{
  "metadata": {
    "seed": 20260925,
    "costBps": 5,
    "targetVol": 0.1,
    "generator": "scripts/build_backtest_intro.py",
    "kind": "synthetic teaching results"
  },
  "results": [
    {
      "id": "causal-fixed",
      "label": "ใช้ข้อมูลทันเวลา · ขนาดคงที่",
      "returns": [
        -0.001221026128525926,
        0.0007560000677502288,
        0.0007651243138793173,
        0.0009012615348811259,
        0.012637758460732895,
        -0.011615348096922218,
        0.007682541313813518,
        -0.005916842157692059,
        -0.0034385034081251264,
        -0.010153739891003433,
        -0.012602943148474877,
        -0.004642454724779865,
        0.000983883127083196,
        0.006612932128821747,
        0.004966040507950353,
        0.002166124005490211,
        -0.0012873163766479179,
        0.0032941686457872432,
        -0.002972096348635933,
        -0.00012747914378297143,
        0.020438629482910642,
        -0.0006518896705253185,
        0.007268935544920474,
        0.0168708595246716,
        0.01469255852963025,
        0.0067104319446942284,
        -0.012203696323307645,
        -0.0033309655085093093,
        0.005434698123863102,
        -0.011538376420836105,
        0.011791052338836705,
        0.006415236865623841,
        0.005626389099373519,
        0.009969222605763495,
        0.020268106345114,
        -0.002823177284310807,
        0.001758040178367004,
        -0.014923148240279405,
        -0.02651023730969848,
        0.008337118428319634,
        0.0015362379179939545,
        0.021630339441224944,
        -0.007337093904345671,
        -0.013434424346938645,
        0.0019596157000465464,
        -0.017677432881726074,
        -0.0038106113184656065,
        0.013094800177032573,
        -0.011710185888650027,
        0.002992797262075575,
        -0.003005383747981649,
        -0.00152025280132706,
        0.001234418609918242,
        -0.011705659070093799,
        0.01344798277841619,
        0.010148066257514854,
        -0.024489333200942154,
        -0.0008051987280826012,
        -0.0023311729243307155,
        -0.007446038940989719,
        -0.007719172000687835,
        0.006195451445238254,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0048740957260344775,
        0.009682098114090376,
        0.0296519243274449,
        0.0006163086553450103,
        0.0073591564634500894,
        -0.01096467988839922,
        0.003595036362341597,
        -0.007576204324882818,
        0.013689103966957772,
        0.019004885293433915,
        -0.032184251058285374,
        -0.0033809681874353847,
        -0.001917381387020578,
        0.005798981780892776,
        0.02052921120696216,
        0.02397727899245461,
        -0.002318013191919155,
        -0.0003792573652183773,
        0.031718686586526657,
        0.02577138254923983,
        0.010693346013348703,
        0.012152269923988213,
        0.004642116223423587,
        -0.02513832242199132,
        -0.021546104472812022,
        -0.014449229824582521,
        -0.02981051566588233,
        0.012114839106396547,
        0.006292478733449958,
        0.01790099763689912,
        0.009864600671333879,
        -0.008468828028455055,
        -0.0028893062584126605,
        0.004550763488951448,
        0.003263927069543593,
        0.01058079387701083,
        0.002674798546424162,
        0.0125380385350915,
        -0.004662485155153995,
        4.821404227817183e-05,
        0.01985207596152394,
        0.010253196803569065,
        0.008621686192897604,
        0.0058653465274522976,
        0.0009437798678624265,
        -0.015314644673962485,
        0.0018287182888994113,
        0.0029552250132502955,
        -0.002498370725139809,
        -0.002464675921935111,
        0.008587516033324638,
        0.006564901738681739,
        -0.00028511935949382394,
        -0.007066087183318137,
        -0.004969229008220277,
        0.00416917848881071,
        -0.0032085080971412383,
        -0.011355739361393113,
        0.0039761079209181815,
        0.001992668075584181,
        -0.002744607927208653,
        -0.0029771360872197228,
        -0.006658055617534742,
        0.003545968334181415,
        0.0030287865725242558,
        -0.007144703822311693,
        0.003931080122723474,
        0.0010788329169395539,
        -0.013732388056829192,
        0.0026332441524059558,
        0.008320814384899178,
        -0.020165033943977062,
        0.00886424734145641,
        0.001746408401136712,
        -0.00956117033476711,
        0.0058793267118830705,
        -0.005338257519577283,
        -0.002544683215781496,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.03227320983792881,
        -0.0036768802707912718,
        -0.031627471595855994,
        0.00689659717557678,
        -0.003305313483426664,
        0.015149530133269806,
        0.012412070197295622,
        0.006642289752916364,
        0.009507929338968601,
        -0.008252793988988372,
        0.0006713527301567268,
        -0.005178282736941209,
        -0.003976075320178074,
        0.002702445742819526,
        -0.0008207494817603633,
        -0.015284862130398591,
        -0.005911774759166821,
        0.007690800365975026,
        -0.0064753220610404005,
        -0.00905390237320014,
        -0.0015548760725317967,
        -0.006845346301575295,
        0.0005022302141239887,
        0.0013837681526052137,
        -0.007098946170753906,
        -0.0031850611356899483,
        0.002675776577429012,
        0.009016298976061154,
        -0.0020071953358190564,
        -0.012616461210861796,
        0.008616341948977313,
        0.006527710366976747,
        0.0020449057789555525,
        0.004590967034054927,
        -0.007725875325401477,
        -0.006324443155230841,
        0.003423586976291082,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "equity": [
        1.0,
        0.9987789738714741,
        0.9995340508433884,
        1.0002988186482389,
        1.0012003494968735,
        1.0138532776846163,
        1.002077018945104,
        1.009775517042773,
        1.0038008346937288,
        1.0003492621025556,
        0.9901919758950091,
        0.9777126427167283,
        0.973173656039071,
        0.9741311451789697,
        0.9805730083266097,
        0.9854425736069623,
        0.9875771644216844,
        0.9863058401647209,
        0.9895548979385483,
        0.9866138454396104,
        0.9864880727513493,
        1.0066505369596248,
        1.0059943118727521,
        1.0133068196843118,
        1.0304021766945977,
        1.0455414209847413,
        1.0525574555356183,
        1.0397123639854282,
        1.036249117962222,
        1.041880819099466,
        1.0298592060230474,
        1.042002329822898,
        1.0486870215832438,
        1.0545873428101342,
        1.0651007587878292,
        1.0866883342352025,
        1.083620420414864,
        1.0855254686520523,
        1.069326011164759,
        1.0409779248473479,
        1.0496566810880665,
        1.0512692034824298,
        1.074008513197861,
        1.0661284118824617,
        1.051805590388905,
        1.0538667251372278,
        1.03523706683733,
        1.0312921807531445,
        1.044796745784243,
        1.032561981675253,
        1.035652230346934,
        1.0325396979652883,
        1.0309699765969753,
        1.0322426251223535,
        1.0201595448750527,
        1.0338786328657692,
        1.04437050173432,
        1.018794564532113,
        1.0179742324445744,
        1.0156011584762332,
        1.0080389527017048,
        1.000257726642407,
        1.0064547748205446,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0059515474331344,
        1.0108546515710761,
        1.020641845486672,
        1.0509058402544664,
        1.0515535226197679,
        1.0592920695224188,
        1.0476772710717857,
        1.0514437089572874,
        1.0434777565821145,
        1.057762032079175,
        1.0778646781665893,
        1.0431744107576177,
        1.0396474712608996,
        1.037654070550441,
        1.043671407600432,
        1.065097158357729,
        1.0906352900777427,
        1.08810718308777,
        1.0876945104244369,
        1.122194751702475,
        1.1511152619433487,
        1.1634245357405555,
        1.1775627847350654,
        1.1830291680421838,
        1.1532897993813194,
        1.128440896876421,
        1.1121357950139956,
        1.0789824534741423,
        1.0920541522966065,
        1.0989258798257087,
        1.118597749403596,
        1.1296322695133152,
        1.1200656080874136,
        1.116829395516134,
        1.1219118219526365,
        1.1255736603179487,
        1.1374831232111655,
        1.1405256614157127,
        1.1548256161088035,
        1.1494412588169047,
        1.1494966780263536,
        1.172316573396052,
        1.1843365659391676,
        1.194547544157469,
        1.2015539794474699,
        1.2026879819034224,
        1.1842692428069266,
        1.1864349376302286,
        1.1899411198345076,
        1.1869682057760729,
        1.184042713819194,
        1.1942106996082575,
        1.202050575506468,
        1.2017078476163006,
        1.1932164751961662,
        1.1872871092745352,
        1.192237121150565,
        1.188411818693641,
        1.1749165238265569,
        1.1795881187233612,
        1.1819386463098798,
        1.1786946881317435,
        1.1751855536398923,
        1.1673611028628346,
        1.1715005283681412,
        1.1750487534381677,
        1.1666533781180755,
        1.1712395860229037,
        1.1725031578419278,
        1.1564018894805848,
        1.1594469779938907,
        1.1690945210869101,
        1.145519690385475,
        1.1556738602555603,
        1.1576921387940846,
        1.1466232470598534,
        1.1533646197447585,
        1.1472076623905916,
        1.1442883823070904,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.143716238115937,
        1.180627632263699,
        1.1762866058154777,
        1.1390836346014628,
        1.146939435578601,
        1.1431484411975092,
        1.1604666029542314,
        1.1748703958917166,
        1.1826742254833529,
        1.193919008450268,
        1.1840658408339906,
        1.1848607666689197,
        1.1787252226151992,
        1.1740385223482874,
        1.1772112977549136,
        1.1762451021923588,
        1.158266357973792,
        1.1514189481543304,
        1.1602742814221862,
        1.1527611317708353,
        1.1423241450241624,
        1.1405479725439889,
        1.1327405266983657,
        1.1333094232156362,
        1.1348776607025295,
        1.126821225278811,
        1.123232230787305,
        1.126237749281459,
        1.136392245547107,
        1.1341112843321839,
        1.1198028133046063,
        1.1294514172594656,
        1.136824148984907,
        1.1391488472568223,
        1.1443786420614601,
        1.135537315347841,
        1.1283556741462801,
        1.1322186979369115,
        1.1316525885879432,
        1.1316525885879432,
        1.1316525885879432,
        1.1316525885879432,
        1.1316525885879432,
        1.1316525885879432,
        1.1316525885879432
      ],
      "drawdowns": [
        0.0,
        -0.001221026128525926,
        -0.0004659491566115781,
        0.0,
        0.0,
        0.0,
        -0.011615348096922107,
        -0.004022042174737561,
        -0.00991508654373019,
        -0.01331949689298284,
        -0.023337994077055835,
        -0.035646809812978075,
        -0.04012377583711835,
        -0.03917936981607617,
        -0.03282552820069817,
        -0.028022500595487387,
        -0.0259170768012309,
        -0.02717102970047769,
        -0.023966367008803613,
        -0.026867233005562596,
        -0.02699128713748622,
        -0.007104322571645394,
        -0.00775158100767015,
        -0.0005389912054656332,
        0.0,
        0.0,
        0.0,
        -0.012203696323307645,
        -0.01549401174028786,
        -0.010143518892960834,
        -0.02156485557457799,
        -0.01002807557650054,
        -0.003677171191006301,
        0.0,
        0.0,
        0.0,
        -0.002823177284310918,
        -0.001070100365040294,
        -0.01597727933894033,
        -0.04206395518180017,
        -0.03407752892939486,
        -0.03259364220349359,
        -0.011668314306756078,
        -0.01891979669332755,
        -0.03210004446293013,
        -0.030203332513985437,
        -0.047346848012390974,
        -0.050977038895926974,
        -0.03854977285685335,
        -0.04980853373938443,
        -0.04696480332071207,
        -0.049829039812066545,
        -0.05127353987603178,
        -0.05010241427793294,
        -0.061221591567900635,
        -0.04859691569855684,
        -0.03894201416146181,
        -0.06247768340208815,
        -0.06323257517896164,
        -0.06541634203609958,
        -0.07237528834691143,
        -0.07953578304825015,
        -0.07383309168504626,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.07429617513920361,
        -0.06978420608287583,
        -0.06077776549889369,
        -0.032928018874813225,
        -0.03233200404250414,
        -0.025210783855579733,
        -0.03589903556926677,
        -0.032433057545169786,
        -0.03976354239920965,
        -0.02661876569824917,
        -0.008119766993563315,
        -0.040042689432393086,
        -0.043288274560718154,
        -0.04512265581581976,
        -0.03958533949390852,
        -0.01986878408211601,
        0.0,
        -0.002318013191919155,
        -0.0026963914335618178,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.02513832242199121,
        -0.04614279397362786,
        -0.059925295963336955,
        -0.08794940765512171,
        -0.07690006147196993,
        -0.07109147473993327,
        -0.054463085424357405,
        -0.04513574134206355,
        -0.05322232253915571,
        -0.055957853207968755,
        -0.05166174067431617,
        -0.04856643375861924,
        -0.03849951130654983,
        -0.03592769119700656,
        -0.02384011543862008,
        -0.028391446409444243,
        -0.028344601233563638,
        -0.009055224448827559,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.015314644673962374,
        -0.013513932555866304,
        -0.010598644254132483,
        -0.013070535636741654,
        -0.015502996924206092,
        -0.007048613125532621,
        -0.0005299848394140216,
        -0.0008149530899699275,
        -0.007875281743703888,
        -0.012805376673435398,
        -0.008689586085592671,
        -0.011870213575417399,
        -0.02309115788528404,
        -0.019206862900136734,
        -0.017252467727085663,
        -0.019949724394606627,
        -0.02286746743740109,
        -0.02937327018490543,
        -0.025931458536671004,
        -0.022981212817568597,
        -0.029961722680821312,
        -0.026148424490570865,
        -0.025097801354697857,
        -0.03848553666395116,
        -0.035953634325917805,
        -0.027931983458707177,
        -0.04753376800811682,
        -0.03909087174335579,
        -0.03741273196903949,
        -0.04661619280076179,
        -0.04101093791641852,
        -0.046130268488278614,
        -0.04855756478409845,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.04903328600170631,
        -0.01834253769195382,
        -0.021951974647789196,
        -0.0528851607889993,
        -0.046353291263949936,
        -0.04950539258876063,
        -0.0351058458922735,
        -0.02312951191852819,
        -0.0166408550856183,
        -0.007291145820943701,
        -0.015483767485528266,
        -0.014822809824946104,
        -0.01992433586165776,
        -0.023821190521745472,
        -0.021183120253840393,
        -0.021986483700630388,
        -0.03693528545893254,
        -0.0426287071298006,
        -0.03526575564022061,
        -0.04151272057576472,
        -0.050190770829625975,
        -0.05166760647353297,
        -0.05815927011622335,
        -0.05768624924478327,
        -0.05638230548672618,
        -0.06308099670584688,
        -0.0660651410105283,
        -0.06356613998999983,
        -0.0551229723368426,
        -0.05701952509969066,
        -0.06891660168387037,
        -0.060894068740962815,
        -0.054763857217793754,
        -0.05283093836694075,
        -0.048482516429306566,
        -0.05583382187731356,
        -0.06180514719994201,
        -0.05859315552067246,
        -0.059063858942911995,
        -0.059063858942911995,
        -0.059063858942911995,
        -0.059063858942911995,
        -0.059063858942911995,
        -0.059063858942911995,
        -0.059063858942911995
      ],
      "weights": [
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "sessions": [
        60,
        61,
        62,
        63,
        64,
        65,
        66,
        67,
        68,
        69,
        70,
        71,
        72,
        73,
        74,
        75,
        76,
        77,
        78,
        79,
        80,
        81,
        82,
        83,
        84,
        85,
        86,
        87,
        88,
        89,
        90,
        91,
        92,
        93,
        94,
        95,
        96,
        97,
        98,
        99,
        100,
        101,
        102,
        103,
        104,
        105,
        106,
        107,
        108,
        109,
        110,
        111,
        112,
        113,
        114,
        115,
        116,
        117,
        118,
        119,
        120,
        121,
        122,
        123,
        124,
        125,
        126,
        127,
        128,
        129,
        130,
        131,
        132,
        133,
        134,
        135,
        136,
        137,
        138,
        139,
        140,
        141,
        142,
        143,
        144,
        145,
        146,
        147,
        148,
        149,
        150,
        151,
        152,
        153,
        154,
        155,
        156,
        157,
        158,
        159,
        160,
        161,
        162,
        163,
        164,
        165,
        166,
        167,
        168,
        169,
        170,
        171,
        172,
        173,
        174,
        175,
        176,
        177,
        178,
        179,
        180,
        181,
        182,
        183,
        184,
        185,
        186,
        187,
        188,
        189,
        190,
        191,
        192,
        193,
        194,
        195,
        196,
        197,
        198,
        199,
        200,
        201,
        202,
        203,
        204,
        205,
        206,
        207,
        208,
        209,
        210,
        211,
        212,
        213,
        214,
        215,
        216,
        217,
        218,
        219,
        220,
        221,
        222,
        223,
        224,
        225,
        226,
        227,
        228,
        229,
        230,
        231,
        232,
        233,
        234,
        235,
        236,
        237,
        238,
        239,
        240,
        241,
        242,
        243,
        244,
        245,
        246,
        247,
        248,
        249,
        250,
        251,
        252,
        253,
        254,
        255,
        256,
        257,
        258,
        259,
        260,
        261,
        262,
        263,
        264,
        265,
        266,
        267,
        268,
        269,
        270,
        271,
        272,
        273,
        274,
        275,
        276,
        277,
        278,
        279,
        280,
        281,
        282,
        283,
        284,
        285,
        286,
        287,
        288,
        289,
        290,
        291,
        292,
        293,
        294,
        295,
        296,
        297,
        298,
        299,
        300,
        301,
        302,
        303,
        304,
        305,
        306,
        307,
        308,
        309,
        310,
        311,
        312,
        313,
        314,
        315,
        316,
        317,
        318,
        319
      ],
      "audit": [
        {
          "session": 60,
          "decisionSession": 59,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14167922895068644,
          "side": 1.0,
          "assetReturn": -0.0007216366415901954,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 61,
          "decisionSession": 60,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14252494294775267,
          "side": 1.0,
          "assetReturn": 0.0007560000677502288,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 62,
          "decisionSession": 61,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13789614948556014,
          "side": 1.0,
          "assetReturn": 0.0007651243138793173,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 63,
          "decisionSession": 62,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13166415599031323,
          "side": 1.0,
          "assetReturn": 0.0009012615348811259,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 64,
          "decisionSession": 63,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13071193267417425,
          "side": 1.0,
          "assetReturn": 0.012637758460732895,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 65,
          "decisionSession": 64,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12381791953526795,
