    "dt_sharpe": -1.139,
    "on_vol": 10.66,
    "dt_vol": 21.49,
    "on_return": 23.89,
    "dt_return": -24.47
  },
  {
    "date": "2001-01-11",
    "on_sharpe": 2.138,
    "dt_sharpe": -1.333,
    "on_vol": 10.55,
    "dt_vol": 21.48,
    "on_return": 22.57,
    "dt_return": -28.64
  },
  {
    "date": "2001-01-19",
    "on_sharpe": 2.181,
    "dt_sharpe": -1.338,
    "on_vol": 10.53,
    "dt_vol": 21.49,
    "on_return": 22.96,
    "dt_return": -28.76
  },
  {
    "date": "2001-01-26",
    "on_sharpe": 2.201,
    "dt_sharpe": -1.122,
    "on_vol": 10.52,
    "dt_vol": 21.21,
    "on_return": 23.15,
    "dt_return": -23.79
  },
  {
    "date": "2001-02-02",
    "on_sharpe": 2.025,
    "dt_sharpe": -0.995,
    "on_vol": 10.52,
    "dt_vol": 20.9,
    "on_return": 21.3,
    "dt_return": -20.8
  },
  {
    "date": "2001-02-09",
    "on_sharpe": 1.816,
    "dt_sharpe": -1.069,
    "on_vol": 10.5,
    "dt_vol": 20.84,
    "on_return": 19.06,
    "dt_return": -22.29
  },
  {
    "date": "2001-02-16",
    "on_sharpe": 1.883,
    "dt_sharpe": -1.019,
    "on_vol": 10.47,
    "dt_vol": 20.77,
    "on_return": 19.72,
    "dt_return": -21.17
  },
  {
    "date": "2001-02-26",
    "on_sharpe": 1.517,
    "dt_sharpe": -0.983,
    "on_vol": 10.62,
    "dt_vol": 20.62,
    "on_return": 16.11,
    "dt_return": -20.26
  },
  {
    "date": "2001-03-05",
    "on_sharpe": 1.249,
    "dt_sharpe": -1.073,
    "on_vol": 10.76,
    "dt_vol": 20.62,
    "on_return": 13.45,
    "dt_return": -22.13
  },
  {
    "date": "2001-03-12",
    "on_sharpe": 1.254,
    "dt_sharpe": -1.181,
    "on_vol": 10.8,
    "dt_vol": 20.44,
    "on_return": 13.54,
    "dt_return": -24.15
  },
  {
    "date": "2001-03-19",
    "on_sharpe": 1.158,
    "dt_sharpe": -1.676,
    "on_vol": 10.83,
    "dt_vol": 20.27,
    "on_return": 12.54,
    "dt_return": -33.97
  },
  {
    "date": "2001-03-26",
    "on_sharpe": 1.51,
    "dt_sharpe": -2.102,
    "on_vol": 10.97,
    "dt_vol": 20.29,
    "on_return": 16.57,
    "dt_return": -42.65
  },
  {
    "date": "2001-04-02",
    "on_sharpe": 1.513,
    "dt_sharpe": -1.864,
    "on_vol": 11.05,
    "dt_vol": 20.5,
    "on_return": 16.73,
    "dt_return": -38.22
  },
  {
    "date": "2001-04-09",
    "on_sharpe": 1.58,
    "dt_sharpe": -2.078,
    "on_vol": 11.17,
    "dt_vol": 20.79,
    "on_return": 17.64,
    "dt_return": -43.2
  },
  {
    "date": "2001-04-17",
    "on_sharpe": 1.67,
    "dt_sharpe": -1.757,
    "on_vol": 11.3,
    "dt_vol": 20.76,
    "on_return": 18.87,
    "dt_return": -36.47
  },
  {
    "date": "2001-04-24",
    "on_sharpe": 1.813,
    "dt_sharpe": -1.719,
    "on_vol": 11.35,
    "dt_vol": 19.89,
    "on_return": 20.58,
    "dt_return": -34.19
  },
  {
    "date": "2001-05-01",
    "on_sharpe": 2.244,
    "dt_sharpe": -1.805,
    "on_vol": 10.87,
    "dt_vol": 19.62,
    "on_return": 24.39,
    "dt_return": -35.43
  },
  {
    "date": "2001-05-08",
    "on_sharpe": 1.926,
    "dt_sharpe": -1.586,
    "on_vol": 10.92,
    "dt_vol": 19.73,
    "on_return": 21.03,
    "dt_return": -31.3
  },
  {
    "date": "2001-05-15",
    "on_sharpe": 1.902,
    "dt_sharpe": -1.587,
    "on_vol": 10.89,
    "dt_vol": 19.64,
    "on_return": 20.72,
    "dt_return": -31.18
  },
  {
    "date": "2001-05-22",
    "on_sharpe": 1.85,
    "dt_sharpe": -1.233,
    "on_vol": 10.86,
    "dt_vol": 19.85,
    "on_return": 20.09,
    "dt_return": -24.48
  },
  {
    "date": "2001-05-30",
    "on_sharpe": 1.734,
    "dt_sharpe": -1.246,
    "on_vol": 10.85,
    "dt_vol": 19.68,
    "on_return": 18.81,
    "dt_return": -24.52
  },
  {
    "date": "2001-06-06",
    "on_sharpe": 1.389,
    "dt_sharpe": -1.294,
    "on_vol": 10.47,
    "dt_vol": 19.61,
    "on_return": 14.54,
    "dt_return": -25.37
  },
  {
    "date": "2001-06-13",
    "on_sharpe": 1.139,
    "dt_sharpe": -1.202,
    "on_vol": 10.53,
    "dt_vol": 19.61,
    "on_return": 11.99,
    "dt_return": -23.57
  },
  {
    "date": "2001-06-20",
    "on_sharpe": 1.034,
    "dt_sharpe": -1.448,
    "on_vol": 10.62,
    "dt_vol": 19.54,
    "on_return": 10.98,
    "dt_return": -28.3
  },
  {
    "date": "2001-06-27",
    "on_sharpe": 0.941,
    "dt_sharpe": -1.326,
    "on_vol": 10.62,
    "dt_vol": 19.59,
    "on_return": 9.99,
    "dt_return": -25.99
  },
  {
    "date": "2001-07-05",
    "on_sharpe": 1.083,
    "dt_sharpe": -1.337,
    "on_vol": 10.61,
    "dt_vol": 19.55,
    "on_return": 11.5,
    "dt_return": -26.14
  },
  {
    "date": "2001-07-12",
    "on_sharpe": 1.057,
    "dt_sharpe": -1.587,
    "on_vol": 10.63,
    "dt_vol": 19.64,
    "on_return": 11.24,
    "dt_return": -31.17
  },
  {
    "date": "2001-07-19",
    "on_sharpe": 0.813,
    "dt_sharpe": -1.387,
    "on_vol": 10.69,
    "dt_vol": 19.8,
    "on_return": 8.69,
    "dt_return": -27.48
  },
  {
    "date": "2001-07-26",
    "on_sharpe": 0.839,
    "dt_sharpe": -1.393,
    "on_vol": 10.73,
    "dt_vol": 19.88,
    "on_return": 9.0,
    "dt_return": -27.7
  },
  {
    "date": "2001-08-02",
    "on_sharpe": 0.861,
    "dt_sharpe": -1.169,
    "on_vol": 10.72,
    "dt_vol": 19.77,
    "on_return": 9.23,
    "dt_return": -23.11
  },
  {
    "date": "2001-08-09",
    "on_sharpe": 0.914,
    "dt_sharpe": -1.522,
    "on_vol": 10.7,
    "dt_vol": 19.67,
    "on_return": 9.78,
    "dt_return": -29.93
  },
  {
    "date": "2001-08-16",
    "on_sharpe": 0.95,
    "dt_sharpe": -1.574,
    "on_vol": 10.71,
    "dt_vol": 19.63,
    "on_return": 10.18,
    "dt_return": -30.89
  },
  {
    "date": "2001-08-23",
    "on_sharpe": 0.858,
    "dt_sharpe": -1.609,
    "on_vol": 10.78,
    "dt_vol": 19.7,
    "on_return": 9.25,
    "dt_return": -31.71
  },
  {
    "date": "2001-08-30",
    "on_sharpe": 0.975,
    "dt_sharpe": -1.777,
    "on_vol": 10.79,
    "dt_vol": 19.83,
    "on_return": 10.52,
    "dt_return": -35.25
  },
  {
    "date": "2001-09-07",
    "on_sharpe": 0.81,
    "dt_sharpe": -1.821,
    "on_vol": 10.82,
    "dt_vol": 19.89,
    "on_return": 8.77,
    "dt_return": -36.21
  },
  {
    "date": "2001-09-20",
    "on_sharpe": -0.06,
    "dt_sharpe": -1.668,
    "on_vol": 13.64,
    "dt_vol": 20.4,
    "on_return": -0.82,
    "dt_return": -34.01
  },
  {
    "date": "2001-09-27",
    "on_sharpe": -0.258,
    "dt_sharpe": -1.385,
    "on_vol": 14.62,
    "dt_vol": 20.71,
    "on_return": -3.77,
    "dt_return": -28.7
  },
  {
    "date": "2001-10-04",
    "on_sharpe": -0.405,
    "dt_sharpe": -0.939,
    "on_vol": 14.64,
    "dt_vol": 20.85,
    "on_return": -5.93,
    "dt_return": -19.59
  },
  {
    "date": "2001-10-11",
    "on_sharpe": -0.528,
    "dt_sharpe": -0.825,
    "on_vol": 14.67,
    "dt_vol": 20.89,
    "on_return": -7.75,
    "dt_return": -17.23
  },
  {
    "date": "2001-10-18",
    "on_sharpe": -0.48,
    "dt_sharpe": -0.639,
    "on_vol": 14.76,
    "dt_vol": 20.96,
    "on_return": -7.08,
    "dt_return": -13.38
  },
  {
    "date": "2001-10-25",
    "on_sharpe": -0.392,
    "dt_sharpe": -0.603,
    "on_vol": 14.68,
    "dt_vol": 20.36,
    "on_return": -5.76,
    "dt_return": -12.27
  },
  {
    "date": "2001-11-01",
    "on_sharpe": -0.544,
    "dt_sharpe": -0.692,
    "on_vol": 14.59,
    "dt_vol": 20.55,
    "on_return": -7.93,
    "dt_return": -14.22
  },
  {
    "date": "2001-11-08",
    "on_sharpe": -0.551,
    "dt_sharpe": -0.612,
    "on_vol": 14.58,
    "dt_vol": 20.61,
    "on_return": -8.03,
    "dt_return": -12.61
  },
  {
    "date": "2001-11-15",
    "on_sharpe": -0.583,
    "dt_sharpe": -0.419,
    "on_vol": 14.71,
    "dt_vol": 20.52,
    "on_return": -8.57,
    "dt_return": -8.6
  },
  {
    "date": "2001-11-23",
    "on_sharpe": -0.565,
    "dt_sharpe": -0.429,
    "on_vol": 14.62,
    "dt_vol": 20.44,
    "on_return": -8.25,
    "dt_return": -8.77
  },
  {
    "date": "2001-11-30",
    "on_sharpe": -0.463,
    "dt_sharpe": -0.2,
    "on_vol": 14.58,
    "dt_vol": 20.46,
    "on_return": -6.75,
    "dt_return": -4.1
  },
  {
    "date": "2001-12-07",
    "on_sharpe": -0.572,
    "dt_sharpe": -0.027,
    "on_vol": 14.47,
    "dt_vol": 20.49,
    "on_return": -8.28,
    "dt_return": -0.55
  },
  {
    "date": "2001-12-14",
    "on_sharpe": -0.716,
    "dt_sharpe": -0.205,
    "on_vol": 14.44,
    "dt_vol": 20.34,
    "on_return": -10.34,
    "dt_return": -4.16
  },
  {
    "date": "2001-12-21",
    "on_sharpe": -1.177,
    "dt_sharpe": 0.176,
    "on_vol": 13.95,
    "dt_vol": 20.16,
    "on_return": -16.43,
    "dt_return": 3.54
  },
  {
    "date": "2001-12-31",
    "on_sharpe": -1.049,
    "dt_sharpe": 0.419,
    "on_vol": 13.86,
    "dt_vol": 19.91,
    "on_return": -14.55,
    "dt_return": 8.34
  },
  {
    "date": "2002-01-08",
    "on_sharpe": -1.021,
    "dt_sharpe": 0.272,
    "on_vol": 13.79,
    "dt_vol": 19.78,
    "on_return": -14.08,
    "dt_return": 5.37
  },
  {
    "date": "2002-01-15",
    "on_sharpe": -1.064,
    "dt_sharpe": 0.228,
    "on_vol": 13.77,
    "dt_vol": 18.68,
    "on_return": -14.64,
    "dt_return": 4.26
  },
  {
    "date": "2002-01-23",
    "on_sharpe": -1.007,
    "dt_sharpe": -0.009,
    "on_vol": 13.78,
    "dt_vol": 18.56,
    "on_return": -13.88,
    "dt_return": -0.17
  },
  {
    "date": "2002-01-30",
    "on_sharpe": -1.155,
    "dt_sharpe": -0.132,
    "on_vol": 13.66,
    "dt_vol": 18.67,
    "on_return": -15.78,
    "dt_return": -2.47
  },
  {
    "date": "2002-02-06",
    "on_sharpe": -1.117,
    "dt_sharpe": -0.282,
    "on_vol": 13.66,
    "dt_vol": 18.8,
    "on_return": -15.26,
    "dt_return": -5.31
  },
  {
    "date": "2002-02-13",
    "on_sharpe": -1.004,
    "dt_sharpe": -0.177,
    "on_vol": 13.68,
    "dt_vol": 18.81,
    "on_return": -13.73,
    "dt_return": -3.33
  },
  {
    "date": "2002-02-21",
    "on_sharpe": -0.979,
    "dt_sharpe": -0.094,
    "on_vol": 13.69,
    "dt_vol": 18.8,
    "on_return": -13.4,
    "dt_return": -1.77
  },
  {
    "date": "2002-02-28",
    "on_sharpe": -0.906,
    "dt_sharpe": 0.171,
    "on_vol": 13.58,
    "dt_vol": 18.76,
    "on_return": -12.3,
    "dt_return": 3.21
  },
  {
    "date": "2002-03-07",
    "on_sharpe": -0.913,
    "dt_sharpe": 0.483,
    "on_vol": 13.54,
    "dt_vol": 18.78,
    "on_return": -12.37,
    "dt_return": 9.08
  },
  {
    "date": "2002-03-14",
    "on_sharpe": -0.997,
    "dt_sharpe": 0.375,
    "on_vol": 13.42,
    "dt_vol": 18.8,
    "on_return": -13.38,
    "dt_return": 7.05
  },
  {
    "date": "2002-03-21",
    "on_sharpe": -0.753,
    "dt_sharpe": 0.566,
    "on_vol": 13.14,
    "dt_vol": 18.37,
    "on_return": -9.9,
    "dt_return": 10.39
  },
  {
    "date": "2002-03-28",
    "on_sharpe": -0.858,
    "dt_sharpe": 0.879,
    "on_vol": 13.09,
    "dt_vol": 17.91,
    "on_return": -11.23,
    "dt_return": 15.74
  },
  {
    "date": "2002-04-05",
    "on_sharpe": -1.039,
    "dt_sharpe": 0.775,
    "on_vol": 12.86,
    "dt_vol": 17.67,
    "on_return": -13.36,
    "dt_return": 13.69
  },
  {
    "date": "2002-04-12",
    "on_sharpe": -1.067,
    "dt_sharpe": 0.911,
    "on_vol": 12.93,
    "dt_vol": 17.49,
    "on_return": -13.79,
    "dt_return": 15.94
  },
  {
    "date": "2002-04-19",
    "on_sharpe": -1.321,
    "dt_sharpe": 0.875,
    "on_vol": 12.57,
    "dt_vol": 17.38,
    "on_return": -16.6,
    "dt_return": 15.2
  },
  {
    "date": "2002-04-26",
    "on_sharpe": -1.369,
    "dt_sharpe": 0.325,
    "on_vol": 12.48,
    "dt_vol": 17.05,
    "on_return": -17.08,
    "dt_return": 5.54
  },
  {
    "date": "2002-05-03",
    "on_sharpe": -1.234,
    "dt_sharpe": 0.277,
    "on_vol": 12.46,
    "dt_vol": 17.16,
    "on_return": -15.38,
    "dt_return": 4.76
  },
  {
    "date": "2002-05-10",
    "on_sharpe": -1.067,
    "dt_sharpe": 0.035,
    "on_vol": 12.5,
    "dt_vol": 17.34,
    "on_return": -13.33,
    "dt_return": 0.61
  },
  {
    "date": "2002-05-17",
    "on_sharpe": -0.896,
    "dt_sharpe": 0.011,
    "on_vol": 12.48,
    "dt_vol": 17.25,
    "on_return": -11.18,
    "dt_return": 0.19
  },
  {
    "date": "2002-05-24",
    "on_sharpe": -0.799,
    "dt_sharpe": -0.221,
    "on_vol": 12.47,
    "dt_vol": 17.01,
    "on_return": -9.96,
    "dt_return": -3.76
  },
  {
    "date": "2002-06-03",
    "on_sharpe": -0.841,
    "dt_sharpe": -0.367,
    "on_vol": 12.5,
    "dt_vol": 16.96,
    "on_return": -10.51,
    "dt_return": -6.23
  },
  {
    "date": "2002-06-10",
    "on_sharpe": -0.973,
    "dt_sharpe": -0.339,
    "on_vol": 12.59,
    "dt_vol": 17.24,
    "on_return": -12.26,
    "dt_return": -5.85
  },
  {
    "date": "2002-06-17",
    "on_sharpe": -1.041,
    "dt_sharpe": -0.405,
    "on_vol": 12.65,
    "dt_vol": 17.35,
    "on_return": -13.16,
    "dt_return": -7.02
  },
  {
    "date": "2002-06-24",
    "on_sharpe": -1.027,
    "dt_sharpe": -0.293,
    "on_vol": 12.68,
    "dt_vol": 17.46,
    "on_return": -13.03,
    "dt_return": -5.11
  },
  {
    "date": "2002-07-01",
    "on_sharpe": -1.15,
    "dt_sharpe": -0.243,
    "on_vol": 12.91,
    "dt_vol": 17.84,
    "on_return": -14.84,
    "dt_return": -4.34
  },
  {
    "date": "2002-07-09",
    "on_sharpe": -1.146,
    "dt_sharpe": -0.271,
    "on_vol": 12.95,
    "dt_vol": 18.26,
    "on_return": -14.85,
    "dt_return": -4.95
  },
  {
    "date": "2002-07-16",
    "on_sharpe": -1.095,
    "dt_sharpe": -0.487,
    "on_vol": 12.95,
    "dt_vol": 18.79,
    "on_return": -14.18,
    "dt_return": -9.15
  },
  {
    "date": "2002-07-23",
    "on_sharpe": -1.211,
    "dt_sharpe": -1.025,
    "on_vol": 13.19,
    "dt_vol": 19.22,
    "on_return": -15.98,
    "dt_return": -19.7
  },
  {
    "date": "2002-07-30",
    "on_sharpe": -1.072,
    "dt_sharpe": -0.493,
    "on_vol": 13.51,
    "dt_vol": 21.28,
    "on_return": -14.49,
    "dt_return": -10.48
  },
  {
    "date": "2002-08-06",
    "on_sharpe": -1.278,
    "dt_sharpe": -0.741,
    "on_vol": 13.52,
    "dt_vol": 21.72,
    "on_return": -17.27,
    "dt_return": -16.09
  },
  {
    "date": "2002-08-13",
    "on_sharpe": -1.228,
    "dt_sharpe": -0.366,
    "on_vol": 13.77,
    "dt_vol": 22.01,
    "on_return": -16.91,
    "dt_return": -8.05
  },
  {
    "date": "2002-08-20",
    "on_sharpe": -1.227,
    "dt_sharpe": -0.088,
    "on_vol": 13.81,
    "dt_vol": 22.41,
    "on_return": -16.95,
    "dt_return": -1.96
  },
  {
    "date": "2002-08-27",
    "on_sharpe": -1.228,
    "dt_sharpe": -0.037,
    "on_vol": 13.81,
    "dt_vol": 22.44,
    "on_return": -16.96,
    "dt_return": -0.83
  },
  {
    "date": "2002-09-04",
    "on_sharpe": -1.526,
    "dt_sharpe": -0.202,
    "on_vol": 13.88,
    "dt_vol": 22.59,
    "on_return": -21.19,
    "dt_return": -4.57
  },
  {
    "date": "2002-09-11",
    "on_sharpe": -1.501,
    "dt_sharpe": 0.146,
    "on_vol": 14.0,
    "dt_vol": 22.56,
    "on_return": -21.02,
    "dt_return": 3.29
  },
  {
    "date": "2002-09-18",
    "on_sharpe": -0.895,
    "dt_sharpe": -0.169,
    "on_vol": 11.41,
    "dt_vol": 22.5,
    "on_return": -10.22,
    "dt_return": -3.8
  },
  {
    "date": "2002-09-25",
    "on_sharpe": -1.053,
    "dt_sharpe": -0.286,
    "on_vol": 10.31,
    "dt_vol": 22.15,
    "on_return": -10.86,
    "dt_return": -6.34
  },
  {
    "date": "2002-10-02",
    "on_sharpe": -0.996,
    "dt_sharpe": -0.269,
    "on_vol": 10.48,
    "dt_vol": 22.6,
    "on_return": -10.44,
    "dt_return": -6.07
  },
  {
    "date": "2002-10-09",
    "on_sharpe": -0.925,
    "dt_sharpe": -0.679,
    "on_vol": 10.52,
    "dt_vol": 22.63,
    "on_return": -9.73,
    "dt_return": -15.35
  },
  {
    "date": "2002-10-16",
    "on_sharpe": -0.627,
    "dt_sharpe": -0.461,
    "on_vol": 11.15,
    "dt_vol": 23.06,
    "on_return": -6.99,
    "dt_return": -10.63
  },
  {
    "date": "2002-10-23",
    "on_sharpe": -0.815,
    "dt_sharpe": -0.322,
    "on_vol": 11.6,
    "dt_vol": 22.95,
    "on_return": -9.46,
    "dt_return": -7.38
  },
  {
    "date": "2002-10-30",
    "on_sharpe": -0.698,
    "dt_sharpe": -0.344,
    "on_vol": 11.64,
    "dt_vol": 22.99,
    "on_return": -8.12,
    "dt_return": -7.91
  },
  {
    "date": "2002-11-06",
    "on_sharpe": -0.739,
    "dt_sharpe": -0.29,
    "on_vol": 11.7,
    "dt_vol": 23.05,
    "on_return": -8.65,
    "dt_return": -6.69
  },
  {
    "date": "2002-11-13",
    "on_sharpe": -0.59,
    "dt_sharpe": -0.559,
    "on_vol": 11.65,
    "dt_vol": 23.05,
    "on_return": -6.87,
    "dt_return": -12.87
  },
  {
    "date": "2002-11-20",
    "on_sharpe": -0.783,
    "dt_sharpe": -0.53,
    "on_vol": 11.7,
    "dt_vol": 23.15,
    "on_return": -9.16,
    "dt_return": -12.28
  },
  {
    "date": "2002-11-27",
    "on_sharpe": -0.818,
    "dt_sharpe": -0.429,
    "on_vol": 11.72,
    "dt_vol": 23.36,
    "on_return": -9.59,
    "dt_return": -10.03
  },
  {
    "date": "2002-12-05",
    "on_sharpe": -0.678,
    "dt_sharpe": -0.451,
    "on_vol": 11.93,
    "dt_vol": 23.42,
    "on_return": -8.09,
    "dt_return": -10.56
  },
  {
    "date": "2002-12-12",
    "on_sharpe": -0.804,
    "dt_sharpe": -0.414,
    "on_vol": 12.05,
    "dt_vol": 23.54,
    "on_return": -9.69,
    "dt_return": -9.75
  },
  {
    "date": "2002-12-19",
    "on_sharpe": -0.873,
    "dt_sharpe": -0.453,
    "on_vol": 12.09,
    "dt_vol": 23.58,
    "on_return": -10.55,
    "dt_return": -10.68
  },
  {
    "date": "2002-12-27",
    "on_sharpe": -0.883,
    "dt_sharpe": -0.482,
    "on_vol": 12.09,
    "dt_vol": 23.54,
    "on_return": -10.67,
    "dt_return": -11.35
  },
  {
    "date": "2003-01-06",
    "on_sharpe": -0.94,
    "dt_sharpe": -0.411,
    "on_vol": 12.1,
    "dt_vol": 23.66,
    "on_return": -11.38,
    "dt_return": -9.72
  },
  {
    "date": "2003-01-13",
    "on_sharpe": -1.085,
    "dt_sharpe": -0.226,
    "on_vol": 12.15,
    "dt_vol": 23.78,
    "on_return": -13.19,
    "dt_return": -5.38
  },
  {
    "date": "2003-01-21",
    "on_sharpe": -1.157,
    "dt_sharpe": -0.211,
    "on_vol": 12.16,
    "dt_vol": 23.76,
    "on_return": -14.07,
    "dt_return": -5.02
  },
  {
    "date": "2003-01-28",
    "on_sharpe": -1.21,
    "dt_sharpe": -0.435,
    "on_vol": 12.17,
    "dt_vol": 23.93,
    "on_return": -14.73,
    "dt_return": -10.41
  },
  {
    "date": "2003-02-04",
    "on_sharpe": -1.243,
    "dt_sharpe": -0.333,
    "on_vol": 12.19,
    "dt_vol": 23.97,
    "on_return": -15.15,
    "dt_return": -7.98
  },
  {
    "date": "2003-02-11",
    "on_sharpe": -1.308,
    "dt_sharpe": -0.312,
    "on_vol": 12.24,
    "dt_vol": 23.91,
    "on_return": -16.0,
    "dt_return": -7.45
  },
  {
    "date": "2003-02-19",
    "on_sharpe": -1.269,
    "dt_sharpe": -0.279,
    "on_vol": 12.24,
    "dt_vol": 24.03,
    "on_return": -15.54,
    "dt_return": -6.7
  },
  {
    "date": "2003-02-26",
    "on_sharpe": -1.326,
    "dt_sharpe": -0.328,
    "on_vol": 12.26,
    "dt_vol": 23.97,
    "on_return": -16.25,
    "dt_return": -7.86
  },
  {
    "date": "2003-03-05",
    "on_sharpe": -1.423,
    "dt_sharpe": -0.523,
    "on_vol": 12.25,
    "dt_vol": 23.95,
    "on_return": -17.44,
    "dt_return": -12.53
  },
  {
    "date": "2003-03-12",
    "on_sharpe": -1.699,
    "dt_sharpe": -0.54,
    "on_vol": 12.32,
    "dt_vol": 24.08,
    "on_return": -20.93,
    "dt_return": -13.0
  },
  {
    "date": "2003-03-19",
    "on_sharpe": -1.51,
    "dt_sharpe": -0.267,
    "on_vol": 12.4,
    "dt_vol": 24.49,
    "on_return": -18.72,
    "dt_return": -6.55
  },
  {
    "date": "2003-03-26",
    "on_sharpe": -1.637,
    "dt_sharpe": -0.074,
    "on_vol": 12.53,
    "dt_vol": 24.54,
    "on_return": -20.5,
    "dt_return": -1.82
  },
  {
    "date": "2003-04-02",
    "on_sharpe": -1.76,
    "dt_sharpe": -0.082,
    "on_vol": 12.65,
    "dt_vol": 24.58,
    "on_return": -22.27,
    "dt_return": -2.01
  },
  {
    "date": "2003-04-09",
    "on_sharpe": -1.168,
    "dt_sharpe": -0.201,
    "on_vol": 13.02,
    "dt_vol": 24.68,
    "on_return": -15.21,
    "dt_return": -4.95
  },
  {
    "date": "2003-04-16",
    "on_sharpe": -1.159,
    "dt_sharpe": -0.173,
    "on_vol": 13.0,
    "dt_vol": 24.67,
    "on_return": -15.06,
    "dt_return": -4.26
  },
  {
    "date": "2003-04-24",
    "on_sharpe": -1.172,
    "dt_sharpe": 0.04,
    "on_vol": 12.99,
    "dt_vol": 24.87,
    "on_return": -15.23,
    "dt_return": 0.99
  },
  {
    "date": "2003-05-01",
    "on_sharpe": -1.262,
    "dt_sharpe": 0.173,
    "on_vol": 13.0,
    "dt_vol": 24.79,
    "on_return": -16.4,
    "dt_return": 4.29
  },
  {
    "date": "2003-05-08",
    "on_sharpe": -1.349,
    "dt_sharpe": 0.388,
    "on_vol": 13.0,
    "dt_vol": 24.73,
    "on_return": -17.53,
    "dt_return": 9.59
  },
  {
    "date": "2003-05-15",
    "on_sharpe": -1.729,
    "dt_sharpe": 0.428,
    "on_vol": 12.77,
    "dt_vol": 24.57,
    "on_return": -22.09,
    "dt_return": 10.52
  },
  {
    "date": "2003-05-22",
    "on_sharpe": -1.764,
    "dt_sharpe": 0.423,
    "on_vol": 12.78,
    "dt_vol": 24.58,
    "on_return": -22.55,
    "dt_return": 10.39
  },
  {
    "date": "2003-05-30",
    "on_sharpe": -1.697,
    "dt_sharpe": 0.56,
    "on_vol": 12.79,
    "dt_vol": 24.62,
    "on_return": -21.7,
    "dt_return": 13.79
  },
  {
    "date": "2003-06-06",
    "on_sharpe": -1.65,
    "dt_sharpe": 0.779,
    "on_vol": 12.8,
    "dt_vol": 24.57,
    "on_return": -21.13,
    "dt_return": 19.13
  },
  {
    "date": "2003-06-13",
    "on_sharpe": -1.462,
    "dt_sharpe": 0.839,
    "on_vol": 12.75,
    "dt_vol": 24.4,
    "on_return": -18.64,
    "dt_return": 20.47
  },
  {
    "date": "2003-06-20",
    "on_sharpe": -1.206,
    "dt_sharpe": 0.677,
    "on_vol": 12.62,
    "dt_vol": 24.37,
    "on_return": -15.22,
    "dt_return": 16.49
  },
  {
    "date": "2003-06-27",
    "on_sharpe": -0.906,
    "dt_sharpe": 0.662,
    "on_vol": 12.36,
    "dt_vol": 24.08,
    "on_return": -11.2,
    "dt_return": 15.93
  },
  {
    "date": "2003-07-07",
    "on_sharpe": -0.955,
    "dt_sharpe": 0.782,
    "on_vol": 12.36,
    "dt_vol": 23.95,
    "on_return": -11.81,
    "dt_return": 18.74
  },
  {
    "date": "2003-07-14",
    "on_sharpe": -1.025,
    "dt_sharpe": 1.017,
    "on_vol": 12.33,
    "dt_vol": 23.35,
    "on_return": -12.63,
    "dt_return": 23.73
  },
  {
    "date": "2003-07-21",
    "on_sharpe": -0.985,
    "dt_sharpe": 1.211,
    "on_vol": 12.16,
    "dt_vol": 23.01,
    "on_return": -11.97,
    "dt_return": 27.86
  },
  {
    "date": "2003-07-28",
    "on_sharpe": -0.535,
    "dt_sharpe": 1.279,
    "on_vol": 11.89,
    "dt_vol": 21.07,
    "on_return": -6.36,
    "dt_return": 26.95
  },
  {
    "date": "2003-08-04",
    "on_sharpe": -0.583,
    "dt_sharpe": 0.966,
    "on_vol": 11.67,
    "dt_vol": 20.73,
    "on_return": -6.81,
    "dt_return": 20.02
  },
  {
    "date": "2003-08-11",
    "on_sharpe": -0.807,
    "dt_sharpe": 0.972,
    "on_vol": 11.43,
    "dt_vol": 20.25,
    "on_return": -9.23,
    "dt_return": 19.68
  },
  {
    "date": "2003-08-18",
    "on_sharpe": -0.59,
    "dt_sharpe": 0.785,
    "on_vol": 11.28,
    "dt_vol": 19.87,
    "on_return": -6.66,
    "dt_return": 15.6
  },
  {
    "date": "2003-08-25",
    "on_sharpe": -0.398,
    "dt_sharpe": 0.516,
    "on_vol": 11.3,
    "dt_vol": 19.82,
    "on_return": -4.5,
    "dt_return": 10.23
  },
  {
    "date": "2003-09-02",
    "on_sharpe": -0.285,
    "dt_sharpe": 0.781,
    "on_vol": 11.2,
    "dt_vol": 19.65,
    "on_return": -3.2,
    "dt_return": 15.36
  },
  {
    "date": "2003-09-09",
    "on_sharpe": -0.175,
    "dt_sharpe": 0.954,
    "on_vol": 11.03,
    "dt_vol": 19.47,
    "on_return": -1.93,
    "dt_return": 18.57
  },
  {
    "date": "2003-09-16",
    "on_sharpe": -0.176,
    "dt_sharpe": 0.9,
    "on_vol": 10.91,
    "dt_vol": 19.27,
    "on_return": -1.92,
    "dt_return": 17.34
  },
  {
    "date": "2003-09-23",
    "on_sharpe": -0.176,
    "dt_sharpe": 1.256,
    "on_vol": 10.78,
    "dt_vol": 18.96,
    "on_return": -1.9,
    "dt_return": 23.81
  },
  {
    "date": "2003-09-30",
    "on_sharpe": 0.017,
    "dt_sharpe": 1.166,
    "on_vol": 10.52,
    "dt_vol": 18.88,
    "on_return": 0.18,
    "dt_return": 22.01
  },
  {
    "date": "2003-10-07",
    "on_sharpe": 0.181,
    "dt_sharpe": 1.392,
    "on_vol": 10.45,
    "dt_vol": 18.26,
    "on_return": 1.89,
    "dt_return": 25.42
  },
  {
    "date": "2003-10-14",
    "on_sharpe": 0.235,
    "dt_sharpe": 1.226,
    "on_vol": 10.14,
    "dt_vol": 17.72,
    "on_return": 2.38,
    "dt_return": 21.72
  },
  {
    "date": "2003-10-21",
    "on_sharpe": 0.068,
    "dt_sharpe": 1.043,
    "on_vol": 9.18,
    "dt_vol": 17.55,
    "on_return": 0.62,
    "dt_return": 18.31
  },
  {
    "date": "2003-10-28",
    "on_sharpe": 0.096,
    "dt_sharpe": 0.874,
    "on_vol": 9.09,
    "dt_vol": 17.0,
    "on_return": 0.87,
    "dt_return": 14.86
  },
  {
    "date": "2003-11-04",
    "on_sharpe": 0.145,
    "dt_sharpe": 0.989,
    "on_vol": 9.04,
    "dt_vol": 16.73,
    "on_return": 1.31,
    "dt_return": 16.55
  },
  {
    "date": "2003-11-11",
    "on_sharpe": 0.053,
    "dt_sharpe": 1.039,
    "on_vol": 8.79,
    "dt_vol": 16.64,
    "on_return": 0.46,
    "dt_return": 17.28
  },
  {
    "date": "2003-11-18",
    "on_sharpe": -0.029,
    "dt_sharpe": 0.955,
    "on_vol": 8.65,
    "dt_vol": 16.53,
    "on_return": -0.25,
    "dt_return": 15.79
  },
  {
    "date": "2003-11-25",
    "on_sharpe": 0.11,
    "dt_sharpe": 0.799,
    "on_vol": 8.62,
    "dt_vol": 16.23,
    "on_return": 0.95,
    "dt_return": 12.98
  },
  {
    "date": "2003-12-03",
    "on_sharpe": -0.122,
    "dt_sharpe": 0.987,
    "on_vol": 8.42,
    "dt_vol": 15.98,
    "on_return": -1.03,
    "dt_return": 15.78
  },
  {
    "date": "2003-12-10",
    "on_sharpe": 0.411,
    "dt_sharpe": 1.008,
    "on_vol": 8.1,
    "dt_vol": 15.72,
    "on_return": 3.33,
    "dt_return": 15.85
  },
  {
    "date": "2003-12-17",
    "on_sharpe": 0.504,
    "dt_sharpe": 0.897,
    "on_vol": 8.04,
    "dt_vol": 15.67,
    "on_return": 4.05,
    "dt_return": 14.06
  },
  {
    "date": "2003-12-24",
    "on_sharpe": 0.643,
    "dt_sharpe": 1.033,
    "on_vol": 8.0,
    "dt_vol": 15.68,
    "on_return": 5.15,
    "dt_return": 16.2
  },
  {
    "date": "2004-01-02",
    "on_sharpe": 0.705,
    "dt_sharpe": 1.228,
    "on_vol": 7.96,
    "dt_vol": 15.58,
    "on_return": 5.61,
    "dt_return": 19.13
  },
  {
    "date": "2004-01-09",
    "on_sharpe": 0.827,
    "dt_sharpe": 1.079,
    "on_vol": 7.93,
    "dt_vol": 15.27,
    "on_return": 6.56,
    "dt_return": 16.48
  },
  {
    "date": "2004-01-16",
    "on_sharpe": 0.818,
    "dt_sharpe": 1.046,
    "on_vol": 7.85,
    "dt_vol": 15.15,
    "on_return": 6.42,
    "dt_return": 15.85
  },
  {
    "date": "2004-01-26",
    "on_sharpe": 0.999,
    "dt_sharpe": 1.274,
    "on_vol": 7.73,
    "dt_vol": 15.04,
    "on_return": 7.72,
    "dt_return": 19.17
  },
  {
    "date": "2004-02-02",
    "on_sharpe": 1.117,
    "dt_sharpe": 1.528,
    "on_vol": 7.65,
    "dt_vol": 14.65,
    "on_return": 8.55,
    "dt_return": 22.39
  },
  {
    "date": "2004-02-09",
    "on_sharpe": 1.317,
    "dt_sharpe": 1.505,
    "on_vol": 7.56,
    "dt_vol": 14.47,
    "on_return": 9.95,
    "dt_return": 21.78
  },
  {
    "date": "2004-02-17",
    "on_sharpe": 1.232,
    "dt_sharpe": 1.788,
    "on_vol": 7.53,