          "side": 1.0,
          "assetReturn": -0.011615348096922218,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 66,
          "decisionSession": 65,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12381517540366564,
          "side": 1.0,
          "assetReturn": 0.007682541313813518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 67,
          "decisionSession": 66,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11979240477462674,
          "side": 1.0,
          "assetReturn": -0.005916842157692059,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 68,
          "decisionSession": 67,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11728722765508551,
          "side": 1.0,
          "assetReturn": -0.0034385034081251264,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 69,
          "decisionSession": 68,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1085809723264645,
          "side": 1.0,
          "assetReturn": -0.010153739891003433,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 70,
          "decisionSession": 69,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12579922909806945,
          "side": 1.0,
          "assetReturn": -0.012602943148474877,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 71,
          "decisionSession": 70,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11985509280163108,
          "side": 1.0,
          "assetReturn": -0.004642454724779865,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 72,
          "decisionSession": 71,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11585800285330768,
          "side": 1.0,
          "assetReturn": 0.000983883127083196,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 73,
          "decisionSession": 72,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1022046157248742,
          "side": 1.0,
          "assetReturn": 0.006612932128821747,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 74,
          "decisionSession": 73,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09910743820216134,
          "side": 1.0,
          "assetReturn": 0.004966040507950353,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 75,
          "decisionSession": 74,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10802988507819077,
          "side": 1.0,
          "assetReturn": 0.002166124005490211,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 76,
          "decisionSession": 75,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09800863561086907,
          "side": 1.0,
          "assetReturn": -0.0012873163766479179,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 77,
          "decisionSession": 76,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09717790170533616,
          "side": 1.0,
          "assetReturn": 0.0032941686457872432,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 78,
          "decisionSession": 77,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09972835628668639,
          "side": 1.0,
          "assetReturn": -0.002972096348635933,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 79,
          "decisionSession": 78,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09966753661130753,
          "side": 1.0,
          "assetReturn": -0.00012747914378297143,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 80,
          "decisionSession": 79,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0984807074861224,
          "side": 1.0,
          "assetReturn": 0.020438629482910642,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 81,
          "decisionSession": 80,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11242418832791613,
          "side": 1.0,
          "assetReturn": -0.0006518896705253185,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 82,
          "decisionSession": 81,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10851876340806739,
          "side": 1.0,
          "assetReturn": 0.007268935544920474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 83,
          "decisionSession": 82,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11648360683111054,
          "side": 1.0,
          "assetReturn": 0.0168708595246716,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 84,
          "decisionSession": 83,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11993262375650704,
          "side": 1.0,
          "assetReturn": 0.01469255852963025,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 85,
          "decisionSession": 84,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13047885597415695,
          "side": 1.0,
          "assetReturn": 0.0067104319446942284,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 86,
          "decisionSession": 85,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1314810119954032,
          "side": 1.0,
          "assetReturn": -0.012203696323307645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 87,
          "decisionSession": 86,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14156131581012688,
          "side": 1.0,
          "assetReturn": -0.0033309655085093093,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 88,
          "decisionSession": 87,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14265918904291355,
          "side": 1.0,
          "assetReturn": 0.005434698123863102,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 89,
          "decisionSession": 88,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1443596034422511,
          "side": 1.0,
          "assetReturn": -0.011538376420836105,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 90,
          "decisionSession": 89,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13129987111565533,
          "side": 1.0,
          "assetReturn": 0.011791052338836705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 91,
          "decisionSession": 90,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12491396973494821,
          "side": 1.0,
          "assetReturn": 0.006415236865623841,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 92,
          "decisionSession": 91,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12666878867077852,
          "side": 1.0,
          "assetReturn": 0.005626389099373519,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 93,
          "decisionSession": 92,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12627782215550507,
          "side": 1.0,
          "assetReturn": 0.009969222605763495,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 94,
          "decisionSession": 93,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12685874657544713,
          "side": 1.0,
          "assetReturn": 0.020268106345114,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 95,
          "decisionSession": 94,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13685828069022385,
          "side": 1.0,
          "assetReturn": -0.002823177284310807,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 96,
          "decisionSession": 95,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1371449733291267,
          "side": 1.0,
          "assetReturn": 0.001758040178367004,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 97,
          "decisionSession": 96,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13739937976568206,
          "side": 1.0,
          "assetReturn": -0.014923148240279405,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 98,
          "decisionSession": 97,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14793175885543944,
          "side": 1.0,
          "assetReturn": -0.02651023730969848,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 99,
          "decisionSession": 98,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1880098337157231,
          "side": 1.0,
          "assetReturn": 0.008337118428319634,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 100,
          "decisionSession": 99,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18707223143993676,
          "side": 1.0,
          "assetReturn": 0.0015362379179939545,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 101,
          "decisionSession": 100,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18329607906161122,
          "side": 1.0,
          "assetReturn": 0.021630339441224944,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 102,
          "decisionSession": 101,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18721990727046892,
          "side": 1.0,
          "assetReturn": -0.007337093904345671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 103,
          "decisionSession": 102,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1856487628851098,
          "side": 1.0,
          "assetReturn": -0.013434424346938645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 104,
          "decisionSession": 103,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18785755484740957,
          "side": 1.0,
          "assetReturn": 0.0019596157000465464,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 105,
          "decisionSession": 104,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18161454735027807,
          "side": 1.0,
          "assetReturn": -0.017677432881726074,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 106,
          "decisionSession": 105,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18289594040243692,
          "side": 1.0,
          "assetReturn": -0.0038106113184656065,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 107,
          "decisionSession": 106,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19030481480527947,
          "side": 1.0,
          "assetReturn": 0.013094800177032573,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 108,
          "decisionSession": 107,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1992822665952208,
          "side": 1.0,
          "assetReturn": -0.011710185888650027,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 109,
          "decisionSession": 108,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.199649502867775,
          "side": 1.0,
          "assetReturn": 0.002992797262075575,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 110,
          "decisionSession": 109,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20089326661560672,
          "side": 1.0,
          "assetReturn": -0.003005383747981649,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 111,
          "decisionSession": 110,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20171703140897324,
          "side": 1.0,
          "assetReturn": -0.00152025280132706,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 112,
          "decisionSession": 111,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19827864540881035,
          "side": 1.0,
          "assetReturn": 0.001234418609918242,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 113,
          "decisionSession": 112,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1977739482389151,
          "side": 1.0,
          "assetReturn": -0.011705659070093799,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 114,
          "decisionSession": 113,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19021153882989617,
          "side": 1.0,
          "assetReturn": 0.01344798277841619,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 115,
          "decisionSession": 114,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.17189238536689616,
          "side": 1.0,
          "assetReturn": 0.010148066257514854,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 116,
          "decisionSession": 115,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18436871059347892,
          "side": 1.0,
          "assetReturn": -0.024489333200942154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 117,
          "decisionSession": 116,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19541968257349868,
          "side": 1.0,
          "assetReturn": -0.0008051987280826012,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 118,
          "decisionSession": 117,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1932333545695281,
          "side": 1.0,
          "assetReturn": -0.0023311729243307155,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 119,
          "decisionSession": 118,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16724739714317466,
          "side": 1.0,
          "assetReturn": -0.007446038940989719,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 120,
          "decisionSession": 119,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1676241716468141,
          "side": 1.0,
          "assetReturn": -0.007719172000687835,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 121,
          "decisionSession": 120,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16227093123078032,
          "side": 1.0,
          "assetReturn": 0.006195451445238254,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 122,
          "decisionSession": 121,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1520159395560305,
          "side": 0.0,
          "assetReturn": -0.0008719072208385192,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 123,
          "decisionSession": 122,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15204642012730873,
          "side": 0.0,
          "assetReturn": 0.0035289094201600424,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 124,
          "decisionSession": 123,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15345699549841021,
          "side": 0.0,
          "assetReturn": -0.010069441689151692,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 125,
          "decisionSession": 124,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15377273227927682,
          "side": 0.0,
          "assetReturn": -0.005622172894043875,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 126,
          "decisionSession": 125,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1538381179519328,
          "side": 0.0,
          "assetReturn": 0.00891684022373962,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 127,
          "decisionSession": 126,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1450268441498921,
          "side": 0.0,
          "assetReturn": -0.0028985739109315123,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 128,
          "decisionSession": 127,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1293891785803814,
          "side": 0.0,
          "assetReturn": -0.006922444081788437,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 129,
          "decisionSession": 128,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12629818940474466,
          "side": 0.0,
          "assetReturn": 0.0005181207910518459,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 130,
          "decisionSession": 129,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12312456584915064,
          "side": 0.0,
          "assetReturn": -0.004445997712659078,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 131,
          "decisionSession": 130,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12278240426380573,
          "side": 0.0,
          "assetReturn": -0.013780420189312026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 132,
          "decisionSession": 131,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12979394868922073,
          "side": 0.0,
          "assetReturn": -0.004853671123922876,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 133,
          "decisionSession": 132,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13157493284002764,
          "side": 0.0,
          "assetReturn": 0.006858969870032761,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 134,
          "decisionSession": 133,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1330278195862832,
          "side": 0.0,
          "assetReturn": 0.008648769641668164,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 135,
          "decisionSession": 134,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13809634649146127,
          "side": 0.0,
          "assetReturn": 0.005551890191810127,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 136,
          "decisionSession": 135,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1297891726555958,
          "side": 0.0,
          "assetReturn": 0.0027756363821302976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 137,
          "decisionSession": 136,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11471593521421296,
          "side": 0.0,
          "assetReturn": 0.008790685132494147,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 138,
          "decisionSession": 137,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11699452110385568,
          "side": 0.0,
          "assetReturn": -0.008444900981987358,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 139,
          "decisionSession": 138,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11615069886212337,
          "side": 0.0,
          "assetReturn": -8.11613026066027e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 140,
          "decisionSession": 139,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11489313810119117,
          "side": 0.0,
          "assetReturn": 0.004672651573004671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 141,
          "decisionSession": 140,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10967332659749249,
          "side": 0.0,
          "assetReturn": 0.006015982017240518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 142,
          "decisionSession": 141,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11875864144959206,
          "side": 0.0,
          "assetReturn": -0.0014277364417868421,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 143,
          "decisionSession": 142,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11910396672284779,
          "side": 0.0,
          "assetReturn": 0.007493198727717365,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 144,
          "decisionSession": 143,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11981288204381073,
          "side": 0.0,
          "assetReturn": -0.004242985651254694,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 145,
          "decisionSession": 144,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11653234221462012,
          "side": 0.0,
          "assetReturn": -0.007523526037932937,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 146,
          "decisionSession": 145,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11749649662321646,
          "side": 0.0,
          "assetReturn": -0.00024856814998042154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 147,
          "decisionSession": 146,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11377354634978742,
          "side": 0.0,
          "assetReturn": 0.007894653869346957,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 148,
          "decisionSession": 147,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11468077766053969,
          "side": 0.0,
          "assetReturn": 0.00018748603669238584,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 149,
          "decisionSession": 148,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11335378749553005,
          "side": 0.0,
          "assetReturn": 0.0012955185242731204,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 150,
          "decisionSession": 149,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11367707402228354,
          "side": 0.0,
          "assetReturn": -0.00819615232378379,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 151,
          "decisionSession": 150,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11859173487050333,
          "side": 0.0,
          "assetReturn": -0.006202726399984426,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 152,
          "decisionSession": 151,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10770739650305983,
          "side": 0.0,
          "assetReturn": 0.006280704030984241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 153,
          "decisionSession": 152,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1021901503711724,
          "side": 0.0,
          "assetReturn": 0.00810011413644629,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 154,
          "decisionSession": 153,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10376917134278195,
          "side": 0.0,
          "assetReturn": -0.00750357336702645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 155,
          "decisionSession": 154,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10310296842608001,
          "side": 0.0,
          "assetReturn": 0.0054919791264931295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 156,
          "decisionSession": 155,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.0970019278220852,
          "side": 0.0,
          "assetReturn": 0.006172934869836055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 157,