    "dt_vol": 14.29,
    "on_return": 9.27,
    "dt_return": 25.54
  },
  {
    "date": "2004-02-24",
    "on_sharpe": 1.43,
    "dt_sharpe": 1.429,
    "on_vol": 7.56,
    "dt_vol": 14.09,
    "on_return": 10.81,
    "dt_return": 20.13
  },
  {
    "date": "2004-03-02",
    "on_sharpe": 1.62,
    "dt_sharpe": 1.48,
    "on_vol": 7.45,
    "dt_vol": 13.86,
    "on_return": 12.07,
    "dt_return": 20.52
  },
  {
    "date": "2004-03-09",
    "on_sharpe": 1.806,
    "dt_sharpe": 1.485,
    "on_vol": 7.29,
    "dt_vol": 13.61,
    "on_return": 13.17,
    "dt_return": 20.22
  },
  {
    "date": "2004-03-16",
    "on_sharpe": 1.776,
    "dt_sharpe": 1.212,
    "on_vol": 7.12,
    "dt_vol": 13.55,
    "on_return": 12.65,
    "dt_return": 16.42
  },
  {
    "date": "2004-03-23",
    "on_sharpe": 1.773,
    "dt_sharpe": 0.668,
    "on_vol": 7.07,
    "dt_vol": 12.99,
    "on_return": 12.53,
    "dt_return": 8.68
  },
  {
    "date": "2004-03-30",
    "on_sharpe": 2.589,
    "dt_sharpe": 0.753,
    "on_vol": 6.75,
    "dt_vol": 12.9,
    "on_return": 17.47,
    "dt_return": 9.71
  },
  {
    "date": "2004-04-06",
    "on_sharpe": 2.468,
    "dt_sharpe": 0.958,
    "on_vol": 6.28,
    "dt_vol": 12.8,
    "on_return": 15.49,
    "dt_return": 12.27
  },
  {
    "date": "2004-04-14",
    "on_sharpe": 2.178,
    "dt_sharpe": 1.148,
    "on_vol": 5.84,
    "dt_vol": 12.55,
    "on_return": 12.71,
    "dt_return": 14.41
  },
  {
    "date": "2004-04-21",
    "on_sharpe": 2.012,
    "dt_sharpe": 0.916,
    "on_vol": 5.86,
    "dt_vol": 12.36,
    "on_return": 11.8,
    "dt_return": 11.33
  },
  {
    "date": "2004-04-28",
    "on_sharpe": 2.255,
    "dt_sharpe": 0.813,
    "on_vol": 5.78,
    "dt_vol": 12.06,
    "on_return": 13.02,
    "dt_return": 9.81
  },
  {
    "date": "2004-05-05",
    "on_sharpe": 2.297,
    "dt_sharpe": 0.519,
    "on_vol": 5.77,
    "dt_vol": 12.05,
    "on_return": 13.25,
    "dt_return": 6.25
  },
  {
    "date": "2004-05-12",
    "on_sharpe": 2.383,
    "dt_sharpe": 0.142,
    "on_vol": 5.77,
    "dt_vol": 11.97,
    "on_return": 13.75,
    "dt_return": 1.7
  },
  {
    "date": "2004-05-19",
    "on_sharpe": 2.196,
    "dt_sharpe": 0.415,
    "on_vol": 5.82,
    "dt_vol": 11.87,
    "on_return": 12.79,
    "dt_return": 4.93
  },
  {
    "date": "2004-05-26",
    "on_sharpe": 2.517,
    "dt_sharpe": 0.17,
    "on_vol": 5.87,
    "dt_vol": 11.81,
    "on_return": 14.77,
    "dt_return": 2.0
  },
  {
    "date": "2004-06-03",
    "on_sharpe": 2.244,
    "dt_sharpe": 0.203,
    "on_vol": 5.83,
    "dt_vol": 11.74,
    "on_return": 13.09,
    "dt_return": 2.38
  },
  {
    "date": "2004-06-10",
    "on_sharpe": 2.34,
    "dt_sharpe": 0.078,
    "on_vol": 5.82,
    "dt_vol": 11.59,
    "on_return": 13.61,
    "dt_return": 0.9
  },
  {
    "date": "2004-06-18",
    "on_sharpe": 2.17,
    "dt_sharpe": -0.047,
    "on_vol": 5.83,
    "dt_vol": 11.37,
    "on_return": 12.66,
    "dt_return": -0.53
  },
  {
    "date": "2004-06-25",
    "on_sharpe": 2.059,
    "dt_sharpe": 0.331,
    "on_vol": 5.84,
    "dt_vol": 11.23,
    "on_return": 12.02,
    "dt_return": 3.72
  },
  {
    "date": "2004-07-02",
    "on_sharpe": 2.092,
    "dt_sharpe": 0.202,
    "on_vol": 5.83,
    "dt_vol": 11.11,
    "on_return": 12.19,
    "dt_return": 2.25
  },
  {
    "date": "2004-07-12",
    "on_sharpe": 2.04,
    "dt_sharpe": -0.039,
    "on_vol": 5.74,
    "dt_vol": 11.01,
    "on_return": 11.71,
    "dt_return": -0.43
  },
  {
    "date": "2004-07-19",
    "on_sharpe": 1.903,
    "dt_sharpe": 0.024,
    "on_vol": 5.65,
    "dt_vol": 10.95,
    "on_return": 10.75,
    "dt_return": 0.26
  },
  {
    "date": "2004-07-26",
    "on_sharpe": 1.905,
    "dt_sharpe": -0.045,
    "on_vol": 5.57,
    "dt_vol": 11.11,
    "on_return": 10.62,
    "dt_return": -0.5
  },
  {
    "date": "2004-08-02",
    "on_sharpe": 1.717,
    "dt_sharpe": 0.216,
    "on_vol": 5.55,
    "dt_vol": 10.89,
    "on_return": 9.53,
    "dt_return": 2.35
  },
  {
    "date": "2004-08-09",
    "on_sharpe": 1.309,
    "dt_sharpe": 0.289,
    "on_vol": 5.57,
    "dt_vol": 10.87,
    "on_return": 7.3,
    "dt_return": 3.14
  },
  {
    "date": "2004-08-16",
    "on_sharpe": 1.055,
    "dt_sharpe": 0.251,
    "on_vol": 5.62,
    "dt_vol": 10.85,
    "on_return": 5.93,
    "dt_return": 2.72
  },
  {
    "date": "2004-08-23",
    "on_sharpe": 0.995,
    "dt_sharpe": 0.427,
    "on_vol": 5.61,
    "dt_vol": 10.99,
    "on_return": 5.59,
    "dt_return": 4.69
  },
  {
    "date": "2004-08-30",
    "on_sharpe": 0.905,
    "dt_sharpe": 0.597,
    "on_vol": 5.5,
    "dt_vol": 10.83,
    "on_return": 4.98,
    "dt_return": 6.46
  },
  {
    "date": "2004-09-07",
    "on_sharpe": 0.759,
    "dt_sharpe": 0.43,
    "on_vol": 5.49,
    "dt_vol": 10.82,
    "on_return": 4.17,
    "dt_return": 4.65
  },
  {
    "date": "2004-09-14",
    "on_sharpe": 0.998,
    "dt_sharpe": 0.523,
    "on_vol": 5.46,
    "dt_vol": 10.8,
    "on_return": 5.45,
    "dt_return": 5.65
  },
  {
    "date": "2004-09-21",
    "on_sharpe": 0.855,
    "dt_sharpe": 0.309,
    "on_vol": 5.48,
    "dt_vol": 10.65,
    "on_return": 4.68,
    "dt_return": 3.29
  },
  {
    "date": "2004-09-28",
    "on_sharpe": 0.928,
    "dt_sharpe": 0.535,
    "on_vol": 5.43,
    "dt_vol": 10.44,
    "on_return": 5.04,
    "dt_return": 5.58
  },
  {
    "date": "2004-10-05",
    "on_sharpe": 1.013,
    "dt_sharpe": 0.554,
    "on_vol": 5.43,
    "dt_vol": 10.32,
    "on_return": 5.5,
    "dt_return": 5.72
  },
  {
    "date": "2004-10-12",
    "on_sharpe": 0.669,
    "dt_sharpe": 0.502,
    "on_vol": 5.22,
    "dt_vol": 10.33,
    "on_return": 3.49,
    "dt_return": 5.18
  },
  {
    "date": "2004-10-19",
    "on_sharpe": 0.583,
    "dt_sharpe": 0.325,
    "on_vol": 5.27,
    "dt_vol": 10.41,
    "on_return": 3.07,
    "dt_return": 3.39
  },
  {
    "date": "2004-10-26",
    "on_sharpe": 0.853,
    "dt_sharpe": 0.227,
    "on_vol": 5.19,
    "dt_vol": 10.44,
    "on_return": 4.42,
    "dt_return": 2.37
  },
  {
    "date": "2004-11-02",
    "on_sharpe": 0.849,
    "dt_sharpe": 0.356,
    "on_vol": 5.13,
    "dt_vol": 10.53,
    "on_return": 4.35,
    "dt_return": 3.74
  },
  {
    "date": "2004-11-09",
    "on_sharpe": 1.107,
    "dt_sharpe": 0.419,
    "on_vol": 5.29,
    "dt_vol": 10.6,
    "on_return": 5.85,
    "dt_return": 4.44
  },
  {
    "date": "2004-11-16",
    "on_sharpe": 1.13,
    "dt_sharpe": 0.544,
    "on_vol": 5.28,
    "dt_vol": 10.53,
    "on_return": 5.97,
    "dt_return": 5.73
  },
  {
    "date": "2004-11-23",
    "on_sharpe": 1.239,
    "dt_sharpe": 0.672,
    "on_vol": 5.23,
    "dt_vol": 10.47,
    "on_return": 6.48,
    "dt_return": 7.03
  },
  {
    "date": "2004-12-01",
    "on_sharpe": 1.111,
    "dt_sharpe": 0.49,
    "on_vol": 5.19,
    "dt_vol": 10.47,
    "on_return": 5.76,
    "dt_return": 5.13
  },
  {
    "date": "2004-12-08",
    "on_sharpe": 1.171,
    "dt_sharpe": 0.443,
    "on_vol": 5.15,
    "dt_vol": 10.53,
    "on_return": 6.04,
    "dt_return": 4.66
  },
  {
    "date": "2004-12-15",
    "on_sharpe": 1.023,
    "dt_sharpe": 0.614,
    "on_vol": 5.2,
    "dt_vol": 10.46,
    "on_return": 5.32,
    "dt_return": 6.43
  },
  {
    "date": "2004-12-22",
    "on_sharpe": 0.72,
    "dt_sharpe": 0.673,
    "on_vol": 5.23,
    "dt_vol": 10.3,
    "on_return": 3.76,
    "dt_return": 6.93
  },
  {
    "date": "2004-12-30",
    "on_sharpe": 0.823,
    "dt_sharpe": 0.501,
    "on_vol": 5.22,
    "dt_vol": 10.26,
    "on_return": 4.3,
    "dt_return": 5.14
  },
  {
    "date": "2005-01-06",
    "on_sharpe": 0.871,
    "dt_sharpe": 0.083,
    "on_vol": 5.22,
    "dt_vol": 10.39,
    "on_return": 4.55,
    "dt_return": 0.86
  },
  {
    "date": "2005-01-13",
    "on_sharpe": 1.022,
    "dt_sharpe": 0.052,
    "on_vol": 5.22,
    "dt_vol": 10.38,
    "on_return": 5.33,
    "dt_return": 0.54
  },
  {
    "date": "2005-01-21",
    "on_sharpe": 0.87,
    "dt_sharpe": -0.171,
    "on_vol": 5.22,
    "dt_vol": 10.48,
    "on_return": 4.54,
    "dt_return": -1.8
  },
  {
    "date": "2005-01-28",
    "on_sharpe": 1.025,
    "dt_sharpe": -0.116,
    "on_vol": 5.24,
    "dt_vol": 10.3,
    "on_return": 5.38,
    "dt_return": -1.19
  },
  {
    "date": "2005-02-04",
    "on_sharpe": 1.19,
    "dt_sharpe": -0.027,
    "on_vol": 5.23,
    "dt_vol": 10.31,
    "on_return": 6.22,
    "dt_return": -0.28
  },
  {
    "date": "2005-02-11",
    "on_sharpe": 1.208,
    "dt_sharpe": -0.246,
    "on_vol": 5.22,
    "dt_vol": 10.29,
    "on_return": 6.31,
    "dt_return": -2.53
  },
  {
    "date": "2005-02-18",
    "on_sharpe": 0.944,
    "dt_sharpe": 0.004,
    "on_vol": 5.16,
    "dt_vol": 10.29,
    "on_return": 4.87,
    "dt_return": 0.04
  },
  {
    "date": "2005-02-28",
    "on_sharpe": 0.878,
    "dt_sharpe": 0.157,
    "on_vol": 5.16,
    "dt_vol": 10.4,
    "on_return": 4.53,
    "dt_return": 1.64
  },
  {
    "date": "2005-03-07",
    "on_sharpe": 0.948,
    "dt_sharpe": 0.133,
    "on_vol": 5.22,
    "dt_vol": 10.4,
    "on_return": 4.95,
    "dt_return": 1.38
  },
  {
    "date": "2005-03-14",
    "on_sharpe": 0.984,
    "dt_sharpe": 0.35,
    "on_vol": 5.2,
    "dt_vol": 10.12,
    "on_return": 5.12,
    "dt_return": 3.54
  },
  {
    "date": "2005-03-21",
    "on_sharpe": 0.83,
    "dt_sharpe": 0.108,
    "on_vol": 5.15,
    "dt_vol": 10.1,
    "on_return": 4.27,
    "dt_return": 1.09
  },
  {
    "date": "2005-03-29",
    "on_sharpe": 1.033,
    "dt_sharpe": 0.093,
    "on_vol": 5.06,
    "dt_vol": 10.03,
    "on_return": 5.23,
    "dt_return": 0.93
  },
  {
    "date": "2005-04-05",
    "on_sharpe": 1.101,
    "dt_sharpe": -0.16,
    "on_vol": 5.06,
    "dt_vol": 10.09,
    "on_return": 5.58,
    "dt_return": -1.61
  },
  {
    "date": "2005-04-12",
    "on_sharpe": 0.985,
    "dt_sharpe": -0.102,
    "on_vol": 4.94,
    "dt_vol": 10.11,
    "on_return": 4.86,
    "dt_return": -1.03
  },
  {
    "date": "2005-04-19",
    "on_sharpe": 0.849,
    "dt_sharpe": -0.287,
    "on_vol": 4.88,
    "dt_vol": 10.18,
    "on_return": 4.15,
    "dt_return": -2.92
  },
  {
    "date": "2005-04-26",
    "on_sharpe": 1.071,
    "dt_sharpe": -0.299,
    "on_vol": 4.97,
    "dt_vol": 10.03,
    "on_return": 5.33,
    "dt_return": -2.99
  },
  {
    "date": "2005-05-03",
    "on_sharpe": 1.074,
    "dt_sharpe": -0.001,
    "on_vol": 5.04,
    "dt_vol": 10.0,
    "on_return": 5.42,
    "dt_return": -0.01
  },
  {
    "date": "2005-05-10",
    "on_sharpe": 1.259,
    "dt_sharpe": 0.127,
    "on_vol": 4.97,
    "dt_vol": 9.98,
    "on_return": 6.26,
    "dt_return": 1.27
  },
  {
    "date": "2005-05-17",
    "on_sharpe": 1.474,
    "dt_sharpe": -0.063,
    "on_vol": 4.9,
    "dt_vol": 10.08,
    "on_return": 7.22,
    "dt_return": -0.63
  },
  {
    "date": "2005-05-24",
    "on_sharpe": 1.492,
    "dt_sharpe": 0.223,
    "on_vol": 4.73,
    "dt_vol": 10.09,
    "on_return": 7.06,
    "dt_return": 2.25
  },
  {
    "date": "2005-06-01",
    "on_sharpe": 1.396,
    "dt_sharpe": -0.024,
    "on_vol": 4.69,
    "dt_vol": 9.93,
    "on_return": 6.54,
    "dt_return": -0.24
  },
  {
    "date": "2005-06-08",
    "on_sharpe": 1.188,
    "dt_sharpe": -0.025,
    "on_vol": 4.6,
    "dt_vol": 9.9,
    "on_return": 5.46,
    "dt_return": -0.24
  },
  {
    "date": "2005-06-15",
    "on_sharpe": 1.226,
    "dt_sharpe": 0.088,
    "on_vol": 4.53,
    "dt_vol": 9.9,
    "on_return": 5.55,
    "dt_return": 0.87
  },
  {
    "date": "2005-06-22",
    "on_sharpe": 1.406,
    "dt_sharpe": 0.081,
    "on_vol": 4.51,
    "dt_vol": 9.88,
    "on_return": 6.34,
    "dt_return": 0.8
  },
  {
    "date": "2005-06-29",
    "on_sharpe": 1.373,
    "dt_sharpe": -0.023,
    "on_vol": 4.47,
    "dt_vol": 9.89,
    "on_return": 6.14,
    "dt_return": -0.23
  },
  {
    "date": "2005-07-07",
    "on_sharpe": 1.57,
    "dt_sharpe": -0.014,
    "on_vol": 4.46,
    "dt_vol": 9.92,
    "on_return": 7.0,
    "dt_return": -0.14
  },
  {
    "date": "2005-07-14",
    "on_sharpe": 1.505,
    "dt_sharpe": 0.312,
    "on_vol": 4.51,
    "dt_vol": 10.09,
    "on_return": 6.79,
    "dt_return": 3.15
  },
  {
    "date": "2005-07-21",
    "on_sharpe": 1.211,
    "dt_sharpe": 0.719,
    "on_vol": 4.51,
    "dt_vol": 9.78,
    "on_return": 5.46,
    "dt_return": 7.03
  },
  {
    "date": "2005-07-28",
    "on_sharpe": 1.313,
    "dt_sharpe": 0.657,
    "on_vol": 4.48,
    "dt_vol": 9.75,
    "on_return": 5.89,
    "dt_return": 6.41
  },
  {
    "date": "2005-08-04",
    "on_sharpe": 1.556,
    "dt_sharpe": 0.625,
    "on_vol": 4.41,
    "dt_vol": 9.73,
    "on_return": 6.86,
    "dt_return": 6.08
  },
  {
    "date": "2005-08-11",
    "on_sharpe": 1.838,
    "dt_sharpe": 0.597,
    "on_vol": 4.34,
    "dt_vol": 9.53,
    "on_return": 7.98,
    "dt_return": 5.69
  },
  {
    "date": "2005-08-18",
    "on_sharpe": 1.827,
    "dt_sharpe": 0.336,
    "on_vol": 4.3,
    "dt_vol": 9.43,
    "on_return": 7.86,
    "dt_return": 3.17
  },
  {
    "date": "2005-08-25",
    "on_sharpe": 1.816,
    "dt_sharpe": 0.147,
    "on_vol": 4.3,
    "dt_vol": 9.39,
    "on_return": 7.81,
    "dt_return": 1.38
  },
  {
    "date": "2005-09-01",
    "on_sharpe": 1.763,
    "dt_sharpe": 0.27,
    "on_vol": 4.32,
    "dt_vol": 9.5,
    "on_return": 7.62,
    "dt_return": 2.56
  },
  {
    "date": "2005-09-09",
    "on_sharpe": 1.868,
    "dt_sharpe": 0.192,
    "on_vol": 4.32,
    "dt_vol": 9.47,
    "on_return": 8.07,
    "dt_return": 1.82
  },
  {
    "date": "2005-09-16",
    "on_sharpe": 1.976,
    "dt_sharpe": 0.051,
    "on_vol": 4.32,
    "dt_vol": 9.48,
    "on_return": 8.54,
    "dt_return": 0.48
  },
  {
    "date": "2005-09-23",
    "on_sharpe": 2.166,
    "dt_sharpe": 0.026,
    "on_vol": 4.27,
    "dt_vol": 9.51,
    "on_return": 9.25,
    "dt_return": 0.24
  },
  {
    "date": "2005-09-30",
    "on_sharpe": 2.365,
    "dt_sharpe": -0.027,
    "on_vol": 4.28,
    "dt_vol": 9.53,
    "on_return": 10.11,
    "dt_return": -0.26
  },
  {
    "date": "2005-10-07",
    "on_sharpe": 2.326,
    "dt_sharpe": -0.455,
    "on_vol": 4.23,
    "dt_vol": 9.58,
    "on_return": 9.84,
    "dt_return": -4.35
  },
  {
    "date": "2005-10-14",
    "on_sharpe": 2.58,
    "dt_sharpe": -0.447,
    "on_vol": 4.16,
    "dt_vol": 9.5,
    "on_return": 10.75,
    "dt_return": -4.25
  },
  {
    "date": "2005-10-21",
    "on_sharpe": 2.531,
    "dt_sharpe": -0.447,
    "on_vol": 4.17,
    "dt_vol": 9.78,
    "on_return": 10.55,
    "dt_return": -4.37
  },
  {
    "date": "2005-10-28",
    "on_sharpe": 2.636,
    "dt_sharpe": -0.652,
    "on_vol": 4.2,
    "dt_vol": 9.65,
    "on_return": 11.07,
    "dt_return": -6.3
  },
  {
    "date": "2005-11-04",
    "on_sharpe": 2.644,
    "dt_sharpe": -0.553,
    "on_vol": 4.05,
    "dt_vol": 9.69,
    "on_return": 10.7,
    "dt_return": -5.36
  },
  {
    "date": "2005-11-11",
    "on_sharpe": 2.513,
    "dt_sharpe": -0.518,
    "on_vol": 4.03,
    "dt_vol": 9.72,
    "on_return": 10.13,
    "dt_return": -5.03
  },
  {
    "date": "2005-11-18",
    "on_sharpe": 2.604,
    "dt_sharpe": -0.514,
    "on_vol": 3.99,
    "dt_vol": 9.72,
    "on_return": 10.4,
    "dt_return": -4.99
  },
  {
    "date": "2005-11-28",
    "on_sharpe": 2.662,
    "dt_sharpe": -0.304,
    "on_vol": 4.0,
    "dt_vol": 9.68,
    "on_return": 10.65,
    "dt_return": -2.94
  },
  {
    "date": "2005-12-05",
    "on_sharpe": 2.753,
    "dt_sharpe": -0.446,
    "on_vol": 4.01,
    "dt_vol": 9.68,
    "on_return": 11.04,
    "dt_return": -4.32
  },
  {
    "date": "2005-12-12",
    "on_sharpe": 3.02,
    "dt_sharpe": -0.602,
    "on_vol": 3.97,
    "dt_vol": 9.56,
    "on_return": 11.99,
    "dt_return": -5.75
  },
  {
    "date": "2005-12-19",
    "on_sharpe": 3.485,
    "dt_sharpe": -0.732,
    "on_vol": 3.79,
    "dt_vol": 9.61,
    "on_return": 13.19,
    "dt_return": -7.03
  },
  {
    "date": "2005-12-27",
    "on_sharpe": 3.522,
    "dt_sharpe": -0.808,
    "on_vol": 3.79,
    "dt_vol": 9.6,
    "on_return": 13.34,
    "dt_return": -7.75
  },
  {
    "date": "2006-01-04",
    "on_sharpe": 3.46,
    "dt_sharpe": -0.768,
    "on_vol": 3.8,
    "dt_vol": 9.68,
    "on_return": 13.16,
    "dt_return": -7.43
  },
  {
    "date": "2006-01-11",
    "on_sharpe": 3.326,
    "dt_sharpe": -0.438,
    "on_vol": 3.82,
    "dt_vol": 9.57,
    "on_return": 12.72,
    "dt_return": -4.19
  },
  {
    "date": "2006-01-19",
    "on_sharpe": 2.943,
    "dt_sharpe": -0.438,
    "on_vol": 3.88,
    "dt_vol": 9.45,
    "on_return": 11.42,
    "dt_return": -4.14
  },
  {
    "date": "2006-01-26",
    "on_sharpe": 3.067,
    "dt_sharpe": -0.347,
    "on_vol": 3.87,
    "dt_vol": 9.52,
    "on_return": 11.87,
    "dt_return": -3.31
  },
  {
    "date": "2006-02-02",
    "on_sharpe": 3.032,
    "dt_sharpe": -0.37,
    "on_vol": 3.87,
    "dt_vol": 9.56,
    "on_return": 11.74,
    "dt_return": -3.54
  },
  {
    "date": "2006-02-09",
    "on_sharpe": 2.931,
    "dt_sharpe": -0.595,
    "on_vol": 3.9,
    "dt_vol": 9.59,
    "on_return": 11.43,
    "dt_return": -5.7
  },
  {
    "date": "2006-02-16",
    "on_sharpe": 2.868,
    "dt_sharpe": -0.518,
    "on_vol": 3.9,
    "dt_vol": 9.58,
    "on_return": 11.17,
    "dt_return": -4.96
  },
  {
    "date": "2006-02-24",
    "on_sharpe": 3.082,
    "dt_sharpe": -0.382,
    "on_vol": 3.87,
    "dt_vol": 9.51,
    "on_return": 11.92,
    "dt_return": -3.63
  },
  {
    "date": "2006-03-03",
    "on_sharpe": 3.177,
    "dt_sharpe": -0.55,
    "on_vol": 3.86,
    "dt_vol": 9.46,
    "on_return": 12.27,
    "dt_return": -5.2
  },
  {
    "date": "2006-03-10",
    "on_sharpe": 2.853,
    "dt_sharpe": -0.558,
    "on_vol": 3.84,
    "dt_vol": 9.46,
    "on_return": 10.97,
    "dt_return": -5.28
  },
  {
    "date": "2006-03-17",
    "on_sharpe": 2.927,
    "dt_sharpe": -0.122,
    "on_vol": 3.83,
    "dt_vol": 9.46,
    "on_return": 11.2,
    "dt_return": -1.15
  },
  {
    "date": "2006-03-24",
    "on_sharpe": 2.717,
    "dt_sharpe": 0.078,
    "on_vol": 3.83,
    "dt_vol": 9.4,
    "on_return": 10.4,
    "dt_return": 0.74
  },
  {
    "date": "2006-03-31",
    "on_sharpe": 2.521,
    "dt_sharpe": 0.051,
    "on_vol": 3.81,
    "dt_vol": 9.33,
    "on_return": 9.6,
    "dt_return": 0.47
  },
  {
    "date": "2006-04-07",
    "on_sharpe": 2.435,
    "dt_sharpe": 0.068,
    "on_vol": 3.77,
    "dt_vol": 9.27,
    "on_return": 9.17,
    "dt_return": 0.63
  },
  {
    "date": "2006-04-17",
    "on_sharpe": 2.51,
    "dt_sharpe": 0.179,
    "on_vol": 3.76,
    "dt_vol": 9.15,
    "on_return": 9.45,
    "dt_return": 1.64
  },
  {
    "date": "2006-04-24",
    "on_sharpe": 2.441,
    "dt_sharpe": 0.423,
    "on_vol": 3.66,
    "dt_vol": 8.98,
    "on_return": 8.94,
    "dt_return": 3.8
  },
  {
    "date": "2006-05-01",
    "on_sharpe": 2.558,
    "dt_sharpe": 0.587,
    "on_vol": 3.63,
    "dt_vol": 8.94,
    "on_return": 9.3,
    "dt_return": 5.25
  },
  {
    "date": "2006-05-08",
    "on_sharpe": 2.585,
    "dt_sharpe": 0.359,
    "on_vol": 3.6,
    "dt_vol": 8.93,
    "on_return": 9.32,
    "dt_return": 3.21
  },
  {
    "date": "2006-05-15",
    "on_sharpe": 2.299,
    "dt_sharpe": 0.343,
    "on_vol": 3.59,
    "dt_vol": 8.9,
    "on_return": 8.25,
    "dt_return": 3.06
  },
  {
    "date": "2006-05-22",
    "on_sharpe": 2.178,
    "dt_sharpe": -0.128,
    "on_vol": 3.65,
    "dt_vol": 8.94,
    "on_return": 7.95,
    "dt_return": -1.14
  },
  {
    "date": "2006-05-30",
    "on_sharpe": 2.434,
    "dt_sharpe": -0.235,
    "on_vol": 3.83,
    "dt_vol": 9.1,
    "on_return": 9.33,
    "dt_return": -2.14
  },
  {
    "date": "2006-06-06",
    "on_sharpe": 2.61,
    "dt_sharpe": -0.424,
    "on_vol": 3.87,
    "dt_vol": 9.34,
    "on_return": 10.11,
    "dt_return": -3.96
  },
  {
    "date": "2006-06-13",
    "on_sharpe": 2.727,
    "dt_sharpe": -0.739,
    "on_vol": 3.9,
    "dt_vol": 9.49,
    "on_return": 10.64,
    "dt_return": -7.01
  },
  {
    "date": "2006-06-20",
    "on_sharpe": 2.735,
    "dt_sharpe": -0.871,
    "on_vol": 4.01,
    "dt_vol": 9.79,
    "on_return": 10.97,
    "dt_return": -8.52
  },
  {
    "date": "2006-06-27",
    "on_sharpe": 2.813,
    "dt_sharpe": -0.594,
    "on_vol": 4.0,
    "dt_vol": 9.74,
    "on_return": 11.27,
    "dt_return": -5.78
  },
  {
    "date": "2006-07-05",
    "on_sharpe": 2.812,
    "dt_sharpe": -0.406,
    "on_vol": 4.01,
    "dt_vol": 9.87,
    "on_return": 11.26,
    "dt_return": -4.01
  },
  {
    "date": "2006-07-12",
    "on_sharpe": 3.109,
    "dt_sharpe": -0.747,
    "on_vol": 3.9,
    "dt_vol": 9.63,
    "on_return": 12.13,
    "dt_return": -7.2
  },
  {
    "date": "2006-07-19",
    "on_sharpe": 2.995,
    "dt_sharpe": -1.012,
    "on_vol": 3.92,
    "dt_vol": 9.74,
    "on_return": 11.73,
    "dt_return": -9.86
  },
  {
    "date": "2006-07-26",
    "on_sharpe": 3.224,
    "dt_sharpe": -0.932,
    "on_vol": 3.92,
    "dt_vol": 9.97,
    "on_return": 12.65,
    "dt_return": -9.3
  },
  {
    "date": "2006-08-02",
    "on_sharpe": 3.114,
    "dt_sharpe": -0.898,
    "on_vol": 3.98,
    "dt_vol": 9.99,
    "on_return": 12.4,
    "dt_return": -8.97
  },
  {
    "date": "2006-08-09",
    "on_sharpe": 3.188,
    "dt_sharpe": -0.844,
    "on_vol": 4.03,
    "dt_vol": 10.03,
    "on_return": 12.86,
    "dt_return": -8.46
  },
  {
    "date": "2006-08-16",
    "on_sharpe": 3.311,
    "dt_sharpe": -0.935,
    "on_vol": 4.17,
    "dt_vol": 10.06,
    "on_return": 13.81,
    "dt_return": -9.41
  },
  {
    "date": "2006-08-23",
    "on_sharpe": 3.305,
    "dt_sharpe": -0.72,
    "on_vol": 4.2,
    "dt_vol": 10.03,
    "on_return": 13.88,
    "dt_return": -7.23
  },
  {
    "date": "2006-08-30",
    "on_sharpe": 3.461,
    "dt_sharpe": -0.684,
    "on_vol": 4.18,
    "dt_vol": 9.96,
    "on_return": 14.45,
    "dt_return": -6.82
  },
  {
    "date": "2006-09-07",
    "on_sharpe": 3.473,
    "dt_sharpe": -0.872,
    "on_vol": 4.18,
    "dt_vol": 9.86,
    "on_return": 14.53,
    "dt_return": -8.59
  },
  {
    "date": "2006-09-14",
    "on_sharpe": 3.421,
    "dt_sharpe": -0.716,
    "on_vol": 4.2,
    "dt_vol": 9.89,
    "on_return": 14.36,
    "dt_return": -7.08
  },
  {
    "date": "2006-09-21",
    "on_sharpe": 3.291,
    "dt_sharpe": -0.513,
    "on_vol": 4.21,
    "dt_vol": 9.84,
    "on_return": 13.85,
    "dt_return": -5.05
  },
  {
    "date": "2006-09-28",
    "on_sharpe": 3.287,
    "dt_sharpe": -0.367,
    "on_vol": 4.19,
    "dt_vol": 9.88,
    "on_return": 13.76,
    "dt_return": -3.62
  },
  {
    "date": "2006-10-05",
    "on_sharpe": 3.182,
    "dt_sharpe": -0.205,
    "on_vol": 4.18,
    "dt_vol": 9.83,
    "on_return": 13.3,
    "dt_return": -2.02
  },
  {
    "date": "2006-10-12",
    "on_sharpe": 2.81,
    "dt_sharpe": 0.206,
    "on_vol": 4.18,
    "dt_vol": 9.68,
    "on_return": 11.74,
    "dt_return": 1.99
  },
  {
    "date": "2006-10-19",
    "on_sharpe": 2.759,
    "dt_sharpe": 0.395,
    "on_vol": 4.18,
    "dt_vol": 9.63,
    "on_return": 11.53,
    "dt_return": 3.81
  },
  {
    "date": "2006-10-26",
    "on_sharpe": 2.632,
    "dt_sharpe": 0.442,
    "on_vol": 4.13,
    "dt_vol": 9.26,
    "on_return": 10.88,
    "dt_return": 4.09
  },
  {
    "date": "2006-11-02",
    "on_sharpe": 2.567,
    "dt_sharpe": 0.292,
    "on_vol": 4.11,
    "dt_vol": 9.21,
    "on_return": 10.56,
    "dt_return": 2.69
  },
  {
    "date": "2006-11-09",
    "on_sharpe": 2.533,
    "dt_sharpe": 0.307,
    "on_vol": 4.14,
    "dt_vol": 9.19,
    "on_return": 10.48,
    "dt_return": 2.82
  },
  {
    "date": "2006-11-16",
    "on_sharpe": 2.65,
    "dt_sharpe": 0.251,
    "on_vol": 4.14,
    "dt_vol": 9.19,
    "on_return": 10.97,
    "dt_return": 2.3
  },
  {
    "date": "2006-11-24",
    "on_sharpe": 2.527,
    "dt_sharpe": 0.107,
    "on_vol": 4.15,
    "dt_vol": 9.13,
    "on_return": 10.48,
    "dt_return": 0.98
  },
  {
    "date": "2006-12-01",
    "on_sharpe": 2.323,
    "dt_sharpe": 0.237,
    "on_vol": 4.18,
    "dt_vol": 9.19,
    "on_return": 9.72,
    "dt_return": 2.18
  },
  {
    "date": "2006-12-08",
    "on_sharpe": 2.247,
    "dt_sharpe": 0.27,
    "on_vol": 4.15,
    "dt_vol": 9.21,
    "on_return": 9.32,
    "dt_return": 2.49
  },
  {
    "date": "2006-12-15",
    "on_sharpe": 2.2,
    "dt_sharpe": 0.292,
    "on_vol": 4.15,
    "dt_vol": 9.22,
    "on_return": 9.13,
    "dt_return": 2.69
  },
  {
    "date": "2006-12-22",
    "on_sharpe": 1.964,
    "dt_sharpe": 0.436,
    "on_vol": 4.16,
    "dt_vol": 9.18,
    "on_return": 8.17,
    "dt_return": 4.0
  },
  {
    "date": "2007-01-03",
    "on_sharpe": 1.832,
    "dt_sharpe": 0.571,
    "on_vol": 4.16,
    "dt_vol": 9.14,
    "on_return": 7.61,
    "dt_return": 5.22
  },
  {
    "date": "2007-01-10",
    "on_sharpe": 1.764,
    "dt_sharpe": 0.288,
    "on_vol": 4.11,
    "dt_vol": 9.1,
    "on_return": 7.26,
    "dt_return": 2.62
  },
  {
    "date": "2007-01-18",
    "on_sharpe": 1.778,
    "dt_sharpe": 0.411,
    "on_vol": 4.11,
    "dt_vol": 9.15,
    "on_return": 7.31,
    "dt_return": 3.76
  },
  {
    "date": "2007-01-25",
    "on_sharpe": 2.022,
    "dt_sharpe": 0.588,
    "on_vol": 4.04,
    "dt_vol": 9.02,
    "on_return": 8.17,
    "dt_return": 5.3
  },
  {
    "date": "2007-02-01",
    "on_sharpe": 1.821,
    "dt_sharpe": 0.49,
    "on_vol": 4.01,
    "dt_vol": 9.1,
    "on_return": 7.29,
    "dt_return": 4.46
  },
  {
    "date": "2007-02-08",
    "on_sharpe": 2.007,
    "dt_sharpe": 0.687,
    "on_vol": 3.99,
    "dt_vol": 9.02,
    "on_return": 8.01,
    "dt_return": 6.2
  },
  {
    "date": "2007-02-15",
    "on_sharpe": 1.934,
    "dt_sharpe": 0.765,
    "on_vol": 3.99,
    "dt_vol": 9.04,
    "on_return": 7.72,
    "dt_return": 6.91
  },
  {
    "date": "2007-02-23",
    "on_sharpe": 1.724,
    "dt_sharpe": 0.7,
    "on_vol": 4.01,
    "dt_vol": 8.95,
    "on_return": 6.9,
    "dt_return": 6.26
  },
  {
    "date": "2007-03-02",
    "on_sharpe": 1.336,
    "dt_sharpe": 0.414,
    "on_vol": 4.32,
    "dt_vol": 9.48,
    "on_return": 5.77,
    "dt_return": 3.92
  },
  {
    "date": "2007-03-09",
    "on_sharpe": 1.598,
    "dt_sharpe": 0.309,
    "on_vol": 4.46,
    "dt_vol": 9.51,
    "on_return": 7.13,
    "dt_return": 2.94
  },
  {
    "date": "2007-03-16",
    "on_sharpe": 1.423,
    "dt_sharpe": 0.107,
    "on_vol": 4.52,
    "dt_vol": 9.52,
    "on_return": 6.43,
    "dt_return": 1.02
  },
  {
    "date": "2007-03-23",
    "on_sharpe": 1.564,
    "dt_sharpe": 0.356,
    "on_vol": 4.54,
    "dt_vol": 9.68,
    "on_return": 7.09,
    "dt_return": 3.45
  },
  {
    "date": "2007-03-30",
    "on_sharpe": 1.666,
    "dt_sharpe": 0.242,
    "on_vol": 4.59,
    "dt_vol": 9.65,
    "on_return": 7.64,
    "dt_return": 2.34
  },
  {
    "date": "2007-04-09",
    "on_sharpe": 1.695,
    "dt_sharpe": 0.281,
    "on_vol": 4.62,
    "dt_vol": 9.63,
    "on_return": 7.83,
    "dt_return": 2.71
  },
  {
    "date": "2007-04-16",
    "on_sharpe": 1.696,
    "dt_sharpe": 0.513,
    "on_vol": 4.63,
    "dt_vol": 9.55,
    "on_return": 7.85,
    "dt_return": 4.9
  },
  {
    "date": "2007-04-23",
    "on_sharpe": 1.699,
    "dt_sharpe": 0.548,
    "on_vol": 4.72,
    "dt_vol": 9.5,
    "on_return": 8.02,
    "dt_return": 5.2
  },
  {
    "date": "2007-04-30",
    "on_sharpe": 1.594,
    "dt_sharpe": 0.707,
    "on_vol": 4.73,
    "dt_vol": 9.49,
    "on_return": 7.54,
    "dt_return": 6.71
  },
  {
    "date": "2007-05-07",
    "on_sharpe": 1.848,
    "dt_sharpe": 0.646,
    "on_vol": 4.7,
    "dt_vol": 9.46,
    "on_return": 8.69,
    "dt_return": 6.11
  },
  {
    "date": "2007-05-14",
    "on_sharpe": 1.625,
    "dt_sharpe": 0.618,
    "on_vol": 4.69,
    "dt_vol": 9.51,
    "on_return": 7.62,
    "dt_return": 5.88
  },
  {
    "date": "2007-05-21",
    "on_sharpe": 2.011,
    "dt_sharpe": 1.045,
    "on_vol": 4.64,
    "dt_vol": 9.28,
    "on_return": 9.34,
    "dt_return": 9.7
  },
  {
    "date": "2007-05-29",
    "on_sharpe": 1.918,
    "dt_sharpe": 1.13,
    "on_vol": 4.48,
    "dt_vol": 9.15,
    "on_return": 8.6,
    "dt_return": 10.34
  },
  {
    "date": "2007-06-05",
    "on_sharpe": 1.694,
    "dt_sharpe": 1.209,
    "on_vol": 4.48,
    "dt_vol": 9.02,
    "on_return": 7.59,
    "dt_return": 10.91
  },
  {
    "date": "2007-06-12",
    "on_sharpe": 1.51,
    "dt_sharpe": 1.343,
    "on_vol": 4.5,
    "dt_vol": 9.1,
    "on_return": 6.79,
    "dt_return": 12.22
  },
  {
    "date": "2007-06-19",
    "on_sharpe": 1.365,
    "dt_sharpe": 1.549,
    "on_vol": 4.49,
    "dt_vol": 8.78,
    "on_return": 6.13,
    "dt_return": 13.6
  },
  {
    "date": "2007-06-26",
    "on_sharpe": 1.236,
    "dt_sharpe": 1.539,
    "on_vol": 4.42,
    "dt_vol": 8.82,
    "on_return": 5.47,
    "dt_return": 13.57
  },
  {
    "date": "2007-07-03",
    "on_sharpe": 1.277,
    "dt_sharpe": 1.406,
    "on_vol": 4.43,
    "dt_vol": 8.86,
    "on_return": 5.66,
    "dt_return": 12.45
  },
  {
    "date": "2007-07-11",
    "on_sharpe": 1.314,
    "dt_sharpe": 1.374,
    "on_vol": 4.44,
    "dt_vol": 8.89,
    "on_return": 5.84,
    "dt_return": 12.22
  },
  {
    "date": "2007-07-18",
    "on_sharpe": 1.532,
    "dt_sharpe": 1.839,
    "on_vol": 4.41,
    "dt_vol": 8.85,
    "on_return": 6.75,
    "dt_return": 16.28
  },
  {
    "date": "2007-07-25",
    "on_sharpe": 1.25,
    "dt_sharpe": 1.687,
    "on_vol": 4.48,
    "dt_vol": 8.79,
    "on_return": 5.6,
    "dt_return": 14.83
  },
  {
    "date": "2007-08-01",
    "on_sharpe": 1.214,
    "dt_sharpe": 0.854,
    "on_vol": 4.63,
    "dt_vol": 9.24,
    "on_return": 5.62,
    "dt_return": 7.9
  },
  {
    "date": "2007-08-08",
    "on_sharpe": 1.267,
    "dt_sharpe": 0.927,
    "on_vol": 4.57,
    "dt_vol": 9.7,
    "on_return": 5.79,
    "dt_return": 8.99
  },
  {
    "date": "2007-08-15",
    "on_sharpe": 1.085,
    "dt_sharpe": 0.705,
    "on_vol": 5.02,
    "dt_vol": 9.99,
    "on_return": 5.45,
    "dt_return": 7.04
  },
  {
    "date": "2007-08-22",
    "on_sharpe": 0.921,
    "dt_sharpe": 0.582,
    "on_vol": 5.53,
    "dt_vol": 10.19,
    "on_return": 5.09,
    "dt_return": 5.93
  },
  {
    "date": "2007-08-29",
    "on_sharpe": 1.015,
    "dt_sharpe": 0.497,
    "on_vol": 5.61,
    "dt_vol": 10.44,
    "on_return": 5.7,
    "dt_return": 5.18
  },
  {
    "date": "2007-09-06",
    "on_sharpe": 0.877,
    "dt_sharpe": 0.698,
    "on_vol": 5.79,
    "dt_vol": 10.59,
    "on_return": 5.07,
    "dt_return": 7.39
  },
  {
    "date": "2007-09-13",
    "on_sharpe": 0.927,
    "dt_sharpe": 0.74,
    "on_vol": 5.87,
    "dt_vol": 10.63,
    "on_return": 5.44,
    "dt_return": 7.86
  },
  {
    "date": "2007-09-20",
    "on_sharpe": 1.032,
    "dt_sharpe": 0.873,
    "on_vol": 5.98,
    "dt_vol": 10.87,
    "on_return": 6.17,
    "dt_return": 9.49
  },
  {
    "date": "2007-09-27",
    "on_sharpe": 1.041,
    "dt_sharpe": 0.768,
    "on_vol": 6.04,
    "dt_vol": 10.89,
    "on_return": 6.29,
    "dt_return": 8.36
  },
  {
    "date": "2007-10-04",
    "on_sharpe": 1.095,
    "dt_sharpe": 0.788,
    "on_vol": 6.06,
    "dt_vol": 10.91,
    "on_return": 6.63,
    "dt_return": 8.6
  },
  {
    "date": "2007-10-11",
    "on_sharpe": 1.281,
    "dt_sharpe": 0.688,
    "on_vol": 6.11,
    "dt_vol": 10.86,
    "on_return": 7.83,
    "dt_return": 7.48
  },
  {
    "date": "2007-10-18",
    "on_sharpe": 1.436,
    "dt_sharpe": 0.357,
    "on_vol": 6.17,
    "dt_vol": 10.95,
    "on_return": 8.86,
    "dt_return": 3.9
  },
  {
    "date": "2007-10-25",
    "on_sharpe": 1.248,
    "dt_sharpe": 0.244,
    "on_vol": 6.25,
    "dt_vol": 11.21,
    "on_return": 7.8,
    "dt_return": 2.73
  },
  {
    "date": "2007-11-01",
    "on_sharpe": 1.484,
    "dt_sharpe": 0.264,
    "on_vol": 6.33,
    "dt_vol": 11.2,
    "on_return": 9.39,
    "dt_return": 2.96
  },
  {
    "date": "2007-11-08",
    "on_sharpe": 0.969,
    "dt_sharpe": 0.12,
    "on_vol": 6.58,
    "dt_vol": 11.36,
    "on_return": 6.37,
    "dt_return": 1.37
  },
  {
    "date": "2007-11-15",
    "on_sharpe": 1.145,
    "dt_sharpe": -0.044,
    "on_vol": 6.78,
    "dt_vol": 11.59,
    "on_return": 7.76,
    "dt_return": -0.51
  },
  {
    "date": "2007-11-23",
    "on_sharpe": 0.89,
    "dt_sharpe": -0.376,
    "on_vol": 6.92,
    "dt_vol": 11.69,
    "on_return": 6.16,
    "dt_return": -4.4
  },
  {
    "date": "2007-11-30",
    "on_sharpe": 1.311,
    "dt_sharpe": -0.216,
    "on_vol": 7.08,
    "dt_vol": 12.07,
    "on_return": 9.29,
    "dt_return": -2.61
  },
  {
    "date": "2007-12-07",
    "on_sharpe": 1.367,
    "dt_sharpe": -0.231,
    "on_vol": 7.3,
    "dt_vol": 12.14,
    "on_return": 9.98,
    "dt_return": -2.8
  },
  {
    "date": "2007-12-14",
    "on_sharpe": 1.568,
    "dt_sharpe": -0.468,
    "on_vol": 7.64,
    "dt_vol": 12.51,
    "on_return": 11.98,
    "dt_return": -5.85
  },
  {
    "date": "2007-12-21",
    "on_sharpe": 1.602,
    "dt_sharpe": -0.649,
    "on_vol": 7.72,
    "dt_vol": 12.51,
    "on_return": 12.37,
    "dt_return": -8.12
  },
  {
    "date": "2007-12-31",
    "on_sharpe": 1.63,
    "dt_sharpe": -0.659,
    "on_vol": 7.78,
    "dt_vol": 12.55,
    "on_return": 12.68,
    "dt_return": -8.28
  },
  {
    "date": "2008-01-08",
    "on_sharpe": 1.544,
    "dt_sharpe": -0.833,
    "on_vol": 7.85,
    "dt_vol": 12.66,
    "on_return": 12.12,
    "dt_return": -10.55
  },
  {
    "date": "2008-01-15",
    "on_sharpe": 1.616,
    "dt_sharpe": -1.01,
    "on_vol": 7.92,
    "dt_vol": 12.89,
    "on_return": 12.79,
    "dt_return": -13.02
  },
  {
    "date": "2008-01-23",
    "on_sharpe": 1.009,
    "dt_sharpe": -1.179,
    "on_vol": 8.9,
    "dt_vol": 13.73,
    "on_return": 8.98,
    "dt_return": -16.18
  },
  {
    "date": "2008-01-30",
    "on_sharpe": 0.887,
    "dt_sharpe": -0.749,
    "on_vol": 9.43,
    "dt_vol": 14.98,
    "on_return": 8.36,
    "dt_return": -11.21
  },
  {
    "date": "2008-02-06",
    "on_sharpe": 0.562,
    "dt_sharpe": -0.744,
    "on_vol": 9.61,
    "dt_vol": 15.39,
    "on_return": 5.4,
    "dt_return": -11.45
  },
  {
    "date": "2008-02-13",
    "on_sharpe": 0.523,
    "dt_sharpe": -0.612,
    "on_vol": 9.72,
    "dt_vol": 15.51,
    "on_return": 5.09,
    "dt_return": -9.49
  },
  {
    "date": "2008-02-21",
    "on_sharpe": 0.588,
    "dt_sharpe": -0.722,
    "on_vol": 9.89,
    "dt_vol": 15.63,
    "on_return": 5.81,
    "dt_return": -11.29
  },
  {
    "date": "2008-02-28",
    "on_sharpe": 0.637,
    "dt_sharpe": -0.357,
    "on_vol": 9.88,
    "dt_vol": 15.51,
    "on_return": 6.29,
    "dt_return": -5.53
  },
  {
    "date": "2008-03-06",
    "on_sharpe": 0.388,
    "dt_sharpe": -0.415,
    "on_vol": 9.86,
    "dt_vol": 15.5,
    "on_return": 3.83,
    "dt_return": -6.44
  },
  {
    "date": "2008-03-13",
    "on_sharpe": 0.43,
    "dt_sharpe": -0.493,
    "on_vol": 10.1,
    "dt_vol": 15.66,
    "on_return": 4.34,
    "dt_return": -7.72
  },
  {
    "date": "2008-03-20",
    "on_sharpe": 0.326,
    "dt_sharpe": -0.577,
    "on_vol": 10.64,
    "dt_vol": 16.34,
    "on_return": 3.47,
    "dt_return": -9.43
  },
  {
    "date": "2008-03-28",
    "on_sharpe": 0.415,
    "dt_sharpe": -0.599,
    "on_vol": 10.71,
    "dt_vol": 16.43,
    "on_return": 4.44,
    "dt_return": -9.84
  },
  {
    "date": "2008-04-04",
    "on_sharpe": 0.426,
    "dt_sharpe": -0.443,
    "on_vol": 10.76,
    "dt_vol": 16.64,
    "on_return": 4.58,
    "dt_return": -7.36
  },
  {
    "date": "2008-04-11",
    "on_sharpe": 0.381,
    "dt_sharpe": -0.472,
    "on_vol": 10.8,
    "dt_vol": 16.66,
    "on_return": 4.11,
    "dt_return": -7.86
  },
  {
    "date": "2008-04-18",
    "on_sharpe": 0.323,
    "dt_sharpe": -0.521,
    "on_vol": 10.92,
    "dt_vol": 16.75,
    "on_return": 3.53,
    "dt_return": -8.73
  },
  {
    "date": "2008-04-25",
    "on_sharpe": 0.392,
    "dt_sharpe": -0.601,
    "on_vol": 10.97,
    "dt_vol": 16.74,
    "on_return": 4.3,
    "dt_return": -10.06
  },
  {
    "date": "2008-05-02",
    "on_sharpe": 0.491,
    "dt_sharpe": -0.544,
    "on_vol": 10.99,
    "dt_vol": 16.85,
    "on_return": 5.39,
    "dt_return": -9.17
  },
  {
    "date": "2008-05-09",
    "on_sharpe": 0.471,
    "dt_sharpe": -0.672,
    "on_vol": 11.04,
    "dt_vol": 17.0,
    "on_return": 5.19,
    "dt_return": -11.42
  },
  {
    "date": "2008-05-16",
    "on_sharpe": 0.525,
    "dt_sharpe": -0.583,
    "on_vol": 11.05,
    "dt_vol": 17.02,
    "on_return": 5.8,
    "dt_return": -9.92
  },
  {
    "date": "2008-05-23",
    "on_sharpe": 0.429,
    "dt_sharpe": -0.676,
    "on_vol": 11.06,
    "dt_vol": 17.09,
    "on_return": 4.74,
    "dt_return": -11.54
  },
  {
    "date": "2008-06-02",
    "on_sharpe": 0.451,
    "dt_sharpe": -0.69,
    "on_vol": 11.06,
    "dt_vol": 17.06,
    "on_return": 4.99,
    "dt_return": -11.76
  },
  {
    "date": "2008-06-09",
    "on_sharpe": 0.448,
    "dt_sharpe": -0.688,
    "on_vol": 11.09,
    "dt_vol": 17.23,
    "on_return": 4.97,
    "dt_return": -11.86
  },
  {
    "date": "2008-06-16",
    "on_sharpe": 0.47,
    "dt_sharpe": -0.854,
    "on_vol": 11.11,
    "dt_vol": 17.23,
    "on_return": 5.23,
    "dt_return": -14.71
  },
  {
    "date": "2008-06-23",
    "on_sharpe": 0.283,
    "dt_sharpe": -0.9,
    "on_vol": 11.22,
    "dt_vol": 17.21,
    "on_return": 3.18,
    "dt_return": -15.49
  },
  {
    "date": "2008-06-30",
    "on_sharpe": 0.279,
    "dt_sharpe": -1.019,
    "on_vol": 11.26,
    "dt_vol": 17.18,
    "on_return": 3.14,
    "dt_return": -17.51
  },
  {
    "date": "2008-07-08",
    "on_sharpe": 0.234,
    "dt_sharpe": -1.189,
    "on_vol": 11.35,
    "dt_vol": 17.4,
    "on_return": 2.65,
    "dt_return": -20.68
  },
  {
    "date": "2008-07-15",
    "on_sharpe": 0.243,
    "dt_sharpe": -1.351,
    "on_vol": 11.44,
    "dt_vol": 17.64,
    "on_return": 2.79,
    "dt_return": -23.83
  },
  {
    "date": "2008-07-22",
    "on_sharpe": 0.381,
    "dt_sharpe": -1.23,
    "on_vol": 11.53,
    "dt_vol": 17.76,
    "on_return": 4.39,
    "dt_return": -21.85
  },
  {
    "date": "2008-07-29",
    "on_sharpe": 0.426,
    "dt_sharpe": -1.045,
    "on_vol": 11.49,
    "dt_vol": 17.86,
    "on_return": 4.9,
    "dt_return": -18.66
  },
  {
    "date": "2008-08-05",
    "on_sharpe": 0.368,
    "dt_sharpe": -0.903,
    "on_vol": 11.51,
    "dt_vol": 17.74,
    "on_return": 4.24,
    "dt_return": -16.02
  },
  {
    "date": "2008-08-12",
    "on_sharpe": 0.485,
    "dt_sharpe": -0.754,
    "on_vol": 11.42,
    "dt_vol": 17.86,
    "on_return": 5.54,
    "dt_return": -13.47
  },
  {
    "date": "2008-08-19",
    "on_sharpe": 0.166,
    "dt_sharpe": -0.655,
    "on_vol": 11.1,
    "dt_vol": 17.75,
    "on_return": 1.84,
    "dt_return": -11.63
  },
  {
    "date": "2008-08-26",
    "on_sharpe": -0.063,
    "dt_sharpe": -0.709,
    "on_vol": 11.15,
    "dt_vol": 17.78,
    "on_return": -0.7,
    "dt_return": -12.61
  },
  {
    "date": "2008-09-03",
    "on_sharpe": 0.06,
    "dt_sharpe": -0.718,
    "on_vol": 11.11,
    "dt_vol": 17.74,
    "on_return": 0.67,
    "dt_return": -12.73
  },
  {
    "date": "2008-09-10",
    "on_sharpe": 0.319,
    "dt_sharpe": -1.002,
    "on_vol": 11.44,
    "dt_vol": 18.13,
    "on_return": 3.65,
    "dt_return": -18.17
  },
  {
    "date": "2008-09-17",
    "on_sharpe": -0.294,
    "dt_sharpe": -0.696,
    "on_vol": 12.3,
    "dt_vol": 18.89,
    "on_return": -3.61,
    "dt_return": -13.16
  },
  {
    "date": "2008-09-24",
    "on_sharpe": -0.049,
    "dt_sharpe": -1.098,
    "on_vol": 13.68,
    "dt_vol": 19.3,
    "on_return": -0.67,
    "dt_return": -21.19
  },
  {
    "date": "2008-10-01",
    "on_sharpe": -0.074,
    "dt_sharpe": -1.188,
    "on_vol": 13.97,
    "dt_vol": 20.55,
    "on_return": -1.04,
    "dt_return": -24.41
  },
  {
    "date": "2008-10-08",
    "on_sharpe": -0.219,
    "dt_sharpe": -1.701,
    "on_vol": 14.46,
    "dt_vol": 21.85,
    "on_return": -3.17,
    "dt_return": -37.17
  },
  {
    "date": "2008-10-15",
    "on_sharpe": 0.062,
    "dt_sharpe": -1.588,
    "on_vol": 16.93,
    "dt_vol": 25.39,
    "on_return": 1.05,
    "dt_return": -40.34
  },
  {
    "date": "2008-10-22",
    "on_sharpe": -0.02,
    "dt_sharpe": -1.476,
    "on_vol": 17.48,
    "dt_vol": 26.84,
    "on_return": -0.34,
    "dt_return": -39.61
  },
  {
    "date": "2008-10-29",
    "on_sharpe": -0.52,
    "dt_sharpe": -1.173,
    "on_vol": 19.98,
    "dt_vol": 28.36,
    "on_return": -10.38,
    "dt_return": -33.26
  },
  {
    "date": "2008-11-05",
    "on_sharpe": -0.264,
    "dt_sharpe": -1.008,
    "on_vol": 20.27,
    "dt_vol": 28.45,
    "on_return": -5.36,
    "dt_return": -28.67
  },
  {
    "date": "2008-11-12",
    "on_sharpe": -0.324,
    "dt_sharpe": -1.174,
    "on_vol": 20.5,
    "dt_vol": 29.0,
    "on_return": -6.65,
    "dt_return": -34.05
  },
  {
    "date": "2008-11-19",
    "on_sharpe": -0.58,
    "dt_sharpe": -1.056,
    "on_vol": 20.59,
    "dt_vol": 29.89,
    "on_return": -11.95,
    "dt_return": -31.56
  },
  {
    "date": "2008-11-26",
    "on_sharpe": -0.352,
    "dt_sharpe": -1.166,
    "on_vol": 21.21,
    "dt_vol": 31.15,
    "on_return": -7.47,
    "dt_return": -36.32
  },
  {
    "date": "2008-12-04",
    "on_sharpe": -0.645,
    "dt_sharpe": -0.921,
    "on_vol": 21.54,
    "dt_vol": 32.65,
    "on_return": -13.89,
    "dt_return": -30.07
  },
  {
    "date": "2008-12-11",
    "on_sharpe": -0.726,
    "dt_sharpe": -0.785,
    "on_vol": 21.85,
    "dt_vol": 32.93,
    "on_return": -15.86,
    "dt_return": -25.86
  },
  {
    "date": "2008-12-18",
    "on_sharpe": -0.741,
    "dt_sharpe": -0.679,
    "on_vol": 22.41,
    "dt_vol": 33.22,
    "on_return": -16.6,
    "dt_return": -22.55
  },
  {
    "date": "2008-12-26",
    "on_sharpe": -0.723,
    "dt_sharpe": -0.907,
    "on_vol": 22.41,
    "dt_vol": 33.36,
    "on_return": -16.21,
    "dt_return": -30.25
  },
  {
    "date": "2009-01-05",
    "on_sharpe": -0.656,
    "dt_sharpe": -0.641,
    "on_vol": 22.42,
    "dt_vol": 33.53,
    "on_return": -14.71,
    "dt_return": -21.49
  },
  {
    "date": "2009-01-12",
    "on_sharpe": -0.703,
    "dt_sharpe": -0.661,
    "on_vol": 22.46,
    "dt_vol": 33.51,
    "on_return": -15.79,
    "dt_return": -22.16
  },
  {
    "date": "2009-01-20",
    "on_sharpe": -0.711,
    "dt_sharpe": -0.623,
    "on_vol": 22.55,
    "dt_vol": 33.45,
    "on_return": -16.02,
    "dt_return": -20.84
  },
  {
    "date": "2009-01-27",
    "on_sharpe": -0.673,
    "dt_sharpe": -0.701,
    "on_vol": 22.31,
    "dt_vol": 33.25,
    "on_return": -15.01,
    "dt_return": -23.31
  },
  {
    "date": "2009-02-03",
    "on_sharpe": -0.649,
    "dt_sharpe": -0.897,
    "on_vol": 22.49,
    "dt_vol": 33.23,
    "on_return": -14.6,
    "dt_return": -29.81
  },
  {
    "date": "2009-02-10",
    "on_sharpe": -0.484,
    "dt_sharpe": -0.702,
    "on_vol": 22.46,
    "dt_vol": 33.35,
    "on_return": -10.87,
    "dt_return": -23.4
  },
  {
    "date": "2009-02-18",
    "on_sharpe": -0.791,
    "dt_sharpe": -0.809,
    "on_vol": 22.71,
    "dt_vol": 33.59,
    "on_return": -17.98,
    "dt_return": -27.18
  },
  {
    "date": "2009-02-25",
    "on_sharpe": -0.736,
    "dt_sharpe": -0.942,
    "on_vol": 22.8,
    "dt_vol": 34.0,
    "on_return": -16.79,
    "dt_return": -32.02
  },
  {
    "date": "2009-03-04",
    "on_sharpe": -0.671,
    "dt_sharpe": -1.183,
    "on_vol": 23.02,
    "dt_vol": 34.21,
    "on_return": -15.45,
    "dt_return": -40.45
  },
  {
    "date": "2009-03-11",
    "on_sharpe": -0.532,
    "dt_sharpe": -1.051,
    "on_vol": 23.3,
    "dt_vol": 34.44,
    "on_return": -12.4,
    "dt_return": -36.21
  },
  {
    "date": "2009-03-18",
    "on_sharpe": -0.372,
    "dt_sharpe": -0.931,
    "on_vol": 23.1,
    "dt_vol": 34.64,
    "on_return": -8.59,
    "dt_return": -32.25
  },
  {
    "date": "2009-03-25",
    "on_sharpe": -0.413,
    "dt_sharpe": -0.944,
    "on_vol": 23.23,
    "dt_vol": 34.97,
    "on_return": -9.6,
    "dt_return": -33.02
  },
  {
    "date": "2009-04-01",
    "on_sharpe": -0.516,
    "dt_sharpe": -0.952,
    "on_vol": 23.37,
    "dt_vol": 34.89,
    "on_return": -12.05,
    "dt_return": -33.21
  },
  {
    "date": "2009-04-08",
    "on_sharpe": -0.569,
    "dt_sharpe": -0.834,
    "on_vol": 23.59,
    "dt_vol": 35.06,
    "on_return": -13.43,
    "dt_return": -29.24
  },
  {
    "date": "2009-04-16",
    "on_sharpe": -0.491,
    "dt_sharpe": -0.682,
    "on_vol": 23.76,
    "dt_vol": 35.15,
    "on_return": -11.67,
    "dt_return": -23.96
  },
  {
    "date": "2009-04-23",
    "on_sharpe": -0.639,
    "dt_sharpe": -0.699,
    "on_vol": 23.79,
    "dt_vol": 35.3,
    "on_return": -15.21,
    "dt_return": -24.67
  },
  {
    "date": "2009-04-30",
    "on_sharpe": -0.689,
    "dt_sharpe": -0.592,
    "on_vol": 23.86,
    "dt_vol": 35.34,
    "on_return": -16.45,
    "dt_return": -20.91
  },
  {
    "date": "2009-05-07",
    "on_sharpe": -0.571,
    "dt_sharpe": -0.579,
    "on_vol": 23.92,
    "dt_vol": 35.38,
    "on_return": -13.66,
    "dt_return": -20.49
  },
  {
    "date": "2009-05-14",
    "on_sharpe": -0.577,
    "dt_sharpe": -0.647,
    "on_vol": 24.05,
    "dt_vol": 35.44,
    "on_return": -13.87,
    "dt_return": -22.94
  },
  {
    "date": "2009-05-21",
    "on_sharpe": -0.519,
    "dt_sharpe": -0.654,
    "on_vol": 24.08,
    "dt_vol": 35.52,
    "on_return": -12.5,
    "dt_return": -23.23
  },
  {
    "date": "2009-05-29",
    "on_sharpe": -0.545,
    "dt_sharpe": -0.567,
    "on_vol": 24.13,
    "dt_vol": 35.69,
    "on_return": -13.15,
    "dt_return": -20.22
  },
  {
    "date": "2009-06-05",
    "on_sharpe": -0.5,
    "dt_sharpe": -0.46,
    "on_vol": 24.18,
    "dt_vol": 35.72,
    "on_return": -12.08,
    "dt_return": -16.45
  },
  {
    "date": "2009-06-12",
    "on_sharpe": -0.391,
    "dt_sharpe": -0.444,
    "on_vol": 24.21,
    "dt_vol": 35.61,
    "on_return": -9.45,
    "dt_return": -15.8
  },
  {
    "date": "2009-06-19",
    "on_sharpe": -0.461,
    "dt_sharpe": -0.479,
    "on_vol": 24.21,
    "dt_vol": 35.65,
    "on_return": -11.17,
    "dt_return": -17.09
  },
  {
    "date": "2009-06-26",
    "on_sharpe": -0.428,
    "dt_sharpe": -0.451,
    "on_vol": 24.22,
    "dt_vol": 35.8,
    "on_return": -10.37,
    "dt_return": -16.15
  },
  {
    "date": "2009-07-06",
    "on_sharpe": -0.406,
    "dt_sharpe": -0.416,
    "on_vol": 24.22,
    "dt_vol": 35.71,
    "on_return": -9.83,
    "dt_return": -14.86
  },
  {
    "date": "2009-07-13",
    "on_sharpe": -0.46,
    "dt_sharpe": -0.419,
    "on_vol": 24.24,
    "dt_vol": 35.63,
    "on_return": -11.14,
    "dt_return": -14.94
  },
  {
    "date": "2009-07-20",
    "on_sharpe": -0.373,
    "dt_sharpe": -0.287,
    "on_vol": 24.22,
    "dt_vol": 35.61,
    "on_return": -9.04,
    "dt_return": -10.21
  },
  {
    "date": "2009-07-27",
    "on_sharpe": -0.399,
    "dt_sharpe": -0.162,
    "on_vol": 24.23,
    "dt_vol": 35.58,
    "on_return": -9.66,
    "dt_return": -5.76
  },
  {
    "date": "2009-08-03",
    "on_sharpe": -0.42,
    "dt_sharpe": -0.156,
    "on_vol": 24.24,
    "dt_vol": 35.48,
    "on_return": -10.19,
    "dt_return": -5.53
  },
  {
    "date": "2009-08-10",
    "on_sharpe": -0.327,
    "dt_sharpe": -0.156,
    "on_vol": 24.27,
    "dt_vol": 35.43,
    "on_return": -7.95,
    "dt_return": -5.54
  },
  {
    "date": "2009-08-17",
    "on_sharpe": -0.289,
    "dt_sharpe": -0.251,
    "on_vol": 24.27,
    "dt_vol": 35.35,
    "on_return": -7.02,
    "dt_return": -8.87
  },
  {
    "date": "2009-08-24",
    "on_sharpe": -0.327,
    "dt_sharpe": -0.124,
    "on_vol": 24.35,
    "dt_vol": 35.39,
    "on_return": -7.97,
    "dt_return": -4.4
  },
  {
    "date": "2009-08-31",
    "on_sharpe": -0.303,
    "dt_sharpe": -0.183,
    "on_vol": 24.35,
    "dt_vol": 35.35,
    "on_return": -7.38,
    "dt_return": -6.46
  },
  {
    "date": "2009-09-08",
    "on_sharpe": -0.317,
    "dt_sharpe": -0.082,
    "on_vol": 24.35,
    "dt_vol": 35.28,
    "on_return": -7.71,
    "dt_return": -2.91
  },
  {
    "date": "2009-09-15",
    "on_sharpe": -0.351,
    "dt_sharpe": -0.014,
    "on_vol": 24.14,
    "dt_vol": 35.04,
    "on_return": -8.48,
    "dt_return": -0.49
  },
  {
    "date": "2009-09-22",
    "on_sharpe": -0.334,
    "dt_sharpe": 0.028,
    "on_vol": 23.0,
    "dt_vol": 34.6,
    "on_return": -7.69,
    "dt_return": 0.97
  },
  {
    "date": "2009-09-29",
    "on_sharpe": -0.253,
    "dt_sharpe": 0.046,
    "on_vol": 22.94,
    "dt_vol": 34.46,
    "on_return": -5.81,
    "dt_return": 1.59
  },
  {
    "date": "2009-10-06",
    "on_sharpe": -0.353,
    "dt_sharpe": 0.312,
    "on_vol": 22.93,
    "dt_vol": 33.6,
    "on_return": -8.1,
    "dt_return": 10.48
  },
  {
    "date": "2009-10-13",
    "on_sharpe": -0.04,
    "dt_sharpe": 0.883,
    "on_vol": 22.01,
    "dt_vol": 31.57,
    "on_return": -0.88,
    "dt_return": 27.89
  },
  {
    "date": "2009-10-20",
    "on_sharpe": -0.369,
    "dt_sharpe": 1.044,
    "on_vol": 20.67,
    "dt_vol": 29.06,
    "on_return": -7.62,
    "dt_return": 30.35
  },
  {
    "date": "2009-10-27",
    "on_sharpe": 0.207,
    "dt_sharpe": 0.788,
    "on_vol": 18.48,
    "dt_vol": 28.54,
    "on_return": 3.82,
    "dt_return": 22.49
  },
  {
    "date": "2009-11-03",
    "on_sharpe": 0.011,
    "dt_sharpe": 0.457,
    "on_vol": 17.74,
    "dt_vol": 27.64,
    "on_return": 0.2,
    "dt_return": 12.63
  },
  {
    "date": "2009-11-10",
    "on_sharpe": 0.089,
    "dt_sharpe": 0.705,
    "on_vol": 17.54,
    "dt_vol": 27.14,
    "on_return": 1.56,
    "dt_return": 19.12
  },
  {
    "date": "2009-11-17",
    "on_sharpe": 0.387,
    "dt_sharpe": 0.891,
    "on_vol": 17.19,
    "dt_vol": 26.02,
    "on_return": 6.66,
    "dt_return": 23.19
  },
  {
    "date": "2009-11-24",
    "on_sharpe": 0.433,
    "dt_sharpe": 1.235,
    "on_vol": 16.9,
    "dt_vol": 24.54,
    "on_return": 7.31,
    "dt_return": 30.31
  },
  {
    "date": "2009-12-02",
    "on_sharpe": 0.301,
    "dt_sharpe": 1.296,
    "on_vol": 16.33,
    "dt_vol": 22.67,
    "on_return": 4.92,
    "dt_return": 29.39
  },
  {
    "date": "2009-12-09",
    "on_sharpe": 0.435,
    "dt_sharpe": 0.71,
    "on_vol": 15.75,
    "dt_vol": 21.54,
    "on_return": 6.85,
    "dt_return": 15.3
  },
  {
    "date": "2009-12-16",
    "on_sharpe": 0.729,
    "dt_sharpe": 0.758,
    "on_vol": 15.48,
    "dt_vol": 21.01,
    "on_return": 11.28,
    "dt_return": 15.94
  },
  {
    "date": "2009-12-23",
    "on_sharpe": 0.505,
    "dt_sharpe": 0.998,
    "on_vol": 14.73,
    "dt_vol": 20.79,
    "on_return": 7.44,
    "dt_return": 20.75
  },
  {
    "date": "2009-12-31",
    "on_sharpe": 0.402,
    "dt_sharpe": 1.006,
    "on_vol": 14.7,
    "dt_vol": 20.66,
    "on_return": 5.91,
    "dt_return": 20.79
  },
  {
    "date": "2010-01-08",
    "on_sharpe": 0.503,
    "dt_sharpe": 0.922,
    "on_vol": 14.61,
    "dt_vol": 20.45,
    "on_return": 7.35,
    "dt_return": 18.86
  },
  {
    "date": "2010-01-15",
    "on_sharpe": 0.675,
    "dt_sharpe": 1.202,
    "on_vol": 14.5,
    "dt_vol": 20.14,
    "on_return": 9.78,
    "dt_return": 24.21
  },
  {
    "date": "2010-01-25",
    "on_sharpe": 0.584,
    "dt_sharpe": 1.137,
    "on_vol": 14.15,
    "dt_vol": 19.72,
    "on_return": 8.27,
    "dt_return": 22.42
  },
  {
    "date": "2010-02-01",
    "on_sharpe": 0.713,
    "dt_sharpe": 0.867,
    "on_vol": 13.74,
    "dt_vol": 19.55,
    "on_return": 9.8,
    "dt_return": 16.96
  },
  {
    "date": "2010-02-08",
    "on_sharpe": 0.737,
    "dt_sharpe": 0.824,
    "on_vol": 13.64,
    "dt_vol": 19.36,
    "on_return": 10.05,
    "dt_return": 15.96
  },
  {
    "date": "2010-02-16",
    "on_sharpe": 0.875,
    "dt_sharpe": 0.87,
    "on_vol": 13.58,
    "dt_vol": 18.83,
    "on_return": 11.89,
    "dt_return": 16.38
  },
  {
    "date": "2010-02-23",
    "on_sharpe": 1.262,
    "dt_sharpe": 1.198,
    "on_vol": 13.04,
    "dt_vol": 18.62,
    "on_return": 16.46,
    "dt_return": 22.3
  },
  {
    "date": "2010-03-02",
    "on_sharpe": 1.166,
    "dt_sharpe": 1.638,
    "on_vol": 12.82,
    "dt_vol": 17.63,
    "on_return": 14.94,
    "dt_return": 28.88
  },
  {
    "date": "2010-03-09",
    "on_sharpe": 1.357,
    "dt_sharpe": 2.111,
    "on_vol": 12.26,
    "dt_vol": 17.13,
    "on_return": 16.64,
    "dt_return": 36.15
  },
  {
    "date": "2010-03-16",
    "on_sharpe": 1.168,
    "dt_sharpe": 1.83,
    "on_vol": 11.96,
    "dt_vol": 16.29,
    "on_return": 13.97,
    "dt_return": 29.81
  },
  {
    "date": "2010-03-23",
    "on_sharpe": 0.933,
    "dt_sharpe": 2.126,
    "on_vol": 11.89,
    "dt_vol": 15.37,
    "on_return": 11.1,
    "dt_return": 32.66
  },
  {
    "date": "2010-03-30",
    "on_sharpe": 0.901,
    "dt_sharpe": 1.885,
    "on_vol": 11.43,
    "dt_vol": 14.72,
    "on_return": 10.3,
    "dt_return": 27.74
  },
  {
    "date": "2010-04-07",
    "on_sharpe": 0.989,
    "dt_sharpe": 1.779,
    "on_vol": 10.86,
    "dt_vol": 14.3,
    "on_return": 10.74,
    "dt_return": 25.44
  },
  {
    "date": "2010-04-14",
    "on_sharpe": 1.075,
    "dt_sharpe": 1.679,
    "on_vol": 10.3,
    "dt_vol": 14.21,
    "on_return": 11.07,
    "dt_return": 23.85
  },
  {
    "date": "2010-04-21",
    "on_sharpe": 1.328,
    "dt_sharpe": 1.808,
    "on_vol": 10.08,
    "dt_vol": 13.93,
    "on_return": 13.38,
    "dt_return": 25.19
  },
  {
    "date": "2010-04-28",
    "on_sharpe": 1.398,
    "dt_sharpe": 1.428,
    "on_vol": 9.95,
    "dt_vol": 13.84,
    "on_return": 13.92,
    "dt_return": 19.77
  },
  {
    "date": "2010-05-05",
    "on_sharpe": 1.239,
    "dt_sharpe": 1.092,
    "on_vol": 9.83,
    "dt_vol": 13.69,
    "on_return": 12.18,
    "dt_return": 14.95
  },
  {
    "date": "2010-05-12",
    "on_sharpe": 1.151,
    "dt_sharpe": 0.965,
    "on_vol": 10.45,
    "dt_vol": 13.82,
    "on_return": 12.03,
    "dt_return": 13.33
  },
  {
    "date": "2010-05-19",
    "on_sharpe": 1.204,
    "dt_sharpe": 0.711,
    "on_vol": 10.39,
    "dt_vol": 13.87,
    "on_return": 12.51,
    "dt_return": 9.86
  },
  {
    "date": "2010-05-26",
    "on_sharpe": 0.561,
    "dt_sharpe": 0.861,
    "on_vol": 10.9,
    "dt_vol": 14.06,
    "on_return": 6.11,
    "dt_return": 12.1
  },
  {
    "date": "2010-06-03",
    "on_sharpe": 0.514,
    "dt_sharpe": 0.782,
    "on_vol": 11.01,
    "dt_vol": 14.16,
    "on_return": 5.65,
    "dt_return": 11.07
  },
  {
    "date": "2010-06-10",