          "decisionSession": 156,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09503248584517487,
          "side": 0.0,
          "assetReturn": -0.003940950977093016,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 158,
          "decisionSession": 157,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09353627359389523,
          "side": 0.0,
          "assetReturn": 0.001980589222830398,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 159,
          "decisionSession": 158,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09467945844170846,
          "side": 0.0,
          "assetReturn": -0.007115471410328977,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 160,
          "decisionSession": 159,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282444455811797,
          "side": 1.0,
          "assetReturn": 0.005376532773897491,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 161,
          "decisionSession": 160,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282116463225736,
          "side": 1.0,
          "assetReturn": 0.009682098114090376,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 162,
          "decisionSession": 161,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08207171436124189,
          "side": 1.0,
          "assetReturn": 0.0296519243274449,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 163,
          "decisionSession": 162,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12301150029258279,
          "side": 1.0,
          "assetReturn": 0.0006163086553450103,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 164,
          "decisionSession": 163,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12196182561983754,
          "side": 1.0,
          "assetReturn": 0.0073591564634500894,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 165,
          "decisionSession": 164,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1249242640212599,
          "side": 1.0,
          "assetReturn": -0.01096467988839922,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 166,
          "decisionSession": 165,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12102540645800983,
          "side": 1.0,
          "assetReturn": 0.003595036362341597,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 167,
          "decisionSession": 166,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12111057202088694,
          "side": 1.0,
          "assetReturn": -0.007576204324882818,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 168,
          "decisionSession": 167,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1209111482249127,
          "side": 1.0,
          "assetReturn": 0.013689103966957772,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 169,
          "decisionSession": 168,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1261398933038771,
          "side": 1.0,
          "assetReturn": 0.019004885293433915,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 170,
          "decisionSession": 169,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13136323950223738,
          "side": 1.0,
          "assetReturn": -0.032184251058285374,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 171,
          "decisionSession": 170,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16727293833144732,
          "side": 1.0,
          "assetReturn": -0.0033809681874353847,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 172,
          "decisionSession": 171,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16678542436840552,
          "side": 1.0,
          "assetReturn": -0.001917381387020578,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 173,
          "decisionSession": 172,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16695001491512193,
          "side": 1.0,
          "assetReturn": 0.005798981780892776,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 174,
          "decisionSession": 173,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1663508707856667,
          "side": 1.0,
          "assetReturn": 0.02052921120696216,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 175,
          "decisionSession": 174,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18322861508942898,
          "side": 1.0,
          "assetReturn": 0.02397727899245461,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 176,
          "decisionSession": 175,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19198276874511638,
          "side": 1.0,
          "assetReturn": -0.002318013191919155,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 177,
          "decisionSession": 176,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231279292101627,
          "side": 1.0,
          "assetReturn": -0.0003792573652183773,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 178,
          "decisionSession": 177,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231734592800523,
          "side": 1.0,
          "assetReturn": 0.031718686586526657,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 179,
          "decisionSession": 178,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21043064565854613,
          "side": 1.0,
          "assetReturn": 0.02577138254923983,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 180,
          "decisionSession": 179,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22295400710618385,
          "side": 1.0,
          "assetReturn": 0.010693346013348703,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 181,
          "decisionSession": 180,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2222000888244094,
          "side": 1.0,
          "assetReturn": 0.012152269923988213,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 182,
          "decisionSession": 181,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22242745595037963,
          "side": 1.0,
          "assetReturn": 0.004642116223423587,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 183,
          "decisionSession": 182,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21232364505716536,
          "side": 1.0,
          "assetReturn": -0.02513832242199132,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 184,
          "decisionSession": 183,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2289663009707217,
          "side": 1.0,
          "assetReturn": -0.021546104472812022,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 185,
          "decisionSession": 184,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2505892343921533,
          "side": 1.0,
          "assetReturn": -0.014449229824582521,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 186,
          "decisionSession": 185,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2540673288436231,
          "side": 1.0,
          "assetReturn": -0.02981051566588233,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 187,
          "decisionSession": 186,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2855424449901859,
          "side": 1.0,
          "assetReturn": 0.012114839106396547,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 188,
          "decisionSession": 187,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2874459077461683,
          "side": 1.0,
          "assetReturn": 0.006292478733449958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 189,
          "decisionSession": 188,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2848523263728268,
          "side": 1.0,
          "assetReturn": 0.01790099763689912,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 190,
          "decisionSession": 189,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.29106753490558784,
          "side": 1.0,
          "assetReturn": 0.009864600671333879,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 191,
          "decisionSession": 190,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2687696216675204,
          "side": 1.0,
          "assetReturn": -0.008468828028455055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 192,
          "decisionSession": 191,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2698683090524482,
          "side": 1.0,
          "assetReturn": -0.0028893062584126605,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 193,
          "decisionSession": 192,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.27146081329744914,
          "side": 1.0,
          "assetReturn": 0.004550763488951448,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 194,
          "decisionSession": 193,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.27192845626497664,
          "side": 1.0,
          "assetReturn": 0.003263927069543593,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 195,
          "decisionSession": 194,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.26128257495594936,
          "side": 1.0,
          "assetReturn": 0.01058079387701083,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 196,
          "decisionSession": 195,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.25539778755613557,
          "side": 1.0,
          "assetReturn": 0.002674798546424162,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 197,
          "decisionSession": 196,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.25490082285549676,
          "side": 1.0,
          "assetReturn": 0.0125380385350915,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 198,
          "decisionSession": 197,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2558020800064563,
          "side": 1.0,
          "assetReturn": -0.004662485155153995,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 199,
          "decisionSession": 198,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2379119248841754,
          "side": 1.0,
          "assetReturn": 4.821404227817183e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 200,
          "decisionSession": 199,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.220084612449932,
          "side": 1.0,
          "assetReturn": 0.01985207596152394,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 201,
          "decisionSession": 200,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.24002853533649524,
          "side": 1.0,
          "assetReturn": 0.010253196803569065,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 202,
          "decisionSession": 201,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.238071170415742,
          "side": 1.0,
          "assetReturn": 0.008621686192897604,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 203,
          "decisionSession": 202,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.23894477270043132,
          "side": 1.0,
          "assetReturn": 0.0058653465274522976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 204,
          "decisionSession": 203,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22885493048487038,
          "side": 1.0,
          "assetReturn": 0.0009437798678624265,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 205,
          "decisionSession": 204,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20836517622860615,
          "side": 1.0,
          "assetReturn": -0.015314644673962485,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 206,
          "decisionSession": 205,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20077134594052523,
          "side": 1.0,
          "assetReturn": 0.0018287182888994113,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 207,
          "decisionSession": 206,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14812379343919996,
          "side": 1.0,
          "assetReturn": 0.0029552250132502955,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 208,
          "decisionSession": 207,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.15148753024485465,
          "side": 1.0,
          "assetReturn": -0.002498370725139809,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 209,
          "decisionSession": 208,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.15200783611688845,
          "side": 1.0,
          "assetReturn": -0.002464675921935111,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 210,
          "decisionSession": 209,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1359830953707888,
          "side": 1.0,
          "assetReturn": 0.008587516033324638,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 211,
          "decisionSession": 210,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13555176248317755,
          "side": 1.0,
          "assetReturn": 0.006564901738681739,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 212,
          "decisionSession": 211,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13093469570883826,
          "side": 1.0,
          "assetReturn": -0.00028511935949382394,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 213,
          "decisionSession": 212,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1269881483981632,
          "side": 1.0,
          "assetReturn": -0.007066087183318137,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 214,
          "decisionSession": 213,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12495312458555621,
          "side": 1.0,
          "assetReturn": -0.004969229008220277,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 215,
          "decisionSession": 214,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1334454747989561,
          "side": 1.0,
          "assetReturn": 0.00416917848881071,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 216,
          "decisionSession": 215,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13345785573660252,
          "side": 1.0,
          "assetReturn": -0.0032085080971412383,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 217,
          "decisionSession": 216,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13420357491714982,
          "side": 1.0,
          "assetReturn": -0.011355739361393113,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 218,
          "decisionSession": 217,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13062669494695886,
          "side": 1.0,
          "assetReturn": 0.0039761079209181815,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 219,
          "decisionSession": 218,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13086842250621267,
          "side": 1.0,
          "assetReturn": 0.001992668075584181,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 220,
          "decisionSession": 219,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12465145867797192,
          "side": 1.0,
          "assetReturn": -0.002744607927208653,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 221,
          "decisionSession": 220,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0761134658175476,
          "side": 1.0,
          "assetReturn": -0.0029771360872197228,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 222,
          "decisionSession": 221,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07087960626777094,
          "side": 1.0,
          "assetReturn": -0.006658055617534742,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 223,
          "decisionSession": 222,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06593381734745644,
          "side": 1.0,
          "assetReturn": 0.003545968334181415,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 224,
          "decisionSession": 223,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06736937665091408,
          "side": 1.0,
          "assetReturn": 0.0030287865725242558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 225,
          "decisionSession": 224,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0674442352606536,
          "side": 1.0,
          "assetReturn": -0.007144703822311693,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 226,
          "decisionSession": 225,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0706856129682109,
          "side": 1.0,
          "assetReturn": 0.003931080122723474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 227,
          "decisionSession": 226,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07540536831234514,
          "side": 1.0,
          "assetReturn": 0.0010788329169395539,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 228,
          "decisionSession": 227,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07685336563485136,
          "side": 1.0,
          "assetReturn": -0.013732388056829192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 229,
          "decisionSession": 228,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08841627822176572,
          "side": 1.0,
          "assetReturn": 0.0026332441524059558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 230,
          "decisionSession": 229,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08968683137016384,
          "side": 1.0,
          "assetReturn": 0.008320814384899178,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 231,
          "decisionSession": 230,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08569381549971289,
          "side": 1.0,
          "assetReturn": -0.020165033943977062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 232,
          "decisionSession": 231,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0847449359255885,
          "side": 1.0,
          "assetReturn": 0.00886424734145641,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 233,
          "decisionSession": 232,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08697362837935134,
          "side": 1.0,
          "assetReturn": 0.001746408401136712,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 234,
          "decisionSession": 233,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08607919100860373,
          "side": 1.0,
          "assetReturn": -0.00956117033476711,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 235,
          "decisionSession": 234,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08789016313958682,
          "side": 1.0,
          "assetReturn": 0.0058793267118830705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 236,
          "decisionSession": 235,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08739651535398611,
          "side": 1.0,
          "assetReturn": -0.005338257519577283,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 237,
          "decisionSession": 236,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08952626837255565,
          "side": 1.0,
          "assetReturn": -0.002544683215781496,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 238,
          "decisionSession": 237,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.08963359466286844,
          "side": 0.0,
          "assetReturn": -0.005030963086656626,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 239,
          "decisionSession": 238,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09455716288577966,
          "side": 0.0,
          "assetReturn": 0.005051255893408602,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 240,
          "decisionSession": 239,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09583810727031028,
          "side": 0.0,
          "assetReturn": -0.006662621266018354,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 241,
          "decisionSession": 240,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09500707485037779,
          "side": 0.0,
          "assetReturn": 0.024128598556508063,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 242,
          "decisionSession": 241,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11510674176087361,
          "side": 0.0,
          "assetReturn": 2.126707464356059e-06,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 243,
          "decisionSession": 242,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11947075502427054,
          "side": 0.0,
          "assetReturn": 0.01690643231867095,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 244,
          "decisionSession": 243,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1222011576328261,
          "side": 0.0,
          "assetReturn": -0.011911404908449996,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 245,
          "decisionSession": 244,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12240258016129676,
          "side": 0.0,
          "assetReturn": -0.0018537975944274976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 246,
          "decisionSession": 245,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12728001481739018,
          "side": 0.0,
          "assetReturn": -0.01422754570328788,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 247,
          "decisionSession": 246,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1289250529783561,
          "side": 0.0,
          "assetReturn": 0.007175378670292387,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 248,
          "decisionSession": 247,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12606706991876654,