    "on_sharpe": 0.426,
    "dt_sharpe": 0.578,
    "on_vol": 11.07,
    "dt_vol": 14.37,
    "on_return": 4.71,
    "dt_return": 8.31
  },
  {
    "date": "2010-06-17",
    "on_sharpe": 0.597,
    "dt_sharpe": 1.044,
    "on_vol": 11.18,
    "dt_vol": 14.38,
    "on_return": 6.68,
    "dt_return": 15.01
  },
  {
    "date": "2010-06-24",
    "on_sharpe": 0.738,
    "dt_sharpe": 0.937,
    "on_vol": 11.2,
    "dt_vol": 14.39,
    "on_return": 8.26,
    "dt_return": 13.49
  },
  {
    "date": "2010-07-01",
    "on_sharpe": 0.546,
    "dt_sharpe": 0.494,
    "on_vol": 11.26,
    "dt_vol": 14.29,
    "on_return": 6.15,
    "dt_return": 7.07
  },
  {
    "date": "2010-07-09",
    "on_sharpe": 0.914,
    "dt_sharpe": 0.771,
    "on_vol": 11.23,
    "dt_vol": 14.39,
    "on_return": 10.26,
    "dt_return": 11.1
  },
  {
    "date": "2010-07-16",
    "on_sharpe": 0.751,
    "dt_sharpe": 0.667,
    "on_vol": 11.17,
    "dt_vol": 14.19,
    "on_return": 8.39,
    "dt_return": 9.46
  },
  {
    "date": "2010-07-23",
    "on_sharpe": 0.635,
    "dt_sharpe": 0.556,
    "on_vol": 11.24,
    "dt_vol": 14.7,
    "on_return": 7.13,
    "dt_return": 8.17
  },
  {
    "date": "2010-07-30",
    "on_sharpe": 0.875,
    "dt_sharpe": 0.277,
    "on_vol": 11.22,
    "dt_vol": 14.63,
    "on_return": 9.82,
    "dt_return": 4.05
  },
  {
    "date": "2010-08-06",
    "on_sharpe": 0.699,
    "dt_sharpe": 0.375,
    "on_vol": 11.28,
    "dt_vol": 14.67,
    "on_return": 7.89,
    "dt_return": 5.5
  },
  {
    "date": "2010-08-13",
    "on_sharpe": 0.264,
    "dt_sharpe": 0.421,
    "on_vol": 11.5,
    "dt_vol": 14.65,
    "on_return": 3.04,
    "dt_return": 6.17
  },
  {
    "date": "2010-08-20",
    "on_sharpe": 0.389,
    "dt_sharpe": 0.337,
    "on_vol": 11.37,
    "dt_vol": 14.58,
    "on_return": 4.42,
    "dt_return": 4.91
  },
  {
    "date": "2010-08-27",
    "on_sharpe": 0.173,
    "dt_sharpe": 0.117,
    "on_vol": 11.41,
    "dt_vol": 14.61,
    "on_return": 1.98,
    "dt_return": 1.71
  },
  {
    "date": "2010-09-03",
    "on_sharpe": 0.412,
    "dt_sharpe": 0.426,
    "on_vol": 11.43,
    "dt_vol": 14.66,
    "on_return": 4.71,
    "dt_return": 6.24
  },
  {
    "date": "2010-09-13",
    "on_sharpe": 0.416,
    "dt_sharpe": 0.214,
    "on_vol": 11.48,
    "dt_vol": 14.62,
    "on_return": 4.78,
    "dt_return": 3.13
  },
  {
    "date": "2010-09-20",
    "on_sharpe": 0.456,
    "dt_sharpe": 0.091,
    "on_vol": 11.49,
    "dt_vol": 14.54,
    "on_return": 5.24,
    "dt_return": 1.33
  },
  {
    "date": "2010-09-27",
    "on_sharpe": 0.48,
    "dt_sharpe": 0.352,
    "on_vol": 11.54,
    "dt_vol": 14.5,
    "on_return": 5.54,
    "dt_return": 5.1
  },
  {
    "date": "2010-10-04",
    "on_sharpe": 0.752,
    "dt_sharpe": 0.27,
    "on_vol": 11.29,
    "dt_vol": 14.44,
    "on_return": 8.49,
    "dt_return": 3.9
  },
  {
    "date": "2010-10-11",
    "on_sharpe": 0.805,
    "dt_sharpe": 0.106,
    "on_vol": 11.24,
    "dt_vol": 14.44,
    "on_return": 9.05,
    "dt_return": 1.53
  },
  {
    "date": "2010-10-18",
    "on_sharpe": 0.815,
    "dt_sharpe": -0.03,
    "on_vol": 11.2,
    "dt_vol": 14.42,
    "on_return": 9.12,
    "dt_return": -0.43
  },
  {
    "date": "2010-10-25",
    "on_sharpe": 0.868,
    "dt_sharpe": -0.01,
    "on_vol": 11.21,
    "dt_vol": 14.36,
    "on_return": 9.73,
    "dt_return": -0.14
  },
  {
    "date": "2010-11-01",
    "on_sharpe": 0.766,
    "dt_sharpe": 0.251,
    "on_vol": 11.25,
    "dt_vol": 14.1,
    "on_return": 8.62,
    "dt_return": 3.53
  },
  {
    "date": "2010-11-08",
    "on_sharpe": 0.89,
    "dt_sharpe": 0.392,
    "on_vol": 11.25,
    "dt_vol": 13.8,
    "on_return": 10.01,
    "dt_return": 5.42
  },
  {
    "date": "2010-11-15",
    "on_sharpe": 0.703,
    "dt_sharpe": 0.248,
    "on_vol": 11.26,
    "dt_vol": 13.73,
    "on_return": 7.92,
    "dt_return": 3.41
  },
  {
    "date": "2010-11-22",
    "on_sharpe": 0.767,
    "dt_sharpe": 0.148,
    "on_vol": 11.27,
    "dt_vol": 13.74,
    "on_return": 8.64,
    "dt_return": 2.04
  },
  {
    "date": "2010-11-30",
    "on_sharpe": 0.742,
    "dt_sharpe": 0.129,
    "on_vol": 11.0,
    "dt_vol": 13.75,
    "on_return": 8.17,
    "dt_return": 1.77
  },
  {
    "date": "2010-12-07",
    "on_sharpe": 0.529,
    "dt_sharpe": 0.42,
    "on_vol": 11.04,
    "dt_vol": 13.75,
    "on_return": 5.84,
    "dt_return": 5.77
  },
  {
    "date": "2010-12-14",
    "on_sharpe": 0.728,
    "dt_sharpe": 0.358,
    "on_vol": 11.05,
    "dt_vol": 13.78,
    "on_return": 8.04,
    "dt_return": 4.94
  },
  {
    "date": "2010-12-21",
    "on_sharpe": 0.702,
    "dt_sharpe": 0.442,
    "on_vol": 11.02,
    "dt_vol": 13.78,
    "on_return": 7.73,
    "dt_return": 6.09
  },
  {
    "date": "2010-12-29",
    "on_sharpe": 0.571,
    "dt_sharpe": 0.455,
    "on_vol": 11.01,
    "dt_vol": 13.78,
    "on_return": 6.29,
    "dt_return": 6.26
  },
  {
    "date": "2011-01-05",
    "on_sharpe": 0.562,
    "dt_sharpe": 0.472,
    "on_vol": 11.0,
    "dt_vol": 13.7,
    "on_return": 6.19,
    "dt_return": 6.46
  },
  {
    "date": "2011-01-12",
    "on_sharpe": 0.612,
    "dt_sharpe": 0.456,
    "on_vol": 10.98,
    "dt_vol": 13.7,
    "on_return": 6.73,
    "dt_return": 6.25
  },
  {
    "date": "2011-01-20",
    "on_sharpe": 0.71,
    "dt_sharpe": 0.411,
    "on_vol": 10.97,
    "dt_vol": 13.65,
    "on_return": 7.79,
    "dt_return": 5.62
  },
  {
    "date": "2011-01-27",
    "on_sharpe": 0.743,
    "dt_sharpe": 0.744,
    "on_vol": 10.94,
    "dt_vol": 13.39,
    "on_return": 8.13,
    "dt_return": 9.96
  },
  {
    "date": "2011-02-03",
    "on_sharpe": 0.704,
    "dt_sharpe": 0.827,
    "on_vol": 10.92,
    "dt_vol": 13.33,
    "on_return": 7.69,
    "dt_return": 11.02
  },
  {
    "date": "2011-02-10",
    "on_sharpe": 0.661,
    "dt_sharpe": 1.181,
    "on_vol": 10.84,
    "dt_vol": 13.1,
    "on_return": 7.17,
    "dt_return": 15.47
  },
  {
    "date": "2011-02-17",
    "on_sharpe": 0.589,
    "dt_sharpe": 1.066,
    "on_vol": 10.78,
    "dt_vol": 13.03,
    "on_return": 6.35,
    "dt_return": 13.88
  },
  {
    "date": "2011-02-25",
    "on_sharpe": 0.58,
    "dt_sharpe": 0.926,
    "on_vol": 10.72,
    "dt_vol": 12.97,
    "on_return": 6.22,
    "dt_return": 12.01
  },
  {
    "date": "2011-03-04",
    "on_sharpe": 0.629,
    "dt_sharpe": 0.885,
    "on_vol": 10.76,
    "dt_vol": 13.15,
    "on_return": 6.77,
    "dt_return": 11.64
  },
  {
    "date": "2011-03-11",
    "on_sharpe": 0.531,
    "dt_sharpe": 0.571,
    "on_vol": 10.79,
    "dt_vol": 13.21,
    "on_return": 5.73,
    "dt_return": 7.54
  },
  {
    "date": "2011-03-18",
    "on_sharpe": 0.212,
    "dt_sharpe": 0.595,
    "on_vol": 11.23,
    "dt_vol": 13.41,
    "on_return": 2.37,
    "dt_return": 7.98
  },
  {
    "date": "2011-03-25",
    "on_sharpe": 0.507,
    "dt_sharpe": 0.549,
    "on_vol": 11.26,
    "dt_vol": 13.38,
    "on_return": 5.71,
    "dt_return": 7.34
  },
  {
    "date": "2011-04-01",
    "on_sharpe": 0.479,
    "dt_sharpe": 0.595,
    "on_vol": 11.23,
    "dt_vol": 13.4,
    "on_return": 5.38,
    "dt_return": 7.98
  },
  {
    "date": "2011-04-08",
    "on_sharpe": 0.583,
    "dt_sharpe": 0.439,
    "on_vol": 11.25,
    "dt_vol": 13.37,
    "on_return": 6.55,
    "dt_return": 5.87
  },
  {
    "date": "2011-04-15",
    "on_sharpe": 0.581,
    "dt_sharpe": 0.352,
    "on_vol": 11.28,
    "dt_vol": 13.34,
    "on_return": 6.55,
    "dt_return": 4.7
  },
  {
    "date": "2011-04-25",
    "on_sharpe": 0.694,
    "dt_sharpe": 0.227,
    "on_vol": 11.36,
    "dt_vol": 13.27,
    "on_return": 7.89,
    "dt_return": 3.01
  },
  {
    "date": "2011-05-02",
    "on_sharpe": 0.672,
    "dt_sharpe": 0.591,
    "on_vol": 11.33,
    "dt_vol": 13.03,
    "on_return": 7.61,
    "dt_return": 7.7
  },
  {
    "date": "2011-05-09",
    "on_sharpe": 0.929,
    "dt_sharpe": 0.769,
    "on_vol": 11.28,
    "dt_vol": 12.61,
    "on_return": 10.48,
    "dt_return": 9.69
  },
  {
    "date": "2011-05-16",
    "on_sharpe": 0.758,
    "dt_sharpe": 0.772,
    "on_vol": 10.45,
    "dt_vol": 12.56,
    "on_return": 7.92,
    "dt_return": 9.7
  },
  {
    "date": "2011-05-23",
    "on_sharpe": 1.034,
    "dt_sharpe": 0.927,
    "on_vol": 10.08,
    "dt_vol": 11.92,
    "on_return": 10.42,
    "dt_return": 11.05
  },
  {
    "date": "2011-05-31",
    "on_sharpe": 1.0,
    "dt_sharpe": 0.995,
    "on_vol": 9.67,
    "dt_vol": 11.46,
    "on_return": 9.66,
    "dt_return": 11.4
  },
  {
    "date": "2011-06-07",
    "on_sharpe": 1.113,
    "dt_sharpe": 0.948,
    "on_vol": 9.53,
    "dt_vol": 11.21,
    "on_return": 10.61,
    "dt_return": 10.63
  },
  {
    "date": "2011-06-14",
    "on_sharpe": 0.942,
    "dt_sharpe": 0.692,
    "on_vol": 9.33,
    "dt_vol": 11.01,
    "on_return": 8.79,
    "dt_return": 7.62
  },
  {
    "date": "2011-06-21",
    "on_sharpe": 0.819,
    "dt_sharpe": 0.648,
    "on_vol": 9.3,
    "dt_vol": 10.89,
    "on_return": 7.62,
    "dt_return": 7.05
  },
  {
    "date": "2011-06-28",
    "on_sharpe": 0.712,
    "dt_sharpe": 1.083,
    "on_vol": 9.38,
    "dt_vol": 10.83,
    "on_return": 6.68,
    "dt_return": 11.73
  },
  {
    "date": "2011-07-06",
    "on_sharpe": 0.854,
    "dt_sharpe": 1.816,
    "on_vol": 9.17,
    "dt_vol": 10.71,
    "on_return": 7.84,
    "dt_return": 19.46
  },
  {
    "date": "2011-07-13",
    "on_sharpe": 0.447,
    "dt_sharpe": 1.443,
    "on_vol": 9.28,
    "dt_vol": 10.33,
    "on_return": 4.15,
    "dt_return": 14.9
  },
  {
    "date": "2011-07-20",
    "on_sharpe": 0.807,
    "dt_sharpe": 1.381,
    "on_vol": 9.21,
    "dt_vol": 9.89,
    "on_return": 7.43,
    "dt_return": 13.66
  },
  {
    "date": "2011-07-27",
    "on_sharpe": 0.549,
    "dt_sharpe": 1.425,
    "on_vol": 9.18,
    "dt_vol": 9.61,
    "on_return": 5.03,
    "dt_return": 13.68
  },
  {
    "date": "2011-08-03",
    "on_sharpe": 0.347,
    "dt_sharpe": 0.9,
    "on_vol": 9.14,
    "dt_vol": 9.9,
    "on_return": 3.18,
    "dt_return": 8.91
  },
  {
    "date": "2011-08-10",
    "on_sharpe": 0.398,
    "dt_sharpe": 0.148,
    "on_vol": 9.71,
    "dt_vol": 11.64,
    "on_return": 3.87,
    "dt_return": 1.72
  },
  {
    "date": "2011-08-17",
    "on_sharpe": 0.707,
    "dt_sharpe": 0.249,
    "on_vol": 9.75,
    "dt_vol": 12.4,
    "on_return": 6.89,
    "dt_return": 3.08
  },
  {
    "date": "2011-08-24",
    "on_sharpe": 0.727,
    "dt_sharpe": 0.284,
    "on_vol": 10.37,
    "dt_vol": 12.94,
    "on_return": 7.54,
    "dt_return": 3.67
  },
  {
    "date": "2011-08-31",
    "on_sharpe": 0.801,
    "dt_sharpe": 0.566,
    "on_vol": 10.44,
    "dt_vol": 13.28,
    "on_return": 8.36,
    "dt_return": 7.51
  },
  {
    "date": "2011-09-08",
    "on_sharpe": 0.295,
    "dt_sharpe": 0.508,
    "on_vol": 11.04,
    "dt_vol": 13.45,
    "on_return": 3.26,
    "dt_return": 6.83
  },
  {
    "date": "2011-09-15",
    "on_sharpe": -0.063,
    "dt_sharpe": 0.561,
    "on_vol": 11.1,
    "dt_vol": 13.68,
    "on_return": -0.7,
    "dt_return": 7.67
  },
  {
    "date": "2011-09-22",
    "on_sharpe": -0.076,
    "dt_sharpe": 0.376,
    "on_vol": 11.27,
    "dt_vol": 13.98,
    "on_return": -0.86,
    "dt_return": 5.26
  },
  {
    "date": "2011-09-29",
    "on_sharpe": -0.128,
    "dt_sharpe": 0.267,
    "on_vol": 11.78,
    "dt_vol": 14.28,
    "on_return": -1.51,
    "dt_return": 3.8
  },
  {
    "date": "2011-10-06",
    "on_sharpe": -0.413,
    "dt_sharpe": 0.36,
    "on_vol": 12.0,
    "dt_vol": 15.0,
    "on_return": -4.96,
    "dt_return": 5.4
  },
  {
    "date": "2011-10-13",
    "on_sharpe": -0.287,
    "dt_sharpe": 0.509,
    "on_vol": 12.15,
    "dt_vol": 15.23,
    "on_return": -3.49,
    "dt_return": 7.76
  },
  {
    "date": "2011-10-20",
    "on_sharpe": -0.29,
    "dt_sharpe": 0.53,
    "on_vol": 12.17,
    "dt_vol": 15.44,
    "on_return": -3.53,
    "dt_return": 8.19
  },
  {
    "date": "2011-10-27",
    "on_sharpe": -0.117,
    "dt_sharpe": 0.532,
    "on_vol": 12.23,
    "dt_vol": 15.55,
    "on_return": -1.43,
    "dt_return": 8.26
  },
  {
    "date": "2011-11-03",
    "on_sharpe": -0.272,
    "dt_sharpe": 0.569,
    "on_vol": 12.92,
    "dt_vol": 15.61,
    "on_return": -3.51,
    "dt_return": 8.88
  },
  {
    "date": "2011-11-10",
    "on_sharpe": -0.478,
    "dt_sharpe": 0.59,
    "on_vol": 13.15,
    "dt_vol": 15.66,
    "on_return": -6.29,
    "dt_return": 9.24
  },
  {
    "date": "2011-11-17",
    "on_sharpe": -0.269,
    "dt_sharpe": 0.671,
    "on_vol": 13.26,
    "dt_vol": 15.66,
    "on_return": -3.57,
    "dt_return": 10.51
  },
  {
    "date": "2011-11-25",
    "on_sharpe": -0.446,
    "dt_sharpe": 0.315,
    "on_vol": 13.27,
    "dt_vol": 15.76,
    "on_return": -5.91,
    "dt_return": 4.96
  },
  {
    "date": "2011-12-02",
    "on_sharpe": 0.017,
    "dt_sharpe": 0.247,
    "on_vol": 13.72,
    "dt_vol": 15.74,
    "on_return": 0.23,
    "dt_return": 3.9
  },
  {
    "date": "2011-12-09",
    "on_sharpe": 0.047,
    "dt_sharpe": 0.108,
    "on_vol": 13.81,
    "dt_vol": 15.83,
    "on_return": 0.65,
    "dt_return": 1.71
  },
  {
    "date": "2011-12-16",
    "on_sharpe": 0.044,
    "dt_sharpe": -0.032,
    "on_vol": 13.89,
    "dt_vol": 15.97,
    "on_return": 0.61,
    "dt_return": -0.52
  },
  {
    "date": "2011-12-23",
    "on_sharpe": 0.217,
    "dt_sharpe": -0.064,
    "on_vol": 13.97,
    "dt_vol": 16.11,
    "on_return": 3.03,
    "dt_return": -1.03
  },
  {
    "date": "2012-01-03",
    "on_sharpe": 0.268,
    "dt_sharpe": -0.103,
    "on_vol": 13.97,
    "dt_vol": 16.19,
    "on_return": 3.74,
    "dt_return": -1.66
  },
  {
    "date": "2012-01-10",
    "on_sharpe": 0.304,
    "dt_sharpe": -0.08,
    "on_vol": 14.07,
    "dt_vol": 16.19,
    "on_return": 4.28,
    "dt_return": -1.29
  },
  {
    "date": "2012-01-18",
    "on_sharpe": 0.367,
    "dt_sharpe": -0.176,
    "on_vol": 14.14,
    "dt_vol": 16.18,
    "on_return": 5.18,
    "dt_return": -2.85
  },
  {
    "date": "2012-01-25",
    "on_sharpe": 0.299,
    "dt_sharpe": -0.007,
    "on_vol": 14.15,
    "dt_vol": 16.19,
    "on_return": 4.23,
    "dt_return": -0.11
  },
  {
    "date": "2012-02-01",
    "on_sharpe": 0.221,
    "dt_sharpe": 0.074,
    "on_vol": 14.2,
    "dt_vol": 16.16,
    "on_return": 3.14,
    "dt_return": 1.2
  },
  {
    "date": "2012-02-08",
    "on_sharpe": 0.282,
    "dt_sharpe": 0.025,
    "on_vol": 14.24,
    "dt_vol": 16.13,
    "on_return": 4.02,
    "dt_return": 0.41
  },
  {
    "date": "2012-02-15",
    "on_sharpe": 0.346,
    "dt_sharpe": -0.082,
    "on_vol": 14.27,
    "dt_vol": 16.09,
    "on_return": 4.93,
    "dt_return": -1.32
  },
  {
    "date": "2012-02-23",
    "on_sharpe": 0.486,
    "dt_sharpe": -0.091,
    "on_vol": 14.23,
    "dt_vol": 16.1,
    "on_return": 6.91,
    "dt_return": -1.47
  },
  {
    "date": "2012-03-01",
    "on_sharpe": 0.397,
    "dt_sharpe": 0.074,
    "on_vol": 14.24,
    "dt_vol": 16.0,
    "on_return": 5.65,
    "dt_return": 1.18
  },
  {
    "date": "2012-03-08",
    "on_sharpe": 0.26,
    "dt_sharpe": 0.056,
    "on_vol": 14.25,
    "dt_vol": 15.92,
    "on_return": 3.7,
    "dt_return": 0.89
  },
  {
    "date": "2012-03-15",
    "on_sharpe": 0.712,
    "dt_sharpe": 0.047,
    "on_vol": 13.95,
    "dt_vol": 15.85,
    "on_return": 9.94,
    "dt_return": 0.75
  },
  {
    "date": "2012-03-22",
    "on_sharpe": 0.444,
    "dt_sharpe": 0.265,
    "on_vol": 13.82,
    "dt_vol": 15.76,
    "on_return": 6.13,
    "dt_return": 4.17
  },
  {
    "date": "2012-03-29",
    "on_sharpe": 0.402,
    "dt_sharpe": 0.188,
    "on_vol": 13.84,
    "dt_vol": 15.75,
    "on_return": 5.56,
    "dt_return": 2.96
  },
  {
    "date": "2012-04-05",
    "on_sharpe": 0.248,
    "dt_sharpe": 0.229,
    "on_vol": 13.85,
    "dt_vol": 15.78,
    "on_return": 3.43,
    "dt_return": 3.62
  },
  {
    "date": "2012-04-13",
    "on_sharpe": 0.177,
    "dt_sharpe": 0.326,
    "on_vol": 13.93,
    "dt_vol": 15.87,
    "on_return": 2.46,
    "dt_return": 5.18
  },
  {
    "date": "2012-04-20",
    "on_sharpe": 0.271,
    "dt_sharpe": 0.203,
    "on_vol": 13.89,
    "dt_vol": 15.93,
    "on_return": 3.76,
    "dt_return": 3.23
  },
  {
    "date": "2012-04-27",
    "on_sharpe": 0.136,
    "dt_sharpe": 0.225,
    "on_vol": 13.91,
    "dt_vol": 15.95,
    "on_return": 1.89,
    "dt_return": 3.6
  },
  {
    "date": "2012-05-04",
    "on_sharpe": 0.091,
    "dt_sharpe": 0.262,
    "on_vol": 13.92,
    "dt_vol": 15.95,
    "on_return": 1.27,
    "dt_return": 4.19
  },
  {
    "date": "2012-05-11",
    "on_sharpe": -0.086,
    "dt_sharpe": 0.288,
    "on_vol": 13.95,
    "dt_vol": 15.96,
    "on_return": -1.19,
    "dt_return": 4.6
  },
  {
    "date": "2012-05-18",
    "on_sharpe": -0.105,
    "dt_sharpe": 0.068,
    "on_vol": 13.99,
    "dt_vol": 16.0,
    "on_return": -1.48,
    "dt_return": 1.09
  },
  {
    "date": "2012-05-25",
    "on_sharpe": 0.023,
    "dt_sharpe": 0.128,
    "on_vol": 13.96,
    "dt_vol": 16.09,
    "on_return": 0.32,
    "dt_return": 2.05
  },
  {
    "date": "2012-06-04",
    "on_sharpe": -0.15,
    "dt_sharpe": 0.101,
    "on_vol": 14.05,
    "dt_vol": 16.0,
    "on_return": -2.11,
    "dt_return": 1.62
  },
  {
    "date": "2012-06-11",
    "on_sharpe": 0.02,
    "dt_sharpe": 0.299,
    "on_vol": 14.05,
    "dt_vol": 16.13,
    "on_return": 0.28,
    "dt_return": 4.82
  },
  {
    "date": "2012-06-18",
    "on_sharpe": 0.093,
    "dt_sharpe": 0.383,
    "on_vol": 14.02,
    "dt_vol": 16.26,
    "on_return": 1.3,
    "dt_return": 6.23
  },
  {
    "date": "2012-06-25",
    "on_sharpe": 0.204,
    "dt_sharpe": 0.208,
    "on_vol": 13.97,
    "dt_vol": 16.37,
    "on_return": 2.84,
    "dt_return": 3.41
  },
  {
    "date": "2012-07-02",
    "on_sharpe": 0.166,
    "dt_sharpe": 0.187,
    "on_vol": 14.13,
    "dt_vol": 16.3,
    "on_return": 2.35,
    "dt_return": 3.05
  },
  {
    "date": "2012-07-10",
    "on_sharpe": 0.119,
    "dt_sharpe": 0.08,
    "on_vol": 14.1,
    "dt_vol": 16.25,
    "on_return": 1.68,
    "dt_return": 1.31
  },
  {
    "date": "2012-07-17",
    "on_sharpe": 0.128,
    "dt_sharpe": 0.203,
    "on_vol": 14.05,
    "dt_vol": 16.33,
    "on_return": 1.8,
    "dt_return": 3.31
  },
  {
    "date": "2012-07-24",
    "on_sharpe": -0.057,
    "dt_sharpe": 0.214,
    "on_vol": 14.11,
    "dt_vol": 16.31,
    "on_return": -0.8,
    "dt_return": 3.5
  },
  {
    "date": "2012-07-31",
    "on_sharpe": 0.278,
    "dt_sharpe": 0.33,
    "on_vol": 14.12,
    "dt_vol": 16.31,
    "on_return": 3.92,
    "dt_return": 5.38
  },
  {
    "date": "2012-08-07",
    "on_sharpe": 0.357,
    "dt_sharpe": 0.781,
    "on_vol": 14.03,
    "dt_vol": 15.73,
    "on_return": 5.0,
    "dt_return": 12.29
  },
  {
    "date": "2012-08-14",
    "on_sharpe": 0.407,
    "dt_sharpe": 0.98,
    "on_vol": 13.51,
    "dt_vol": 14.26,
    "on_return": 5.49,
    "dt_return": 13.98
  },
  {
    "date": "2012-08-21",
    "on_sharpe": 0.719,
    "dt_sharpe": 1.114,
    "on_vol": 13.1,
    "dt_vol": 14.11,
    "on_return": 9.43,
    "dt_return": 15.72
  },
  {
    "date": "2012-08-28",
    "on_sharpe": 0.523,
    "dt_sharpe": 0.991,
    "on_vol": 12.9,
    "dt_vol": 13.31,
    "on_return": 6.74,
    "dt_return": 13.19
  },
  {
    "date": "2012-09-05",
    "on_sharpe": 0.561,
    "dt_sharpe": 0.952,
    "on_vol": 12.66,
    "dt_vol": 13.15,
    "on_return": 7.1,
    "dt_return": 12.52
  },
  {
    "date": "2012-09-12",
    "on_sharpe": 1.018,
    "dt_sharpe": 0.802,
    "on_vol": 12.08,
    "dt_vol": 12.75,
    "on_return": 12.29,
    "dt_return": 10.23
  },
  {
    "date": "2012-09-19",
    "on_sharpe": 1.031,
    "dt_sharpe": 0.706,
    "on_vol": 11.92,
    "dt_vol": 12.77,
    "on_return": 12.28,
    "dt_return": 9.02
  },
  {
    "date": "2012-09-26",
    "on_sharpe": 1.196,
    "dt_sharpe": 0.741,
    "on_vol": 11.51,
    "dt_vol": 12.34,
    "on_return": 13.76,
    "dt_return": 9.14
  },
  {
    "date": "2012-10-03",
    "on_sharpe": 1.138,
    "dt_sharpe": 1.354,
    "on_vol": 11.14,
    "dt_vol": 11.8,
    "on_return": 12.68,
    "dt_return": 15.98
  },
  {
    "date": "2012-10-10",
    "on_sharpe": 1.132,
    "dt_sharpe": 0.695,
    "on_vol": 10.93,
    "dt_vol": 10.84,
    "on_return": 12.38,
    "dt_return": 7.53
  },
  {
    "date": "2012-10-17",
    "on_sharpe": 1.254,
    "dt_sharpe": 0.621,
    "on_vol": 10.83,
    "dt_vol": 10.78,
    "on_return": 13.58,
    "dt_return": 6.69
  },
  {
    "date": "2012-10-24",
    "on_sharpe": 0.979,
    "dt_sharpe": 0.235,
    "on_vol": 10.83,
    "dt_vol": 10.58,
    "on_return": 10.61,
    "dt_return": 2.48
  },
  {
    "date": "2012-11-02",
    "on_sharpe": 1.01,
    "dt_sharpe": 0.337,
    "on_vol": 10.4,
    "dt_vol": 10.42,
    "on_return": 10.51,
    "dt_return": 3.51
  },
  {
    "date": "2012-11-09",
    "on_sharpe": 1.158,
    "dt_sharpe": -0.138,
    "on_vol": 9.88,
    "dt_vol": 10.64,
    "on_return": 11.44,
    "dt_return": -1.47
  },
  {
    "date": "2012-11-16",
    "on_sharpe": 1.156,
    "dt_sharpe": -0.194,
    "on_vol": 9.44,
    "dt_vol": 10.62,
    "on_return": 10.91,
    "dt_return": -2.06
  },
  {
    "date": "2012-11-26",
    "on_sharpe": 1.626,
    "dt_sharpe": 0.236,
    "on_vol": 9.32,
    "dt_vol": 10.55,
    "on_return": 15.16,
    "dt_return": 2.49
  },
  {
    "date": "2012-12-03",
    "on_sharpe": 1.442,
    "dt_sharpe": 0.476,
    "on_vol": 8.89,
    "dt_vol": 10.55,
    "on_return": 12.83,
    "dt_return": 5.02
  },
  {
    "date": "2012-12-10",
    "on_sharpe": 1.018,
    "dt_sharpe": 0.431,
    "on_vol": 8.26,
    "dt_vol": 10.48,
    "on_return": 8.41,
    "dt_return": 4.52
  },
  {
    "date": "2012-12-17",
    "on_sharpe": 1.184,
    "dt_sharpe": 0.548,
    "on_vol": 8.17,
    "dt_vol": 10.16,
    "on_return": 9.68,
    "dt_return": 5.57
  },
  {
    "date": "2012-12-24",
    "on_sharpe": 0.68,
    "dt_sharpe": 0.94,
    "on_vol": 8.21,
    "dt_vol": 10.03,
    "on_return": 5.58,
    "dt_return": 9.43
  },
  {
    "date": "2013-01-02",
    "on_sharpe": 0.504,
    "dt_sharpe": 0.975,
    "on_vol": 8.23,
    "dt_vol": 10.13,
    "on_return": 4.14,
    "dt_return": 9.88
  },
  {
    "date": "2013-01-09",
    "on_sharpe": 0.528,
    "dt_sharpe": 0.924,
    "on_vol": 8.23,
    "dt_vol": 10.09,
    "on_return": 4.35,
    "dt_return": 9.31
  },
  {
    "date": "2013-01-16",
    "on_sharpe": 0.38,
    "dt_sharpe": 1.036,
    "on_vol": 8.18,
    "dt_vol": 10.08,
    "on_return": 3.11,
    "dt_return": 10.44
  },
  {
    "date": "2013-01-24",
    "on_sharpe": 0.356,
    "dt_sharpe": 1.033,
    "on_vol": 8.11,
    "dt_vol": 10.01,
    "on_return": 2.89,
    "dt_return": 10.34
  },
  {
    "date": "2013-01-31",
    "on_sharpe": 0.498,
    "dt_sharpe": 0.985,
    "on_vol": 8.06,
    "dt_vol": 9.92,
    "on_return": 4.01,
    "dt_return": 9.77
  },
  {
    "date": "2013-02-07",
    "on_sharpe": 0.336,
    "dt_sharpe": 0.986,
    "on_vol": 7.96,
    "dt_vol": 9.92,
    "on_return": 2.68,
    "dt_return": 9.78
  },
  {
    "date": "2013-02-14",
    "on_sharpe": 0.551,
    "dt_sharpe": 0.897,
    "on_vol": 7.89,
    "dt_vol": 9.91,
    "on_return": 4.35,
    "dt_return": 8.89
  },
  {
    "date": "2013-02-22",
    "on_sharpe": 0.364,
    "dt_sharpe": 0.778,
    "on_vol": 7.86,
    "dt_vol": 9.93,
    "on_return": 2.86,
    "dt_return": 7.72
  },
  {
    "date": "2013-03-01",
    "on_sharpe": 0.59,
    "dt_sharpe": 0.605,
    "on_vol": 7.86,
    "dt_vol": 10.27,
    "on_return": 4.64,
    "dt_return": 6.21
  },
  {
    "date": "2013-03-08",
    "on_sharpe": 0.617,
    "dt_sharpe": 0.812,
    "on_vol": 7.89,
    "dt_vol": 10.29,
    "on_return": 4.87,
    "dt_return": 8.36
  },
  {
    "date": "2013-03-15",
    "on_sharpe": 0.701,
    "dt_sharpe": 0.816,
    "on_vol": 7.81,
    "dt_vol": 10.28,
    "on_return": 5.48,
    "dt_return": 8.39
  },
  {
    "date": "2013-03-22",
    "on_sharpe": 0.476,
    "dt_sharpe": 0.61,
    "on_vol": 7.92,
    "dt_vol": 10.21,
    "on_return": 3.77,
    "dt_return": 6.22
  },
  {
    "date": "2013-04-01",
    "on_sharpe": 0.578,
    "dt_sharpe": 0.624,
    "on_vol": 7.87,
    "dt_vol": 10.24,
    "on_return": 4.55,
    "dt_return": 6.39
  },
  {
    "date": "2013-04-08",
    "on_sharpe": 0.503,
    "dt_sharpe": 0.567,
    "on_vol": 7.94,
    "dt_vol": 10.28,
    "on_return": 3.99,
    "dt_return": 5.83
  },
  {
    "date": "2013-04-15",
    "on_sharpe": 0.884,
    "dt_sharpe": 0.931,
    "on_vol": 7.8,
    "dt_vol": 10.22,
    "on_return": 6.89,
    "dt_return": 9.51
  },
  {
    "date": "2013-04-22",
    "on_sharpe": 0.624,
    "dt_sharpe": 0.691,
    "on_vol": 7.78,
    "dt_vol": 10.32,
    "on_return": 4.86,
    "dt_return": 7.12
  },
  {
    "date": "2013-04-29",
    "on_sharpe": 0.866,
    "dt_sharpe": 0.81,
    "on_vol": 7.71,
    "dt_vol": 10.3,
    "on_return": 6.67,
    "dt_return": 8.34
  },
  {
    "date": "2013-05-06",
    "on_sharpe": 0.913,
    "dt_sharpe": 0.727,
    "on_vol": 7.7,
    "dt_vol": 10.28,
    "on_return": 7.03,
    "dt_return": 7.48
  },
  {
    "date": "2013-05-13",
    "on_sharpe": 1.218,
    "dt_sharpe": 0.93,
    "on_vol": 7.62,
    "dt_vol": 10.2,
    "on_return": 9.28,
    "dt_return": 9.49
  },
  {
    "date": "2013-05-20",
    "on_sharpe": 1.515,
    "dt_sharpe": 1.174,
    "on_vol": 7.43,
    "dt_vol": 10.24,
    "on_return": 11.25,
    "dt_return": 12.02
  },
  {
    "date": "2013-05-28",
    "on_sharpe": 1.098,
    "dt_sharpe": 1.491,
    "on_vol": 7.51,
    "dt_vol": 9.99,
    "on_return": 8.25,
    "dt_return": 14.89
  },
  {
    "date": "2013-06-04",
    "on_sharpe": 1.248,
    "dt_sharpe": 1.353,
    "on_vol": 7.48,
    "dt_vol": 10.02,
    "on_return": 9.33,
    "dt_return": 13.55
  },
  {
    "date": "2013-06-11",
    "on_sharpe": 1.502,
    "dt_sharpe": 1.206,
    "on_vol": 7.31,
    "dt_vol": 9.96,
    "on_return": 10.98,
    "dt_return": 12.01
  },
  {
    "date": "2013-06-18",
    "on_sharpe": 1.316,
    "dt_sharpe": 1.33,
    "on_vol": 7.29,
    "dt_vol": 9.83,
    "on_return": 9.59,
    "dt_return": 13.08
  },
  {
    "date": "2013-06-25",
    "on_sharpe": 1.007,
    "dt_sharpe": 0.809,
    "on_vol": 7.41,
    "dt_vol": 10.01,
    "on_return": 7.46,
    "dt_return": 8.1
  },
  {
    "date": "2013-07-02",
    "on_sharpe": 1.321,
    "dt_sharpe": 1.046,
    "on_vol": 7.44,
    "dt_vol": 9.68,
    "on_return": 9.82,
    "dt_return": 10.12
  },
  {
    "date": "2013-07-10",
    "on_sharpe": 1.385,
    "dt_sharpe": 0.984,
    "on_vol": 7.26,
    "dt_vol": 9.65,
    "on_return": 10.06,
    "dt_return": 9.5
  },
  {
    "date": "2013-07-17",
    "on_sharpe": 1.727,
    "dt_sharpe": 1.141,
    "on_vol": 7.24,
    "dt_vol": 9.56,
    "on_return": 12.5,
    "dt_return": 10.91
  },
  {
    "date": "2013-07-24",
    "on_sharpe": 1.771,
    "dt_sharpe": 0.895,
    "on_vol": 7.23,
    "dt_vol": 9.43,
    "on_return": 12.81,
    "dt_return": 8.44
  },
  {
    "date": "2013-07-31",
    "on_sharpe": 1.866,
    "dt_sharpe": 0.965,
    "on_vol": 6.94,
    "dt_vol": 9.42,
    "on_return": 12.95,
    "dt_return": 9.09
  },
  {
    "date": "2013-08-07",
    "on_sharpe": 1.891,
    "dt_sharpe": 1.002,
    "on_vol": 6.9,
    "dt_vol": 9.3,