          "side": 0.0,
          "assetReturn": 0.0017417731943307757,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 249,
          "decisionSession": 248,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11995582693347015,
          "side": 0.0,
          "assetReturn": 0.004243033464787382,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 250,
          "decisionSession": 249,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12415213282657661,
          "side": 0.0,
          "assetReturn": -0.022723130817930537,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 251,
          "decisionSession": 250,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1529868946967625,
          "side": 0.0,
          "assetReturn": 0.004602031862034783,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 252,
          "decisionSession": 251,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15341973226183053,
          "side": 0.0,
          "assetReturn": -0.002823094529607051,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 253,
          "decisionSession": 252,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15205363496178967,
          "side": 0.0,
          "assetReturn": 0.00330943139702633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 254,
          "decisionSession": 253,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1546959854513369,
          "side": 0.0,
          "assetReturn": -0.00864586798721001,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 255,
          "decisionSession": 254,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15200408114026923,
          "side": 0.0,
          "assetReturn": -0.005604066747508685,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 256,
          "decisionSession": 255,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15572743624607227,
          "side": 0.0,
          "assetReturn": -0.011276129216354902,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 257,
          "decisionSession": 256,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15777974502713984,
          "side": 0.0,
          "assetReturn": 0.010925697730219452,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 258,
          "decisionSession": 257,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16843852848398047,
          "side": 0.0,
          "assetReturn": 0.008264555915026062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 259,
          "decisionSession": 258,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16746091034540594,
          "side": 0.0,
          "assetReturn": -0.01016824639214331,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 260,
          "decisionSession": 259,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1755295510570042,
          "side": 0.0,
          "assetReturn": -0.00031962884967107197,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 261,
          "decisionSession": 260,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17661484943514222,
          "side": 0.0,
          "assetReturn": 0.006784112544280241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 262,
          "decisionSession": 261,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1666759669756359,
          "side": 0.0,
          "assetReturn": 0.0031688540868910486,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 263,
          "decisionSession": 262,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1626841818529548,
          "side": 0.0,
          "assetReturn": -0.012859842907063435,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 264,
          "decisionSession": 263,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15867765526041516,
          "side": 0.0,
          "assetReturn": 0.013907076117963824,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 265,
          "decisionSession": 264,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16946655199474078,
          "side": 0.0,
          "assetReturn": -0.011192546929426506,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 266,
          "decisionSession": 265,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17032150196298107,
          "side": 0.0,
          "assetReturn": 0.014465213032170743,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 267,
          "decisionSession": 266,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1718451110287006,
          "side": 0.0,
          "assetReturn": 0.008266285059813194,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 268,
          "decisionSession": 267,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18480576708881624,
          "side": 0.0,
          "assetReturn": 0.02662633285412208,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 269,
          "decisionSession": 268,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20616296117337715,
          "side": 0.0,
          "assetReturn": 0.009210963974946917,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 270,
          "decisionSession": 269,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20659577003830867,
          "side": 0.0,
          "assetReturn": 0.013784048533709958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 271,
          "decisionSession": 270,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18627008911976953,
          "side": 0.0,
          "assetReturn": -0.013088464136243538,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 272,
          "decisionSession": 271,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.19678526091928486,
          "side": 0.0,
          "assetReturn": 0.006933968487787157,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 273,
          "decisionSession": 272,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.195463035583463,
          "side": 0.0,
          "assetReturn": 0.0022054370763853193,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 274,
          "decisionSession": 273,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1940142862729485,
          "side": 0.0,
          "assetReturn": 0.009311023045233124,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 275,
          "decisionSession": 274,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19083096748580575,
          "side": 1.0,
          "assetReturn": 0.0327893464428477,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 276,
          "decisionSession": 275,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20288160462263627,
          "side": 1.0,
          "assetReturn": -0.0036768802707912718,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 277,
          "decisionSession": 276,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19630327381971802,
          "side": 1.0,
          "assetReturn": -0.031627471595855994,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 278,
          "decisionSession": 277,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22498837174756586,
          "side": 1.0,
          "assetReturn": 0.00689659717557678,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 279,
          "decisionSession": 278,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2251915984146947,
          "side": 1.0,
          "assetReturn": -0.003305313483426664,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 280,
          "decisionSession": 279,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2166050880276199,
          "side": 1.0,
          "assetReturn": 0.015149530133269806,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 281,
          "decisionSession": 280,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21947473954025426,
          "side": 1.0,
          "assetReturn": 0.012412070197295622,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 282,
          "decisionSession": 281,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21989384552459612,
          "side": 1.0,
          "assetReturn": 0.006642289752916364,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 283,
          "decisionSession": 282,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21948049531240144,
          "side": 1.0,
          "assetReturn": 0.009507929338968601,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 284,
          "decisionSession": 283,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21767940984261397,
          "side": 1.0,
          "assetReturn": -0.008252793988988372,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 285,
          "decisionSession": 284,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22033126626860153,
          "side": 1.0,
          "assetReturn": 0.0006713527301567268,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 286,
          "decisionSession": 285,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2120073866520775,
          "side": 1.0,
          "assetReturn": -0.005178282736941209,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 287,
          "decisionSession": 286,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21557288006863456,
          "side": 1.0,
          "assetReturn": -0.003976075320178074,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 288,
          "decisionSession": 287,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21158333698038126,
          "side": 1.0,
          "assetReturn": 0.002702445742819526,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 289,
          "decisionSession": 288,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19512630309825602,
          "side": 1.0,
          "assetReturn": -0.0008207494817603633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 290,
          "decisionSession": 289,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19256487777767659,
          "side": 1.0,
          "assetReturn": -0.015284862130398591,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 291,
          "decisionSession": 290,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19962598359408737,
          "side": 1.0,
          "assetReturn": -0.005911774759166821,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 292,
          "decisionSession": 291,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19301213256279276,
          "side": 1.0,
          "assetReturn": 0.007690800365975026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 293,
          "decisionSession": 292,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1930360875420763,
          "side": 1.0,
          "assetReturn": -0.0064753220610404005,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 294,
          "decisionSession": 293,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1935288999918157,
          "side": 1.0,
          "assetReturn": -0.00905390237320014,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 295,
          "decisionSession": 294,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231110949597313,
          "side": 1.0,
          "assetReturn": -0.0015548760725317967,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 296,
          "decisionSession": 295,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16343429630381134,
          "side": 1.0,
          "assetReturn": -0.006845346301575295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 297,
          "decisionSession": 296,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1632940621961732,
          "side": 1.0,
          "assetReturn": 0.0005022302141239887,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 298,
          "decisionSession": 297,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1324793411035858,
          "side": 1.0,
          "assetReturn": 0.0013837681526052137,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 299,
          "decisionSession": 298,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13224772070831292,
          "side": 1.0,
          "assetReturn": -0.007098946170753906,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 300,
          "decisionSession": 299,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13210489053151572,
          "side": 1.0,
          "assetReturn": -0.0031850611356899483,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 301,
          "decisionSession": 300,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12589303875931268,
          "side": 1.0,
          "assetReturn": 0.002675776577429012,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 302,
          "decisionSession": 301,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10110598935474277,
          "side": 1.0,
          "assetReturn": 0.009016298976061154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 303,
          "decisionSession": 302,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10907258291832139,
          "side": 1.0,
          "assetReturn": -0.0020071953358190564,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 304,
          "decisionSession": 303,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10115416220945712,
          "side": 1.0,
          "assetReturn": -0.012616461210861796,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 305,
          "decisionSession": 304,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1052898238083303,
          "side": 1.0,
          "assetReturn": 0.008616341948977313,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 306,
          "decisionSession": 305,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10649635800535248,
          "side": 1.0,
          "assetReturn": 0.006527710366976747,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 307,
          "decisionSession": 306,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1176769575598698,
          "side": 1.0,
          "assetReturn": 0.0020449057789555525,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 308,
          "decisionSession": 307,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12137561150307476,
          "side": 1.0,
          "assetReturn": 0.004590967034054927,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 309,
          "decisionSession": 308,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11811261340282365,
          "side": 1.0,
          "assetReturn": -0.007725875325401477,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 310,
          "decisionSession": 309,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11781498851833302,
          "side": 1.0,
          "assetReturn": -0.006324443155230841,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 311,
          "decisionSession": 310,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10191411128919983,
          "side": 1.0,
          "assetReturn": 0.003423586976291082,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 312,
          "decisionSession": 311,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10049353773610052,
          "side": 0.0,
          "assetReturn": -0.007866279429306067,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 313,
          "decisionSession": 312,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11371991113753284,
          "side": 0.0,
          "assetReturn": -0.011113067040517066,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 314,
          "decisionSession": 313,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11368420954908597,
          "side": 0.0,
          "assetReturn": -0.011191044224289515,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 315,
          "decisionSession": 314,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12558204850617574,
          "side": 0.0,
          "assetReturn": 0.00394383816988686,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 316,
          "decisionSession": 315,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12421419781188228,
          "side": 0.0,
          "assetReturn": -0.014237394636087308,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 317,
          "decisionSession": 316,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12427600781776023,
          "side": 0.0,
          "assetReturn": 0.006847686262536845,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 318,
          "decisionSession": 317,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12548815546987127,
          "side": 0.0,
          "assetReturn": -0.0035530336579717714,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        }
      ],
      "metrics": {
        "totalReturn": 0.13165258858794315,
        "cagr": 0.1278761552377643,
        "volatility": 0.14486191066178736,
        "sharpe": 0.9030561631591786,
        "maxDrawdown": -0.08794940765512171,
        "turnover": 5.998500749625188
      },
      "assumptions": {
        "startSession": 60,
        "endSession": 319,
        "periods": 259,
        "periodsPerYear": 252,
        "costBps": 5,
        "targetVol": 0.1,
        "leverageCap": 1,
        "riskFreeRate": 0,
        "smaWindows": [
          20,
          50
        ],
        "volatilityWindow": 20,
        "volatilityEstimator": "sample standard deviation of close-to-close simple returns",
        "execution": "rebalance at open t, hold to open t+1",
        "information": "close t-1",
        "zeroEstimatedVolatility": "hold cash when volatility targeting",
        "costConvention": "exact target weight after proportional fees; initial entry and final liquidation included",
        "turnoverConvention": "sum absolute traded notional / equity immediately before each trade event"
      }
    },
    {
      "id": "causal-target",
      "label": "ใช้ข้อมูลทันเวลา · Vol target",
      "returns": [
        -0.0008619510955043541,
        0.0005284125996587452,
        0.0005431563832885011,
        0.0006674241069939413,
        0.009665695428972443,
        -0.009400967117737524,
        0.006203921184037675,
        -0.004952145020393983,
        -0.002940988583078563,
        -0.009385368131323513,
        -0.010080350289157658,
        -0.0038940500262205635,
        0.0008344940834041914,
        0.006412348993202421,
        0.0049552767051979085,
        0.0019678586586362457,
        -0.0013243408554631797,
        0.0032941686457872432,
        -0.002972096348635933,
        -0.00012747914378297143,
        0.020438629482910642,
        -0.0006350966160013627,
        0.00668218367998441,
        0.014451222563853117,
        0.012237153554153002,
        0.005108032278340335,
        -0.009285204742381592,
        -0.002378925293451628,
        0.003807185695895221,
        -0.007997461292686747,
        0.008944251581318063,
        0.005117230032407161,
        0.004435727625201391,
        0.007893911900365147,
        0.01597423766251649,
        -0.002093257987310082,
        0.0012813983489294856,
        -0.010861986238697607,
        -0.01794457064599353,
        0.004364986737988463,
        0.0008209006522774676,
        0.011795388377788374,
        -0.00392730760492932,
        -0.007239626733115956,
        0.0010416519606228913,
        -0.009742305938288287,
        -0.002083765028152995,
        0.006870718416908117,
        -0.0058895623153816246,
        0.0014980134911648513,
        -0.001497931841593636,
        -0.0007542959935195048,
        0.0006180773866670819,
        -0.0059191925646476795,
        0.0070584126878370235,
        0.005877234774031015,
        -0.01330344247132631,
        -0.0004242897457822359,
        -0.001209394125073815,
        -0.004492413374874937,
        -0.0046052730381104245,
        0.0038071561941976917,
        -0.0003088564395645754,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0048740957260344775,
        0.009682098114090376,
        0.0296519243274449,
        0.0004073982493402184,
        0.0060305126753599225,
        -0.008787237688027583,
        0.0029566682764767815,
        -0.006256153977826195,
        0.011320379704437888,
        0.015048124794875273,
        -0.024517077778610452,
        -0.0020998059508634537,
        -0.0011508888147250262,
        0.0034734184722535755,
        0.012340520727494031,
        0.01305547043864852,
        -0.00122276909248209,
        -0.00019736594918129402,
        0.01649284724737554,
        0.012220370799467917,
        0.004779607559935339,
        0.005468507748977336,
        0.0020852951243242046,
        -0.01184962632841402,
        -0.009423983367567335,
        -0.005782179263417064,
        -0.011734290784504053,
        0.00422457239531604,
        0.002186561976304846,
        0.006283431142119378,
        0.0033833155849962715,
        -0.0031640607989503744,
        -0.0010708703786642682,
        0.0016756469590122336,
        0.0011994424333829912,
        0.004042419453897272,
        0.0010441396288052296,
        0.004918727221595809,
        -0.001824867227435245,
        5.0141178371543305e-06,
        0.009003034430012713,
        0.004250246303774574,
        0.00362100070751481,
        0.002452868056003421,
        0.000403876845935347,
        -0.007371112154619497,
        0.000899837381601154,
        0.0019066709842012752,
        -0.0016570337859611595,
        -0.0016222616570495951,
        0.006275862707317614,
        0.004842754574348129,
        -0.00023012442589176452,
        -0.00557619011252819,
        -0.003983851008334205,
        0.0030991019232333716,
        -0.0024045600009736656,
        -0.00846334270215987,
        0.0030325515322802143,
        0.0015215852398899887,
        -0.0022206526569261698,
        -0.0030758914256499015,
        -0.006658055617534742,
        0.003545968334181415,
        0.0030287865725242558,
        -0.007144703822311693,
        0.003931080122723474,
        0.0010788329169395539,
        -0.013732388056829192,
        0.0026332441524059558,
        0.008320814384899178,
        -0.020165033943977062,
        0.00886424734145641,
        0.001746408401136712,
        -0.00956117033476711,
        0.0058793267118830705,
        -0.005338257519577283,
        -0.002544683215781496,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.016915959127904445,
        -0.0018318803561916397,
        -0.01612011193395202,
        0.003036761671100896,
        -0.0014688264187152633,
        0.006984806055211568,
        0.005650436078374899,
        0.003018708928270497,
        0.004331621049832091,
        -0.0037919687446028583,
        0.0003029647340637709,
        -0.002451304093677109,
        -0.0018476714666946226,
        0.0012723750722785088,
        -0.0004402058846458834,
        -0.007940995224699487,
        -0.0029686671278450483,
        0.00397526160258721,
        -0.0033554472928178924,
        -0.004678471343662616,
        -0.000811290050068747,
        -0.004234364196589513,
        0.0003064828480097148,
        0.0009733070474682304,
        -0.005368445751647188,
        -0.0024120730502231735,
        0.0021064346128958356,
        0.008819702700826992,
        -0.0018763567445231333,
        -0.012508003528498346,
        0.008163940929821756,
        0.0061238942756127734,
        0.001692837955868498,
        0.0037693132449783118,
        -0.006552081173277768,
        -0.005369679356349688,
        0.00329247244172981,
        -0.0004906406348202941,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "equity": [
        1.0,
        0.9991380489044956,
        0.9996660060383352,
        1.0002089810106716,
        1.00087654459663,
        1.0105507124387032,
        1.0010505584202607,
        1.007260997185937,
        1.0022728946544857,
        0.9993252215141777,
        0.9899461864273507,
        0.9799671821007472,
        0.9761511408695924,
        0.9769657332211563,
        0.9832303784569703,
        0.988102557047181,
        0.9900470032196869,
        0.9887358435244942,
        0.9919929061391985,
        0.9890446076449895,
        0.9889185250852437,
        1.0091306644082474,
        1.0084897689381784,
        1.0152286828136083,
        1.0298999784621552,
        1.0425030226440155,
        1.0478281617339484,
        1.0380988627174155,
        1.0356293030757937,
        1.0395721361447139,
        1.031258198224941,
        1.0404820309951615,
        1.04580641689235,
        1.0504453293063722,
        1.0587374521920667,
        1.07564997587559,
        1.0733983629720385,
        1.0747738138620946,
        1.063099635486212,
        1.0440227689734995,
        1.048579914514227,
        1.0494406944500168,
        1.0618192550205106,
        1.0576491641852082,
        1.049992179021915,
        1.051085905433832,
        1.0408459049756729,
        1.0386770266791883,
        1.0458134840556124,
        1.0396541003710005,
        1.041211516239501,
        1.0396518523554918,
        1.038867647128605,
        1.0395097477290351,
        1.0333566893593986,
        1.0406505473266343,
        1.0467666949109968,
        1.032841094404348,
        1.0324028705189698,
        1.0311542885526548,
        1.0265219172352011,
        1.0217945035267284,
        1.0256846348000273,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.0253678454956068,
        1.03036558652895,
        1.0403416872311055,
        1.0711898202155685,
        1.0716262210730354,
        1.0780886765824644,
        1.0686152551325632,
        1.0717747959571728,
        1.0650696078041115,
        1.0771266001761108,
        1.0933353356754407,
        1.0665299482125827,
        1.064290442280552,
        1.0630655623149126,
        1.0667580338762739,
        1.0799223835045448,
        1.0940212782584233,
        1.0926835428528512,
        1.0924678843282614,
        1.110485790267151,
        1.1240563383917557,
        1.1294288865645261,
        1.135605177182623,
        1.1379732491217593,
        1.1244886913479353,
        1.1138915286236548,
        1.1074508081251513,
        1.0944556583130767,
        1.0990792654750836,
        1.1014824704059165,
        1.1084035596629636,
        1.1121536387008366,
        1.1086347169702133,
        1.107447512891051,
        1.1093032039482926,
        1.110633749282596,
        1.1151233967568508,
        1.1162877412864125,
        1.1217784561866118,
        1.1197313594454739,
        1.1197369739104561,
        1.1298180044391302,
        1.1346200092364356,
        1.1387284690926411,
        1.1415216197789402,
        1.1419826539303035,
        1.1335649717095533,
        1.1345849958455712,
        1.13674827613626,
        1.134864645836569,
        1.1330235984356871,
        1.1401342989836205,
        1.1456556895753947,
        1.1453920462175615,
        1.1390051224144748,
        1.1344674957090461,
        1.1379833261068437,
        1.1352469769191122,
        1.1256389927018549,
        1.1290525509539673,
        1.130770500650559,
        1.1282594521339158,
        1.1247890485591885,
        1.1173001405158873,
        1.121262051433933,
        1.124658114879597,
        1.116622765747423,
        1.1210122993064333,
        1.1222216842752193,
        1.1068109006209634,
        1.1097254039528428,
        1.1189592230573417,
        1.0963953723424642,
        1.106114092106936,
        1.108045819050007,
        1.0974516042353435,
        1.1039038807671233,
        1.0980109575747277,
        1.0952168675202432,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.094669259086483,
        1.1131866395317633,
        1.1111474147940301,
        1.093235594092429,
        1.096555490042052,
        1.094944840368691,
        1.102592817719821,
        1.1088229479568221,
        1.1121701616896906,
        1.116987661373061,
        1.1127520790730272,
        1.1130892037107425,
        1.1103606835890585,
        1.1083091018362514,
        1.1097192867098074,
        1.1092307817494926,
        1.1004223854085302,
        1.097155597646223,
        1.1015170781656096,
        1.097820995667686,
        1.0926848715989836,
        1.0917983872347947,
        1.0871753152339936,
        1.0875085158208924,
        1.0885669955235227,
        1.082723082661021,
        1.0801114754924799,
        1.0823866596902432,
        1.0919329882360522,
        1.0898841324090083,
        1.076251857835182,
        1.0850383144281595,
        1.0916829743507066,
        1.0935310167254628,
        1.0976528776706007,
        1.090460966916021,
        1.0846055411730668,
        1.0881765750275265,
        1.0876426713819585,
        1.0876426713819585,
        1.0876426713819585,
        1.0876426713819585,
        1.0876426713819585,
        1.0876426713819585,
        1.0876426713819585
      ],
      "drawdowns": [
        0.0,
        -0.0008619510955043541,
        -0.00033399396166478024,
        0.0,
        0.0,
        0.0,
        -0.009400967117737524,
        -0.0032553687927520114,
        -0.008191392754789306,
        -0.011108290545296495,
        -0.02038940328054273,
        -0.030264221242445655,
        -0.03404042087714365,
        -0.03323433332355796,
        -0.02703509447418262,
        -0.022213784142855575,
        -0.020289639071685905,
        -0.021587109529183857,
        -0.01836405246276085,
        -0.02128156907812606,
        -0.021406335265704568,
        -0.0014052219378767328,
        -0.0020394261021806637,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.009285204742381481,
        -0.011642041227416522,
        -0.007879178944353304,
        -0.01581362680841436,
        -0.0070108162836839405,
        -0.0019294622109152781,
        0.0,
        0.0,
        0.0,
        -0.002093257987310082,
        -0.0008145419357092898,
        -0.011667680631110455,
        -0.02940287975774425,
        -0.025166236199956837,
        -0.0243659945273913,
        -0.012858012518264683,
        -0.016734822752846656,
        -0.023853295615787196,
        -0.022836490487309846,
        -0.03235631634871394,
        -0.03437265841641968,
        -0.027738104856731338,
        -0.03346430187504856,
        -0.032016418359565035,
        -0.03346639178864419,
        -0.03419544421692,
        -0.033598502261050434,
        -0.039318818820931245,
        -0.03253793458273058,
        -0.02685193288930432,
        -0.03979815221619387,
        -0.040205556014089594,
        -0.041366325775924695,
        -0.045672904515614454,
        -0.05006784135798703,
        -0.046451301256145494,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.0467458109121911,
        -0.04209955874333371,
        -0.0328250726875563,
        -0.0041464749314857885,
        -0.0037407659487735945,
        0.0,
        -0.008787237688027583,
        -0.005856550358460777,
        -0.01207606485546564,
        -0.0008923907905269424,
        0.0,
        -0.024517077778610452,
        -0.026565402623656587,
        -0.027685717613643357,
        -0.024308463224366528,
        -0.012267921591146314,
        0.0,
        -0.00122276909248209,
        -0.001419893708680675,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.01184962632841402,
        -0.021161939014550435,
        -0.026821756153023846,
        -0.038241312651477344,
        -0.03417829344994927,
        -0.03206646443051708,
        -0.025984520709618097,
        -0.022689118958507337,
        -0.025781390005598315,
        -0.026824651857384918,
        -0.02519395354468401,
        -0.024024729808247103,
        -0.020079428389501386,
        -0.0190562544876014,
        -0.014231259783695327,
        -0.016030156851546185,
        -0.016025223110804454,
        -0.007166464316206933,
        -0.0029466772509034733,
        0.0,
        0.0,
        0.0,
        -0.007371112154619497,
        -0.006477907575278996,
        -0.004583587829489977,
        -0.006233026455556789,
        -0.007845176512780161,
        -0.0016185490561714255,
        0.0,
        -0.00023012442589176452,
        -0.005805031320871512,
        -0.009765755949324606,
        -0.006696919099135723,
        -0.009085375956313757,
        -0.017471826008177427,
        -0.014492258688630022,
        -0.012992724655653154,
        -0.015184524984051984,
        -0.01821371045950093,
        -0.0247504981797948,
        -0.021292294328414174,
        -0.01832799757105008,
        -0.02534175327906052,
        -0.021510293618927312,
        -0.020454666714796788,
        -0.03390616335072538,
        -0.03136220240469312,
        -0.023302347084705022,
        -0.04299748840874473,
        -0.034514381439604946,
        -0.03282824924417438,
        -0.04207554309612571,
        -0.03644359224868465,
        -0.041587304487900045,
        -0.04402616118796143,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.04450414810736747,
        -0.028341019329869543,
        -0.030120982329476353,
        -0.04575554065671661,
        -0.042857727657722555,
        -0.04426360351380809,
        -0.03758797014444515,
        -0.03214992248868731,
        -0.029228264818476624,
        -0.025023249535782166,
        -0.02872033090025705,
        -0.028426067413606648,
        -0.03080769057186572,
        -0.03259843954773589,
        -0.03136754191733304,
        -0.03179393962544008,
        -0.03948245932739958,
        -0.04233391617611293,
        -0.03852694296498782,
        -0.041753115131333396,
        -0.046236245722345415,
        -0.04701002476630711,
        -0.05104533139714529,
        -0.05075449306767976,
        -0.04983058572600496,
        -0.05493151868140933,
        -0.057211092895813165,
        -0.055225169709234745,
        -0.046892536586846,
        -0.0486809062040765,
        -0.06058000878600378,
        -0.05291063946943897,
        -0.04711076435599215,
        -0.045497677290155414,
        -0.04189985904280269,
        -0.0481774089384831,
        -0.05328839105661343,
        -0.05017136917390175,
        -0.050637393696300714,
        -0.050637393696300714,
        -0.050637393696300714,
        -0.050637393696300714,
        -0.050637393696300714,
        -0.050637393696300714,
        -0.050637393696300714
      ],
      "weights": [
        0.7058197644116662,
        0.7016315736162644,
        0.7251834106540557,
        0.7595081535126172,
        0.7650410942149413,
        0.8076375404734231,
        0.8076554402477504,
        0.8347774651334241,
        0.8526077561836211,
        0.920971675399401,
        0.794917430869492,
        0.834340849958769,
        0.8631255289858042,
        0.9784293917721991,
        1.0,
        0.9256697804280841,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.8894882986241577,
        0.9214996269720294,
        0.8584899001710163,
        0.8338014867666432,
        0.7664077007220719,
        0.7605660960648536,
        0.7064076752022271,
        0.7009713196246954,
        0.6927145656783652,
        0.7616153706039447,
        0.8005509728990878,
        0.7894604586446891,
        0.7919046931048178,
        0.7882783229339781,
        0.730682860369612,
        0.7291554154158861,
        0.7278053232157077,
        0.675987365888897,
        0.5318870722007191,
        0.5345528795496673,
        0.5455654071377438,
        0.5341312334672514,
        0.5386515829458329,
        0.532318224205711,
        0.5506166849461186,
        0.5467589919161902,
        0.5254727795632514,
        0.5018007959690589,
        0.5008777811294054,
        0.4977767631771454,
        0.4957439602472336,
        0.5043407462958015,
        0.5056277679161155,
        0.5257304610180814,
        0.5817593361483392,
        0.5423913834299874,
        0.5117191814206807,
        0.517508999534646,
        0.5979166295448741,
        0.5965726721722513,
        0.6162533193192863,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        0.8129321222987287,
        0.8199286907339852,
        0.8004850041220316,
        0.8262727878934688,
        0.8256917487166506,
        0.8270535965301161,
        0.7927706087327597,
        0.7612479745393064,
        0.5978253326419866,
        0.5995727766900907,
        0.5989816775448652,
        0.6011390233649219,
        0.5457662819270488,
        0.5208800802991013,
        0.5199862083073717,
        0.5199738979209676,
        0.4752159538694964,
        0.44852299942011853,
        0.4500448245951137,
        0.4495847851728726,
        0.4709791034958745,
        0.43674549300941523,
        0.39905944180948943,
        0.39359645514102837,
        0.3502106315698075,
        0.34789154169592806,
        0.35105909533319296,
        0.3435628780531519,
        0.37206585840904416,
        0.37055110454101253,
        0.3683772946278861,
        0.3677437858969658,
        0.382727397787087,
        0.3915460699831644,
        0.3923094436485597,
        0.3909272356091712,
        0.4203236136594827,
        0.45437070264396356,
        0.416617132041448,
        0.42004245967863607,
        0.418506748943914,
        0.4369580318332316,
        0.47992664518127454,
        0.49807904375768414,
        0.6751109843878443,
        0.6601203401914764,
        0.6578608218796278,
        0.7353855251443372,
        0.7377255608344477,
        0.763739507382915,
        0.7874750617392768,
        0.800300115196634,
        0.7493697343477268,
        0.7493002150234138,
        0.7451366333701223,
        0.765540305835688,
        0.7641262734350813,
        0.8022369016823366,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.5240239638120482,
        0.4928983097605224,
        0.5094158546323507,
        0.44446741501911374,
        0.4440663004480659,
        0.4616696722620326,
        0.45563330071367425,
        0.45476488785501074,
        0.45562135194593595,
        0.4593911756389902,
        0.4538620491478135,
        0.4716816785450437,
        0.4638802430443096,
        0.4726270103645844,
        0.5124885697734196,
        0.5193054992897187,
        0.5009367928943387,
        0.5181021455605489,
        0.5180378512292573,
        0.5167186916487873,
        0.5199907600870762,
        0.6118666783017682,
        0.6123921387898665,
        0.7548346720852864,
        0.7561566994455893,
        0.7569742467342147,
        0.794325095219792,
        0.9890610896367151,
        0.9168206832956788,
        0.98859006703978,
        0.9497594010798243,
        0.9389992472322296,
        0.8497840365147408,
        0.8238887430648846,
        0.8466496263100157,
        0.8487884373424961,
        0.9812183880623931,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "sessions": [
        60,
        61,
        62,
        63,
        64,
        65,
        66,
        67,
        68,
        69,
        70,
        71,
        72,
        73,
        74,
        75,
        76,
        77,
        78,
        79,
        80,
        81,
        82,
        83,
        84,
        85,
        86,
        87,
        88,
        89,
        90,
        91,
        92,
        93,
        94,
        95,
        96,
        97,
        98,
        99,
        100,
        101,
        102,
        103,
        104,
        105,
        106,
        107,
        108,
        109,
        110,
        111,
        112,
        113,
        114,
        115,
        116,
        117,
        118,
        119,
        120,
        121,
        122,
        123,
        124,
        125,
        126,
        127,
        128,
        129,
        130,
        131,
        132,
        133,
        134,
        135,
        136,
        137,
        138,
        139,
        140,
        141,
        142,
        143,
        144,
        145,
        146,
        147,
        148,
        149,
        150,
        151,
        152,
        153,
        154,
        155,
        156,
        157,
        158,
        159,
        160,
        161,
        162,
        163,
        164,
        165,
        166,
        167,
        168,
        169,
        170,
        171,
        172,
        173,
        174,
        175,
        176,
        177,
        178,
        179,
        180,
        181,
        182,
        183,
        184,
        185,
        186,
        187,
        188,
        189,
        190,
        191,
        192,
        193,
        194,
        195,
        196,
        197,
        198,
        199,
        200,
        201,
        202,
        203,
        204,
        205,
        206,
        207,
        208,
        209,
        210,
        211,
        212,
        213,
        214,
        215,
        216,
        217,
        218,
        219,
        220,
        221,
        222,
        223,
        224,
        225,
        226,
        227,
        228,
        229,
        230,
        231,
        232,
        233,
        234,
        235,
        236,
        237,
        238,
        239,
        240,
        241,
        242,
        243,
        244,
        245,
        246,
        247,
        248,
        249,
        250,
        251,
        252,
        253,
        254,
        255,
        256,
        257,
        258,
        259,
        260,
        261,
        262,
        263,
        264,
        265,
        266,
        267,
        268,
        269,
        270,
        271,
        272,
        273,
        274,
        275,
        276,
        277,
        278,
        279,
        280,
        281,
        282,
        283,
        284,
        285,
        286,
        287,
        288,
        289,
        290,
        291,
        292,
        293,
        294,
        295,
        296,
        297,
        298,
        299,
        300,
        301,
        302,
        303,
        304,
        305,
        306,
        307,
        308,
        309,
        310,
        311,
        312,
        313,
        314,
        315,
        316,
        317,
        318,
        319
      ],
      "audit": [
        {
          "session": 60,
          "decisionSession": 59,
          "pretradeWeight": 0.0,
          "weight": 0.7058197644116662,
          "estimatedVolatility": 0.14167922895068644,
          "side": 1.0,
          "assetReturn": -0.0007216366415901954,
          "rebalanceTurnover": 0.7055707615173311,
          "rebalanceFeeFraction": 0.0003527853807586656,
          "postFeeEquityFactor": 0.9996472146192412,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 61,
          "decisionSession": 60,
          "pretradeWeight": 0.7056698487017384,
          "weight": 0.7016315736162644,
          "estimatedVolatility": 0.14252494294775267,
          "side": 1.0,
          "assetReturn": 0.0007560000677502288,