    "on_return": 13.04,
    "dt_return": 9.32
  },
  {
    "date": "2013-08-14",
    "on_sharpe": 1.643,
    "dt_sharpe": 0.89,
    "on_vol": 6.78,
    "dt_vol": 9.28,
    "on_return": 11.15,
    "dt_return": 8.27
  },
  {
    "date": "2013-08-21",
    "on_sharpe": 1.518,
    "dt_sharpe": 0.613,
    "on_vol": 6.81,
    "dt_vol": 9.3,
    "on_return": 10.34,
    "dt_return": 5.7
  },
  {
    "date": "2013-08-28",
    "on_sharpe": 1.438,
    "dt_sharpe": 0.613,
    "on_vol": 6.89,
    "dt_vol": 9.32,
    "on_return": 9.9,
    "dt_return": 5.71
  },
  {
    "date": "2013-09-05",
    "on_sharpe": 1.649,
    "dt_sharpe": 0.619,
    "on_vol": 6.92,
    "dt_vol": 9.36,
    "on_return": 11.42,
    "dt_return": 5.79
  },
  {
    "date": "2013-09-12",
    "on_sharpe": 1.624,
    "dt_sharpe": 0.588,
    "on_vol": 6.91,
    "dt_vol": 9.29,
    "on_return": 11.23,
    "dt_return": 5.46
  },
  {
    "date": "2013-09-19",
    "on_sharpe": 1.712,
    "dt_sharpe": 0.527,
    "on_vol": 6.98,
    "dt_vol": 9.24,
    "on_return": 11.95,
    "dt_return": 4.88
  },
  {
    "date": "2013-09-26",
    "on_sharpe": 1.815,
    "dt_sharpe": 0.298,
    "on_vol": 6.97,
    "dt_vol": 9.29,
    "on_return": 12.65,
    "dt_return": 2.77
  },
  {
    "date": "2013-10-03",
    "on_sharpe": 1.596,
    "dt_sharpe": 0.607,
    "on_vol": 7.03,
    "dt_vol": 9.21,
    "on_return": 11.22,
    "dt_return": 5.59
  },
  {
    "date": "2013-10-10",
    "on_sharpe": 1.194,
    "dt_sharpe": 0.512,
    "on_vol": 7.05,
    "dt_vol": 9.31,
    "on_return": 8.41,
    "dt_return": 4.77
  },
  {
    "date": "2013-10-17",
    "on_sharpe": 1.22,
    "dt_sharpe": 1.126,
    "on_vol": 7.13,
    "dt_vol": 9.4,
    "on_return": 8.7,
    "dt_return": 10.58
  },
  {
    "date": "2013-10-24",
    "on_sharpe": 1.164,
    "dt_sharpe": 1.295,
    "on_vol": 7.14,
    "dt_vol": 9.3,
    "on_return": 8.32,
    "dt_return": 12.05
  },
  {
    "date": "2013-10-31",
    "on_sharpe": 1.326,
    "dt_sharpe": 1.45,
    "on_vol": 7.02,
    "dt_vol": 9.29,
    "on_return": 9.31,
    "dt_return": 13.46
  },
  {
    "date": "2013-11-07",
    "on_sharpe": 1.192,
    "dt_sharpe": 1.511,
    "on_vol": 7.01,
    "dt_vol": 9.11,
    "on_return": 8.35,
    "dt_return": 13.76
  },
  {
    "date": "2013-11-14",
    "on_sharpe": 1.319,
    "dt_sharpe": 1.884,
    "on_vol": 6.94,
    "dt_vol": 9.2,
    "on_return": 9.15,
    "dt_return": 17.34
  },
  {
    "date": "2013-11-21",
    "on_sharpe": 1.207,
    "dt_sharpe": 1.907,
    "on_vol": 6.85,
    "dt_vol": 9.04,
    "on_return": 8.27,
    "dt_return": 17.24
  },
  {
    "date": "2013-11-29",
    "on_sharpe": 1.374,
    "dt_sharpe": 1.79,
    "on_vol": 6.8,
    "dt_vol": 8.94,
    "on_return": 9.34,
    "dt_return": 16.01
  },
  {
    "date": "2013-12-06",
    "on_sharpe": 1.134,
    "dt_sharpe": 1.84,
    "on_vol": 6.8,
    "dt_vol": 8.91,
    "on_return": 7.71,
    "dt_return": 16.39
  },
  {
    "date": "2013-12-13",
    "on_sharpe": 1.136,
    "dt_sharpe": 1.612,
    "on_vol": 6.85,
    "dt_vol": 8.98,
    "on_return": 7.78,
    "dt_return": 14.48
  },
  {
    "date": "2013-12-20",
    "on_sharpe": 1.189,
    "dt_sharpe": 1.719,
    "on_vol": 6.86,
    "dt_vol": 8.97,
    "on_return": 8.16,
    "dt_return": 15.42
  },
  {
    "date": "2013-12-30",
    "on_sharpe": 1.602,
    "dt_sharpe": 1.817,
    "on_vol": 6.57,
    "dt_vol": 8.93,
    "on_return": 10.52,
    "dt_return": 16.24
  },
  {
    "date": "2014-01-07",
    "on_sharpe": 1.543,
    "dt_sharpe": 1.473,
    "on_vol": 6.28,
    "dt_vol": 8.74,
    "on_return": 9.69,
    "dt_return": 12.88
  },
  {
    "date": "2014-01-14",
    "on_sharpe": 1.611,
    "dt_sharpe": 1.319,
    "on_vol": 6.26,
    "dt_vol": 8.82,
    "on_return": 10.09,
    "dt_return": 11.64
  },
  {
    "date": "2014-01-22",
    "on_sharpe": 1.792,
    "dt_sharpe": 1.246,
    "on_vol": 6.26,
    "dt_vol": 8.85,
    "on_return": 11.22,
    "dt_return": 11.02
  },
  {
    "date": "2014-01-29",
    "on_sharpe": 1.616,
    "dt_sharpe": 0.896,
    "on_vol": 6.32,
    "dt_vol": 9.0,
    "on_return": 10.21,
    "dt_return": 8.07
  },
  {
    "date": "2014-02-05",
    "on_sharpe": 1.478,
    "dt_sharpe": 0.756,
    "on_vol": 6.5,
    "dt_vol": 9.23,
    "on_return": 9.61,
    "dt_return": 6.98
  },
  {
    "date": "2014-02-12",
    "on_sharpe": 1.493,
    "dt_sharpe": 0.974,
    "on_vol": 6.5,
    "dt_vol": 9.35,
    "on_return": 9.7,
    "dt_return": 9.1
  },
  {
    "date": "2014-02-20",
    "on_sharpe": 1.337,
    "dt_sharpe": 1.027,
    "on_vol": 6.53,
    "dt_vol": 9.43,
    "on_return": 8.73,
    "dt_return": 9.68
  },
  {
    "date": "2014-02-27",
    "on_sharpe": 1.29,
    "dt_sharpe": 1.454,
    "on_vol": 6.49,
    "dt_vol": 9.03,
    "on_return": 8.37,
    "dt_return": 13.13
  },
  {
    "date": "2014-03-06",
    "on_sharpe": 1.301,
    "dt_sharpe": 1.311,
    "on_vol": 6.59,
    "dt_vol": 8.91,
    "on_return": 8.57,
    "dt_return": 11.67
  },
  {
    "date": "2014-03-13",
    "on_sharpe": 1.206,
    "dt_sharpe": 1.246,
    "on_vol": 6.6,
    "dt_vol": 8.94,
    "on_return": 7.96,
    "dt_return": 11.14
  },
  {
    "date": "2014-03-20",
    "on_sharpe": 1.501,
    "dt_sharpe": 1.066,
    "on_vol": 6.52,
    "dt_vol": 9.07,
    "on_return": 9.79,
    "dt_return": 9.67
  },
  {
    "date": "2014-03-27",
    "on_sharpe": 1.512,
    "dt_sharpe": 0.841,
    "on_vol": 6.49,
    "dt_vol": 9.2,
    "on_return": 9.81,
    "dt_return": 7.74
  },
  {
    "date": "2014-04-03",
    "on_sharpe": 1.751,
    "dt_sharpe": 0.976,
    "on_vol": 6.49,
    "dt_vol": 9.11,
    "on_return": 11.36,
    "dt_return": 8.89
  },
  {
    "date": "2014-04-10",
    "on_sharpe": 1.976,
    "dt_sharpe": 0.485,
    "on_vol": 6.39,
    "dt_vol": 9.27,
    "on_return": 12.62,
    "dt_return": 4.49
  },
  {
    "date": "2014-04-17",
    "on_sharpe": 2.276,
    "dt_sharpe": 0.471,
    "on_vol": 6.37,
    "dt_vol": 9.29,
    "on_return": 14.5,
    "dt_return": 4.37
  },
  {
    "date": "2014-04-25",
    "on_sharpe": 2.17,
    "dt_sharpe": 0.453,
    "on_vol": 6.37,
    "dt_vol": 9.24,
    "on_return": 13.82,
    "dt_return": 4.18
  },
  {
    "date": "2014-05-02",
    "on_sharpe": 2.163,
    "dt_sharpe": 0.456,
    "on_vol": 6.38,
    "dt_vol": 9.23,
    "on_return": 13.8,
    "dt_return": 4.21
  },
  {
    "date": "2014-05-09",
    "on_sharpe": 1.891,
    "dt_sharpe": 0.27,
    "on_vol": 6.36,
    "dt_vol": 9.23,
    "on_return": 12.03,
    "dt_return": 2.49
  },
  {
    "date": "2014-05-16",
    "on_sharpe": 1.964,
    "dt_sharpe": 0.018,
    "on_vol": 6.37,
    "dt_vol": 9.2,
    "on_return": 12.52,
    "dt_return": 0.16
  },
  {
    "date": "2014-05-23",
    "on_sharpe": 1.946,
    "dt_sharpe": 0.17,
    "on_vol": 6.37,
    "dt_vol": 9.19,
    "on_return": 12.39,
    "dt_return": 1.56
  },
  {
    "date": "2014-06-02",
    "on_sharpe": 2.289,
    "dt_sharpe": 0.171,
    "on_vol": 6.14,
    "dt_vol": 9.15,
    "on_return": 14.05,
    "dt_return": 1.56
  },
  {
    "date": "2014-06-09",
    "on_sharpe": 2.353,
    "dt_sharpe": 0.497,
    "on_vol": 6.13,
    "dt_vol": 8.96,
    "on_return": 14.43,
    "dt_return": 4.45
  },
  {
    "date": "2014-06-16",
    "on_sharpe": 2.214,
    "dt_sharpe": 0.461,
    "on_vol": 6.0,
    "dt_vol": 8.68,
    "on_return": 13.29,
    "dt_return": 4.0
  },
  {
    "date": "2014-06-23",
    "on_sharpe": 2.261,
    "dt_sharpe": 0.931,
    "on_vol": 5.89,
    "dt_vol": 8.44,
    "on_return": 13.32,
    "dt_return": 7.85
  },
  {
    "date": "2014-06-30",
    "on_sharpe": 1.997,
    "dt_sharpe": 1.033,
    "on_vol": 5.66,
    "dt_vol": 8.47,
    "on_return": 11.31,
    "dt_return": 8.74
  },
  {
    "date": "2014-07-08",
    "on_sharpe": 2.01,
    "dt_sharpe": 1.004,
    "on_vol": 5.58,
    "dt_vol": 8.46,
    "on_return": 11.21,
    "dt_return": 8.5
  },
  {
    "date": "2014-07-15",
    "on_sharpe": 1.552,
    "dt_sharpe": 0.995,
    "on_vol": 5.53,
    "dt_vol": 8.49,
    "on_return": 8.58,
    "dt_return": 8.45
  },
  {
    "date": "2014-07-22",
    "on_sharpe": 1.453,
    "dt_sharpe": 0.92,
    "on_vol": 5.55,
    "dt_vol": 8.54,
    "on_return": 8.07,
    "dt_return": 7.86
  },
  {
    "date": "2014-07-29",
    "on_sharpe": 1.498,
    "dt_sharpe": 0.932,
    "on_vol": 5.53,
    "dt_vol": 8.48,
    "on_return": 8.29,
    "dt_return": 7.9
  },
  {
    "date": "2014-08-05",
    "on_sharpe": 1.312,
    "dt_sharpe": 0.681,
    "on_vol": 5.53,
    "dt_vol": 8.6,
    "on_return": 7.26,
    "dt_return": 5.86
  },
  {
    "date": "2014-08-12",
    "on_sharpe": 1.408,
    "dt_sharpe": 0.712,
    "on_vol": 5.56,
    "dt_vol": 8.73,
    "on_return": 7.83,
    "dt_return": 6.22
  },
  {
    "date": "2014-08-19",
    "on_sharpe": 1.914,
    "dt_sharpe": 0.848,
    "on_vol": 5.52,
    "dt_vol": 8.71,
    "on_return": 10.56,
    "dt_return": 7.38
  },
  {
    "date": "2014-08-26",
    "on_sharpe": 1.97,
    "dt_sharpe": 0.926,
    "on_vol": 5.52,
    "dt_vol": 8.66,
    "on_return": 10.87,
    "dt_return": 8.02
  },
  {
    "date": "2014-09-03",
    "on_sharpe": 2.19,
    "dt_sharpe": 1.047,
    "on_vol": 5.43,
    "dt_vol": 8.6,
    "on_return": 11.88,
    "dt_return": 9.0
  },
  {
    "date": "2014-09-10",
    "on_sharpe": 1.981,
    "dt_sharpe": 0.843,
    "on_vol": 5.35,
    "dt_vol": 8.56,
    "on_return": 10.6,
    "dt_return": 7.22
  },
  {
    "date": "2014-09-17",
    "on_sharpe": 1.598,
    "dt_sharpe": 0.981,
    "on_vol": 5.24,
    "dt_vol": 8.62,
    "on_return": 8.37,
    "dt_return": 8.45
  },
  {
    "date": "2014-09-24",
    "on_sharpe": 1.56,
    "dt_sharpe": 0.894,
    "on_vol": 5.25,
    "dt_vol": 8.5,
    "on_return": 8.19,
    "dt_return": 7.6
  },
  {
    "date": "2014-10-01",
    "on_sharpe": 1.62,
    "dt_sharpe": 0.918,
    "on_vol": 5.24,
    "dt_vol": 8.67,
    "on_return": 8.48,
    "dt_return": 7.96
  },
  {
    "date": "2014-10-08",
    "on_sharpe": 1.988,
    "dt_sharpe": 0.518,
    "on_vol": 5.2,
    "dt_vol": 8.76,
    "on_return": 10.33,
    "dt_return": 4.53
  },
  {
    "date": "2014-10-15",
    "on_sharpe": 2.021,
    "dt_sharpe": -0.042,
    "on_vol": 5.09,
    "dt_vol": 9.09,
    "on_return": 10.28,
    "dt_return": -0.38
  },
  {
    "date": "2014-10-22",
    "on_sharpe": 1.491,
    "dt_sharpe": 0.302,
    "on_vol": 5.68,
    "dt_vol": 9.33,
    "on_return": 8.47,
    "dt_return": 2.81
  },
  {
    "date": "2014-10-29",
    "on_sharpe": 1.642,
    "dt_sharpe": 0.318,
    "on_vol": 5.77,
    "dt_vol": 9.42,
    "on_return": 9.47,
    "dt_return": 2.99
  },
  {
    "date": "2014-11-05",
    "on_sharpe": 1.642,
    "dt_sharpe": 0.402,
    "on_vol": 5.89,
    "dt_vol": 9.43,
    "on_return": 9.67,
    "dt_return": 3.8
  },
  {
    "date": "2014-11-12",
    "on_sharpe": 1.763,
    "dt_sharpe": 0.467,
    "on_vol": 5.9,
    "dt_vol": 9.23,
    "on_return": 10.4,
    "dt_return": 4.31
  },
  {
    "date": "2014-11-19",
    "on_sharpe": 1.728,
    "dt_sharpe": 0.439,
    "on_vol": 5.89,
    "dt_vol": 9.13,
    "on_return": 10.17,
    "dt_return": 4.01
  },
  {
    "date": "2014-11-26",
    "on_sharpe": 1.724,
    "dt_sharpe": 0.434,
    "on_vol": 5.98,
    "dt_vol": 9.12,
    "on_return": 10.32,
    "dt_return": 3.96
  },
  {
    "date": "2014-12-04",
    "on_sharpe": 1.684,
    "dt_sharpe": 0.553,
    "on_vol": 5.99,
    "dt_vol": 9.15,
    "on_return": 10.08,
    "dt_return": 5.06
  },
  {
    "date": "2014-12-11",
    "on_sharpe": 1.321,
    "dt_sharpe": 0.469,
    "on_vol": 6.01,
    "dt_vol": 9.3,
    "on_return": 7.94,
    "dt_return": 4.36
  },
  {
    "date": "2014-12-18",
    "on_sharpe": 1.167,
    "dt_sharpe": 0.6,
    "on_vol": 6.1,
    "dt_vol": 9.49,
    "on_return": 7.12,
    "dt_return": 5.7
  },
  {
    "date": "2014-12-26",
    "on_sharpe": 1.455,
    "dt_sharpe": 0.457,
    "on_vol": 6.23,
    "dt_vol": 9.41,
    "on_return": 9.07,
    "dt_return": 4.3
  },
  {
    "date": "2015-01-05",
    "on_sharpe": 1.516,
    "dt_sharpe": 0.294,
    "on_vol": 6.24,
    "dt_vol": 9.48,
    "on_return": 9.46,
    "dt_return": 2.79
  },
  {
    "date": "2015-01-12",
    "on_sharpe": 1.529,
    "dt_sharpe": 0.165,
    "on_vol": 6.35,
    "dt_vol": 9.7,
    "on_return": 9.71,
    "dt_return": 1.6
  },
  {
    "date": "2015-01-20",
    "on_sharpe": 1.431,
    "dt_sharpe": 0.033,
    "on_vol": 6.5,
    "dt_vol": 9.91,
    "on_return": 9.3,
    "dt_return": 0.33
  },
  {
    "date": "2015-01-27",
    "on_sharpe": 1.576,
    "dt_sharpe": 0.444,
    "on_vol": 6.44,
    "dt_vol": 9.88,
    "on_return": 10.16,
    "dt_return": 4.38
  },
  {
    "date": "2015-02-03",
    "on_sharpe": 1.628,
    "dt_sharpe": 0.275,
    "on_vol": 6.41,
    "dt_vol": 10.11,
    "on_return": 10.44,
    "dt_return": 2.79
  },
  {
    "date": "2015-02-10",
    "on_sharpe": 1.565,
    "dt_sharpe": 0.368,
    "on_vol": 6.43,
    "dt_vol": 9.86,
    "on_return": 10.07,
    "dt_return": 3.63
  },
  {
    "date": "2015-02-18",
    "on_sharpe": 1.782,
    "dt_sharpe": 0.254,
    "on_vol": 6.43,
    "dt_vol": 9.75,
    "on_return": 11.46,
    "dt_return": 2.48
  },
  {
    "date": "2015-02-25",
    "on_sharpe": 1.569,
    "dt_sharpe": 0.425,
    "on_vol": 6.45,
    "dt_vol": 9.77,
    "on_return": 10.12,
    "dt_return": 4.15
  },
  {
    "date": "2015-03-04",
    "on_sharpe": 1.654,
    "dt_sharpe": 0.341,
    "on_vol": 6.39,
    "dt_vol": 9.76,
    "on_return": 10.57,
    "dt_return": 3.33
  },
  {
    "date": "2015-03-11",
    "on_sharpe": 1.201,
    "dt_sharpe": 0.161,
    "on_vol": 6.39,
    "dt_vol": 9.83,
    "on_return": 7.67,
    "dt_return": 1.58
  },
  {
    "date": "2015-03-18",
    "on_sharpe": 1.214,
    "dt_sharpe": 0.4,
    "on_vol": 6.38,
    "dt_vol": 9.78,
    "on_return": 7.75,
    "dt_return": 3.92
  },
  {
    "date": "2015-03-25",
    "on_sharpe": 1.09,
    "dt_sharpe": 0.573,
    "on_vol": 6.38,
    "dt_vol": 9.79,
    "on_return": 6.95,
    "dt_return": 5.61
  },
  {
    "date": "2015-04-01",
    "on_sharpe": 0.79,
    "dt_sharpe": 0.56,
    "on_vol": 6.38,
    "dt_vol": 9.89,
    "on_return": 5.04,
    "dt_return": 5.53
  },
  {
    "date": "2015-04-09",
    "on_sharpe": 0.581,
    "dt_sharpe": 0.927,
    "on_vol": 6.36,
    "dt_vol": 9.77,
    "on_return": 3.7,
    "dt_return": 9.05
  },
  {
    "date": "2015-04-16",
    "on_sharpe": 0.535,
    "dt_sharpe": 1.186,
    "on_vol": 6.29,
    "dt_vol": 9.52,
    "on_return": 3.37,
    "dt_return": 11.28
  },
  {
    "date": "2015-04-23",
    "on_sharpe": 0.431,
    "dt_sharpe": 0.981,
    "on_vol": 6.33,
    "dt_vol": 9.53,
    "on_return": 2.73,
    "dt_return": 9.35
  },
  {
    "date": "2015-04-30",
    "on_sharpe": 0.266,
    "dt_sharpe": 1.094,
    "on_vol": 6.32,
    "dt_vol": 9.55,
    "on_return": 1.68,
    "dt_return": 10.45
  },
  {
    "date": "2015-05-07",
    "on_sharpe": 0.499,
    "dt_sharpe": 0.861,
    "on_vol": 6.33,
    "dt_vol": 9.63,
    "on_return": 3.16,
    "dt_return": 8.28
  },
  {
    "date": "2015-05-14",
    "on_sharpe": 0.462,
    "dt_sharpe": 0.804,
    "on_vol": 6.4,
    "dt_vol": 9.64,
    "on_return": 2.96,
    "dt_return": 7.75
  },
  {
    "date": "2015-05-21",
    "on_sharpe": 0.646,
    "dt_sharpe": 0.959,
    "on_vol": 6.42,
    "dt_vol": 9.59,
    "on_return": 4.14,
    "dt_return": 9.19
  },
  {
    "date": "2015-05-29",
    "on_sharpe": 0.449,
    "dt_sharpe": 0.855,
    "on_vol": 6.42,
    "dt_vol": 9.63,
    "on_return": 2.88,
    "dt_return": 8.24
  },
  {
    "date": "2015-06-05",
    "on_sharpe": 0.466,
    "dt_sharpe": 0.629,
    "on_vol": 6.44,
    "dt_vol": 9.65,
    "on_return": 3.0,
    "dt_return": 6.07
  },
  {
    "date": "2015-06-12",
    "on_sharpe": 0.574,
    "dt_sharpe": 0.537,
    "on_vol": 6.45,
    "dt_vol": 9.68,
    "on_return": 3.7,
    "dt_return": 5.2
  },
  {
    "date": "2015-06-19",
    "on_sharpe": 0.489,
    "dt_sharpe": 0.577,
    "on_vol": 6.5,
    "dt_vol": 9.67,
    "on_return": 3.18,
    "dt_return": 5.58
  },
  {
    "date": "2015-06-26",
    "on_sharpe": 0.586,
    "dt_sharpe": 0.401,
    "on_vol": 6.55,
    "dt_vol": 9.68,
    "on_return": 3.84,
    "dt_return": 3.89
  },
  {
    "date": "2015-07-06",
    "on_sharpe": 0.79,
    "dt_sharpe": 0.038,
    "on_vol": 6.72,
    "dt_vol": 9.78,
    "on_return": 5.31,
    "dt_return": 0.37
  },
  {
    "date": "2015-07-13",
    "on_sharpe": 1.027,
    "dt_sharpe": -0.088,
    "on_vol": 6.93,
    "dt_vol": 9.87,
    "on_return": 7.11,
    "dt_return": -0.87
  },
  {
    "date": "2015-07-20",
    "on_sharpe": 1.121,
    "dt_sharpe": 0.118,
    "on_vol": 6.95,
    "dt_vol": 9.85,
    "on_return": 7.79,
    "dt_return": 1.16
  },
  {
    "date": "2015-07-27",
    "on_sharpe": 1.007,
    "dt_sharpe": -0.167,
    "on_vol": 6.94,
    "dt_vol": 9.91,
    "on_return": 6.99,
    "dt_return": -1.66
  },
  {
    "date": "2015-08-03",
    "on_sharpe": 1.073,
    "dt_sharpe": 0.194,
    "on_vol": 6.93,
    "dt_vol": 9.86,
    "on_return": 7.44,
    "dt_return": 1.92
  },
  {
    "date": "2015-08-10",
    "on_sharpe": 1.219,
    "dt_sharpe": 0.081,
    "on_vol": 6.9,
    "dt_vol": 9.82,
    "on_return": 8.41,
    "dt_return": 0.8
  },
  {
    "date": "2015-08-17",
    "on_sharpe": 0.898,
    "dt_sharpe": 0.121,
    "on_vol": 6.99,
    "dt_vol": 9.84,
    "on_return": 6.28,
    "dt_return": 1.19
  },
  {
    "date": "2015-08-24",
    "on_sharpe": 0.321,
    "dt_sharpe": -0.233,
    "on_vol": 7.13,
    "dt_vol": 10.13,
    "on_return": 2.29,
    "dt_return": -2.36
  },
  {
    "date": "2015-08-31",
    "on_sharpe": 0.357,
    "dt_sharpe": -0.254,
    "on_vol": 9.81,
    "dt_vol": 11.14,
    "on_return": 3.5,
    "dt_return": -2.83
  },
  {
    "date": "2015-09-08",
    "on_sharpe": 0.033,
    "dt_sharpe": -0.315,
    "on_vol": 10.3,
    "dt_vol": 11.15,
    "on_return": 0.34,
    "dt_return": -3.51
  },
  {
    "date": "2015-09-15",
    "on_sharpe": 0.326,
    "dt_sharpe": -0.332,
    "on_vol": 10.48,
    "dt_vol": 11.42,
    "on_return": 3.41,
    "dt_return": -3.79
  },
  {
    "date": "2015-09-22",
    "on_sharpe": 0.205,
    "dt_sharpe": -0.271,
    "on_vol": 10.68,
    "dt_vol": 11.43,
    "on_return": 2.19,
    "dt_return": -3.09
  },
  {
    "date": "2015-09-29",
    "on_sharpe": 0.108,
    "dt_sharpe": -0.439,
    "on_vol": 10.83,
    "dt_vol": 11.5,
    "on_return": 1.17,
    "dt_return": -5.05
  },
  {
    "date": "2015-10-06",
    "on_sharpe": 0.24,
    "dt_sharpe": -0.029,
    "on_vol": 10.94,
    "dt_vol": 11.81,
    "on_return": 2.62,
    "dt_return": -0.34
  },
  {
    "date": "2015-10-13",
    "on_sharpe": 0.295,
    "dt_sharpe": 0.316,
    "on_vol": 10.93,
    "dt_vol": 11.48,
    "on_return": 3.23,
    "dt_return": 3.63
  },
  {
    "date": "2015-10-20",
    "on_sharpe": 0.425,
    "dt_sharpe": 0.38,
    "on_vol": 10.65,
    "dt_vol": 11.29,
    "on_return": 4.53,
    "dt_return": 4.29
  },
  {
    "date": "2015-10-27",
    "on_sharpe": 0.382,
    "dt_sharpe": 0.212,
    "on_vol": 10.64,
    "dt_vol": 11.2,
    "on_return": 4.06,
    "dt_return": 2.38
  },
  {
    "date": "2015-11-03",
    "on_sharpe": 0.273,
    "dt_sharpe": 0.226,
    "on_vol": 10.57,
    "dt_vol": 11.23,
    "on_return": 2.89,
    "dt_return": 2.54
  },
  {
    "date": "2015-11-10",
    "on_sharpe": 0.163,
    "dt_sharpe": 0.158,
    "on_vol": 10.55,
    "dt_vol": 11.26,
    "on_return": 1.72,
    "dt_return": 1.78
  },
  {
    "date": "2015-11-17",
    "on_sharpe": 0.09,
    "dt_sharpe": 0.082,
    "on_vol": 10.57,
    "dt_vol": 11.46,
    "on_return": 0.95,
    "dt_return": 0.94
  },
  {
    "date": "2015-11-24",
    "on_sharpe": 0.147,
    "dt_sharpe": 0.072,
    "on_vol": 10.52,
    "dt_vol": 11.49,
    "on_return": 1.54,
    "dt_return": 0.82
  },
  {
    "date": "2015-12-02",
    "on_sharpe": 0.146,
    "dt_sharpe": 0.177,
    "on_vol": 10.53,
    "dt_vol": 11.53,
    "on_return": 1.54,
    "dt_return": 2.04
  },
  {
    "date": "2015-12-09",
    "on_sharpe": 0.071,
    "dt_sharpe": 0.057,
    "on_vol": 10.57,
    "dt_vol": 11.82,
    "on_return": 0.75,
    "dt_return": 0.67
  },
  {
    "date": "2015-12-16",
    "on_sharpe": 0.132,
    "dt_sharpe": 0.221,
    "on_vol": 10.58,
    "dt_vol": 11.64,
    "on_return": 1.4,
    "dt_return": 2.57
  },
  {
    "date": "2015-12-23",
    "on_sharpe": 0.115,
    "dt_sharpe": -0.163,
    "on_vol": 10.57,
    "dt_vol": 11.71,
    "on_return": 1.22,
    "dt_return": -1.91
  },
  {
    "date": "2015-12-31",
    "on_sharpe": 0.13,
    "dt_sharpe": -0.079,
    "on_vol": 10.6,
    "dt_vol": 11.74,
    "on_return": 1.38,
    "dt_return": -0.93
  },
  {
    "date": "2016-01-08",
    "on_sharpe": -0.431,
    "dt_sharpe": 0.156,
    "on_vol": 10.92,
    "dt_vol": 11.59,
    "on_return": -4.7,
    "dt_return": 1.81
  },
  {
    "date": "2016-01-15",
    "on_sharpe": -0.235,
    "dt_sharpe": -0.057,
    "on_vol": 10.88,
    "dt_vol": 11.97,
    "on_return": -2.55,
    "dt_return": -0.68
  },
  {
    "date": "2016-01-25",
    "on_sharpe": -0.398,
    "dt_sharpe": -0.164,
    "on_vol": 11.48,
    "dt_vol": 11.8,
    "on_return": -4.56,
    "dt_return": -1.94
  },
  {
    "date": "2016-02-01",
    "on_sharpe": -0.233,
    "dt_sharpe": -0.012,
    "on_vol": 11.46,
    "dt_vol": 11.89,
    "on_return": -2.68,
    "dt_return": -0.14
  },
  {
    "date": "2016-02-08",
    "on_sharpe": -0.366,
    "dt_sharpe": -0.305,
    "on_vol": 11.48,
    "dt_vol": 11.96,
    "on_return": -4.21,
    "dt_return": -3.64
  },
  {
    "date": "2016-02-16",
    "on_sharpe": -0.613,
    "dt_sharpe": -0.222,
    "on_vol": 11.73,
    "dt_vol": 12.04,
    "on_return": -7.19,
    "dt_return": -2.67
  },
  {
    "date": "2016-02-23",
    "on_sharpe": -0.317,
    "dt_sharpe": -0.242,
    "on_vol": 11.86,
    "dt_vol": 12.07,
    "on_return": -3.76,
    "dt_return": -2.92
  },
  {
    "date": "2016-03-01",
    "on_sharpe": -0.324,
    "dt_sharpe": -0.257,
    "on_vol": 11.91,
    "dt_vol": 12.25,
    "on_return": -3.86,
    "dt_return": -3.14
  },
  {
    "date": "2016-03-08",
    "on_sharpe": -0.251,
    "dt_sharpe": 0.088,
    "on_vol": 11.93,
    "dt_vol": 12.35,
    "on_return": -2.99,
    "dt_return": 1.08
  },
  {
    "date": "2016-03-15",
    "on_sharpe": -0.165,
    "dt_sharpe": 0.148,
    "on_vol": 11.96,
    "dt_vol": 12.3,
    "on_return": -1.97,
    "dt_return": 1.82
  },
  {
    "date": "2016-03-22",
    "on_sharpe": -0.237,
    "dt_sharpe": 0.125,
    "on_vol": 11.96,
    "dt_vol": 12.23,
    "on_return": -2.83,
    "dt_return": 1.53
  },
  {
    "date": "2016-03-30",
    "on_sharpe": -0.307,
    "dt_sharpe": 0.397,
    "on_vol": 11.98,
    "dt_vol": 12.2,
    "on_return": -3.68,
    "dt_return": 4.85
  },
  {
    "date": "2016-04-06",
    "on_sharpe": -0.341,
    "dt_sharpe": 0.311,
    "on_vol": 12.0,
    "dt_vol": 12.18,
    "on_return": -4.09,
    "dt_return": 3.79
  },
  {
    "date": "2016-04-13",
    "on_sharpe": -0.305,
    "dt_sharpe": 0.296,
    "on_vol": 12.04,
    "dt_vol": 12.26,
    "on_return": -3.68,
    "dt_return": 3.63
  },
  {
    "date": "2016-04-20",
    "on_sharpe": -0.224,
    "dt_sharpe": 0.342,
    "on_vol": 12.01,
    "dt_vol": 12.27,
    "on_return": -2.7,
    "dt_return": 4.2
  },
  {
    "date": "2016-04-27",
    "on_sharpe": -0.326,
    "dt_sharpe": 0.368,
    "on_vol": 12.0,
    "dt_vol": 12.24,
    "on_return": -3.91,
    "dt_return": 4.5
  },
  {
    "date": "2016-05-04",
    "on_sharpe": -0.43,
    "dt_sharpe": 0.34,
    "on_vol": 12.02,
    "dt_vol": 12.23,
    "on_return": -5.16,
    "dt_return": 4.16
  },
  {
    "date": "2016-05-11",
    "on_sharpe": -0.553,
    "dt_sharpe": 0.58,
    "on_vol": 12.0,
    "dt_vol": 12.2,
    "on_return": -6.64,
    "dt_return": 7.07
  },
  {
    "date": "2016-05-18",
    "on_sharpe": -0.592,
    "dt_sharpe": 0.376,
    "on_vol": 11.98,
    "dt_vol": 12.29,
    "on_return": -7.09,
    "dt_return": 4.62
  },
  {
    "date": "2016-05-25",
    "on_sharpe": -0.535,
    "dt_sharpe": 0.533,
    "on_vol": 12.0,
    "dt_vol": 12.28,
    "on_return": -6.43,
    "dt_return": 6.55
  },
  {
    "date": "2016-06-02",
    "on_sharpe": -0.519,
    "dt_sharpe": 0.586,
    "on_vol": 12.0,
    "dt_vol": 12.27,
    "on_return": -6.23,
    "dt_return": 7.19
  },
  {
    "date": "2016-06-09",
    "on_sharpe": -0.512,
    "dt_sharpe": 0.774,
    "on_vol": 12.0,
    "dt_vol": 12.26,
    "on_return": -6.15,
    "dt_return": 9.49
  },
  {
    "date": "2016-06-16",
    "on_sharpe": -0.613,
    "dt_sharpe": 0.624,
    "on_vol": 12.0,
    "dt_vol": 12.24,
    "on_return": -7.36,
    "dt_return": 7.63
  },
  {
    "date": "2016-06-23",
    "on_sharpe": -0.584,
    "dt_sharpe": 0.542,
    "on_vol": 12.03,
    "dt_vol": 12.23,
    "on_return": -7.03,
    "dt_return": 6.63
  },
  {
    "date": "2016-06-30",
    "on_sharpe": -0.722,
    "dt_sharpe": 0.9,
    "on_vol": 12.55,
    "dt_vol": 12.22,
    "on_return": -9.06,
    "dt_return": 11.0
  },
  {
    "date": "2016-07-08",
    "on_sharpe": -0.74,
    "dt_sharpe": 1.077,
    "on_vol": 12.48,
    "dt_vol": 12.24,
    "on_return": -9.23,
    "dt_return": 13.18
  },
  {
    "date": "2016-07-15",
    "on_sharpe": -0.801,
    "dt_sharpe": 1.15,
    "on_vol": 12.4,
    "dt_vol": 12.21,
    "on_return": -9.93,
    "dt_return": 14.03
  },
  {
    "date": "2016-07-22",
    "on_sharpe": -0.816,
    "dt_sharpe": 1.139,
    "on_vol": 12.38,
    "dt_vol": 12.22,
    "on_return": -10.1,
    "dt_return": 13.91
  },
  {
    "date": "2016-07-29",
    "on_sharpe": -0.832,
    "dt_sharpe": 1.204,
    "on_vol": 12.37,
    "dt_vol": 12.12,
    "on_return": -10.28,
    "dt_return": 14.6
  },
  {
    "date": "2016-08-05",
    "on_sharpe": -0.886,
    "dt_sharpe": 1.273,
    "on_vol": 12.35,
    "dt_vol": 12.12,
    "on_return": -10.94,
    "dt_return": 15.42
  },
  {
    "date": "2016-08-12",
    "on_sharpe": -0.782,
    "dt_sharpe": 1.297,
    "on_vol": 12.29,
    "dt_vol": 12.07,
    "on_return": -9.61,
    "dt_return": 15.65
  },
  {
    "date": "2016-08-19",
    "on_sharpe": -0.706,
    "dt_sharpe": 1.255,
    "on_vol": 12.29,
    "dt_vol": 12.03,
    "on_return": -8.67,
    "dt_return": 15.1
  },
  {
    "date": "2016-08-26",
    "on_sharpe": -0.732,
    "dt_sharpe": 1.828,
    "on_vol": 10.27,
    "dt_vol": 10.9,
    "on_return": -7.51,
    "dt_return": 19.93
  },
  {
    "date": "2016-09-02",
    "on_sharpe": -0.726,
    "dt_sharpe": 1.74,
    "on_vol": 9.78,
    "dt_vol": 10.82,
    "on_return": -7.1,
    "dt_return": 18.83
  },
  {
    "date": "2016-09-12",
    "on_sharpe": -0.957,
    "dt_sharpe": 1.748,
    "on_vol": 9.5,
    "dt_vol": 10.67,
    "on_return": -9.09,
    "dt_return": 18.64
  },
  {
    "date": "2016-09-19",
    "on_sharpe": -1.191,
    "dt_sharpe": 1.76,
    "on_vol": 9.55,
    "dt_vol": 10.81,
    "on_return": -11.37,
    "dt_return": 19.03
  },
  {
    "date": "2016-09-26",
    "on_sharpe": -0.687,
    "dt_sharpe": 1.723,
    "on_vol": 9.26,
    "dt_vol": 10.85,
    "on_return": -6.36,
    "dt_return": 18.69
  },
  {
    "date": "2016-10-03",
    "on_sharpe": -0.914,
    "dt_sharpe": 1.989,
    "on_vol": 9.14,
    "dt_vol": 10.66,
    "on_return": -8.36,
    "dt_return": 21.2
  },
  {
    "date": "2016-10-10",
    "on_sharpe": -0.878,
    "dt_sharpe": 1.514,
    "on_vol": 9.02,
    "dt_vol": 10.24,