          "rebalanceTurnover": 0.004039692273297368,
          "rebalanceFeeFraction": 2.0198461366486843e-06,
          "postFeeEquityFactor": 0.9999979801538633,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 62,
          "decisionSession": 61,
          "pretradeWeight": 0.7017897543257393,
          "weight": 0.7251834106540557,
          "estimatedVolatility": 0.13789614948556014,
          "side": 1.0,
          "assetReturn": 0.0007651243138793173,
          "rebalanceTurnover": 0.02338517705708798,
          "rebalanceFeeFraction": 1.169258852854399e-05,
          "postFeeEquityFactor": 0.9999883074114716,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 63,
          "decisionSession": 62,
          "pretradeWeight": 0.7253358095796433,
          "weight": 0.7595081535126172,
          "estimatedVolatility": 0.13166415599031323,
          "side": 1.0,
          "assetReturn": 0.0009012615348811259,
          "rebalanceTurnover": 0.03415937177228412,
          "rebalanceFeeFraction": 1.707968588614206e-05,
          "postFeeEquityFactor": 0.999982920314114,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 64,
          "decisionSession": 63,
          "pretradeWeight": 0.7596726612972333,
          "weight": 0.7650410942149413,
          "estimatedVolatility": 0.13071193267417425,
          "side": 1.0,
          "assetReturn": 0.012637758460732895,
          "rebalanceTurnover": 0.0053663801670303934,
          "rebalanceFeeFraction": 2.683190083515197e-06,
          "postFeeEquityFactor": 0.9999973168099164,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 65,
          "decisionSession": 64,
          "pretradeWeight": 0.7672910187903067,
          "weight": 0.8076375404734231,
          "estimatedVolatility": 0.12381791953526795,
          "side": 1.0,
          "assetReturn": -0.011615348096922218,
          "rebalanceTurnover": 0.04033023557698234,
          "rebalanceFeeFraction": 2.016511778849117e-05,
          "postFeeEquityFactor": 0.9999798348822115,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 66,
          "decisionSession": 65,
          "pretradeWeight": 0.8058159011570676,
          "weight": 0.8076554402477504,
          "estimatedVolatility": 0.12381517540366564,
          "side": 1.0,
          "assetReturn": 0.007682541313813518,
          "rebalanceTurnover": 0.0018387965336706946,
          "rebalanceFeeFraction": 9.193982668353473e-07,
          "postFeeEquityFactor": 0.999999080601733,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 67,
          "decisionSession": 66,
          "pretradeWeight": 0.8088415490523472,
          "weight": 0.8347774651334241,
          "estimatedVolatility": 0.11979240477462674,
          "side": 1.0,
          "assetReturn": -0.005916842157692059,
          "rebalanceTurnover": 0.02592509523843367,
          "rebalanceFeeFraction": 1.2962547619216836e-05,
          "postFeeEquityFactor": 0.9999870374523808,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 68,
          "decisionSession": 67,
          "pretradeWeight": 0.8339573395040522,
          "weight": 0.8526077561836211,
          "estimatedVolatility": 0.11728722765508551,
          "side": 1.0,
          "assetReturn": -0.0034385034081251264,
          "rebalanceTurnover": 0.018642469322599498,
          "rebalanceFeeFraction": 9.32123466129975e-06,
          "postFeeEquityFactor": 0.9999906787653388,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 69,
          "decisionSession": 68,
          "pretradeWeight": 0.8521743765905794,
          "weight": 0.920971675399401,
          "estimatedVolatility": 0.1085809723264645,
          "side": 1.0,
          "assetReturn": -0.010153739891003433,
          "rebalanceTurnover": 0.06876563320860851,
          "rebalanceFeeFraction": 3.4382816604304254e-05,
          "postFeeEquityFactor": 0.9999656171833956,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 70,
          "decisionSession": 69,
          "pretradeWeight": 0.9202256812670581,
          "weight": 0.794917430869492,
          "estimatedVolatility": 0.12579922909806945,
          "side": 1.0,
          "assetReturn": -0.012602943148474877,
          "rebalanceTurnover": 0.12535807505704766,
          "rebalanceFeeFraction": 6.267903752852383e-05,
          "postFeeEquityFactor": 0.9999373209624715,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 71,
          "decisionSession": 70,
          "pretradeWeight": 0.7928420606537486,
          "weight": 0.834340849958769,
          "estimatedVolatility": 0.11985509280163108,
          "side": 1.0,
          "assetReturn": -0.004642454724779865,
          "rebalanceTurnover": 0.04148148445652089,
          "rebalanceFeeFraction": 2.0740742228260445e-05,
          "postFeeEquityFactor": 0.9999792592577718,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 72,
          "decisionSession": 71,
          "pretradeWeight": 0.8336966924533853,
          "weight": 0.8631255289858042,
          "estimatedVolatility": 0.11585800285330768,
          "side": 1.0,
          "assetReturn": 0.000983883127083196,
          "rebalanceTurnover": 0.029416141621020353,
          "rebalanceFeeFraction": 1.4708070810510176e-05,
          "postFeeEquityFactor": 0.9999852919291896,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 73,
          "decisionSession": 72,
          "pretradeWeight": 0.8632416661656571,
          "weight": 0.9784293917721991,
          "estimatedVolatility": 0.1022046157248742,
          "side": 1.0,
          "assetReturn": 0.006612932128821747,
          "rebalanceTurnover": 0.11513140163290514,
          "rebalanceFeeFraction": 5.756570081645257e-05,
          "postFeeEquityFactor": 0.9999424342991835,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 74,
          "decisionSession": 73,
          "pretradeWeight": 0.9785680625618328,
          "weight": 1.0,
          "estimatedVolatility": 0.09910743820216134,
          "side": 1.0,
          "assetReturn": 0.004966040507950353,
          "rebalanceTurnover": 0.02142122682475489,
          "rebalanceFeeFraction": 1.0710613412377446e-05,
          "postFeeEquityFactor": 0.9999892893865877,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 75,
          "decisionSession": 74,
          "pretradeWeight": 1.0,
          "weight": 0.9256697804280841,
          "estimatedVolatility": 0.10802988507819077,
          "side": 1.0,
          "assetReturn": 0.002166124005490211,
          "rebalanceTurnover": 0.07436463812103644,
          "rebalanceFeeFraction": 3.7182319060518224e-05,
          "postFeeEquityFactor": 0.9999628176809395,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 76,
          "decisionSession": 75,
          "pretradeWeight": 0.9258185228601241,
          "weight": 1.0,
          "estimatedVolatility": 0.09800863561086907,
          "side": 1.0,
          "assetReturn": -0.0012873163766479179,
          "rebalanceTurnover": 0.07414440493740726,
          "rebalanceFeeFraction": 3.707220246870363e-05,
          "postFeeEquityFactor": 0.9999629277975314,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 77,
          "decisionSession": 76,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09717790170533616,
          "side": 1.0,
          "assetReturn": 0.0032941686457872432,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 78,
          "decisionSession": 77,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09972835628668639,
          "side": 1.0,
          "assetReturn": -0.002972096348635933,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 79,
          "decisionSession": 78,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09966753661130753,
          "side": 1.0,
          "assetReturn": -0.00012747914378297143,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 80,
          "decisionSession": 79,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0984807074861224,
          "side": 1.0,
          "assetReturn": 0.020438629482910642,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 81,
          "decisionSession": 80,
          "pretradeWeight": 1.0,
          "weight": 0.8894882986241577,
          "estimatedVolatility": 0.11242418832791613,
          "side": 1.0,
          "assetReturn": -0.0006518896705253185,
          "rebalanceTurnover": 0.11056087267710824,
          "rebalanceFeeFraction": 5.528043633855412e-05,
          "postFeeEquityFactor": 0.9999447195636615,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 82,
          "decisionSession": 81,
          "pretradeWeight": 0.8894241814310455,
          "weight": 0.9214996269720294,
          "estimatedVolatility": 0.10851876340806739,
          "side": 1.0,
          "assetReturn": 0.007268935544920474,
          "rebalanceTurnover": 0.03206067359160636,
          "rebalanceFeeFraction": 1.603033679580318e-05,
          "postFeeEquityFactor": 0.9999839696632042,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 83,
          "decisionSession": 82,
          "pretradeWeight": 0.922021949019109,
          "weight": 0.8584899001710163,
          "estimatedVolatility": 0.11648360683111054,
          "side": 1.0,
          "assetReturn": 0.0168708595246716,
          "rebalanceTurnover": 0.06355933137011416,
          "rebalanceFeeFraction": 3.177966568505708e-05,
          "postFeeEquityFactor": 0.999968220334315,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 84,
          "decisionSession": 83,
          "pretradeWeight": 0.8605101955245431,
          "weight": 0.8338014867666432,
          "estimatedVolatility": 0.11993262375650704,
          "side": 1.0,
          "assetReturn": 0.01469255852963025,
          "rebalanceTurnover": 0.02671984828251195,
          "rebalanceFeeFraction": 1.3359924141255974e-05,
          "postFeeEquityFactor": 0.9999866400758587,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 85,
          "decisionSession": 84,
          "pretradeWeight": 0.8358128900423368,
          "weight": 0.7664077007220719,
          "estimatedVolatility": 0.13047885597415695,
          "side": 1.0,
          "assetReturn": 0.0067104319446942284,
          "rebalanceTurnover": 0.06943179585177273,
          "rebalanceFeeFraction": 3.4715897925886364e-05,
          "postFeeEquityFactor": 0.9999652841020742,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 86,
          "decisionSession": 85,
          "pretradeWeight": 0.7676029019666369,
          "weight": 0.7605660960648536,
          "estimatedVolatility": 0.1314810119954032,
          "side": 1.0,
          "assetReturn": -0.012203696323307645,
          "rebalanceTurnover": 0.007039482897796212,
          "rebalanceFeeFraction": 3.519741448898106e-06,
          "postFeeEquityFactor": 0.9999964802585511,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 87,
          "decisionSession": 86,
          "pretradeWeight": 0.7583229176188391,
          "weight": 0.7064076752022271,
          "estimatedVolatility": 0.14156131581012688,
          "side": 1.0,
          "assetReturn": -0.0033309655085093093,
          "rebalanceTurnover": 0.05193358555833161,
          "rebalanceFeeFraction": 2.5966792779165803e-05,
          "postFeeEquityFactor": 0.9999740332072208,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 88,
          "decisionSession": 87,
          "pretradeWeight": 0.7057152173403397,
          "weight": 0.7009713196246954,
          "estimatedVolatility": 0.14265918904291355,
          "side": 1.0,
          "assetReturn": 0.005434698123863102,
          "rebalanceTurnover": 0.004745560966710971,
          "rebalanceFeeFraction": 2.3727804833554858e-06,
          "postFeeEquityFactor": 0.9999976272195166,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 89,
          "decisionSession": 88,
          "pretradeWeight": 0.7021061662966829,
          "weight": 0.6927145656783652,
          "estimatedVolatility": 0.1443596034422511,
          "side": 1.0,
          "assetReturn": -0.011538376420836105,
          "rebalanceTurnover": 0.009394854594627744,
          "rebalanceFeeFraction": 4.697427297313872e-06,
          "postFeeEquityFactor": 0.9999953025727027,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 90,
          "decisionSession": 89,
          "pretradeWeight": 0.6902387051639284,
          "weight": 0.7616153706039447,
          "estimatedVolatility": 0.13129987111565533,
          "side": 1.0,
          "assetReturn": 0.011791052338836705,
          "rebalanceTurnover": 0.07134949500397625,
          "rebalanceFeeFraction": 3.567474750198813e-05,
          "postFeeEquityFactor": 0.9999643252524979,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 91,
          "decisionSession": 90,
          "pretradeWeight": 0.7637370700006602,
          "weight": 0.8005509728990878,
          "estimatedVolatility": 0.12491396973494821,
          "side": 1.0,
          "assetReturn": 0.006415236865623841,
          "rebalanceTurnover": 0.03679917309151748,
          "rebalanceFeeFraction": 1.8399586545758738e-05,
          "postFeeEquityFactor": 0.9999816004134542,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 92,
          "decisionSession": 91,
          "pretradeWeight": 0.8015700543559025,
          "weight": 0.7894604586446891,
          "estimatedVolatility": 0.12666878867077852,
          "side": 1.0,
          "assetReturn": 0.005626389099373519,
          "rebalanceTurnover": 0.012114377622270411,
          "rebalanceFeeFraction": 6.0571888111352055e-06,
          "postFeeEquityFactor": 0.9999939428111888,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 93,
          "decisionSession": 92,
          "pretradeWeight": 0.7903915001357681,
          "weight": 0.7919046931048178,
          "estimatedVolatility": 0.12627782215550507,
          "side": 1.0,
          "assetReturn": 0.009969222605763495,
          "rebalanceTurnover": 0.0015125940538847082,
          "rebalanceFeeFraction": 7.562970269423541e-07,
          "postFeeEquityFactor": 0.999999243702973,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 94,
          "decisionSession": 93,
          "pretradeWeight": 0.793534669615217,
          "weight": 0.7882783229339781,
          "estimatedVolatility": 0.12685874657544713,
          "side": 1.0,
          "assetReturn": 0.020268106345114,
          "rebalanceTurnover": 0.005258419230184885,
          "rebalanceFeeFraction": 2.6292096150924426e-06,
          "postFeeEquityFactor": 0.9999973707903849,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 95,
          "decisionSession": 94,
          "pretradeWeight": 0.791607786342628,
          "weight": 0.730682860369612,
          "estimatedVolatility": 0.13685828069022385,
          "side": 1.0,
          "assetReturn": -0.002823177284310807,
          "rebalanceTurnover": 0.060947192507492254,
          "rebalanceFeeFraction": 3.047359625374613e-05,
          "postFeeEquityFactor": 0.9999695264037464,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 96,
          "decisionSession": 95,
          "pretradeWeight": 0.730126151843169,
          "weight": 0.7291554154158861,
          "estimatedVolatility": 0.1371449733291267,
          "side": 1.0,
          "assetReturn": 0.001758040178367004,
          "rebalanceTurnover": 0.0009710904652185937,
          "rebalanceFeeFraction": 4.855452326092969e-07,
          "postFeeEquityFactor": 0.9999995144547674,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 97,
          "decisionSession": 96,
          "pretradeWeight": 0.7295021624056653,
          "weight": 0.7278053232157077,
          "estimatedVolatility": 0.13739937976568206,
          "side": 1.0,
          "assetReturn": -0.014923148240279405,
          "rebalanceTurnover": 0.0016974568990411054,
          "rebalanceFeeFraction": 8.487284495205528e-07,
          "postFeeEquityFactor": 0.9999991512715506,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 98,
          "decisionSession": 97,
          "pretradeWeight": 0.7248165150079734,
          "weight": 0.675987365888897,
          "estimatedVolatility": 0.14793175885543944,
          "side": 1.0,
          "assetReturn": -0.02651023730969848,
          "rebalanceTurnover": 0.04884565864313706,
          "rebalanceFeeFraction": 2.442282932156853e-05,
          "postFeeEquityFactor": 0.9999755771706784,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 99,
          "decisionSession": 98,
          "pretradeWeight": 0.6700749152021169,
          "weight": 0.5318870722007191,
          "estimatedVolatility": 0.1880098337157231,
          "side": 1.0,
          "assetReturn": 0.008337118428319634,
          "rebalanceTurnover": 0.1382246029410802,
          "rebalanceFeeFraction": 6.91123014705401e-05,
          "postFeeEquityFactor": 0.9999308876985293,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 100,
          "decisionSession": 99,
          "pretradeWeight": 0.5339537104357441,
          "weight": 0.5345528795496673,
          "estimatedVolatility": 0.18707223143993676,
          "side": 1.0,
          "assetReturn": 0.0015362379179939545,
          "rebalanceTurnover": 0.0005990090129268655,
          "rebalanceFeeFraction": 2.9950450646343273e-07,
          "postFeeEquityFactor": 0.9999997004954936,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 101,
          "decisionSession": 100,
          "pretradeWeight": 0.534934791286362,
          "weight": 0.5455654071377438,
          "estimatedVolatility": 0.18329607906161122,
          "side": 1.0,
          "assetReturn": 0.021630339441224944,
          "rebalanceTurnover": 0.010627716794061826,
          "rebalanceFeeFraction": 5.313858397030913e-06,
          "postFeeEquityFactor": 0.9999946861416028,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 102,
          "decisionSession": 101,
          "pretradeWeight": 0.5508655373595149,
          "weight": 0.5341312334672514,
          "estimatedVolatility": 0.18721990727046892,
          "side": 1.0,
          "assetReturn": -0.007337093904345671,
          "rebalanceTurnover": 0.016738774243330146,
          "rebalanceFeeFraction": 8.369387121665073e-06,
          "postFeeEquityFactor": 0.9999916306128783,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 103,
          "decisionSession": 102,
          "pretradeWeight": 0.532298324154922,
          "weight": 0.5386515829458329,
          "estimatedVolatility": 0.1856487628851098,
          "side": 1.0,
          "assetReturn": -0.013434424346938645,
          "rebalanceTurnover": 0.0063515481551769115,
          "rebalanceFeeFraction": 3.175774077588456e-06,
          "postFeeEquityFactor": 0.9999968242259223,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 104,
          "decisionSession": 103,
          "pretradeWeight": 0.5352887118190813,
          "weight": 0.532318224205711,
          "estimatedVolatility": 0.18785755484740957,
          "side": 1.0,
          "assetReturn": 0.0019596157000465464,
          "rebalanceTurnover": 0.0029712784462033737,
          "rebalanceFeeFraction": 1.4856392231016868e-06,
          "postFeeEquityFactor": 0.9999985143607769,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 105,
          "decisionSession": 104,
          "pretradeWeight": 0.5328055730029746,
          "weight": 0.5506166849461186,
          "estimatedVolatility": 0.18161454735027807,
          "side": 1.0,
          "assetReturn": -0.017677432881726074,
          "rebalanceTurnover": 0.017806209745053314,
          "rebalanceFeeFraction": 8.903104872526657e-06,
          "postFeeEquityFactor": 0.9999910968951274,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 106,
          "decisionSession": 105,
          "pretradeWeight": 0.5461996237525879,
          "weight": 0.5467589919161902,
          "estimatedVolatility": 0.18289594040243692,
          "side": 1.0,
          "assetReturn": -0.0038106113184656065,
          "rebalanceTurnover": 0.0005592152856093158,
          "rebalanceFeeFraction": 2.7960764280465787e-07,
          "postFeeEquityFactor": 0.9999997203923571,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 107,
          "decisionSession": 106,
          "pretradeWeight": 0.5458126990318515,
          "weight": 0.5254727795632514,
          "estimatedVolatility": 0.19030481480527947,
          "side": 1.0,
          "assetReturn": 0.013094800177032573,
          "rebalanceTurnover": 0.02034526491005162,
          "rebalanceFeeFraction": 1.017263245502581e-05,
          "postFeeEquityFactor": 0.9999898273675449,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 108,
          "decisionSession": 107,
          "pretradeWeight": 0.5287156686889934,
          "weight": 0.5018007959690589,
          "estimatedVolatility": 0.1992822665952208,
          "side": 1.0,
          "assetReturn": -0.011710185888650027,
          "rebalanceTurnover": 0.02692162736695536,
          "rebalanceFeeFraction": 1.3460813683477679e-05,
          "postFeeEquityFactor": 0.9999865391863164,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 109,
          "decisionSession": 108,
          "pretradeWeight": 0.49885598321991476,
          "weight": 0.5008777811294054,
          "estimatedVolatility": 0.199649502867775,
          "side": 1.0,
          "assetReturn": 0.002992797262075575,
          "rebalanceTurnover": 0.0020212916994398755,
          "rebalanceFeeFraction": 1.0106458497199379e-06,
          "postFeeEquityFactor": 0.9999989893541502,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 110,
          "decisionSession": 109,
          "pretradeWeight": 0.5016248582512052,
          "weight": 0.4977767631771454,
          "estimatedVolatility": 0.20089326661560672,
          "side": 1.0,
          "assetReturn": -0.003005383747981649,
          "rebalanceTurnover": 0.00384905305864619,
          "rebalanceFeeFraction": 1.924526529323095e-06,
          "postFeeEquityFactor": 0.9999980754734706,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 111,
          "decisionSession": 110,
          "pretradeWeight": 0.4970243064121155,
          "weight": 0.4957439602472336,
          "estimatedVolatility": 0.20171703140897324,
          "side": 1.0,
          "assetReturn": -0.00152025280132706,
          "rebalanceTurnover": 0.0012806636055056053,
          "rebalanceFeeFraction": 6.403318027528026e-07,
          "postFeeEquityFactor": 0.9999993596681973,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 112,
          "decisionSession": 111,
          "pretradeWeight": 0.49536363795233573,
          "weight": 0.5043407462958015,
          "estimatedVolatility": 0.19827864540881035,
          "side": 1.0,
          "assetReturn": 0.001234418609918242,
          "rebalanceTurnover": 0.008974845153414512,
          "rebalanceFeeFraction": 4.487422576707257e-06,
          "postFeeEquityFactor": 0.9999955125774234,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 113,
          "decisionSession": 112,
          "pretradeWeight": 0.5046491356960192,
          "weight": 0.5056277679161155,
          "estimatedVolatility": 0.1977739482389151,
          "side": 1.0,
          "assetReturn": -0.011705659070093799,
          "rebalanceTurnover": 0.0009783848708171394,
          "rebalanceFeeFraction": 4.891924354085697e-07,
          "postFeeEquityFactor": 0.9999995108075646,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 114,
          "decisionSession": 113,
          "pretradeWeight": 0.5026843023796348,
          "weight": 0.5257304610180814,
          "estimatedVolatility": 0.19021153882989617,
          "side": 1.0,
          "assetReturn": 0.01344798277841619,
          "rebalanceTurnover": 0.02304010219667174,
          "rebalanceFeeFraction": 1.1520051098335871e-05,
          "postFeeEquityFactor": 0.9999884799489017,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 115,
          "decisionSession": 114,
          "pretradeWeight": 0.5290600134040038,
          "weight": 0.5817593361483392,
          "estimatedVolatility": 0.17189238536689616,
          "side": 1.0,
          "assetReturn": 0.010148066257514854,
          "rebalanceTurnover": 0.052683998040472635,
          "rebalanceFeeFraction": 2.634199902023632e-05,
          "postFeeEquityFactor": 0.9999736580009798,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 116,
          "decisionSession": 115,
          "pretradeWeight": 0.5842140252329517,
          "weight": 0.5423913834299874,
          "estimatedVolatility": 0.18436871059347892,
          "side": 1.0,
          "assetReturn": -0.024489333200942154,
          "rebalanceTurnover": 0.04183398700000607,
          "rebalanceFeeFraction": 2.0916993500003034e-05,
          "postFeeEquityFactor": 0.9999790830065,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 117,
          "decisionSession": 116,
          "pretradeWeight": 0.5362312341296921,
          "weight": 0.5117191814206807,
          "estimatedVolatility": 0.19541968257349868,
          "side": 1.0,
          "assetReturn": -0.0008051987280826012,
          "rebalanceTurnover": 0.024518325957855858,
          "rebalanceFeeFraction": 1.225916297892793e-05,
          "postFeeEquityFactor": 0.9999877408370211,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 118,
          "decisionSession": 117,
          "pretradeWeight": 0.5115179093927722,
          "weight": 0.517508999534646,
          "estimatedVolatility": 0.1932333545695281,
          "side": 1.0,
          "assetReturn": -0.0023311729243307155,
          "rebalanceTurnover": 0.005989540321364006,
          "rebalanceFeeFraction": 2.9947701606820033e-06,
          "postFeeEquityFactor": 0.9999970052298391,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 119,
          "decisionSession": 118,
          "pretradeWeight": 0.5169262178902363,
          "weight": 0.5979166295448741,
          "estimatedVolatility": 0.16724739714317466,
          "side": 1.0,
          "assetReturn": -0.007446038940989719,
          "rebalanceTurnover": 0.08096620613409844,
          "rebalanceFeeFraction": 4.048310306704922e-05,
          "postFeeEquityFactor": 0.999959516896933,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 120,
          "decisionSession": 119,
          "pretradeWeight": 0.5961185044951313,
          "weight": 0.5965726721722513,
          "estimatedVolatility": 0.1676241716468141,
          "side": 1.0,
          "assetReturn": -0.007719172000687835,
          "rebalanceTurnover": 0.0004540322455049983,
          "rebalanceFeeFraction": 2.2701612275249917e-07,
          "postFeeEquityFactor": 0.9999997729838772,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 121,
          "decisionSession": 120,
          "pretradeWeight": 0.5947062754947798,
          "weight": 0.6162533193192863,
          "estimatedVolatility": 0.16227093123078032,
          "side": 1.0,
          "assetReturn": 0.006195451445238254,
          "rebalanceTurnover": 0.021540406650957467,
          "rebalanceFeeFraction": 1.0770203325478733e-05,
          "postFeeEquityFactor": 0.9999892297966746,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 122,
          "decisionSession": 121,
          "pretradeWeight": 0.6177128791292477,
          "weight": 0.0,
          "estimatedVolatility": 0.1520159395560305,
          "side": 0.0,
          "assetReturn": -0.0008719072208385192,
          "rebalanceTurnover": 0.6177128791292477,
          "rebalanceFeeFraction": 0.00030885643956462383,
          "postFeeEquityFactor": 0.9996911435604354,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 123,
          "decisionSession": 122,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15204642012730873,
          "side": 0.0,
          "assetReturn": 0.0035289094201600424,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 124,
          "decisionSession": 123,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15345699549841021,
          "side": 0.0,
          "assetReturn": -0.010069441689151692,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 125,
          "decisionSession": 124,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15377273227927682,
          "side": 0.0,
          "assetReturn": -0.005622172894043875,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 126,
          "decisionSession": 125,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1538381179519328,
          "side": 0.0,
          "assetReturn": 0.00891684022373962,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 127,
          "decisionSession": 126,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1450268441498921,
          "side": 0.0,
          "assetReturn": -0.0028985739109315123,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 128,
          "decisionSession": 127,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1293891785803814,
          "side": 0.0,
          "assetReturn": -0.006922444081788437,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 129,
          "decisionSession": 128,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12629818940474466,
          "side": 0.0,
          "assetReturn": 0.0005181207910518459,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 130,
          "decisionSession": 129,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12312456584915064,
          "side": 0.0,
          "assetReturn": -0.004445997712659078,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 131,
          "decisionSession": 130,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12278240426380573,
          "side": 0.0,
          "assetReturn": -0.013780420189312026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 132,
          "decisionSession": 131,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12979394868922073,
          "side": 0.0,
          "assetReturn": -0.004853671123922876,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 133,
          "decisionSession": 132,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13157493284002764,
          "side": 0.0,
          "assetReturn": 0.006858969870032761,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 134,
          "decisionSession": 133,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1330278195862832,
          "side": 0.0,
          "assetReturn": 0.008648769641668164,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 135,
          "decisionSession": 134,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13809634649146127,
          "side": 0.0,
          "assetReturn": 0.005551890191810127,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 136,
          "decisionSession": 135,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1297891726555958,
          "side": 0.0,
          "assetReturn": 0.0027756363821302976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 137,
          "decisionSession": 136,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11471593521421296,
          "side": 0.0,
          "assetReturn": 0.008790685132494147,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 138,
          "decisionSession": 137,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11699452110385568,
          "side": 0.0,
          "assetReturn": -0.008444900981987358,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 139,
          "decisionSession": 138,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11615069886212337,
          "side": 0.0,
          "assetReturn": -8.11613026066027e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 140,
          "decisionSession": 139,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11489313810119117,
          "side": 0.0,
          "assetReturn": 0.004672651573004671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 141,
          "decisionSession": 140,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10967332659749249,
          "side": 0.0,
          "assetReturn": 0.006015982017240518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 142,
          "decisionSession": 141,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11875864144959206,
          "side": 0.0,
          "assetReturn": -0.0014277364417868421,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 143,
          "decisionSession": 142,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11910396672284779,
          "side": 0.0,
          "assetReturn": 0.007493198727717365,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 144,
          "decisionSession": 143,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11981288204381073,
          "side": 0.0,
          "assetReturn": -0.004242985651254694,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 145,
          "decisionSession": 144,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11653234221462012,
          "side": 0.0,
          "assetReturn": -0.007523526037932937,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 146,
          "decisionSession": 145,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11749649662321646,
          "side": 0.0,
          "assetReturn": -0.00024856814998042154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 147,
          "decisionSession": 146,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11377354634978742,
          "side": 0.0,
          "assetReturn": 0.007894653869346957,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 148,
          "decisionSession": 147,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11468077766053969,
          "side": 0.0,
          "assetReturn": 0.00018748603669238584,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 149,
          "decisionSession": 148,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11335378749553005,
          "side": 0.0,
          "assetReturn": 0.0012955185242731204,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 150,
          "decisionSession": 149,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11367707402228354,
          "side": 0.0,
          "assetReturn": -0.00819615232378379,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 151,
          "decisionSession": 150,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11859173487050333,
          "side": 0.0,
          "assetReturn": -0.006202726399984426,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 152,
          "decisionSession": 151,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10770739650305983,
          "side": 0.0,
          "assetReturn": 0.006280704030984241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 153,
          "decisionSession": 152,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1021901503711724,
          "side": 0.0,
          "assetReturn": 0.00810011413644629,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 154,
          "decisionSession": 153,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10376917134278195,
          "side": 0.0,
          "assetReturn": -0.00750357336702645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 155,
          "decisionSession": 154,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10310296842608001,
          "side": 0.0,
          "assetReturn": 0.0054919791264931295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 156,
          "decisionSession": 155,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.0970019278220852,
          "side": 0.0,
          "assetReturn": 0.006172934869836055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 157,
          "decisionSession": 156,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09503248584517487,
          "side": 0.0,
          "assetReturn": -0.003940950977093016,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 158,
          "decisionSession": 157,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09353627359389523,
          "side": 0.0,
          "assetReturn": 0.001980589222830398,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 159,
          "decisionSession": 158,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09467945844170846,
          "side": 0.0,
          "assetReturn": -0.007115471410328977,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 160,
          "decisionSession": 159,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282444455811797,
          "side": 1.0,
          "assetReturn": 0.005376532773897491,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 161,
          "decisionSession": 160,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282116463225736,
          "side": 1.0,
          "assetReturn": 0.009682098114090376,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 162,
          "decisionSession": 161,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08207171436124189,
          "side": 1.0,
          "assetReturn": 0.0296519243274449,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 163,
          "decisionSession": 162,
          "pretradeWeight": 1.0,
          "weight": 0.8129321222987287,
          "estimatedVolatility": 0.12301150029258279,
          "side": 1.0,
          "assetReturn": 0.0006163086553450103,
          "rebalanceTurnover": 0.18714394536361123,
          "rebalanceFeeFraction": 9.357197268180561e-05,
          "postFeeEquityFactor": 0.9999064280273182,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 164,
          "decisionSession": 163,
          "pretradeWeight": 0.8130257995709972,
          "weight": 0.8199286907339852,
          "estimatedVolatility": 0.12196182561983754,
          "side": 1.0,
          "assetReturn": 0.0073591564634500894,
          "rebalanceTurnover": 0.0069000623834299946,
          "rebalanceFeeFraction": 3.450031191714997e-06,
          "postFeeEquityFactor": 0.9999965499688083,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 165,
          "decisionSession": 164,
          "pretradeWeight": 0.8210087211614339,
          "weight": 0.8004850041220316,
          "estimatedVolatility": 0.1249242640212599,
          "side": 1.0,
          "assetReturn": -0.01096467988839922,
          "rebalanceTurnover": 0.02053193479235571,
          "rebalanceFeeFraction": 1.0265967396177856e-05,
          "postFeeEquityFactor": 0.9999897340326038,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 166,
          "decisionSession": 165,
          "pretradeWeight": 0.7987183425704003,
          "weight": 0.8262727878934688,
          "estimatedVolatility": 0.12102540645800983,
          "side": 1.0,
          "assetReturn": 0.003595036362341597,
          "rebalanceTurnover": 0.02754306627998726,
          "rebalanceFeeFraction": 1.377153313999363e-05,
          "postFeeEquityFactor": 0.9999862284668599,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 167,
          "decisionSession": 166,
          "pretradeWeight": 0.8267873128407346,
          "weight": 0.8256917487166506,
          "estimatedVolatility": 0.12111057202088694,
          "side": 1.0,
          "assetReturn": -0.007576204324882818,
          "rebalanceTurnover": 0.0010960166100195678,
          "rebalanceFeeFraction": 5.480083050097839e-07,
          "postFeeEquityFactor": 0.999999451991695,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 168,
          "decisionSession": 167,
          "pretradeWeight": 0.8245944802992112,
          "weight": 0.8270535965301161,
          "estimatedVolatility": 0.1209111482249127,
          "side": 1.0,
          "assetReturn": 0.013689103966957772,
          "rebalanceTurnover": 0.0024580997407893657,
          "rebalanceFeeFraction": 1.229049870394683e-06,
          "postFeeEquityFactor": 0.9999987709501298,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 169,
          "decisionSession": 168,
          "pretradeWeight": 0.8289897105003726,
          "weight": 0.7927706087327597,
          "estimatedVolatility": 0.1261398933038771,
          "side": 1.0,
          "assetReturn": 0.019004885293433915,
          "rebalanceTurnover": 0.036233464180340236,
          "rebalanceFeeFraction": 1.811673209017012e-05,
          "postFeeEquityFactor": 0.9999818832679098,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 170,
          "decisionSession": 169,
          "pretradeWeight": 0.7958464905397916,
          "weight": 0.7612479745393064,
          "estimatedVolatility": 0.13136323950223738,
          "side": 1.0,
          "assetReturn": -0.032184251058285374,
          "rebalanceTurnover": 0.034611690039954346,
          "rebalanceFeeFraction": 1.7305845019977173e-05,
          "postFeeEquityFactor": 0.9999826941549801,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 171,
          "decisionSession": 170,
          "pretradeWeight": 0.7552515905542854,
          "weight": 0.5978253326419866,
          "estimatedVolatility": 0.16727293833144732,
          "side": 1.0,
          "assetReturn": -0.0033809681874353847,
          "rebalanceTurnover": 0.15747332868485042,
          "rebalanceFeeFraction": 7.873666434242521e-05,
          "postFeeEquityFactor": 0.9999212633356576,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 172,
          "decisionSession": 171,
          "pretradeWeight": 0.5970107994122494,
          "weight": 0.5995727766900907,
          "estimatedVolatility": 0.16678542436840552,
          "side": 1.0,
          "assetReturn": -0.001917381387020578,
          "rebalanceTurnover": 0.002561209462106917,
          "rebalanceFeeFraction": 1.2806047310534586e-06,
          "postFeeEquityFactor": 0.9999987193952692,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 173,
          "decisionSession": 172,
          "pretradeWeight": 0.5991119118624932,
          "weight": 0.5989816775448652,
          "estimatedVolatility": 0.16695001491512193,
          "side": 1.0,
          "assetReturn": 0.005798981780892776,
          "rebalanceTurnover": 0.00013027333329784785,
          "rebalanceFeeFraction": 6.513666664892392e-08,
          "postFeeEquityFactor": 0.9999999348633334,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 174,
          "decisionSession": 173,
          "pretradeWeight": 0.6003697866310482,
          "weight": 0.6011390233649219,
          "estimatedVolatility": 0.1663508707856667,
          "side": 1.0,
          "assetReturn": 0.02052921120696216,
          "rebalanceTurnover": 0.0007690055942376484,
          "rebalanceFeeFraction": 3.845027971188242e-07,
          "postFeeEquityFactor": 0.9999996154972028,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 175,
          "decisionSession": 174,