    "on_return": -7.92,
    "dt_return": 15.5
  },
  {
    "date": "2016-10-17",
    "on_sharpe": -0.861,
    "dt_sharpe": 1.359,
    "on_vol": 9.06,
    "dt_vol": 10.25,
    "on_return": -7.8,
    "dt_return": 13.93
  },
  {
    "date": "2016-10-24",
    "on_sharpe": -0.815,
    "dt_sharpe": 1.23,
    "on_vol": 9.07,
    "dt_vol": 10.15,
    "on_return": -7.4,
    "dt_return": 12.49
  },
  {
    "date": "2016-10-31",
    "on_sharpe": -0.827,
    "dt_sharpe": 1.002,
    "on_vol": 9.04,
    "dt_vol": 10.15,
    "on_return": -7.48,
    "dt_return": 10.16
  },
  {
    "date": "2016-11-07",
    "on_sharpe": -0.819,
    "dt_sharpe": 0.746,
    "on_vol": 9.04,
    "dt_vol": 10.14,
    "on_return": -7.4,
    "dt_return": 7.56
  },
  {
    "date": "2016-11-14",
    "on_sharpe": -0.787,
    "dt_sharpe": 1.298,
    "on_vol": 9.06,
    "dt_vol": 10.47,
    "on_return": -7.13,
    "dt_return": 13.59
  },
  {
    "date": "2016-11-21",
    "on_sharpe": -0.761,
    "dt_sharpe": 1.218,
    "on_vol": 9.06,
    "dt_vol": 10.25,
    "on_return": -6.89,
    "dt_return": 12.49
  },
  {
    "date": "2016-11-29",
    "on_sharpe": -0.74,
    "dt_sharpe": 1.24,
    "on_vol": 9.05,
    "dt_vol": 10.25,
    "on_return": -6.69,
    "dt_return": 12.71
  },
  {
    "date": "2016-12-06",
    "on_sharpe": -0.692,
    "dt_sharpe": 1.259,
    "on_vol": 9.06,
    "dt_vol": 9.9,
    "on_return": -6.27,
    "dt_return": 12.46
  },
  {
    "date": "2016-12-13",
    "on_sharpe": -0.399,
    "dt_sharpe": 1.595,
    "on_vol": 8.93,
    "dt_vol": 9.94,
    "on_return": -3.57,
    "dt_return": 15.86
  },
  {
    "date": "2016-12-20",
    "on_sharpe": -0.488,
    "dt_sharpe": 1.772,
    "on_vol": 8.82,
    "dt_vol": 9.69,
    "on_return": -4.31,
    "dt_return": 17.17
  },
  {
    "date": "2016-12-28",
    "on_sharpe": -0.602,
    "dt_sharpe": 1.643,
    "on_vol": 8.75,
    "dt_vol": 9.67,
    "on_return": -5.27,
    "dt_return": 15.89
  },
  {
    "date": "2017-01-05",
    "on_sharpe": -0.317,
    "dt_sharpe": 1.584,
    "on_vol": 8.59,
    "dt_vol": 9.7,
    "on_return": -2.72,
    "dt_return": 15.37
  },
  {
    "date": "2017-01-12",
    "on_sharpe": -0.215,
    "dt_sharpe": 1.944,
    "on_vol": 8.19,
    "dt_vol": 9.51,
    "on_return": -1.76,
    "dt_return": 18.48
  },
  {
    "date": "2017-01-20",
    "on_sharpe": 0.036,
    "dt_sharpe": 2.255,
    "on_vol": 7.46,
    "dt_vol": 8.88,
    "on_return": 0.27,
    "dt_return": 20.04
  },
  {
    "date": "2017-01-27",
    "on_sharpe": -0.081,
    "dt_sharpe": 2.412,
    "on_vol": 7.27,
    "dt_vol": 8.72,
    "on_return": -0.59,
    "dt_return": 21.05
  },
  {
    "date": "2017-02-03",
    "on_sharpe": -0.251,
    "dt_sharpe": 2.35,
    "on_vol": 7.09,
    "dt_vol": 8.44,
    "on_return": -1.78,
    "dt_return": 19.84
  },
  {
    "date": "2017-02-10",
    "on_sharpe": 0.152,
    "dt_sharpe": 2.617,
    "on_vol": 6.89,
    "dt_vol": 8.19,
    "on_return": 1.05,
    "dt_return": 21.42
  },
  {
    "date": "2017-02-17",
    "on_sharpe": -0.05,
    "dt_sharpe": 2.583,
    "on_vol": 6.48,
    "dt_vol": 8.1,
    "on_return": -0.33,
    "dt_return": 20.91
  },
  {
    "date": "2017-02-27",
    "on_sharpe": -0.051,
    "dt_sharpe": 2.523,
    "on_vol": 6.34,
    "dt_vol": 7.91,
    "on_return": -0.32,
    "dt_return": 19.96
  },
  {
    "date": "2017-03-06",
    "on_sharpe": -0.137,
    "dt_sharpe": 2.479,
    "on_vol": 6.32,
    "dt_vol": 7.68,
    "on_return": -0.86,
    "dt_return": 19.05
  },
  {
    "date": "2017-03-13",
    "on_sharpe": -0.07,
    "dt_sharpe": 2.408,
    "on_vol": 6.27,
    "dt_vol": 7.65,
    "on_return": -0.44,
    "dt_return": 18.43
  },
  {
    "date": "2017-03-20",
    "on_sharpe": -0.059,
    "dt_sharpe": 2.05,
    "on_vol": 6.19,
    "dt_vol": 7.58,
    "on_return": -0.37,
    "dt_return": 15.55
  },
  {
    "date": "2017-03-27",
    "on_sharpe": 0.282,
    "dt_sharpe": 1.663,
    "on_vol": 6.15,
    "dt_vol": 7.73,
    "on_return": 1.73,
    "dt_return": 12.85
  },
  {
    "date": "2017-04-03",
    "on_sharpe": 0.076,
    "dt_sharpe": 1.713,
    "on_vol": 6.15,
    "dt_vol": 7.62,
    "on_return": 0.47,
    "dt_return": 13.06
  },
  {
    "date": "2017-04-10",
    "on_sharpe": 0.228,
    "dt_sharpe": 1.736,
    "on_vol": 6.04,
    "dt_vol": 7.54,
    "on_return": 1.37,
    "dt_return": 13.08
  },
  {
    "date": "2017-04-18",
    "on_sharpe": 0.031,
    "dt_sharpe": 1.653,
    "on_vol": 6.02,
    "dt_vol": 7.5,
    "on_return": 0.19,
    "dt_return": 12.4
  },
  {
    "date": "2017-04-25",
    "on_sharpe": 0.229,
    "dt_sharpe": 1.566,
    "on_vol": 6.14,
    "dt_vol": 7.49,
    "on_return": 1.4,
    "dt_return": 11.73
  },
  {
    "date": "2017-05-02",
    "on_sharpe": 0.55,
    "dt_sharpe": 1.563,
    "on_vol": 6.11,
    "dt_vol": 7.47,
    "on_return": 3.36,
    "dt_return": 11.68
  },
  {
    "date": "2017-05-09",
    "on_sharpe": 0.819,
    "dt_sharpe": 1.458,
    "on_vol": 6.01,
    "dt_vol": 7.41,
    "on_return": 4.93,
    "dt_return": 10.8
  },
  {
    "date": "2017-05-16",
    "on_sharpe": 0.77,
    "dt_sharpe": 1.623,
    "on_vol": 5.99,
    "dt_vol": 7.29,
    "on_return": 4.61,
    "dt_return": 11.84
  },
  {
    "date": "2017-05-23",
    "on_sharpe": 0.925,
    "dt_sharpe": 1.378,
    "on_vol": 5.97,
    "dt_vol": 7.45,
    "on_return": 5.52,
    "dt_return": 10.26
  },
  {
    "date": "2017-05-31",
    "on_sharpe": 0.804,
    "dt_sharpe": 1.289,
    "on_vol": 5.95,
    "dt_vol": 7.39,
    "on_return": 4.78,
    "dt_return": 9.53
  },
  {
    "date": "2017-06-07",
    "on_sharpe": 0.902,
    "dt_sharpe": 1.24,
    "on_vol": 5.93,
    "dt_vol": 7.37,
    "on_return": 5.35,
    "dt_return": 9.14
  },
  {
    "date": "2017-06-14",
    "on_sharpe": 1.223,
    "dt_sharpe": 1.257,
    "on_vol": 5.86,
    "dt_vol": 7.36,
    "on_return": 7.17,
    "dt_return": 9.25
  },
  {
    "date": "2017-06-21",
    "on_sharpe": 1.061,
    "dt_sharpe": 1.346,
    "on_vol": 5.79,
    "dt_vol": 7.37,
    "on_return": 6.15,
    "dt_return": 9.92
  },
  {
    "date": "2017-06-28",
    "on_sharpe": 2.137,
    "dt_sharpe": 1.324,
    "on_vol": 4.52,
    "dt_vol": 7.33,
    "on_return": 9.66,
    "dt_return": 9.7
  },
  {
    "date": "2017-07-06",
    "on_sharpe": 2.205,
    "dt_sharpe": 0.824,
    "on_vol": 4.38,
    "dt_vol": 7.23,
    "on_return": 9.66,
    "dt_return": 5.95
  },
  {
    "date": "2017-07-13",
    "on_sharpe": 2.011,
    "dt_sharpe": 0.603,
    "on_vol": 4.33,
    "dt_vol": 7.17,
    "on_return": 8.7,
    "dt_return": 4.33
  },
  {
    "date": "2017-07-20",
    "on_sharpe": 1.774,
    "dt_sharpe": 0.85,
    "on_vol": 4.26,
    "dt_vol": 7.18,
    "on_return": 7.57,
    "dt_return": 6.1
  },
  {
    "date": "2017-07-27",
    "on_sharpe": 1.872,
    "dt_sharpe": 0.778,
    "on_vol": 4.28,
    "dt_vol": 7.15,
    "on_return": 8.02,
    "dt_return": 5.56
  },
  {
    "date": "2017-08-03",
    "on_sharpe": 2.024,
    "dt_sharpe": 0.765,
    "on_vol": 4.29,
    "dt_vol": 7.13,
    "on_return": 8.69,
    "dt_return": 5.46
  },
  {
    "date": "2017-08-10",
    "on_sharpe": 1.915,
    "dt_sharpe": 0.647,
    "on_vol": 4.32,
    "dt_vol": 7.09,
    "on_return": 8.26,
    "dt_return": 4.59
  },
  {
    "date": "2017-08-17",
    "on_sharpe": 2.031,
    "dt_sharpe": 0.556,
    "on_vol": 4.36,
    "dt_vol": 7.16,
    "on_return": 8.85,
    "dt_return": 3.98
  },
  {
    "date": "2017-08-24",
    "on_sharpe": 1.901,
    "dt_sharpe": 0.422,
    "on_vol": 4.38,
    "dt_vol": 7.31,
    "on_return": 8.33,
    "dt_return": 3.08
  },
  {
    "date": "2017-08-31",
    "on_sharpe": 1.951,
    "dt_sharpe": 0.516,
    "on_vol": 4.44,
    "dt_vol": 7.34,
    "on_return": 8.67,
    "dt_return": 3.79
  },
  {
    "date": "2017-09-08",
    "on_sharpe": 2.029,
    "dt_sharpe": 0.452,
    "on_vol": 4.44,
    "dt_vol": 7.37,
    "on_return": 9.02,
    "dt_return": 3.33
  },
  {
    "date": "2017-09-15",
    "on_sharpe": 2.613,
    "dt_sharpe": 0.723,
    "on_vol": 4.34,
    "dt_vol": 6.9,
    "on_return": 11.33,
    "dt_return": 4.99
  },
  {
    "date": "2017-09-22",
    "on_sharpe": 2.529,
    "dt_sharpe": 0.599,
    "on_vol": 4.24,
    "dt_vol": 6.75,
    "on_return": 10.73,
    "dt_return": 4.04
  },
  {
    "date": "2017-09-29",
    "on_sharpe": 2.61,
    "dt_sharpe": 0.571,
    "on_vol": 4.2,
    "dt_vol": 6.7,
    "on_return": 10.95,
    "dt_return": 3.82
  },
  {
    "date": "2017-10-06",
    "on_sharpe": 2.553,
    "dt_sharpe": 0.952,
    "on_vol": 4.16,
    "dt_vol": 6.65,
    "on_return": 10.62,
    "dt_return": 6.33
  },
  {
    "date": "2017-10-13",
    "on_sharpe": 2.466,
    "dt_sharpe": 1.165,
    "on_vol": 4.13,
    "dt_vol": 6.55,
    "on_return": 10.2,
    "dt_return": 7.63
  },
  {
    "date": "2017-10-20",
    "on_sharpe": 2.388,
    "dt_sharpe": 1.309,
    "on_vol": 3.97,
    "dt_vol": 6.51,
    "on_return": 9.48,
    "dt_return": 8.52
  },
  {
    "date": "2017-10-27",
    "on_sharpe": 2.684,
    "dt_sharpe": 1.167,
    "on_vol": 3.93,
    "dt_vol": 6.54,
    "on_return": 10.55,
    "dt_return": 7.63
  },
  {
    "date": "2017-11-03",
    "on_sharpe": 2.601,
    "dt_sharpe": 1.637,
    "on_vol": 3.97,
    "dt_vol": 6.43,
    "on_return": 10.32,
    "dt_return": 10.52
  },
  {
    "date": "2017-11-10",
    "on_sharpe": 2.715,
    "dt_sharpe": 1.278,
    "on_vol": 3.91,
    "dt_vol": 5.7,
    "on_return": 10.61,
    "dt_return": 7.29
  },
  {
    "date": "2017-11-17",
    "on_sharpe": 2.44,
    "dt_sharpe": 1.372,
    "on_vol": 3.93,
    "dt_vol": 5.69,
    "on_return": 9.58,
    "dt_return": 7.81
  },
  {
    "date": "2017-11-27",
    "on_sharpe": 2.491,
    "dt_sharpe": 1.236,
    "on_vol": 3.92,
    "dt_vol": 5.66,
    "on_return": 9.77,
    "dt_return": 6.99
  },
  {
    "date": "2017-12-04",
    "on_sharpe": 2.506,
    "dt_sharpe": 1.591,
    "on_vol": 3.92,
    "dt_vol": 5.66,
    "on_return": 9.84,
    "dt_return": 9.01
  },
  {
    "date": "2017-12-11",
    "on_sharpe": 2.611,
    "dt_sharpe": 1.13,
    "on_vol": 4.0,
    "dt_vol": 5.55,
    "on_return": 10.45,
    "dt_return": 6.27
  },
  {
    "date": "2017-12-18",
    "on_sharpe": 2.712,
    "dt_sharpe": 0.996,
    "on_vol": 4.01,
    "dt_vol": 5.52,
    "on_return": 10.87,
    "dt_return": 5.5
  },
  {
    "date": "2017-12-26",
    "on_sharpe": 3.065,
    "dt_sharpe": 0.902,
    "on_vol": 4.04,
    "dt_vol": 5.54,
    "on_return": 12.38,
    "dt_return": 4.99
  },
  {
    "date": "2018-01-03",
    "on_sharpe": 3.104,
    "dt_sharpe": 1.108,
    "on_vol": 4.06,
    "dt_vol": 5.47,
    "on_return": 12.61,
    "dt_return": 6.06
  },
  {
    "date": "2018-01-10",
    "on_sharpe": 3.178,
    "dt_sharpe": 1.223,
    "on_vol": 4.02,
    "dt_vol": 5.48,
    "on_return": 12.78,
    "dt_return": 6.7
  },
  {
    "date": "2018-01-18",
    "on_sharpe": 3.516,
    "dt_sharpe": 1.278,
    "on_vol": 4.05,
    "dt_vol": 5.61,
    "on_return": 14.24,
    "dt_return": 7.18
  },
  {
    "date": "2018-01-25",
    "on_sharpe": 3.454,
    "dt_sharpe": 1.434,
    "on_vol": 4.05,
    "dt_vol": 5.65,
    "on_return": 14.0,
    "dt_return": 8.1
  },
  {
    "date": "2018-02-01",
    "on_sharpe": 3.457,
    "dt_sharpe": 1.304,
    "on_vol": 4.11,
    "dt_vol": 5.73,
    "on_return": 14.21,
    "dt_return": 7.47
  },
  {
    "date": "2018-02-08",
    "on_sharpe": 2.326,
    "dt_sharpe": 0.717,
    "on_vol": 4.5,
    "dt_vol": 7.77,
    "on_return": 10.46,
    "dt_return": 5.57
  },
  {
    "date": "2018-02-15",
    "on_sharpe": 2.338,
    "dt_sharpe": 0.4,
    "on_vol": 4.8,
    "dt_vol": 8.93,
    "on_return": 11.23,
    "dt_return": 3.57
  },
  {
    "date": "2018-02-23",
    "on_sharpe": 2.529,
    "dt_sharpe": 0.189,
    "on_vol": 4.87,
    "dt_vol": 8.94,
    "on_return": 12.32,
    "dt_return": 1.69
  },
  {
    "date": "2018-03-02",
    "on_sharpe": 2.75,
    "dt_sharpe": -0.186,
    "on_vol": 4.84,
    "dt_vol": 9.31,
    "on_return": 13.3,
    "dt_return": -1.73
  },
  {
    "date": "2018-03-09",
    "on_sharpe": 2.475,
    "dt_sharpe": 0.305,
    "on_vol": 5.01,
    "dt_vol": 9.56,
    "on_return": 12.4,
    "dt_return": 2.92
  },
  {
    "date": "2018-03-16",
    "on_sharpe": 2.713,
    "dt_sharpe": 0.102,
    "on_vol": 5.04,
    "dt_vol": 9.72,
    "on_return": 13.67,
    "dt_return": 0.99
  },
  {
    "date": "2018-03-23",
    "on_sharpe": 2.399,
    "dt_sharpe": 0.012,
    "on_vol": 5.13,
    "dt_vol": 9.77,
    "on_return": 12.32,
    "dt_return": 0.11
  },
  {
    "date": "2018-04-02",
    "on_sharpe": 3.017,
    "dt_sharpe": -0.413,
    "on_vol": 5.31,
    "dt_vol": 10.29,
    "on_return": 16.01,
    "dt_return": -4.25
  },
  {
    "date": "2018-04-09",
    "on_sharpe": 2.589,
    "dt_sharpe": -0.351,
    "on_vol": 5.67,
    "dt_vol": 10.89,
    "on_return": 14.68,
    "dt_return": -3.83
  },
  {
    "date": "2018-04-16",
    "on_sharpe": 2.946,
    "dt_sharpe": -0.376,
    "on_vol": 5.9,
    "dt_vol": 10.92,
    "on_return": 17.37,
    "dt_return": -4.11
  },
  {
    "date": "2018-04-23",
    "on_sharpe": 3.091,
    "dt_sharpe": -0.47,
    "on_vol": 5.95,
    "dt_vol": 10.91,
    "on_return": 18.39,
    "dt_return": -5.13
  },
  {
    "date": "2018-04-30",
    "on_sharpe": 3.099,
    "dt_sharpe": -0.573,
    "on_vol": 5.88,
    "dt_vol": 11.07,
    "on_return": 18.22,
    "dt_return": -6.35
  },
  {
    "date": "2018-05-07",
    "on_sharpe": 2.834,
    "dt_sharpe": -0.458,
    "on_vol": 5.92,
    "dt_vol": 11.27,
    "on_return": 16.79,
    "dt_return": -5.16
  },
  {
    "date": "2018-05-14",
    "on_sharpe": 2.952,
    "dt_sharpe": -0.319,
    "on_vol": 5.93,
    "dt_vol": 11.31,
    "on_return": 17.52,
    "dt_return": -3.61
  },
  {
    "date": "2018-05-21",
    "on_sharpe": 2.811,
    "dt_sharpe": -0.209,
    "on_vol": 5.96,
    "dt_vol": 11.16,
    "on_return": 16.76,
    "dt_return": -2.33
  },
  {
    "date": "2018-05-29",
    "on_sharpe": 2.598,
    "dt_sharpe": -0.268,
    "on_vol": 6.02,
    "dt_vol": 11.19,
    "on_return": 15.65,
    "dt_return": -2.99
  },
  {
    "date": "2018-06-05",
    "on_sharpe": 2.634,
    "dt_sharpe": -0.305,
    "on_vol": 6.11,
    "dt_vol": 11.22,
    "on_return": 16.09,
    "dt_return": -3.42
  },
  {
    "date": "2018-06-12",
    "on_sharpe": 2.704,
    "dt_sharpe": -0.196,
    "on_vol": 6.11,
    "dt_vol": 11.25,
    "on_return": 16.52,
    "dt_return": -2.2
  },
  {
    "date": "2018-06-19",
    "on_sharpe": 2.696,
    "dt_sharpe": -0.235,
    "on_vol": 6.14,
    "dt_vol": 11.25,
    "on_return": 16.56,
    "dt_return": -2.65
  },
  {
    "date": "2018-06-26",
    "on_sharpe": 2.482,
    "dt_sharpe": -0.338,
    "on_vol": 6.25,
    "dt_vol": 11.3,
    "on_return": 15.51,
    "dt_return": -3.82
  },
  {
    "date": "2018-07-03",
    "on_sharpe": 2.328,
    "dt_sharpe": -0.182,
    "on_vol": 6.28,
    "dt_vol": 11.33,
    "on_return": 14.62,
    "dt_return": -2.06
  },
  {
    "date": "2018-07-11",
    "on_sharpe": 2.473,
    "dt_sharpe": -0.057,
    "on_vol": 6.28,
    "dt_vol": 11.38,
    "on_return": 15.53,
    "dt_return": -0.64
  },
  {
    "date": "2018-07-18",
    "on_sharpe": 2.31,
    "dt_sharpe": -0.041,
    "on_vol": 6.33,
    "dt_vol": 11.4,
    "on_return": 14.63,
    "dt_return": -0.47
  },
  {
    "date": "2018-07-25",
    "on_sharpe": 2.366,
    "dt_sharpe": -0.086,
    "on_vol": 6.35,
    "dt_vol": 11.39,
    "on_return": 15.02,
    "dt_return": -0.98
  },
  {
    "date": "2018-08-01",
    "on_sharpe": 2.276,
    "dt_sharpe": -0.042,
    "on_vol": 6.35,
    "dt_vol": 11.47,
    "on_return": 14.45,
    "dt_return": -0.48
  },
  {
    "date": "2018-08-08",
    "on_sharpe": 2.164,
    "dt_sharpe": 0.108,
    "on_vol": 6.37,
    "dt_vol": 11.53,
    "on_return": 13.79,
    "dt_return": 1.24
  },
  {
    "date": "2018-08-15",
    "on_sharpe": 2.159,
    "dt_sharpe": 0.109,
    "on_vol": 6.36,
    "dt_vol": 11.49,
    "on_return": 13.72,
    "dt_return": 1.25
  },
  {
    "date": "2018-08-22",
    "on_sharpe": 2.195,
    "dt_sharpe": 0.287,
    "on_vol": 6.39,
    "dt_vol": 11.42,
    "on_return": 14.03,
    "dt_return": 3.28
  },
  {
    "date": "2018-08-29",
    "on_sharpe": 2.203,
    "dt_sharpe": 0.335,
    "on_vol": 6.38,
    "dt_vol": 11.4,
    "on_return": 14.05,
    "dt_return": 3.81
  },
  {
    "date": "2018-09-06",
    "on_sharpe": 2.188,
    "dt_sharpe": 0.269,
    "on_vol": 6.35,
    "dt_vol": 11.36,
    "on_return": 13.89,
    "dt_return": 3.06
  },
  {
    "date": "2018-09-13",
    "on_sharpe": 1.982,
    "dt_sharpe": 0.245,
    "on_vol": 6.35,
    "dt_vol": 11.38,
    "on_return": 12.58,
    "dt_return": 2.79
  },
  {
    "date": "2018-09-20",
    "on_sharpe": 2.17,
    "dt_sharpe": 0.211,
    "on_vol": 6.32,
    "dt_vol": 11.39,
    "on_return": 13.72,
    "dt_return": 2.41
  },
  {
    "date": "2018-09-27",
    "on_sharpe": 2.23,
    "dt_sharpe": 0.166,
    "on_vol": 6.34,
    "dt_vol": 11.41,
    "on_return": 14.13,
    "dt_return": 1.89
  },
  {
    "date": "2018-10-04",
    "on_sharpe": 2.296,
    "dt_sharpe": 0.048,
    "on_vol": 6.36,
    "dt_vol": 11.41,
    "on_return": 14.61,
    "dt_return": 0.54
  },
  {
    "date": "2018-10-11",
    "on_sharpe": 2.142,
    "dt_sharpe": -0.326,
    "on_vol": 6.37,
    "dt_vol": 11.81,
    "on_return": 13.65,
    "dt_return": -3.86
  },
  {
    "date": "2018-10-18",
    "on_sharpe": 2.333,
    "dt_sharpe": -0.433,
    "on_vol": 6.64,
    "dt_vol": 12.03,
    "on_return": 15.48,
    "dt_return": -5.21
  },
  {
    "date": "2018-10-25",
    "on_sharpe": 1.989,
    "dt_sharpe": -0.737,
    "on_vol": 6.81,
    "dt_vol": 12.46,
    "on_return": 13.56,
    "dt_return": -9.18
  },
  {
    "date": "2018-11-01",
    "on_sharpe": 2.081,
    "dt_sharpe": -0.69,
    "on_vol": 7.19,
    "dt_vol": 12.72,
    "on_return": 14.96,
    "dt_return": -8.78
  },
  {
    "date": "2018-11-08",
    "on_sharpe": 2.271,
    "dt_sharpe": -0.55,
    "on_vol": 7.25,
    "dt_vol": 12.86,
    "on_return": 16.46,
    "dt_return": -7.08
  },
  {
    "date": "2018-11-15",
    "on_sharpe": 2.45,
    "dt_sharpe": -0.917,
    "on_vol": 7.27,
    "dt_vol": 13.04,
    "on_return": 17.81,
    "dt_return": -11.96
  },
  {
    "date": "2018-11-23",
    "on_sharpe": 2.089,
    "dt_sharpe": -0.944,
    "on_vol": 7.45,
    "dt_vol": 13.23,
    "on_return": 15.57,
    "dt_return": -12.49
  },
  {
    "date": "2018-11-30",
    "on_sharpe": 1.984,
    "dt_sharpe": -0.721,
    "on_vol": 7.58,
    "dt_vol": 13.39,
    "on_return": 15.04,
    "dt_return": -9.65
  },
  {
    "date": "2018-12-10",
    "on_sharpe": 1.759,
    "dt_sharpe": -0.895,
    "on_vol": 7.89,
    "dt_vol": 13.93,
    "on_return": 13.89,
    "dt_return": -12.48
  },
  {
    "date": "2018-12-17",
    "on_sharpe": 1.777,
    "dt_sharpe": -1.105,
    "on_vol": 8.14,
    "dt_vol": 14.04,
    "on_return": 14.46,
    "dt_return": -15.51
  },
  {
    "date": "2018-12-24",
    "on_sharpe": 1.579,
    "dt_sharpe": -1.519,
    "on_vol": 8.18,
    "dt_vol": 14.42,
    "on_return": 12.91,
    "dt_return": -21.9
  },
  {
    "date": "2019-01-02",
    "on_sharpe": 1.474,
    "dt_sharpe": -1.156,
    "on_vol": 8.41,
    "dt_vol": 15.4,
    "on_return": 12.4,
    "dt_return": -17.79
  },
  {
    "date": "2019-01-09",
    "on_sharpe": 1.283,
    "dt_sharpe": -1.013,
    "on_vol": 8.75,
    "dt_vol": 15.69,
    "on_return": 11.22,
    "dt_return": -15.89
  },
  {
    "date": "2019-01-16",
    "on_sharpe": 1.087,
    "dt_sharpe": -0.92,
    "on_vol": 8.83,
    "dt_vol": 15.75,
    "on_return": 9.59,
    "dt_return": -14.49
  },
  {
    "date": "2019-01-24",
    "on_sharpe": 1.013,
    "dt_sharpe": -0.915,
    "on_vol": 8.88,
    "dt_vol": 15.76,
    "on_return": 8.99,
    "dt_return": -14.42
  },
  {
    "date": "2019-01-31",
    "on_sharpe": 0.979,
    "dt_sharpe": -0.845,
    "on_vol": 8.96,
    "dt_vol": 15.76,
    "on_return": 8.77,
    "dt_return": -13.32
  },
  {
    "date": "2019-02-07",
    "on_sharpe": 1.223,
    "dt_sharpe": -0.391,
    "on_vol": 8.87,
    "dt_vol": 15.33,
    "on_return": 10.85,
    "dt_return": -6.0
  },
  {
    "date": "2019-02-14",
    "on_sharpe": 1.203,
    "dt_sharpe": -0.378,
    "on_vol": 8.68,
    "dt_vol": 14.42,
    "on_return": 10.44,
    "dt_return": -5.46
  },
  {
    "date": "2019-02-22",
    "on_sharpe": 1.297,
    "dt_sharpe": -0.535,
    "on_vol": 8.64,
    "dt_vol": 14.26,
    "on_return": 11.21,
    "dt_return": -7.62
  },
  {
    "date": "2019-03-01",
    "on_sharpe": 1.147,
    "dt_sharpe": -0.495,
    "on_vol": 8.64,
    "dt_vol": 14.13,
    "on_return": 9.91,
    "dt_return": -7.0
  },
  {
    "date": "2019-03-08",
    "on_sharpe": 1.315,
    "dt_sharpe": -0.663,
    "on_vol": 8.6,
    "dt_vol": 13.88,
    "on_return": 11.31,
    "dt_return": -9.2
  },
  {
    "date": "2019-03-15",
    "on_sharpe": 1.27,
    "dt_sharpe": -0.576,
    "on_vol": 8.57,
    "dt_vol": 13.83,
    "on_return": 10.88,
    "dt_return": -7.97
  },
  {
    "date": "2019-03-22",
    "on_sharpe": 1.223,
    "dt_sharpe": -0.303,
    "on_vol": 8.57,
    "dt_vol": 13.85,
    "on_return": 10.48,
    "dt_return": -4.19
  },
  {
    "date": "2019-03-29",
    "on_sharpe": 1.134,
    "dt_sharpe": -0.063,
    "on_vol": 8.41,
    "dt_vol": 13.44,
    "on_return": 9.54,
    "dt_return": -0.85
  },
  {
    "date": "2019-04-05",
    "on_sharpe": 1.479,
    "dt_sharpe": -0.192,
    "on_vol": 8.29,
    "dt_vol": 12.99,
    "on_return": 12.26,
    "dt_return": -2.49
  },
  {
    "date": "2019-04-12",
    "on_sharpe": 1.379,
    "dt_sharpe": -0.088,
    "on_vol": 8.09,
    "dt_vol": 12.91,
    "on_return": 11.16,
    "dt_return": -1.14
  },
  {
    "date": "2019-04-22",
    "on_sharpe": 1.249,
    "dt_sharpe": -0.146,
    "on_vol": 8.04,
    "dt_vol": 12.9,
    "on_return": 10.04,
    "dt_return": -1.88
  },
  {
    "date": "2019-04-29",
    "on_sharpe": 1.182,
    "dt_sharpe": 0.184,
    "on_vol": 8.03,
    "dt_vol": 12.78,
    "on_return": 9.49,
    "dt_return": 2.35
  },
  {
    "date": "2019-05-06",
    "on_sharpe": 1.185,
    "dt_sharpe": 0.211,
    "on_vol": 8.03,
    "dt_vol": 12.75,
    "on_return": 9.52,
    "dt_return": 2.69
  },
  {
    "date": "2019-05-13",
    "on_sharpe": 0.725,
    "dt_sharpe": 0.143,
    "on_vol": 8.27,
    "dt_vol": 12.74,
    "on_return": 6.0,
    "dt_return": 1.83
  },
  {
    "date": "2019-05-20",
    "on_sharpe": 0.365,
    "dt_sharpe": 0.229,
    "on_vol": 8.57,
    "dt_vol": 12.81,
    "on_return": 3.13,
    "dt_return": 2.93
  },
  {
    "date": "2019-05-28",
    "on_sharpe": 0.283,
    "dt_sharpe": 0.167,
    "on_vol": 8.65,
    "dt_vol": 12.79,
    "on_return": 2.44,
    "dt_return": 2.13
  },
  {
    "date": "2019-06-04",
    "on_sharpe": 0.243,
    "dt_sharpe": 0.032,
    "on_vol": 8.67,
    "dt_vol": 12.8,
    "on_return": 2.11,
    "dt_return": 0.41
  },
  {
    "date": "2019-06-11",
    "on_sharpe": 0.39,
    "dt_sharpe": 0.147,
    "on_vol": 8.75,
    "dt_vol": 12.86,
    "on_return": 3.41,
    "dt_return": 1.9
  },
  {
    "date": "2019-06-18",
    "on_sharpe": 0.436,
    "dt_sharpe": 0.088,
    "on_vol": 8.77,
    "dt_vol": 12.87,
    "on_return": 3.83,
    "dt_return": 1.13
  },
  {
    "date": "2019-06-25",
    "on_sharpe": 0.809,
    "dt_sharpe": 0.074,
    "on_vol": 8.76,
    "dt_vol": 12.84,
    "on_return": 7.09,
    "dt_return": 0.95
  },
  {
    "date": "2019-07-02",
    "on_sharpe": 1.004,
    "dt_sharpe": 0.085,
    "on_vol": 8.83,
    "dt_vol": 12.8,
    "on_return": 8.87,
    "dt_return": 1.09
  },
  {
    "date": "2019-07-10",
    "on_sharpe": 0.802,
    "dt_sharpe": 0.136,
    "on_vol": 8.82,
    "dt_vol": 12.74,
    "on_return": 7.08,
    "dt_return": 1.73
  },
  {
    "date": "2019-07-17",
    "on_sharpe": 0.866,
    "dt_sharpe": 0.044,
    "on_vol": 8.79,
    "dt_vol": 12.73,
    "on_return": 7.61,
    "dt_return": 0.56
  },
  {
    "date": "2019-07-24",
    "on_sharpe": 1.023,
    "dt_sharpe": -0.06,
    "on_vol": 8.79,
    "dt_vol": 12.78,
    "on_return": 9.0,
    "dt_return": -0.77
  },
  {
    "date": "2019-07-31",
    "on_sharpe": 0.911,
    "dt_sharpe": -0.014,
    "on_vol": 8.8,
    "dt_vol": 12.75,
    "on_return": 8.02,
    "dt_return": -0.18
  },
  {
    "date": "2019-08-07",
    "on_sharpe": 0.789,
    "dt_sharpe": -0.339,
    "on_vol": 8.95,
    "dt_vol": 12.88,
    "on_return": 7.07,
    "dt_return": -4.37
  },
  {
    "date": "2019-08-14",
    "on_sharpe": 0.635,
    "dt_sharpe": -0.093,
    "on_vol": 9.06,
    "dt_vol": 13.14,
    "on_return": 5.75,
    "dt_return": -1.22
  },
  {
    "date": "2019-08-21",
    "on_sharpe": 0.629,
    "dt_sharpe": -0.209,
    "on_vol": 9.25,
    "dt_vol": 13.23,
    "on_return": 5.82,
    "dt_return": -2.77
  },
  {
    "date": "2019-08-28",
    "on_sharpe": 0.794,
    "dt_sharpe": -0.47,
    "on_vol": 9.34,
    "dt_vol": 13.42,
    "on_return": 7.42,
    "dt_return": -6.31
  },
  {
    "date": "2019-09-05",
    "on_sharpe": 0.899,
    "dt_sharpe": -0.436,
    "on_vol": 9.45,
    "dt_vol": 13.47,
    "on_return": 8.5,
    "dt_return": -5.87
  },
  {
    "date": "2019-09-12",
    "on_sharpe": 1.056,
    "dt_sharpe": -0.336,
    "on_vol": 9.49,
    "dt_vol": 13.48,
    "on_return": 10.02,
    "dt_return": -4.53
  },
  {
    "date": "2019-09-19",
    "on_sharpe": 1.018,
    "dt_sharpe": -0.321,
    "on_vol": 9.49,
    "dt_vol": 13.47,
    "on_return": 9.66,
    "dt_return": -4.32
  },
  {
    "date": "2019-09-26",
    "on_sharpe": 1.006,
    "dt_sharpe": -0.439,
    "on_vol": 9.49,
    "dt_vol": 13.53,
    "on_return": 9.55,
    "dt_return": -5.95
  },
  {
    "date": "2019-10-03",
    "on_sharpe": 0.959,
    "dt_sharpe": -0.657,
    "on_vol": 9.51,
    "dt_vol": 13.68,
    "on_return": 9.11,
    "dt_return": -8.99
  },
  {
    "date": "2019-10-10",
    "on_sharpe": 0.949,
    "dt_sharpe": -0.471,
    "on_vol": 9.56,
    "dt_vol": 13.75,
    "on_return": 9.07,
    "dt_return": -6.48
  },
  {
    "date": "2019-10-17",
    "on_sharpe": 0.995,
    "dt_sharpe": 0.023,
    "on_vol": 9.46,
    "dt_vol": 13.34,
    "on_return": 9.41,
    "dt_return": 0.31
  },
  {
    "date": "2019-10-24",
    "on_sharpe": 0.981,
    "dt_sharpe": 0.054,
    "on_vol": 9.43,
    "dt_vol": 13.22,
    "on_return": 9.26,
    "dt_return": 0.72
  },
  {
    "date": "2019-10-31",
    "on_sharpe": 1.195,
    "dt_sharpe": 0.361,
    "on_vol": 9.07,
    "dt_vol": 12.69,
    "on_return": 10.84,
    "dt_return": 4.58
  },
  {
    "date": "2019-11-07",
    "on_sharpe": 1.105,
    "dt_sharpe": 0.227,
    "on_vol": 9.03,
    "dt_vol": 12.54,
    "on_return": 9.97,
    "dt_return": 2.84
  },
  {
    "date": "2019-11-14",
    "on_sharpe": 1.09,
    "dt_sharpe": 0.319,
    "on_vol": 8.99,
    "dt_vol": 12.36,
    "on_return": 9.8,
    "dt_return": 3.94
  },
  {
    "date": "2019-11-21",
    "on_sharpe": 1.158,
    "dt_sharpe": 0.428,
    "on_vol": 8.95,
    "dt_vol": 12.06,
    "on_return": 10.36,
    "dt_return": 5.16
  },
  {
    "date": "2019-11-29",
    "on_sharpe": 1.384,
    "dt_sharpe": 0.432,
    "on_vol": 8.72,
    "dt_vol": 12.02,
    "on_return": 12.07,
    "dt_return": 5.19
  },
  {
    "date": "2019-12-06",
    "on_sharpe": 1.185,
    "dt_sharpe": 0.451,
    "on_vol": 8.61,
    "dt_vol": 11.53,
    "on_return": 10.21,
    "dt_return": 5.2
  },
  {
    "date": "2019-12-13",
    "on_sharpe": 1.217,
    "dt_sharpe": 0.777,
    "on_vol": 8.28,
    "dt_vol": 11.15,
    "on_return": 10.08,
    "dt_return": 8.67
  },
  {
    "date": "2019-12-20",
    "on_sharpe": 1.353,
    "dt_sharpe": 1.319,
    "on_vol": 8.2,
    "dt_vol": 10.84,
    "on_return": 11.09,
    "dt_return": 14.29
  },
  {
    "date": "2019-12-30",
    "on_sharpe": 1.738,
    "dt_sharpe": 1.452,
    "on_vol": 7.98,
    "dt_vol": 9.1,
    "on_return": 13.87,
    "dt_return": 13.21
  },
  {
    "date": "2020-01-07",
    "on_sharpe": 1.569,
    "dt_sharpe": 1.55,
    "on_vol": 7.74,
    "dt_vol": 8.64,
    "on_return": 12.15,
    "dt_return": 13.4
  },
  {
    "date": "2020-01-14",
    "on_sharpe": 1.658,
    "dt_sharpe": 1.349,
    "on_vol": 7.65,
    "dt_vol": 8.59,
    "on_return": 12.69,
    "dt_return": 11.58
  },
  {
    "date": "2020-01-22",
    "on_sharpe": 1.711,
    "dt_sharpe": 1.118,
    "on_vol": 7.58,
    "dt_vol": 8.46,
    "on_return": 12.97,
    "dt_return": 9.46
  },
  {
    "date": "2020-01-29",
    "on_sharpe": 1.61,
    "dt_sharpe": 1.145,
    "on_vol": 7.68,
    "dt_vol": 8.52,
    "on_return": 12.36,
    "dt_return": 9.76
  },
  {
    "date": "2020-02-05",
    "on_sharpe": 1.647,
    "dt_sharpe": 0.795,
    "on_vol": 7.81,
    "dt_vol": 8.64,
    "on_return": 12.87,
    "dt_return": 6.87
  },
  {
    "date": "2020-02-12",
    "on_sharpe": 1.889,
    "dt_sharpe": 0.842,
    "on_vol": 7.84,
    "dt_vol": 8.68,
    "on_return": 14.8,
    "dt_return": 7.3
  },
  {
    "date": "2020-02-20",
    "on_sharpe": 1.791,
    "dt_sharpe": 0.741,
    "on_vol": 7.8,
    "dt_vol": 8.65,
    "on_return": 13.97,
    "dt_return": 6.41
  },
  {
    "date": "2020-02-27",
    "on_sharpe": 1.282,
    "dt_sharpe": 0.096,
    "on_vol": 8.43,
    "dt_vol": 9.38,
    "on_return": 10.8,
    "dt_return": 0.9
  },
  {
    "date": "2020-03-05",
    "on_sharpe": 0.847,
    "dt_sharpe": 0.407,
    "on_vol": 9.35,
    "dt_vol": 11.31,
    "on_return": 7.92,
    "dt_return": 4.6
  },
  {
    "date": "2020-03-12",
    "on_sharpe": -0.271,
    "dt_sharpe": 0.29,
    "on_vol": 13.42,
    "dt_vol": 11.64,
    "on_return": -3.63,
    "dt_return": 3.37
  },
  {
    "date": "2020-03-19",
    "on_sharpe": -0.968,
    "dt_sharpe": 0.507,
    "on_vol": 20.42,
    "dt_vol": 12.77,
    "on_return": -19.77,
    "dt_return": 6.47
  },
  {
    "date": "2020-03-26",
    "on_sharpe": -0.629,
    "dt_sharpe": 0.248,
    "on_vol": 21.1,
    "dt_vol": 14.53,
    "on_return": -13.28,
    "dt_return": 3.6
  },
  {
    "date": "2020-04-02",
    "on_sharpe": -0.934,
    "dt_sharpe": 0.571,
    "on_vol": 21.66,
    "dt_vol": 15.48,
    "on_return": -20.22,
    "dt_return": 8.84
  },
  {
    "date": "2020-04-09",
    "on_sharpe": -0.576,
    "dt_sharpe": 0.732,
    "on_vol": 22.33,
    "dt_vol": 16.47,
    "on_return": -12.87,
    "dt_return": 12.05
  },
  {
    "date": "2020-04-17",
    "on_sharpe": -0.579,
    "dt_sharpe": 0.796,
    "on_vol": 22.55,
    "dt_vol": 16.5,
    "on_return": -13.05,
    "dt_return": 13.13
  },
  {
    "date": "2020-04-24",
    "on_sharpe": -0.523,
    "dt_sharpe": 0.689,
    "on_vol": 22.86,
    "dt_vol": 16.54,
    "on_return": -11.96,
    "dt_return": 11.39
  },
  {
    "date": "2020-05-01",
    "on_sharpe": -0.34,
    "dt_sharpe": 0.689,
    "on_vol": 23.02,
    "dt_vol": 16.65,
    "on_return": -7.83,
    "dt_return": 11.47
  },
  {
    "date": "2020-05-08",
    "on_sharpe": -0.226,
    "dt_sharpe": 0.562,
    "on_vol": 23.09,
    "dt_vol": 16.7,
    "on_return": -5.22,
    "dt_return": 9.38
  },
  {
    "date": "2020-05-15",
    "on_sharpe": -0.091,
    "dt_sharpe": 0.365,
    "on_vol": 23.05,
    "dt_vol": 17.02,
    "on_return": -2.09,
    "dt_return": 6.22
  },
  {
    "date": "2020-05-22",
    "on_sharpe": 0.059,
    "dt_sharpe": 0.353,
    "on_vol": 23.18,
    "dt_vol": 17.11,
    "on_return": 1.36,
    "dt_return": 6.03
  },
  {
    "date": "2020-06-01",
    "on_sharpe": 0.215,
    "dt_sharpe": 0.462,
    "on_vol": 23.28,
    "dt_vol": 17.12,
    "on_return": 5.0,
    "dt_return": 7.91
  },
  {
    "date": "2020-06-08",
    "on_sharpe": 0.285,
    "dt_sharpe": 0.528,
    "on_vol": 23.33,
    "dt_vol": 17.1,
    "on_return": 6.65,
    "dt_return": 9.03
  },
  {
    "date": "2020-06-15",
    "on_sharpe": 0.188,
    "dt_sharpe": 0.277,
    "on_vol": 23.58,
    "dt_vol": 17.53,
    "on_return": 4.44,
    "dt_return": 4.85
  },
  {
    "date": "2020-06-22",
    "on_sharpe": 0.168,
    "dt_sharpe": 0.263,
    "on_vol": 23.82,
    "dt_vol": 17.91,
    "on_return": 4.0,
    "dt_return": 4.72
  },
  {
    "date": "2020-06-29",
    "on_sharpe": 0.137,
    "dt_sharpe": 0.229,
    "on_vol": 23.84,
    "dt_vol": 18.16,
    "on_return": 3.27,
    "dt_return": 4.16
  },
  {
    "date": "2020-07-07",
    "on_sharpe": 0.213,
    "dt_sharpe": 0.303,
    "on_vol": 23.87,
    "dt_vol": 18.24,
    "on_return": 5.08,
    "dt_return": 5.53
  },
  {
    "date": "2020-07-14",
    "on_sharpe": 0.247,
    "dt_sharpe": 0.179,
    "on_vol": 23.88,
    "dt_vol": 18.37,
    "on_return": 5.91,
    "dt_return": 3.29
  },
  {
    "date": "2020-07-21",
    "on_sharpe": 0.242,
    "dt_sharpe": 0.411,
    "on_vol": 23.91,
    "dt_vol": 18.43,
    "on_return": 5.78,
    "dt_return": 7.57
  },
  {
    "date": "2020-07-28",
    "on_sharpe": 0.227,
    "dt_sharpe": 0.323,
    "on_vol": 23.93,
    "dt_vol": 18.46,
    "on_return": 5.44,
    "dt_return": 5.96
  },
  {
    "date": "2020-08-04",
    "on_sharpe": 0.267,
    "dt_sharpe": 0.536,
    "on_vol": 23.95,
    "dt_vol": 18.42,
    "on_return": 6.4,
    "dt_return": 9.87
  },
  {
    "date": "2020-08-11",
    "on_sharpe": 0.334,
    "dt_sharpe": 0.582,
    "on_vol": 23.86,
    "dt_vol": 18.29,
    "on_return": 7.96,
    "dt_return": 10.65
  },
  {
    "date": "2020-08-18",
    "on_sharpe": 0.433,
    "dt_sharpe": 0.545,
    "on_vol": 23.81,
    "dt_vol": 18.18,
    "on_return": 10.32,
    "dt_return": 9.91
  },
  {
    "date": "2020-08-25",
    "on_sharpe": 0.383,
    "dt_sharpe": 0.772,
    "on_vol": 23.78,
    "dt_vol": 18.07,
    "on_return": 9.12,
    "dt_return": 13.95
  },
  {
    "date": "2020-09-01",
    "on_sharpe": 0.309,
    "dt_sharpe": 0.828,
    "on_vol": 23.74,
    "dt_vol": 18.03,
    "on_return": 7.34,
    "dt_return": 14.93
  },
  {
    "date": "2020-09-09",
    "on_sharpe": 0.192,
    "dt_sharpe": 0.604,
    "on_vol": 23.78,
    "dt_vol": 18.36,
    "on_return": 4.57,
    "dt_return": 11.09
  },
  {
    "date": "2020-09-16",
    "on_sharpe": 0.375,
    "dt_sharpe": 0.441,
    "on_vol": 23.85,
    "dt_vol": 18.53,
    "on_return": 8.95,
    "dt_return": 8.17
  },
  {
    "date": "2020-09-23",
    "on_sharpe": 0.301,
    "dt_sharpe": 0.412,
    "on_vol": 23.95,
    "dt_vol": 18.6,
    "on_return": 7.2,
    "dt_return": 7.67
  },
  {
    "date": "2020-09-30",
    "on_sharpe": 0.294,
    "dt_sharpe": 0.477,
    "on_vol": 23.99,
    "dt_vol": 18.82,
    "on_return": 7.05,
    "dt_return": 8.98
  },
  {
    "date": "2020-10-07",
    "on_sharpe": 0.317,
    "dt_sharpe": 0.555,
    "on_vol": 24.06,
    "dt_vol": 18.77,
    "on_return": 7.63,
    "dt_return": 10.42
  },
  {
    "date": "2020-10-14",
    "on_sharpe": 0.395,
    "dt_sharpe": 0.64,
    "on_vol": 24.05,
    "dt_vol": 18.78,
    "on_return": 9.51,
    "dt_return": 12.02
  },
  {
    "date": "2020-10-21",
    "on_sharpe": 0.364,
    "dt_sharpe": 0.501,
    "on_vol": 24.08,
    "dt_vol": 18.93,
    "on_return": 8.77,
    "dt_return": 9.49
  },
  {
    "date": "2020-10-28",
    "on_sharpe": 0.314,
    "dt_sharpe": 0.426,
    "on_vol": 24.1,
    "dt_vol": 18.94,
    "on_return": 7.58,
    "dt_return": 8.07
  },
  {
    "date": "2020-11-04",
    "on_sharpe": 0.266,
    "dt_sharpe": 0.381,
    "on_vol": 24.22,
    "dt_vol": 19.05,
    "on_return": 6.45,
    "dt_return": 7.26
  },
  {
    "date": "2020-11-11",
    "on_sharpe": 0.535,
    "dt_sharpe": 0.29,
    "on_vol": 24.62,
    "dt_vol": 19.24,
    "on_return": 13.17,
    "dt_return": 5.58
  },
  {
    "date": "2020-11-18",
    "on_sharpe": 0.573,
    "dt_sharpe": 0.275,
    "on_vol": 24.65,
    "dt_vol": 19.26,
    "on_return": 14.13,
    "dt_return": 5.29
  },
  {
    "date": "2020-11-25",
    "on_sharpe": 0.593,
    "dt_sharpe": 0.264,
    "on_vol": 24.66,
    "dt_vol": 19.34,
    "on_return": 14.63,
    "dt_return": 5.1
  },
  {
    "date": "2020-12-03",
    "on_sharpe": 0.658,
    "dt_sharpe": 0.295,
    "on_vol": 24.66,
    "dt_vol": 19.32,
    "on_return": 16.22,
    "dt_return": 5.7
  },
  {
    "date": "2020-12-10",
    "on_sharpe": 0.601,
    "dt_sharpe": 0.302,
    "on_vol": 24.65,
    "dt_vol": 19.37,
    "on_return": 14.83,
    "dt_return": 5.85
  },
  {
    "date": "2020-12-17",
    "on_sharpe": 0.59,
    "dt_sharpe": 0.264,
    "on_vol": 24.68,
    "dt_vol": 19.39,
    "on_return": 14.56,
    "dt_return": 5.11
  },
  {
    "date": "2020-12-24",
    "on_sharpe": 0.548,
    "dt_sharpe": 0.254,
    "on_vol": 24.71,
    "dt_vol": 19.41,
    "on_return": 13.53,
    "dt_return": 4.93
  },
  {
    "date": "2021-01-04",
    "on_sharpe": 0.578,
    "dt_sharpe": 0.246,
    "on_vol": 24.72,
    "dt_vol": 19.41,
    "on_return": 14.28,
    "dt_return": 4.77
  },
  {
    "date": "2021-01-11",
    "on_sharpe": 0.666,
    "dt_sharpe": 0.206,
    "on_vol": 24.69,
    "dt_vol": 19.52,
    "on_return": 16.45,
    "dt_return": 4.02
  },
  {
    "date": "2021-01-19",
    "on_sharpe": 0.593,
    "dt_sharpe": 0.156,
    "on_vol": 24.71,
    "dt_vol": 19.52,
    "on_return": 14.65,
    "dt_return": 3.05
  },
  {
    "date": "2021-01-26",
    "on_sharpe": 0.632,
    "dt_sharpe": 0.257,
    "on_vol": 24.73,
    "dt_vol": 19.49,
    "on_return": 15.64,
    "dt_return": 5.0
  },
  {
    "date": "2021-02-02",
    "on_sharpe": 0.715,
    "dt_sharpe": 0.154,
    "on_vol": 24.69,
    "dt_vol": 19.52,
    "on_return": 17.66,
    "dt_return": 3.0
  },
  {
    "date": "2021-02-09",
    "on_sharpe": 0.703,
    "dt_sharpe": 0.196,
    "on_vol": 24.66,
    "dt_vol": 19.54,
    "on_return": 17.35,
    "dt_return": 3.83
  },
  {
    "date": "2021-02-17",
    "on_sharpe": 0.719,
    "dt_sharpe": 0.118,
    "on_vol": 24.66,
    "dt_vol": 19.54,
    "on_return": 17.72,
    "dt_return": 2.3
  },
  {
    "date": "2021-02-24",
    "on_sharpe": 0.785,
    "dt_sharpe": 0.211,
    "on_vol": 24.48,
    "dt_vol": 19.55,
    "on_return": 19.23,
    "dt_return": 4.12
  },
  {
    "date": "2021-03-03",
    "on_sharpe": 0.983,
    "dt_sharpe": 0.176,
    "on_vol": 24.24,
    "dt_vol": 18.75,
    "on_return": 23.82,
    "dt_return": 3.29
  },
  {
    "date": "2021-03-10",
    "on_sharpe": 1.631,
    "dt_sharpe": 0.104,
    "on_vol": 22.61,
    "dt_vol": 18.41,
    "on_return": 36.88,
    "dt_return": 1.92
  },
  {
    "date": "2021-03-17",
    "on_sharpe": 2.795,
    "dt_sharpe": 0.29,
    "on_vol": 17.2,
    "dt_vol": 17.81,
    "on_return": 48.06,
    "dt_return": 5.16
  },
  {
    "date": "2021-03-24",
    "on_sharpe": 3.226,
    "dt_sharpe": 0.47,
    "on_vol": 15.71,
    "dt_vol": 16.38,
    "on_return": 50.69,
    "dt_return": 7.71
  },
  {
    "date": "2021-03-31",
    "on_sharpe": 3.126,
    "dt_sharpe": -0.137,
    "on_vol": 14.53,
    "dt_vol": 15.17,
    "on_return": 45.43,
    "dt_return": -2.07
  },
  {
    "date": "2021-04-08",
    "on_sharpe": 3.549,
    "dt_sharpe": -0.198,
    "on_vol": 13.46,
    "dt_vol": 14.61,
    "on_return": 47.76,
    "dt_return": -2.89
  },
  {
    "date": "2021-04-15",
    "on_sharpe": 3.151,
    "dt_sharpe": -0.103,
    "on_vol": 12.83,
    "dt_vol": 14.03,
    "on_return": 40.43,
    "dt_return": -1.45
  },
  {
    "date": "2021-04-22",
    "on_sharpe": 3.536,
    "dt_sharpe": 0.05,
    "on_vol": 12.21,
    "dt_vol": 14.02,
    "on_return": 43.18,
    "dt_return": 0.71
  },
  {
    "date": "2021-04-29",
    "on_sharpe": 3.203,
    "dt_sharpe": 0.086,
    "on_vol": 11.99,
    "dt_vol": 13.91,
    "on_return": 38.41,
    "dt_return": 1.19
  },
  {
    "date": "2021-05-06",
    "on_sharpe": 3.333,
    "dt_sharpe": 0.01,
    "on_vol": 11.66,
    "dt_vol": 13.83,
    "on_return": 38.86,
    "dt_return": 0.14
  },
  {
    "date": "2021-05-13",
    "on_sharpe": 2.969,
    "dt_sharpe": 0.13,
    "on_vol": 11.62,
    "dt_vol": 13.68,
    "on_return": 34.51,
    "dt_return": 1.78
  },
  {
    "date": "2021-05-20",
    "on_sharpe": 2.992,
    "dt_sharpe": 0.12,
    "on_vol": 11.4,
    "dt_vol": 13.42,
    "on_return": 34.11,
    "dt_return": 1.61
  },
  {
    "date": "2021-05-27",
    "on_sharpe": 2.819,
    "dt_sharpe": 0.182,
    "on_vol": 11.12,
    "dt_vol": 13.41,
    "on_return": 31.35,
    "dt_return": 2.44
  },
  {
    "date": "2021-06-04",
    "on_sharpe": 2.803,
    "dt_sharpe": -0.022,
    "on_vol": 11.13,
    "dt_vol": 13.36,
    "on_return": 31.2,
    "dt_return": -0.29
  },
  {
    "date": "2021-06-11",
    "on_sharpe": 2.86,
    "dt_sharpe": -0.107,
    "on_vol": 10.94,
    "dt_vol": 13.31,
    "on_return": 31.29,
    "dt_return": -1.43
  },
  {
    "date": "2021-06-18",
    "on_sharpe": 3.08,
    "dt_sharpe": 0.111,
    "on_vol": 9.8,
    "dt_vol": 12.38,
    "on_return": 30.19,
    "dt_return": 1.38
  },
  {
    "date": "2021-06-25",
    "on_sharpe": 3.046,
    "dt_sharpe": 0.407,
    "on_vol": 9.78,
    "dt_vol": 12.12,
    "on_return": 29.8,
    "dt_return": 4.93
  },
  {
    "date": "2021-07-02",
    "on_sharpe": 3.095,
    "dt_sharpe": 0.31,
    "on_vol": 9.75,
    "dt_vol": 11.76,
    "on_return": 30.19,
    "dt_return": 3.65
  },
  {
    "date": "2021-07-12",
    "on_sharpe": 2.808,
    "dt_sharpe": 0.555,
    "on_vol": 9.71,
    "dt_vol": 11.73,
    "on_return": 27.26,
    "dt_return": 6.51
  },
  {
    "date": "2021-07-19",
    "on_sharpe": 2.778,
    "dt_sharpe": 0.354,
    "on_vol": 9.6,
    "dt_vol": 11.48,
    "on_return": 26.68,
    "dt_return": 4.06
  },
  {
    "date": "2021-07-26",
    "on_sharpe": 2.666,
    "dt_sharpe": 0.545,
    "on_vol": 9.67,
    "dt_vol": 11.46,
    "on_return": 25.8,
    "dt_return": 6.25
  },
  {
    "date": "2021-08-02",
    "on_sharpe": 2.755,
    "dt_sharpe": 0.431,
    "on_vol": 9.61,
    "dt_vol": 11.4,
    "on_return": 26.49,
    "dt_return": 4.91
  },
  {
    "date": "2021-08-09",
    "on_sharpe": 2.716,
    "dt_sharpe": 0.273,
    "on_vol": 9.59,
    "dt_vol": 11.39,
    "on_return": 26.04,
    "dt_return": 3.11
  },
  {
    "date": "2021-08-16",
    "on_sharpe": 2.693,
    "dt_sharpe": 0.305,
    "on_vol": 9.55,
    "dt_vol": 11.31,
    "on_return": 25.71,
    "dt_return": 3.45
  },
  {
    "date": "2021-08-23",
    "on_sharpe": 2.51,
    "dt_sharpe": 0.36,
    "on_vol": 9.59,
    "dt_vol": 11.36,
    "on_return": 24.07,
    "dt_return": 4.09
  },
  {
    "date": "2021-08-30",
    "on_sharpe": 2.456,
    "dt_sharpe": 0.288,
    "on_vol": 9.57,
    "dt_vol": 11.36,
    "on_return": 23.5,
    "dt_return": 3.27
  },
  {
    "date": "2021-09-07",
    "on_sharpe": 2.446,
    "dt_sharpe": 0.445,
    "on_vol": 9.54,
    "dt_vol": 10.91,
    "on_return": 23.34,
    "dt_return": 4.85
  },
  {
    "date": "2021-09-14",
    "on_sharpe": 2.504,
    "dt_sharpe": 0.636,
    "on_vol": 9.3,
    "dt_vol": 10.62,
    "on_return": 23.29,
    "dt_return": 6.75
  },
  {
    "date": "2021-09-21",
    "on_sharpe": 2.288,
    "dt_sharpe": 0.671,
    "on_vol": 9.23,
    "dt_vol": 10.56,
    "on_return": 21.11,
    "dt_return": 7.08
  },
  {
    "date": "2021-09-28",
    "on_sharpe": 2.591,
    "dt_sharpe": 0.7,
    "on_vol": 9.11,
    "dt_vol": 10.11,
    "on_return": 23.61,
    "dt_return": 7.08
  },
  {
    "date": "2021-10-05",
    "on_sharpe": 2.591,
    "dt_sharpe": 0.282,
    "on_vol": 8.88,
    "dt_vol": 10.35,
    "on_return": 23.02,
    "dt_return": 2.92
  },
  {
    "date": "2021-10-12",
    "on_sharpe": 2.312,
    "dt_sharpe": 0.288,
    "on_vol": 8.89,
    "dt_vol": 10.28,
    "on_return": 20.54,
    "dt_return": 2.96
  },
  {
    "date": "2021-10-19",
    "on_sharpe": 2.479,
    "dt_sharpe": 0.425,
    "on_vol": 8.82,
    "dt_vol": 10.19,
    "on_return": 21.87,
    "dt_return": 4.33
  },
  {
    "date": "2021-10-26",
    "on_sharpe": 2.397,
    "dt_sharpe": 0.733,
    "on_vol": 8.81,
    "dt_vol": 10.02,
    "on_return": 21.12,
    "dt_return": 7.34
  },
  {
    "date": "2021-11-02",
    "on_sharpe": 2.906,
    "dt_sharpe": 1.049,
    "on_vol": 8.54,
    "dt_vol": 9.84,
    "on_return": 24.82,
    "dt_return": 10.32
  },
  {
    "date": "2021-11-09",
    "on_sharpe": 2.5,
    "dt_sharpe": 0.977,
    "on_vol": 8.18,
    "dt_vol": 9.82,
    "on_return": 20.44,
    "dt_return": 9.59
  },
  {
    "date": "2021-11-16",
    "on_sharpe": 2.301,
    "dt_sharpe": 1.151,
    "on_vol": 7.16,
    "dt_vol": 9.45,
    "on_return": 16.48,
    "dt_return": 10.88
  },
  {
    "date": "2021-11-23",
    "on_sharpe": 2.412,
    "dt_sharpe": 1.182,
    "on_vol": 7.09,
    "dt_vol": 9.35,
    "on_return": 17.09,
    "dt_return": 11.05
  },
  {
    "date": "2021-12-01",
    "on_sharpe": 1.942,
    "dt_sharpe": 1.0,
    "on_vol": 7.32,
    "dt_vol": 9.48,
    "on_return": 14.21,
    "dt_return": 9.48
  },
  {
    "date": "2021-12-08",
    "on_sharpe": 2.307,
    "dt_sharpe": 0.734,
    "on_vol": 7.48,
    "dt_vol": 9.99,
    "on_return": 17.25,
    "dt_return": 7.34
  },
  {
    "date": "2021-12-15",
    "on_sharpe": 2.306,
    "dt_sharpe": 0.757,
    "on_vol": 7.48,
    "dt_vol": 9.88,
    "on_return": 17.25,
    "dt_return": 7.48
  },
  {
    "date": "2021-12-22",
    "on_sharpe": 2.175,
    "dt_sharpe": 0.731,
    "on_vol": 7.56,
    "dt_vol": 10.08,
    "on_return": 16.44,
    "dt_return": 7.37
  },
  {
    "date": "2021-12-30",
    "on_sharpe": 2.04,
    "dt_sharpe": 1.04,
    "on_vol": 7.52,
    "dt_vol": 10.16,
    "on_return": 15.34,
    "dt_return": 10.57
  },
  {
    "date": "2022-01-06",
    "on_sharpe": 2.12,
    "dt_sharpe": 0.744,
    "on_vol": 7.5,
    "dt_vol": 10.1,
    "on_return": 15.9,
    "dt_return": 7.52
  },
  {
    "date": "2022-01-13",
    "on_sharpe": 2.037,
    "dt_sharpe": 0.704,
    "on_vol": 7.46,
    "dt_vol": 10.14,
    "on_return": 15.19,
    "dt_return": 7.13
  },
  {
    "date": "2022-01-21",
    "on_sharpe": 1.752,
    "dt_sharpe": 0.259,
    "on_vol": 7.53,
    "dt_vol": 10.49,
    "on_return": 13.19,
    "dt_return": 2.72
  },
  {
    "date": "2022-01-28",
    "on_sharpe": 1.645,
    "dt_sharpe": 0.105,
    "on_vol": 7.93,
    "dt_vol": 10.91,
    "on_return": 13.05,
    "dt_return": 1.14
  },
  {
    "date": "2022-02-04",
    "on_sharpe": 1.34,
    "dt_sharpe": 0.43,
    "on_vol": 7.96,
    "dt_vol": 11.19,
    "on_return": 10.66,
    "dt_return": 4.81
  },
  {
    "date": "2022-02-11",
    "on_sharpe": 1.087,
    "dt_sharpe": 0.546,
    "on_vol": 8.09,
    "dt_vol": 11.25,
    "on_return": 8.8,
    "dt_return": 6.14
  },
  {
    "date": "2022-02-18",
    "on_sharpe": 1.136,
    "dt_sharpe": 0.272,
    "on_vol": 8.15,
    "dt_vol": 11.49,
    "on_return": 9.25,
    "dt_return": 3.12
  },
  {
    "date": "2022-02-28",
    "on_sharpe": 1.022,
    "dt_sharpe": 0.524,
    "on_vol": 8.52,
    "dt_vol": 12.34,
    "on_return": 8.71,
    "dt_return": 6.47
  },
  {
    "date": "2022-03-07",
    "on_sharpe": 0.594,
    "dt_sharpe": 0.645,
    "on_vol": 8.56,
    "dt_vol": 12.34,
    "on_return": 5.08,
    "dt_return": 7.96
  },
  {
    "date": "2022-03-14",
    "on_sharpe": 0.488,
    "dt_sharpe": 0.258,
    "on_vol": 8.79,
    "dt_vol": 12.82,
    "on_return": 4.29,
    "dt_return": 3.31
  },
  {
    "date": "2022-03-21",
    "on_sharpe": 0.687,
    "dt_sharpe": 0.638,
    "on_vol": 8.85,
    "dt_vol": 13.15,
    "on_return": 6.08,
    "dt_return": 8.39
  },
  {
    "date": "2022-03-28",
    "on_sharpe": 0.692,
    "dt_sharpe": 0.65,
    "on_vol": 8.87,
    "dt_vol": 13.07,
    "on_return": 6.13,
    "dt_return": 8.5
  },
  {
    "date": "2022-04-04",
    "on_sharpe": 0.697,
    "dt_sharpe": 0.45,
    "on_vol": 8.86,
    "dt_vol": 13.15,
    "on_return": 6.18,
    "dt_return": 5.92
  },
  {
    "date": "2022-04-11",
    "on_sharpe": 0.519,
    "dt_sharpe": 0.379,
    "on_vol": 8.92,
    "dt_vol": 13.2,
    "on_return": 4.63,
    "dt_return": 5.01
  },
  {
    "date": "2022-04-19",
    "on_sharpe": 0.416,
    "dt_sharpe": 0.217,
    "on_vol": 8.96,
    "dt_vol": 13.38,
    "on_return": 3.73,
    "dt_return": 2.9
  },
  {
    "date": "2022-04-26",
    "on_sharpe": 0.484,
    "dt_sharpe": -0.031,
    "on_vol": 9.02,
    "dt_vol": 13.86,
    "on_return": 4.37,
    "dt_return": -0.43
  },
  {
    "date": "2022-05-03",
    "on_sharpe": 0.381,
    "dt_sharpe": -0.203,
    "on_vol": 9.12,
    "dt_vol": 14.38,
    "on_return": 3.47,
    "dt_return": -2.92
  },
  {
    "date": "2022-05-10",
    "on_sharpe": 0.035,
    "dt_sharpe": -0.244,
    "on_vol": 9.31,
    "dt_vol": 14.91,
    "on_return": 0.33,
    "dt_return": -3.63
  },
  {
    "date": "2022-05-17",
    "on_sharpe": 0.267,
    "dt_sharpe": -0.316,
    "on_vol": 9.42,
    "dt_vol": 14.99,
    "on_return": 2.52,
    "dt_return": -4.74
  },
  {
    "date": "2022-05-24",
    "on_sharpe": 0.402,
    "dt_sharpe": -0.506,
    "on_vol": 9.64,
    "dt_vol": 15.23,
    "on_return": 3.88,
    "dt_return": -7.71
  },
  {
    "date": "2022-06-01",
    "on_sharpe": 0.128,
    "dt_sharpe": -0.077,
    "on_vol": 9.72,
    "dt_vol": 15.47,
    "on_return": 1.24,
    "dt_return": -1.2
  },
  {
    "date": "2022-06-08",
    "on_sharpe": 0.042,
    "dt_sharpe": -0.016,
    "on_vol": 9.87,
    "dt_vol": 15.78,
    "on_return": 0.42,
    "dt_return": -0.25
  },
  {
    "date": "2022-06-15",
    "on_sharpe": -0.473,
    "dt_sharpe": -0.374,
    "on_vol": 10.34,
    "dt_vol": 16.02,
    "on_return": -4.9,
    "dt_return": -5.98
  },
  {
    "date": "2022-06-23",
    "on_sharpe": -0.495,
    "dt_sharpe": -0.314,
    "on_vol": 10.76,
    "dt_vol": 16.06,
    "on_return": -5.33,
    "dt_return": -5.04
  },
  {
    "date": "2022-06-30",
    "on_sharpe": -0.37,
    "dt_sharpe": -0.354,
    "on_vol": 10.81,
    "dt_vol": 16.42,
    "on_return": -4.0,
    "dt_return": -5.81
  },
  {
    "date": "2022-07-08",
    "on_sharpe": -0.61,
    "dt_sharpe": -0.145,
    "on_vol": 10.96,
    "dt_vol": 16.57,
    "on_return": -6.68,
    "dt_return": -2.4
  },
  {
    "date": "2022-07-15",
    "on_sharpe": -0.916,
    "dt_sharpe": -0.133,
    "on_vol": 11.08,
    "dt_vol": 16.64,
    "on_return": -10.15,
    "dt_return": -2.21
  },
  {
    "date": "2022-07-22",
    "on_sharpe": -0.567,
    "dt_sharpe": -0.014,
    "on_vol": 11.16,
    "dt_vol": 16.77,
    "on_return": -6.33,
    "dt_return": -0.23
  },
  {
    "date": "2022-07-29",
    "on_sharpe": -0.513,
    "dt_sharpe": 0.002,
    "on_vol": 11.2,
    "dt_vol": 16.92,
    "on_return": -5.75,
    "dt_return": 0.04
  },
  {
    "date": "2022-08-05",
    "on_sharpe": -0.521,
    "dt_sharpe": 0.123,
    "on_vol": 11.21,
    "dt_vol": 16.96,
    "on_return": -5.84,
    "dt_return": 2.09
  },
  {
    "date": "2022-08-12",
    "on_sharpe": -0.427,
    "dt_sharpe": 0.086,
    "on_vol": 11.44,
    "dt_vol": 17.01,
    "on_return": -4.88,
    "dt_return": 1.47
  },
  {
    "date": "2022-08-19",
    "on_sharpe": -0.431,
    "dt_sharpe": 0.261,
    "on_vol": 11.47,
    "dt_vol": 17.05,
    "on_return": -4.95,
    "dt_return": 4.45
  },
  {
    "date": "2022-08-26",
    "on_sharpe": -0.577,
    "dt_sharpe": 0.117,
    "on_vol": 11.53,
    "dt_vol": 17.09,
    "on_return": -6.65,
    "dt_return": 2.0
  },
  {
    "date": "2022-09-02",
    "on_sharpe": -0.672,
    "dt_sharpe": -0.177,
    "on_vol": 11.58,
    "dt_vol": 17.51,
    "on_return": -7.78,
    "dt_return": -3.1
  },
  {
    "date": "2022-09-12",
    "on_sharpe": -0.557,
    "dt_sharpe": -0.066,
    "on_vol": 11.65,
    "dt_vol": 17.8,
    "on_return": -6.49,
    "dt_return": -1.17
  },
  {
    "date": "2022-09-19",
    "on_sharpe": -0.945,
    "dt_sharpe": -0.07,
    "on_vol": 11.93,
    "dt_vol": 17.87,
    "on_return": -11.27,
    "dt_return": -1.24
  },
  {
    "date": "2022-09-26",
    "on_sharpe": -1.117,
    "dt_sharpe": -0.164,
    "on_vol": 11.9,
    "dt_vol": 18.06,
    "on_return": -13.29,
    "dt_return": -2.97
  },
  {
    "date": "2022-10-03",
    "on_sharpe": -1.094,
    "dt_sharpe": -0.16,
    "on_vol": 11.96,
    "dt_vol": 18.15,
    "on_return": -13.09,
    "dt_return": -2.9
  },
  {
    "date": "2022-10-10",
    "on_sharpe": -1.117,
    "dt_sharpe": -0.164,
    "on_vol": 12.16,
    "dt_vol": 18.28,
    "on_return": -13.59,
    "dt_return": -2.99
  },
  {
    "date": "2022-10-17",
    "on_sharpe": -1.331,
    "dt_sharpe": -0.121,
    "on_vol": 12.32,
    "dt_vol": 19.14,
    "on_return": -16.4,
    "dt_return": -2.31
  },
  {
    "date": "2022-10-24",
    "on_sharpe": -1.072,
    "dt_sharpe": -0.154,
    "on_vol": 12.65,
    "dt_vol": 19.34,
    "on_return": -13.57,
    "dt_return": -2.98
  },
  {
    "date": "2022-10-31",
    "on_sharpe": -1.162,
    "dt_sharpe": 0.054,
    "on_vol": 12.67,
    "dt_vol": 19.57,
    "on_return": -14.73,
    "dt_return": 1.05
  },
  {
    "date": "2022-11-07",
    "on_sharpe": -1.055,
    "dt_sharpe": -0.265,
    "on_vol": 12.86,
    "dt_vol": 19.73,
    "on_return": -13.57,
    "dt_return": -5.22
  },
  {
    "date": "2022-11-14",
    "on_sharpe": -0.768,
    "dt_sharpe": -0.101,
    "on_vol": 13.4,
    "dt_vol": 19.87,
    "on_return": -10.3,
    "dt_return": -2.01
  },
  {
    "date": "2022-11-21",
    "on_sharpe": -0.791,
    "dt_sharpe": -0.173,
    "on_vol": 13.58,
    "dt_vol": 19.9,
    "on_return": -10.74,
    "dt_return": -3.44
  },
  {
    "date": "2022-11-29",
    "on_sharpe": -0.737,
    "dt_sharpe": -0.097,
    "on_vol": 13.52,
    "dt_vol": 19.91,
    "on_return": -9.97,
    "dt_return": -1.92
  },
  {
    "date": "2022-12-06",
    "on_sharpe": -1.034,
    "dt_sharpe": 0.209,
    "on_vol": 13.46,
    "dt_vol": 19.93,
    "on_return": -13.91,
    "dt_return": 4.16
  },
  {
    "date": "2022-12-13",
    "on_sharpe": -1.198,
    "dt_sharpe": 0.119,
    "on_vol": 13.38,
    "dt_vol": 19.99,
    "on_return": -16.03,
    "dt_return": 2.37
  },
  {
    "date": "2022-12-20",
    "on_sharpe": -1.033,
    "dt_sharpe": -0.097,
    "on_vol": 13.72,
    "dt_vol": 20.04,
    "on_return": -14.18,
    "dt_return": -1.95
  },
  {
    "date": "2022-12-28",
    "on_sharpe": -1.09,
    "dt_sharpe": -0.229,
    "on_vol": 13.69,
    "dt_vol": 20.0,
    "on_return": -14.92,
    "dt_return": -4.58
  },
  {
    "date": "2023-01-05",
    "on_sharpe": -1.028,
    "dt_sharpe": -0.239,
    "on_vol": 13.75,
    "dt_vol": 20.08,
    "on_return": -14.14,
    "dt_return": -4.81
  },
  {
    "date": "2023-01-12",
    "on_sharpe": -0.896,
    "dt_sharpe": -0.048,
    "on_vol": 13.79,
    "dt_vol": 20.09,
    "on_return": -12.37,
    "dt_return": -0.97
  },
  {
    "date": "2023-01-20",
    "on_sharpe": -0.867,
    "dt_sharpe": -0.059,
    "on_vol": 13.77,
    "dt_vol": 20.1,
    "on_return": -11.94,
    "dt_return": -1.19
  },
  {
    "date": "2023-01-27",
    "on_sharpe": -0.716,
    "dt_sharpe": 0.282,
    "on_vol": 13.68,
    "dt_vol": 19.95,
    "on_return": -9.8,
    "dt_return": 5.62
  },
  {
    "date": "2023-02-03",
    "on_sharpe": -0.946,
    "dt_sharpe": 0.376,
    "on_vol": 13.6,
    "dt_vol": 19.71,
    "on_return": -12.87,
    "dt_return": 7.41
  },
  {
    "date": "2023-02-10",
    "on_sharpe": -1.007,
    "dt_sharpe": 0.322,
    "on_vol": 13.63,
    "dt_vol": 19.79,
    "on_return": -13.72,
    "dt_return": 6.37
  },
  {
    "date": "2023-02-17",
    "on_sharpe": -1.226,
    "dt_sharpe": 0.538,
    "on_vol": 13.55,
    "dt_vol": 19.72,
    "on_return": -16.62,
    "dt_return": 10.62
  },
  {
    "date": "2023-02-27",
    "on_sharpe": -1.295,
    "dt_sharpe": 0.728,
    "on_vol": 13.62,
    "dt_vol": 19.51,
    "on_return": -17.63,
    "dt_return": 14.21
  },
  {
    "date": "2023-03-06",
    "on_sharpe": -1.029,
    "dt_sharpe": 0.444,
    "on_vol": 13.35,
    "dt_vol": 18.95,
    "on_return": -13.74,
    "dt_return": 8.41
  },
  {
    "date": "2023-03-13",
    "on_sharpe": -1.155,
    "dt_sharpe": 0.402,
    "on_vol": 13.13,
    "dt_vol": 18.9,
    "on_return": -15.17,
    "dt_return": 7.59
  },
  {
    "date": "2023-03-20",
    "on_sharpe": -1.432,
    "dt_sharpe": 0.559,
    "on_vol": 13.23,
    "dt_vol": 18.87,
    "on_return": -18.96,
    "dt_return": 10.54
  },
  {
    "date": "2023-03-27",
    "on_sharpe": -1.207,
    "dt_sharpe": 0.382,
    "on_vol": 13.26,
    "dt_vol": 18.84,
    "on_return": -16.01,
    "dt_return": 7.2
  },
  {
    "date": "2023-04-03",
    "on_sharpe": -1.106,
    "dt_sharpe": 0.318,
    "on_vol": 13.31,
    "dt_vol": 18.83,
    "on_return": -14.71,
    "dt_return": 5.99
  },
  {
    "date": "2023-04-11",
    "on_sharpe": -1.105,
    "dt_sharpe": 0.463,
    "on_vol": 13.28,
    "dt_vol": 18.78,
    "on_return": -14.68,
    "dt_return": 8.69
  },
  {
    "date": "2023-04-18",
    "on_sharpe": -1.011,
    "dt_sharpe": 0.49,
    "on_vol": 13.26,
    "dt_vol": 18.72,
    "on_return": -13.4,
    "dt_return": 9.17
  },
  {
    "date": "2023-04-25",
    "on_sharpe": -1.152,
    "dt_sharpe": 0.642,
    "on_vol": 13.25,
    "dt_vol": 18.45,
    "on_return": -15.25,
    "dt_return": 11.85
  },
  {
    "date": "2023-05-02",
    "on_sharpe": -1.161,
    "dt_sharpe": 0.82,
    "on_vol": 13.19,
    "dt_vol": 18.17,
    "on_return": -15.31,
    "dt_return": 14.91
  },
  {
    "date": "2023-05-09",
    "on_sharpe": -0.98,
    "dt_sharpe": 0.854,
    "on_vol": 13.16,
    "dt_vol": 17.61,
    "on_return": -12.89,
    "dt_return": 15.04
  },
  {
    "date": "2023-05-16",
    "on_sharpe": -0.818,
    "dt_sharpe": 1.04,
    "on_vol": 12.96,
    "dt_vol": 17.41,
    "on_return": -10.61,
    "dt_return": 18.09
  },
  {
    "date": "2023-05-23",
    "on_sharpe": -0.825,
    "dt_sharpe": 1.169,
    "on_vol": 12.74,
    "dt_vol": 17.16,
    "on_return": -10.51,
    "dt_return": 20.05
  },
  {
    "date": "2023-05-31",
    "on_sharpe": -0.822,
    "dt_sharpe": 0.954,
    "on_vol": 12.67,
    "dt_vol": 17.04,
    "on_return": -10.41,
    "dt_return": 16.27
  },
  {
    "date": "2023-06-07",
    "on_sharpe": -0.771,
    "dt_sharpe": 0.957,
    "on_vol": 12.61,
    "dt_vol": 16.82,
    "on_return": -9.72,
    "dt_return": 16.1
  },
  {
    "date": "2023-06-14",
    "on_sharpe": -0.518,
    "dt_sharpe": 1.205,
    "on_vol": 12.43,
    "dt_vol": 16.54,
    "on_return": -6.44,
    "dt_return": 19.93
  },
  {
    "date": "2023-06-22",
    "on_sharpe": -0.287,
    "dt_sharpe": 1.381,
    "on_vol": 11.91,
    "dt_vol": 16.5,
    "on_return": -3.42,
    "dt_return": 22.79
  },
  {
    "date": "2023-06-29",
    "on_sharpe": -0.584,
    "dt_sharpe": 1.253,
    "on_vol": 11.71,
    "dt_vol": 16.33,
    "on_return": -6.85,
    "dt_return": 20.46
  },
  {
    "date": "2023-07-07",
    "on_sharpe": -0.467,
    "dt_sharpe": 1.34,
    "on_vol": 11.64,
    "dt_vol": 16.02,
    "on_return": -5.44,
    "dt_return": 21.46
  },
  {
    "date": "2023-07-14",
    "on_sharpe": -0.298,
    "dt_sharpe": 1.379,
    "on_vol": 11.64,
    "dt_vol": 15.97,
    "on_return": -3.47,
    "dt_return": 22.01
  },
  {
    "date": "2023-07-21",
    "on_sharpe": -0.326,
    "dt_sharpe": 1.255,
    "on_vol": 11.32,
    "dt_vol": 15.76,
    "on_return": -3.69,
    "dt_return": 19.78
  },
  {
    "date": "2023-07-28",
    "on_sharpe": -0.194,
    "dt_sharpe": 1.189,
    "on_vol": 11.35,
    "dt_vol": 15.74,
    "on_return": -2.2,
    "dt_return": 18.71
  },
  {
    "date": "2023-08-04",
    "on_sharpe": -0.285,
    "dt_sharpe": 0.936,
    "on_vol": 11.34,
    "dt_vol": 15.6,
    "on_return": -3.23,
    "dt_return": 14.6
  },
  {
    "date": "2023-08-11",
    "on_sharpe": -0.181,
    "dt_sharpe": 0.767,
    "on_vol": 11.31,
    "dt_vol": 15.6,
    "on_return": -2.04,
    "dt_return": 11.96
  },
  {
    "date": "2023-08-18",
    "on_sharpe": -0.454,
    "dt_sharpe": 0.538,
    "on_vol": 11.13,
    "dt_vol": 15.6,
    "on_return": -5.05,
    "dt_return": 8.4
  },
  {
    "date": "2023-08-25",
    "on_sharpe": -0.145,
    "dt_sharpe": 0.587,
    "on_vol": 11.05,
    "dt_vol": 15.71,
    "on_return": -1.61,
    "dt_return": 9.22
  },
  {
    "date": "2023-09-01",
    "on_sharpe": -0.028,
    "dt_sharpe": 0.94,
    "on_vol": 11.04,
    "dt_vol": 15.31,
    "on_return": -0.31,
    "dt_return": 14.39
  },
  {
    "date": "2023-09-11",
    "on_sharpe": -0.148,
    "dt_sharpe": 0.979,
    "on_vol": 11.01,
    "dt_vol": 15.0,
    "on_return": -1.63,
    "dt_return": 14.69
  },
  {
    "date": "2023-09-18",
    "on_sharpe": -0.009,
    "dt_sharpe": 0.908,
    "on_vol": 10.79,
    "dt_vol": 14.78,
    "on_return": -0.09,
    "dt_return": 13.41
  },
  {
    "date": "2023-09-25",
    "on_sharpe": 0.251,
    "dt_sharpe": 0.83,
    "on_vol": 10.62,
    "dt_vol": 14.58,
    "on_return": 2.67,
    "dt_return": 12.1
  },
  {
    "date": "2023-10-02",
    "on_sharpe": 0.269,
    "dt_sharpe": 0.902,
    "on_vol": 10.57,
    "dt_vol": 14.47,
    "on_return": 2.85,
    "dt_return": 13.05
  },
  {
    "date": "2023-10-09",
    "on_sharpe": 0.134,
    "dt_sharpe": 0.921,
    "on_vol": 10.3,
    "dt_vol": 14.33,
    "on_return": 1.38,
    "dt_return": 13.19
  },
  {
    "date": "2023-10-16",
    "on_sharpe": 0.333,
    "dt_sharpe": 1.208,
    "on_vol": 10.23,
    "dt_vol": 14.24,
    "on_return": 3.41,
    "dt_return": 17.2
  },
  {
    "date": "2023-10-23",
    "on_sharpe": 0.076,
    "dt_sharpe": 1.059,
    "on_vol": 9.61,
    "dt_vol": 13.17,
    "on_return": 0.73,
    "dt_return": 13.95
  },
  {
    "date": "2023-10-30",
    "on_sharpe": 0.131,
    "dt_sharpe": 0.562,
    "on_vol": 9.6,
    "dt_vol": 12.91,
    "on_return": 1.26,
    "dt_return": 7.26
  },
  {
    "date": "2023-11-06",
    "on_sharpe": 0.352,
    "dt_sharpe": 1.018,
    "on_vol": 9.61,
    "dt_vol": 12.43,
    "on_return": 3.38,
    "dt_return": 12.65
  },
  {
    "date": "2023-11-13",
    "on_sharpe": 0.386,
    "dt_sharpe": 1.123,
    "on_vol": 9.42,
    "dt_vol": 12.4,
    "on_return": 3.64,
    "dt_return": 13.93
  },
  {
    "date": "2023-11-20",
    "on_sharpe": 0.04,
    "dt_sharpe": 1.133,
    "on_vol": 8.62,
    "dt_vol": 12.25,
    "on_return": 0.34,
    "dt_return": 13.88
  },
  {
    "date": "2023-11-28",
    "on_sharpe": 0.069,
    "dt_sharpe": 1.04,
    "on_vol": 8.47,
    "dt_vol": 12.19,
    "on_return": 0.59,
    "dt_return": 12.68
  },
  {
    "date": "2023-12-05",
    "on_sharpe": 0.102,
    "dt_sharpe": 0.984,
    "on_vol": 8.48,
    "dt_vol": 11.8,
    "on_return": 0.86,
    "dt_return": 11.62
  },
  {
    "date": "2023-12-12",
    "on_sharpe": 0.356,
    "dt_sharpe": 1.149,
    "on_vol": 8.36,
    "dt_vol": 11.67,
    "on_return": 2.98,
    "dt_return": 13.4
  },
  {
    "date": "2023-12-19",
    "on_sharpe": 0.242,
    "dt_sharpe": 1.6,
    "on_vol": 7.8,
    "dt_vol": 11.4,
    "on_return": 1.89,
    "dt_return": 18.24
  },
  {
    "date": "2023-12-27",
    "on_sharpe": 0.55,
    "dt_sharpe": 1.667,
    "on_vol": 7.66,
    "dt_vol": 11.39,
    "on_return": 4.22,
    "dt_return": 18.99
  },
  {
    "date": "2024-01-04",
    "on_sharpe": 0.439,
    "dt_sharpe": 1.595,
    "on_vol": 7.63,
    "dt_vol": 11.25,
    "on_return": 3.35,
    "dt_return": 17.94
  },
  {
    "date": "2024-01-11",
    "on_sharpe": 0.112,
    "dt_sharpe": 1.851,
    "on_vol": 7.52,
    "dt_vol": 11.16,
    "on_return": 0.85,
    "dt_return": 20.66
  },
  {
    "date": "2024-01-19",
    "on_sharpe": 0.143,
    "dt_sharpe": 1.616,
    "on_vol": 7.51,
    "dt_vol": 11.06,
    "on_return": 1.08,
    "dt_return": 17.88
  },
  {
    "date": "2024-01-26",
    "on_sharpe": 0.387,
    "dt_sharpe": 1.647,
    "on_vol": 7.51,
    "dt_vol": 10.81,
    "on_return": 2.9,
    "dt_return": 17.81
  },
  {
    "date": "2024-02-02",
    "on_sharpe": 0.521,
    "dt_sharpe": 1.441,
    "on_vol": 7.38,
    "dt_vol": 10.78,
    "on_return": 3.85,
    "dt_return": 15.53
  },
  {
    "date": "2024-02-09",
    "on_sharpe": 0.821,
    "dt_sharpe": 1.239,
    "on_vol": 7.18,
    "dt_vol": 10.63,
    "on_return": 5.9,
    "dt_return": 13.18
  },
  {
    "date": "2024-02-16",
    "on_sharpe": 0.761,
    "dt_sharpe": 1.431,
    "on_vol": 7.23,
    "dt_vol": 10.42,
    "on_return": 5.5,
    "dt_return": 14.91
  },
  {
    "date": "2024-02-26",
    "on_sharpe": 1.374,
    "dt_sharpe": 1.469,
    "on_vol": 7.14,
    "dt_vol": 10.37,
    "on_return": 9.8,
    "dt_return": 15.23
  },
  {
    "date": "2024-03-04",
    "on_sharpe": 1.48,
    "dt_sharpe": 1.609,
    "on_vol": 6.93,
    "dt_vol": 10.38,
    "on_return": 10.26,
    "dt_return": 16.7
  },
  {
    "date": "2024-03-11",
    "on_sharpe": 1.575,
    "dt_sharpe": 1.444,
    "on_vol": 6.97,
    "dt_vol": 10.18,
    "on_return": 10.97,
    "dt_return": 14.7
  },
  {
    "date": "2024-03-18",
    "on_sharpe": 1.748,
    "dt_sharpe": 1.633,
    "on_vol": 6.66,
    "dt_vol": 9.82,
    "on_return": 11.65,
    "dt_return": 16.04
  },
  {
    "date": "2024-03-25",
    "on_sharpe": 2.001,
    "dt_sharpe": 1.699,
    "on_vol": 6.59,
    "dt_vol": 9.38,
    "on_return": 13.19,
    "dt_return": 15.93
  },
  {
    "date": "2024-04-02",
    "on_sharpe": 1.853,
    "dt_sharpe": 1.607,
    "on_vol": 6.46,
    "dt_vol": 9.32,
    "on_return": 11.98,
    "dt_return": 14.98
  },
  {
    "date": "2024-04-09",
    "on_sharpe": 1.755,
    "dt_sharpe": 1.407,
    "on_vol": 6.52,
    "dt_vol": 9.47,
    "on_return": 11.45,
    "dt_return": 13.32
  },
  {
    "date": "2024-04-16",
    "on_sharpe": 1.647,
    "dt_sharpe": 0.999,
    "on_vol": 6.67,
    "dt_vol": 9.6,
    "on_return": 10.98,
    "dt_return": 9.59
  },
  {
    "date": "2024-04-23",
    "on_sharpe": 2.015,
    "dt_sharpe": 0.686,
    "on_vol": 6.63,
    "dt_vol": 9.71,
    "on_return": 13.36,
    "dt_return": 6.66
  },
  {
    "date": "2024-04-30",
    "on_sharpe": 1.975,
    "dt_sharpe": 0.898,
    "on_vol": 6.74,
    "dt_vol": 9.61,
    "on_return": 13.31,
    "dt_return": 8.63
  },
  {
    "date": "2024-05-07",
    "on_sharpe": 2.326,
    "dt_sharpe": 0.941,
    "on_vol": 6.88,
    "dt_vol": 9.56,
    "on_return": 16.0,
    "dt_return": 8.99
  },
  {
    "date": "2024-05-14",
    "on_sharpe": 2.264,
    "dt_sharpe": 0.914,
    "on_vol": 6.8,
    "dt_vol": 9.55,
    "on_return": 15.39,
    "dt_return": 8.72
  },
  {
    "date": "2024-05-21",
    "on_sharpe": 2.265,
    "dt_sharpe": 0.926,
    "on_vol": 6.78,
    "dt_vol": 9.49,
    "on_return": 15.36,
    "dt_return": 8.78
  },
  {
    "date": "2024-05-29",
    "on_sharpe": 2.36,
    "dt_sharpe": 0.976,
    "on_vol": 6.73,
    "dt_vol": 9.55,
    "on_return": 15.88,
    "dt_return": 9.32
  },
  {
    "date": "2024-06-05",
    "on_sharpe": 2.099,
    "dt_sharpe": 0.805,
    "on_vol": 6.75,
    "dt_vol": 9.45,
    "on_return": 14.16,
    "dt_return": 7.61
  },
  {
    "date": "2024-06-12",
    "on_sharpe": 2.029,
    "dt_sharpe": 0.97,
    "on_vol": 6.77,
    "dt_vol": 9.46,
    "on_return": 13.74,
    "dt_return": 9.17
  },
  {
    "date": "2024-06-20",
    "on_sharpe": 2.047,
    "dt_sharpe": 0.949,
    "on_vol": 6.82,
    "dt_vol": 9.34,
    "on_return": 13.97,
    "dt_return": 8.87
  },
  {
    "date": "2024-06-27",
    "on_sharpe": 2.296,
    "dt_sharpe": 0.921,
    "on_vol": 6.76,
    "dt_vol": 9.34,
    "on_return": 15.53,
    "dt_return": 8.6
  },
  {
    "date": "2024-07-05",
    "on_sharpe": 2.231,
    "dt_sharpe": 0.789,
    "on_vol": 6.73,
    "dt_vol": 9.35,
    "on_return": 15.01,
    "dt_return": 7.38
  },
  {
    "date": "2024-07-12",
    "on_sharpe": 2.564,
    "dt_sharpe": 0.696,
    "on_vol": 6.64,
    "dt_vol": 9.42,
    "on_return": 17.03,
    "dt_return": 6.56
  },
  {
    "date": "2024-07-19",
    "on_sharpe": 2.339,
    "dt_sharpe": 0.492,
    "on_vol": 6.69,
    "dt_vol": 9.45,
    "on_return": 15.65,
    "dt_return": 4.65
  },
  {
    "date": "2024-07-26",
    "on_sharpe": 2.2,
    "dt_sharpe": 0.264,
    "on_vol": 6.77,
    "dt_vol": 9.57,
    "on_return": 14.9,
    "dt_return": 2.53
  },
  {
    "date": "2024-08-02",
    "on_sharpe": 2.444,
    "dt_sharpe": 0.14,
    "on_vol": 6.84,
    "dt_vol": 9.67,
    "on_return": 16.71,
    "dt_return": 1.35
  },
  {
    "date": "2024-08-09",
    "on_sharpe": 1.831,
    "dt_sharpe": 0.273,
    "on_vol": 8.12,
    "dt_vol": 9.95,
    "on_return": 14.87,
    "dt_return": 2.72
  },
  {
    "date": "2024-08-16",
    "on_sharpe": 2.109,
    "dt_sharpe": 0.588,
    "on_vol": 8.16,
    "dt_vol": 9.93,
    "on_return": 17.21,
    "dt_return": 5.84
  },
  {
    "date": "2024-08-23",
    "on_sharpe": 2.118,
    "dt_sharpe": 0.756,
    "on_vol": 8.12,
    "dt_vol": 9.91,
    "on_return": 17.2,
    "dt_return": 7.48
  },
  {
    "date": "2024-08-30",
    "on_sharpe": 2.034,
    "dt_sharpe": 0.626,
    "on_vol": 8.13,
    "dt_vol": 9.64,
    "on_return": 16.53,
    "dt_return": 6.04
  },
  {
    "date": "2024-09-09",
    "on_sharpe": 1.908,
    "dt_sharpe": 0.447,
    "on_vol": 8.14,
    "dt_vol": 9.9,
    "on_return": 15.54,
    "dt_return": 4.43
  },
  {
    "date": "2024-09-16",
    "on_sharpe": 2.125,
    "dt_sharpe": 0.66,
    "on_vol": 8.12,
    "dt_vol": 9.98,
    "on_return": 17.25,
    "dt_return": 6.59
  },
  {
    "date": "2024-09-23",
    "on_sharpe": 2.305,
    "dt_sharpe": 0.78,
    "on_vol": 8.25,
    "dt_vol": 9.88,
    "on_return": 19.02,
    "dt_return": 7.71
  },
  {
    "date": "2024-09-30",
    "on_sharpe": 2.615,
    "dt_sharpe": 0.896,
    "on_vol": 8.2,
    "dt_vol": 9.77,
    "on_return": 21.43,
    "dt_return": 8.75
  },
  {
    "date": "2024-10-07",
    "on_sharpe": 2.635,
    "dt_sharpe": 0.949,
    "on_vol": 8.19,
    "dt_vol": 9.7,
    "on_return": 21.57,
    "dt_return": 9.2
  },
  {
    "date": "2024-10-14",
    "on_sharpe": 2.721,
    "dt_sharpe": 0.732,
    "on_vol": 8.16,
    "dt_vol": 9.54,
    "on_return": 22.21,
    "dt_return": 6.98
  },
  {
    "date": "2024-10-21",
    "on_sharpe": 2.907,
    "dt_sharpe": 0.832,
    "on_vol": 8.11,
    "dt_vol": 9.46,
    "on_return": 23.57,
    "dt_return": 7.88
  },
  {
    "date": "2024-10-28",
    "on_sharpe": 2.909,
    "dt_sharpe": 1.062,
    "on_vol": 8.11,
    "dt_vol": 9.3,
    "on_return": 23.59,
    "dt_return": 9.88
  },
  {
    "date": "2024-11-04",
    "on_sharpe": 2.754,
    "dt_sharpe": 0.911,
    "on_vol": 8.15,
    "dt_vol": 9.25,
    "on_return": 22.44,
    "dt_return": 8.42
  },
  {
    "date": "2024-11-11",
    "on_sharpe": 2.803,
    "dt_sharpe": 0.939,
    "on_vol": 8.36,
    "dt_vol": 9.27,
    "on_return": 23.43,
    "dt_return": 8.7
  },
  {
    "date": "2024-11-18",
    "on_sharpe": 2.544,
    "dt_sharpe": 0.673,
    "on_vol": 8.26,
    "dt_vol": 9.19,
    "on_return": 21.02,
    "dt_return": 6.18
  },
  {
    "date": "2024-11-25",
    "on_sharpe": 2.539,
    "dt_sharpe": 0.721,
    "on_vol": 8.29,
    "dt_vol": 9.21,
    "on_return": 21.04,
    "dt_return": 6.64
  },
  {
    "date": "2024-12-03",
    "on_sharpe": 2.61,
    "dt_sharpe": 0.77,
    "on_vol": 8.29,
    "dt_vol": 9.22,
    "on_return": 21.64,
    "dt_return": 7.09
  },
  {
    "date": "2024-12-10",
    "on_sharpe": 2.707,
    "dt_sharpe": 0.682,
    "on_vol": 8.22,
    "dt_vol": 9.16,
    "on_return": 22.25,
    "dt_return": 6.25
  },
  {
    "date": "2024-12-17",
    "on_sharpe": 2.821,
    "dt_sharpe": 0.295,
    "on_vol": 8.23,
    "dt_vol": 9.05,
    "on_return": 23.2,
    "dt_return": 2.67
  },
  {
    "date": "2024-12-24",
    "on_sharpe": 2.708,
    "dt_sharpe": 0.142,
    "on_vol": 8.27,
    "dt_vol": 9.62,
    "on_return": 22.4,
    "dt_return": 1.37
  },
  {
    "date": "2025-01-02",
    "on_sharpe": 2.433,
    "dt_sharpe": 0.136,
    "on_vol": 8.41,
    "dt_vol": 9.69,
    "on_return": 20.47,
    "dt_return": 1.31
  },
  {
    "date": "2025-01-10",
    "on_sharpe": 2.818,
    "dt_sharpe": -0.12,
    "on_vol": 8.41,
    "dt_vol": 9.76,
    "on_return": 23.7,
    "dt_return": -1.18
  },
  {
    "date": "2025-01-17",
    "on_sharpe": 2.885,
    "dt_sharpe": -0.189,
    "on_vol": 8.56,
    "dt_vol": 9.85,
    "on_return": 24.7,
    "dt_return": -1.86
  },
  {
    "date": "2025-01-27",
    "on_sharpe": 3.043,
    "dt_sharpe": -0.266,
    "on_vol": 8.58,
    "dt_vol": 9.82,
    "on_return": 26.1,
    "dt_return": -2.61
  },
  {
    "date": "2025-02-03",
    "on_sharpe": 2.697,
    "dt_sharpe": -0.265,
    "on_vol": 8.86,
    "dt_vol": 9.88,
    "on_return": 23.88,
    "dt_return": -2.62
  },
  {
    "date": "2025-02-10",
    "on_sharpe": 2.506,
    "dt_sharpe": -0.208,
    "on_vol": 8.99,
    "dt_vol": 9.85,
    "on_return": 22.51,
    "dt_return": -2.04
  },
  {
    "date": "2025-02-18",
    "on_sharpe": 2.522,
    "dt_sharpe": -0.069,
    "on_vol": 8.96,
    "dt_vol": 9.9,
    "on_return": 22.61,
    "dt_return": -0.68
  },
  {
    "date": "2025-02-25",
    "on_sharpe": 2.532,
    "dt_sharpe": -0.339,
    "on_vol": 8.95,
    "dt_vol": 10.05,
    "on_return": 22.65,
    "dt_return": -3.41
  },
  {
    "date": "2025-03-04",
    "on_sharpe": 2.497,
    "dt_sharpe": -0.656,
    "on_vol": 8.85,
    "dt_vol": 10.52,
    "on_return": 22.11,
    "dt_return": -6.91
  },
  {
    "date": "2025-03-11",
    "on_sharpe": 1.945,
    "dt_sharpe": -0.674,
    "on_vol": 9.09,
    "dt_vol": 10.67,
    "on_return": 17.68,
    "dt_return": -7.19
  },
  {
    "date": "2025-03-18",
    "on_sharpe": 2.002,
    "dt_sharpe": -0.727,
    "on_vol": 9.16,
    "dt_vol": 10.82,
    "on_return": 18.34,
    "dt_return": -7.87
  },
  {
    "date": "2025-03-25",
    "on_sharpe": 1.913,
    "dt_sharpe": -0.636,
    "on_vol": 9.27,
    "dt_vol": 10.85,
    "on_return": 17.73,
    "dt_return": -6.9
  },
  {
    "date": "2025-04-01",
    "on_sharpe": 1.634,
    "dt_sharpe": -0.667,
    "on_vol": 9.31,
    "dt_vol": 11.17,
    "on_return": 15.21,
    "dt_return": -7.45
  },
  {
    "date": "2025-04-08",
    "on_sharpe": 0.445,
    "dt_sharpe": -0.424,
    "on_vol": 10.74,
    "dt_vol": 12.18,
    "on_return": 4.78,
    "dt_return": -5.16
  },
  {
    "date": "2025-04-15",
    "on_sharpe": 0.534,
    "dt_sharpe": -0.007,
    "on_vol": 11.79,
    "dt_vol": 17.44,
    "on_return": 6.3,
    "dt_return": -0.12
  },
  {
    "date": "2025-04-23",
    "on_sharpe": 0.41,
    "dt_sharpe": 0.156,
    "on_vol": 11.89,
    "dt_vol": 17.41,
    "on_return": 4.87,
    "dt_return": 2.71
  },
  {
    "date": "2025-04-30",
    "on_sharpe": 0.622,
    "dt_sharpe": 0.247,
    "on_vol": 12.07,
    "dt_vol": 17.51,
    "on_return": 7.51,
    "dt_return": 4.33
  },
  {
    "date": "2025-05-07",
    "on_sharpe": 0.446,
    "dt_sharpe": 0.394,
    "on_vol": 12.25,
    "dt_vol": 17.51,
    "on_return": 5.46,
    "dt_return": 6.9
  },
  {
    "date": "2025-05-14",
    "on_sharpe": 0.655,
    "dt_sharpe": 0.349,
    "on_vol": 12.57,
    "dt_vol": 17.51,
    "on_return": 8.23,
    "dt_return": 6.11
  },
  {
    "date": "2025-05-21",
    "on_sharpe": 0.45,
    "dt_sharpe": 0.46,
    "on_vol": 12.61,
    "dt_vol": 17.54,
    "on_return": 5.67,
    "dt_return": 8.07
  },
  {
    "date": "2025-05-29",
    "on_sharpe": 0.361,
    "dt_sharpe": 0.503,
    "on_vol": 12.73,
    "dt_vol": 17.56,
    "on_return": 4.59,
    "dt_return": 8.82
  },
  {
    "date": "2025-06-05",
    "on_sharpe": 0.431,
    "dt_sharpe": 0.515,
    "on_vol": 12.73,
    "dt_vol": 17.57,
    "on_return": 5.49,
    "dt_return": 9.04
  },
  {
    "date": "2025-06-12",
    "on_sharpe": 0.526,
    "dt_sharpe": 0.425,
    "on_vol": 12.75,
    "dt_vol": 17.58,
    "on_return": 6.71,
    "dt_return": 7.48
  },
  {
    "date": "2025-06-20",
    "on_sharpe": 0.429,
    "dt_sharpe": 0.366,
    "on_vol": 12.77,
    "dt_vol": 17.59,
    "on_return": 5.47,
    "dt_return": 6.44
  },
  {
    "date": "2025-06-27",
    "on_sharpe": 0.579,
    "dt_sharpe": 0.393,
    "on_vol": 12.78,
    "dt_vol": 17.6,
    "on_return": 7.4,
    "dt_return": 6.91
  },
  {
    "date": "2025-07-07",
    "on_sharpe": 0.593,
    "dt_sharpe": 0.479,
    "on_vol": 12.78,
    "dt_vol": 17.61,
    "on_return": 7.58,
    "dt_return": 8.43
  },
  {
    "date": "2025-07-14",
    "on_sharpe": 0.569,
    "dt_sharpe": 0.373,
    "on_vol": 12.8,
    "dt_vol": 17.58,
    "on_return": 7.28,
    "dt_return": 6.55
  },
  {
    "date": "2025-07-21",
    "on_sharpe": 0.552,
    "dt_sharpe": 0.329,
    "on_vol": 12.8,
    "dt_vol": 17.56,
    "on_return": 7.07,
    "dt_return": 5.78
  },
  {
    "date": "2025-07-28",
    "on_sharpe": 0.63,
    "dt_sharpe": 0.473,
    "on_vol": 12.74,
    "dt_vol": 17.52,
    "on_return": 8.03,
    "dt_return": 8.29
  },
  {
    "date": "2025-08-04",
    "on_sharpe": 0.618,
    "dt_sharpe": 0.466,
    "on_vol": 12.74,
    "dt_vol": 17.49,
    "on_return": 7.87,
    "dt_return": 8.15
  },
  {
    "date": "2025-08-11",
    "on_sharpe": 1.085,
    "dt_sharpe": 0.524,
    "on_vol": 11.96,
    "dt_vol": 17.41,
    "on_return": 12.97,
    "dt_return": 9.13
  },
  {
    "date": "2025-08-18",
    "on_sharpe": 0.899,
    "dt_sharpe": 0.501,
    "on_vol": 11.86,
    "dt_vol": 17.25,
    "on_return": 10.67,
    "dt_return": 8.63
  },
  {
    "date": "2025-08-25",
    "on_sharpe": 0.816,
    "dt_sharpe": 0.401,
    "on_vol": 11.82,
    "dt_vol": 17.25,
    "on_return": 9.64,
    "dt_return": 6.91
  },
  {
    "date": "2025-09-02",
    "on_sharpe": 0.686,
    "dt_sharpe": 0.459,
    "on_vol": 11.81,
    "dt_vol": 17.22,
    "on_return": 8.1,
    "dt_return": 7.9
  },
  {
    "date": "2025-09-09",
    "on_sharpe": 0.689,
    "dt_sharpe": 0.602,
    "on_vol": 11.85,
    "dt_vol": 17.16,
    "on_return": 8.16,
    "dt_return": 10.32
  },
  {
    "date": "2025-09-16",
    "on_sharpe": 0.688,
    "dt_sharpe": 0.677,
    "on_vol": 11.83,
    "dt_vol": 17.04,
    "on_return": 8.14,
    "dt_return": 11.54
  },
  {
    "date": "2025-09-23",
    "on_sharpe": 0.653,
    "dt_sharpe": 0.68,
    "on_vol": 11.84,
    "dt_vol": 17.03,
    "on_return": 7.73,
    "dt_return": 11.59
  },
  {
    "date": "2025-09-30",
    "on_sharpe": 0.561,
    "dt_sharpe": 0.63,
    "on_vol": 11.72,
    "dt_vol": 17.05,
    "on_return": 6.57,
    "dt_return": 10.74
  },
  {
    "date": "2025-10-07",
    "on_sharpe": 0.533,
    "dt_sharpe": 0.732,
    "on_vol": 11.71,
    "dt_vol": 17.03,
    "on_return": 6.24,
    "dt_return": 12.46
  },
  {
    "date": "2025-10-14",
    "on_sharpe": 0.616,
    "dt_sharpe": 0.509,
    "on_vol": 11.73,
    "dt_vol": 17.27,
    "on_return": 7.22,
    "dt_return": 8.79
  },
  {
    "date": "2025-10-21",
    "on_sharpe": 0.633,
    "dt_sharpe": 0.515,
    "on_vol": 11.78,
    "dt_vol": 17.29,
    "on_return": 7.46,
    "dt_return": 8.91
  },
  {
    "date": "2025-10-28",
    "on_sharpe": 0.776,
    "dt_sharpe": 0.579,
    "on_vol": 11.79,
    "dt_vol": 17.29,
    "on_return": 9.15,
    "dt_return": 10.02
  },
  {
    "date": "2025-11-04",
    "on_sharpe": 0.791,
    "dt_sharpe": 0.532,
    "on_vol": 11.82,
    "dt_vol": 17.3,
    "on_return": 9.35,
    "dt_return": 9.2
  },
  {
    "date": "2025-11-11",
    "on_sharpe": 0.566,
    "dt_sharpe": 0.565,
    "on_vol": 11.68,
    "dt_vol": 17.27,
    "on_return": 6.61,
    "dt_return": 9.76
  },
  {
    "date": "2025-11-18",
    "on_sharpe": 0.352,
    "dt_sharpe": 0.512,
    "on_vol": 11.74,
    "dt_vol": 17.35,
    "on_return": 4.13,
    "dt_return": 8.87
  },
  {
    "date": "2025-11-25",
    "on_sharpe": 0.615,
    "dt_sharpe": 0.419,
    "on_vol": 11.83,
    "dt_vol": 17.6,
    "on_return": 7.28,
    "dt_return": 7.37
  },
  {
    "date": "2025-12-03",
    "on_sharpe": 0.511,
    "dt_sharpe": 0.516,
    "on_vol": 11.83,
    "dt_vol": 17.62,
    "on_return": 6.05,
    "dt_return": 9.1
  },
  {
    "date": "2025-12-10",
    "on_sharpe": 0.497,
    "dt_sharpe": 0.465,
    "on_vol": 11.84,
    "dt_vol": 17.62,
    "on_return": 5.88,
    "dt_return": 8.19
  },
  {
    "date": "2025-12-17",
    "on_sharpe": 0.431,
    "dt_sharpe": 0.495,
    "on_vol": 11.85,
    "dt_vol": 17.67,
    "on_return": 5.1,
    "dt_return": 8.75
  },
  {
    "date": "2025-12-24",
    "on_sharpe": 0.467,
    "dt_sharpe": 0.727,
    "on_vol": 11.85,
    "dt_vol": 17.45,
    "on_return": 5.53,
    "dt_return": 12.68
  },
  {
    "date": "2026-01-02",
    "on_sharpe": 0.56,
    "dt_sharpe": 0.529,
    "on_vol": 11.8,
    "dt_vol": 17.36,
    "on_return": 6.61,
    "dt_return": 9.19
  },
  {
    "date": "2026-01-09",
    "on_sharpe": 0.576,
    "dt_sharpe": 0.581,
    "on_vol": 11.72,
    "dt_vol": 17.33,
    "on_return": 6.75,
    "dt_return": 10.08
  },
  {
    "date": "2026-01-16",
    "on_sharpe": 0.619,
    "dt_sharpe": 0.708,
    "on_vol": 11.69,
    "dt_vol": 17.23,
    "on_return": 7.24,
    "dt_return": 12.2
  },
  {
    "date": "2026-01-26",
    "on_sharpe": 0.281,
    "dt_sharpe": 0.675,
    "on_vol": 11.67,
    "dt_vol": 17.25,
    "on_return": 3.29,
    "dt_return": 11.64
  },
  {
    "date": "2026-02-02",
    "on_sharpe": 0.514,
    "dt_sharpe": 0.59,
    "on_vol": 11.47,
    "dt_vol": 17.22,
    "on_return": 5.9,
    "dt_return": 10.16
  },
  {
    "date": "2026-02-09",
    "on_sharpe": 0.573,
    "dt_sharpe": 0.518,
    "on_vol": 11.4,
    "dt_vol": 17.26,
    "on_return": 6.53,
    "dt_return": 8.94
  },
  {
    "date": "2026-02-17",
    "on_sharpe": 0.702,
    "dt_sharpe": 0.366,
    "on_vol": 11.35,
    "dt_vol": 17.35,
    "on_return": 7.97,
    "dt_return": 6.36
  },
  {
    "date": "2026-02-24",
    "on_sharpe": 0.62,
    "dt_sharpe": 0.358,
    "on_vol": 11.36,
    "dt_vol": 17.38,
    "on_return": 7.04,
    "dt_return": 6.23
  },
  {
    "date": "2026-03-03",
    "on_sharpe": 0.39,
    "dt_sharpe": 0.79,
    "on_vol": 11.45,
    "dt_vol": 17.21,
    "on_return": 4.46,
    "dt_return": 13.61
  },
  {
    "date": "2026-03-10",
    "on_sharpe": 0.182,
    "dt_sharpe": 0.989,
    "on_vol": 11.57,
    "dt_vol": 17.08,
    "on_return": 2.11,
    "dt_return": 16.9
  },
  {
    "date": "2026-03-17",
    "on_sharpe": 0.317,
    "dt_sharpe": 1.045,
    "on_vol": 11.49,
    "dt_vol": 16.99,
    "on_return": 3.64,
    "dt_return": 17.76
  },
  {
    "date": "2026-03-24",
    "on_sharpe": 0.345,
    "dt_sharpe": 0.755,
    "on_vol": 11.57,
    "dt_vol": 17.0,
    "on_return": 3.99,
    "dt_return": 12.84
  },
  {
    "date": "2026-03-31",
    "on_sharpe": 0.346,
    "dt_sharpe": 0.522,
    "on_vol": 11.56,
    "dt_vol": 17.08,
    "on_return": 4.0,
    "dt_return": 8.92
  },
  {
    "date": "2026-04-08",
    "on_sharpe": 0.915,
    "dt_sharpe": 0.736,
    "on_vol": 11.07,
    "dt_vol": 16.89,
    "on_return": 10.13,
    "dt_return": 12.43
  }
]