          "pretradeWeight": 0.6060013255369001,
          "weight": 0.5457662819270488,
          "estimatedVolatility": 0.18322861508942898,
          "side": 1.0,
          "assetReturn": 0.02397727899245461,
          "rebalanceTurnover": 0.06025148522438706,
          "rebalanceFeeFraction": 3.012574261219353e-05,
          "postFeeEquityFactor": 0.9999698742573878,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 176,
          "decisionSession": 175,
          "pretradeWeight": 0.5516336003316783,
          "weight": 0.5208800802991013,
          "estimatedVolatility": 0.19198276874511638,
          "side": 1.0,
          "assetReturn": -0.002318013191919155,
          "rebalanceTurnover": 0.03076153156709338,
          "rebalanceFeeFraction": 1.538076578354669e-05,
          "postFeeEquityFactor": 0.9999846192342164,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 177,
          "decisionSession": 176,
          "pretradeWeight": 0.5203008882828696,
          "weight": 0.5199862083073717,
          "estimatedVolatility": 0.19231279292101627,
          "side": 1.0,
          "assetReturn": -0.0003792573652183773,
          "rebalanceTurnover": 0.0003147618113982231,
          "rebalanceFeeFraction": 1.5738090569911156e-07,
          "postFeeEquityFactor": 0.9999998426190944,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 178,
          "decisionSession": 177,
          "pretradeWeight": 0.5198915267878516,
          "weight": 0.5199738979209676,
          "estimatedVolatility": 0.19231734592800523,
          "side": 1.0,
          "assetReturn": 0.031718686586526657,
          "rebalanceTurnover": 8.234972326259804e-05,
          "rebalanceFeeFraction": 4.1174861631299024e-08,
          "postFeeEquityFactor": 0.9999999588251381,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 179,
          "decisionSession": 178,
          "pretradeWeight": 0.5277624593090677,
          "weight": 0.4752159538694964,
          "estimatedVolatility": 0.21043064565854613,
          "side": 1.0,
          "assetReturn": 0.02577138254923983,
          "rebalanceTurnover": 0.052558993875775895,
          "rebalanceFeeFraction": 2.6279496937887948e-05,
          "postFeeEquityFactor": 0.9999737205030621,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 180,
          "decisionSession": 179,
          "pretradeWeight": 0.48156521029575977,
          "weight": 0.44852299942011853,
          "estimatedVolatility": 0.22295400710618385,
          "side": 1.0,
          "assetReturn": 0.010693346013348703,
          "rebalanceTurnover": 0.03304962263357786,
          "rebalanceFeeFraction": 1.6524811316788928e-05,
          "postFeeEquityFactor": 0.9999834751886832,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 181,
          "decisionSession": 180,
          "pretradeWeight": 0.451155374395269,
          "weight": 0.4500448245951137,
          "estimatedVolatility": 0.2222000888244094,
          "side": 1.0,
          "assetReturn": 0.012152269923988213,
          "rebalanceTurnover": 0.0011107997549957838,
          "rebalanceFeeFraction": 5.553998774978919e-07,
          "postFeeEquityFactor": 0.9999994446001225,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 182,
          "decisionSession": 181,
          "pretradeWeight": 0.4530362057872136,
          "weight": 0.4495847851728726,
          "estimatedVolatility": 0.22242745595037963,
          "side": 1.0,
          "assetReturn": 0.004642116223423587,
          "rebalanceTurnover": 0.003452196641883787,
          "rebalanceFeeFraction": 1.7260983209418934e-06,
          "postFeeEquityFactor": 0.9999982739016791,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 183,
          "decisionSession": 182,
          "pretradeWeight": 0.4507311229548961,
          "weight": 0.4709791034958745,
          "estimatedVolatility": 0.21232364505716536,
          "side": 1.0,
          "assetReturn": -0.02513832242199132,
          "rebalanceTurnover": 0.020243213475711064,
          "rebalanceFeeFraction": 1.0121606737855533e-05,
          "postFeeEquityFactor": 0.999989878393262,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 184,
          "decisionSession": 183,
          "pretradeWeight": 0.4646406497858853,
          "weight": 0.43674549300941523,
          "estimatedVolatility": 0.2289663009707217,
          "side": 1.0,
          "assetReturn": -0.021546104472812022,
          "rebalanceTurnover": 0.027901249648986826,
          "rebalanceFeeFraction": 1.3950624824493413e-05,
          "postFeeEquityFactor": 0.9999860493751755,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 185,
          "decisionSession": 184,
          "pretradeWeight": 0.4313948250502841,
          "weight": 0.39905944180948943,
          "estimatedVolatility": 0.2505892343921533,
          "side": 1.0,
          "assetReturn": -0.014449229824582521,
          "rebalanceTurnover": 0.03234183639838478,
          "rebalanceFeeFraction": 1.6170918199192392e-05,
          "postFeeEquityFactor": 0.9999838290818008,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 186,
          "decisionSession": 185,
          "pretradeWeight": 0.39557426159924214,
          "weight": 0.39359645514102837,
          "estimatedVolatility": 0.2540673288436231,
          "side": 1.0,
          "assetReturn": -0.02981051566588233,
          "rebalanceTurnover": 0.0019781957636338943,
          "rebalanceFeeFraction": 9.890978818169472e-07,
          "postFeeEquityFactor": 0.9999990109021181,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 187,
          "decisionSession": 186,
          "pretradeWeight": 0.3863968572299408,
          "weight": 0.3502106315698075,
          "estimatedVolatility": 0.2855424449901859,
          "side": 1.0,
          "assetReturn": 0.012114839106396547,
          "rebalanceTurnover": 0.03619256317033637,
          "rebalanceFeeFraction": 1.8096281585168185e-05,
          "postFeeEquityFactor": 0.9999819037184148,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 188,
          "decisionSession": 187,
          "pretradeWeight": 0.3529558750898366,
          "weight": 0.34789154169592806,
          "estimatedVolatility": 0.2874459077461683,
          "side": 1.0,
          "assetReturn": 0.006292478733449958,
          "rebalanceTurnover": 0.005065214466543455,
          "rebalanceFeeFraction": 2.5326072332717277e-06,
          "postFeeEquityFactor": 0.9999974673927667,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 189,
          "decisionSession": 188,
          "pretradeWeight": 0.34931595422360917,
          "weight": 0.35105909533319296,
          "estimatedVolatility": 0.2848523263728268,
          "side": 1.0,
          "assetReturn": 0.01790099763689912,
          "rebalanceTurnover": 0.001742835190511105,
          "rebalanceFeeFraction": 8.714175952555525e-07,
          "postFeeEquityFactor": 0.9999991285824047,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 190,
          "decisionSession": 189,
          "pretradeWeight": 0.35511177160917284,
          "weight": 0.3435628780531519,
          "estimatedVolatility": 0.29106753490558784,
          "side": 1.0,
          "assetReturn": 0.009864600671333879,
          "rebalanceTurnover": 0.011550877782428415,
          "rebalanceFeeFraction": 5.775438891214207e-06,
          "postFeeEquityFactor": 0.9999942245611089,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 191,
          "decisionSession": 190,
          "pretradeWeight": 0.3457801016437589,
          "weight": 0.37206585840904416,
          "estimatedVolatility": 0.2687696216675204,
          "side": 1.0,
          "assetReturn": -0.008468828028455055,
          "rebalanceTurnover": 0.02628086765849269,
          "rebalanceFeeFraction": 1.3140433829246345e-05,
          "postFeeEquityFactor": 0.9999868595661707,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 192,
          "decisionSession": 191,
          "pretradeWeight": 0.3700810077461763,
          "weight": 0.37055110454101253,
          "estimatedVolatility": 0.2698683090524482,
          "side": 1.0,
          "assetReturn": -0.0028893062584126605,
          "rebalanceTurnover": 0.0004700097135269532,
          "rebalanceFeeFraction": 2.350048567634766e-07,
          "postFeeEquityFactor": 0.9999997649951432,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 193,
          "decisionSession": 192,
          "pretradeWeight": 0.36987647184335765,
          "weight": 0.3683772946278861,
          "estimatedVolatility": 0.27146081329744914,
          "side": 1.0,
          "assetReturn": 0.004550763488951448,
          "rebalanceTurnover": 0.001499453397764583,
          "rebalanceFeeFraction": 7.497266988822915e-07,
          "postFeeEquityFactor": 0.9999992502733012,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 194,
          "decisionSession": 193,
          "pretradeWeight": 0.36943437354671593,
          "weight": 0.3677437858969658,
          "estimatedVolatility": 0.27192845626497664,
          "side": 1.0,
          "assetReturn": 0.003263927069543593,
          "rebalanceTurnover": 0.001690898558468823,
          "rebalanceFeeFraction": 8.454492792344115e-07,
          "postFeeEquityFactor": 0.9999991545507207,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 195,
          "decisionSession": 194,
          "pretradeWeight": 0.36850176621573355,
          "weight": 0.382727397787087,
          "estimatedVolatility": 0.26128257495594936,
          "side": 1.0,
          "assetReturn": 0.01058079387701083,
          "rebalanceTurnover": 0.01422290982272073,
          "rebalanceFeeFraction": 7.111454911360365e-06,
          "postFeeEquityFactor": 0.9999928885450886,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 196,
          "decisionSession": 195,
          "pretradeWeight": 0.38521699825952666,
          "weight": 0.3915460699831644,
          "estimatedVolatility": 0.25539778755613557,
          "side": 1.0,
          "assetReturn": 0.002674798546424162,
          "rebalanceTurnover": 0.006327832904585107,
          "rebalanceFeeFraction": 3.1639164522925536e-06,
          "postFeeEquityFactor": 0.9999968360835477,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 197,
          "decisionSession": 196,
          "pretradeWeight": 0.3921826412718879,
          "weight": 0.3923094436485597,
          "estimatedVolatility": 0.25490082285549676,
          "side": 1.0,
          "assetReturn": 0.0125380385350915,
          "rebalanceTurnover": 0.00012677750866485482,
          "rebalanceFeeFraction": 6.338875433242742e-08,
          "postFeeEquityFactor": 0.9999999366112458,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 198,
          "decisionSession": 197,
          "pretradeWeight": 0.3952839156348108,
          "weight": 0.3909272356091712,
          "estimatedVolatility": 0.2558020800064563,
          "side": 1.0,
          "assetReturn": -0.004662485155153995,
          "rebalanceTurnover": 0.004357531764562994,
          "rebalanceFeeFraction": 2.178765882281497e-06,
          "postFeeEquityFactor": 0.9999978212341177,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 199,
          "decisionSession": 198,
          "pretradeWeight": 0.3898150561293861,
          "weight": 0.4203236136594827,
          "estimatedVolatility": 0.2379119248841754,
          "side": 1.0,
          "assetReturn": 4.821404227817183e-05,
          "rebalanceTurnover": 0.030502147143740665,
          "rebalanceFeeFraction": 1.5251073571870333e-05,
          "postFeeEquityFactor": 0.9999847489264282,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 200,
          "decisionSession": 199,
          "pretradeWeight": 0.42033536085350526,
          "weight": 0.45437070264396356,
          "estimatedVolatility": 0.220084612449932,
          "side": 1.0,
          "assetReturn": 0.01985207596152394,
          "rebalanceTurnover": 0.03402761121564957,
          "rebalanceFeeFraction": 1.7013805607824785e-05,
          "postFeeEquityFactor": 0.9999829861943921,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 201,
          "decisionSession": 200,
          "pretradeWeight": 0.45924839122663413,
          "weight": 0.416617132041448,
          "estimatedVolatility": 0.24002853533649524,
          "side": 1.0,
          "assetReturn": 0.010253196803569065,
          "rebalanceTurnover": 0.042640141491915196,
          "rebalanceFeeFraction": 2.1320070745957597e-05,
          "postFeeEquityFactor": 0.999978679929254,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 202,
          "decisionSession": 201,
          "pretradeWeight": 0.4190985440713827,
          "weight": 0.42004245967863607,
          "estimatedVolatility": 0.238071170415742,
          "side": 1.0,
          "assetReturn": 0.008621686192897604,
          "rebalanceTurnover": 0.0009437174065631271,
          "rebalanceFeeFraction": 4.7185870328156354e-07,
          "postFeeEquityFactor": 0.9999995281412969,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 203,
          "decisionSession": 202,
          "pretradeWeight": 0.4221351822505675,
          "weight": 0.418506748943914,
          "estimatedVolatility": 0.23894477270043132,
          "side": 1.0,
          "assetReturn": 0.0058653465274522976,
          "rebalanceTurnover": 0.0036291927274783586,
          "rebalanceFeeFraction": 1.8145963637391794e-06,
          "postFeeEquityFactor": 0.9999981854036363,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 204,
          "decisionSession": 203,
          "pretradeWeight": 0.41993063772843514,
          "weight": 0.4369580318332316,
          "estimatedVolatility": 0.22885493048487038,
          "side": 1.0,
          "assetReturn": 0.0009437798678624265,
          "rebalanceTurnover": 0.017023674789081344,
          "rebalanceFeeFraction": 8.511837394540672e-06,
          "postFeeEquityFactor": 0.9999914881626056,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 205,
          "decisionSession": 204,
          "pretradeWeight": 0.4371901302299748,
          "weight": 0.47992664518127454,
          "estimatedVolatility": 0.20836517622860615,
          "side": 1.0,
          "assetReturn": -0.015314644673962485,
          "rebalanceTurnover": 0.042726262215456556,
          "rebalanceFeeFraction": 2.136313110772828e-05,
          "postFeeEquityFactor": 0.9999786368688922,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 206,
          "decisionSession": 205,
          "pretradeWeight": 0.476075851920532,
          "weight": 0.49807904375768414,
          "estimatedVolatility": 0.20077134594052523,
          "side": 1.0,
          "assetReturn": 0.0018287182888994113,
          "rebalanceTurnover": 0.021997713537090513,
          "rebalanceFeeFraction": 1.0998856768545257e-05,
          "postFeeEquityFactor": 0.9999890011432315,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 207,
          "decisionSession": 206,
          "pretradeWeight": 0.4985358005465939,
          "weight": 0.6751109843878443,
          "estimatedVolatility": 0.14812379343919996,
          "side": 1.0,
          "assetReturn": 0.0029552250132502955,
          "rebalanceTurnover": 0.17651560003100214,
          "rebalanceFeeFraction": 8.825780001550108e-05,
          "postFeeEquityFactor": 0.9999117421999846,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 208,
          "decisionSession": 207,
          "pretradeWeight": 0.6757578814169696,
          "weight": 0.6601203401914764,
          "estimatedVolatility": 0.15148753024485465,
          "side": 1.0,
          "assetReturn": -0.002498370725139809,
          "rebalanceTurnover": 0.01564270425912173,
          "rebalanceFeeFraction": 7.821352129560865e-06,
          "postFeeEquityFactor": 0.9999921786478705,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 209,
          "decisionSession": 208,
          "pretradeWeight": 0.6595588760654874,
          "weight": 0.6578608218796278,
          "estimatedVolatility": 0.15200783611688845,
          "side": 1.0,
          "assetReturn": -0.002464675921935111,
          "rebalanceTurnover": 0.0016986129113024662,
          "rebalanceFeeFraction": 8.493064556512331e-07,
          "postFeeEquityFactor": 0.9999991506935444,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 210,
          "decisionSession": 209,
          "pretradeWeight": 0.6573051717807511,
          "weight": 0.7353855251443372,
          "estimatedVolatility": 0.1359830953707888,
          "side": 1.0,
          "assetReturn": 0.008587516033324638,
          "rebalanceTurnover": 0.07805165433518024,
          "rebalanceFeeFraction": 3.902582716759012e-05,
          "postFeeEquityFactor": 0.9999609741728324,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 211,
          "decisionSession": 210,
          "pretradeWeight": 0.7370461144273089,
          "weight": 0.7377255608344477,
          "estimatedVolatility": 0.13555176248317755,
          "side": 1.0,
          "assetReturn": 0.006564901738681739,
          "rebalanceTurnover": 0.0006791958770591133,
          "rebalanceFeeFraction": 3.3959793852955667e-07,
          "postFeeEquityFactor": 0.9999996604020615,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 212,
          "decisionSession": 211,
          "pretradeWeight": 0.7389896589254973,
          "weight": 0.763739507382915,
          "estimatedVolatility": 0.13093469570883826,
          "side": 1.0,
          "assetReturn": -0.00028511935949382394,
          "rebalanceTurnover": 0.024740400846640087,
          "rebalanceFeeFraction": 1.2370200423320044e-05,
          "postFeeEquityFactor": 0.9999876297995767,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 213,
          "decisionSession": 212,
          "pretradeWeight": 0.7636880488204641,
          "weight": 0.7874750617392768,
          "estimatedVolatility": 0.1269881483981632,
          "side": 1.0,
          "assetReturn": -0.007066087183318137,
          "rebalanceTurnover": 0.023777650765310576,
          "rebalanceFeeFraction": 1.1888825382655288e-05,
          "postFeeEquityFactor": 0.9999881111746175,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 214,
          "decisionSession": 213,
          "pretradeWeight": 0.78628587783624,
          "weight": 0.800300115196634,
          "estimatedVolatility": 0.12495312458555621,
          "side": 1.0,
          "assetReturn": -0.004969229008220277,
          "rebalanceTurnover": 0.014008631805570104,
          "rebalanceFeeFraction": 7.0043159027850525e-06,
          "postFeeEquityFactor": 0.9999929956840973,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 215,
          "decisionSession": 214,
          "pretradeWeight": 0.799502762837274,
          "weight": 0.7493697343477268,
          "estimatedVolatility": 0.1334454747989561,
          "side": 1.0,
          "assetReturn": 0.00416917848881071,
          "rebalanceTurnover": 0.05015181961741899,
          "rebalanceFeeFraction": 2.5075909808709497e-05,
          "postFeeEquityFactor": 0.9999749240901913,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 216,
          "decisionSession": 215,
          "pretradeWeight": 0.750150328726427,
          "weight": 0.7493002150234138,
          "estimatedVolatility": 0.13345785573660252,
          "side": 1.0,
          "assetReturn": -0.0032085080971412383,
          "rebalanceTurnover": 0.0008504323175723139,
          "rebalanceFeeFraction": 4.2521615878615693e-07,
          "postFeeEquityFactor": 0.9999995747838413,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 217,
          "decisionSession": 216,
          "pretradeWeight": 0.7486960461895944,
          "weight": 0.7451366333701223,
          "estimatedVolatility": 0.13420357491714982,
          "side": 1.0,
          "assetReturn": -0.011355739361393113,
          "rebalanceTurnover": 0.0035607394381707014,
          "rebalanceFeeFraction": 1.7803697190853507e-06,
          "postFeeEquityFactor": 0.999998219630281,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 218,
          "decisionSession": 217,
          "pretradeWeight": 0.7429616837632449,
          "weight": 0.765540305835688,
          "estimatedVolatility": 0.13062669494695886,
          "side": 1.0,
          "assetReturn": 0.0039761079209181815,
          "rebalanceTurnover": 0.022569982956615497,
          "rebalanceFeeFraction": 1.1284991478307748e-05,
          "postFeeEquityFactor": 0.9999887150085217,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 219,
          "decisionSession": 218,
          "pretradeWeight": 0.7662518051577751,
          "weight": 0.7641262734350813,
          "estimatedVolatility": 0.13086842250621267,
          "side": 1.0,
          "assetReturn": 0.001992668075584181,
          "rebalanceTurnover": 0.002126344120398249,
          "rebalanceFeeFraction": 1.0631720601991247e-06,
          "postFeeEquityFactor": 0.9999989368279397,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 220,
          "decisionSession": 219,
          "pretradeWeight": 0.76448488053898,
          "weight": 0.8022369016823366,
          "estimatedVolatility": 0.12465145867797192,
          "side": 1.0,
          "assetReturn": -0.002744607927208653,
          "rebalanceTurnover": 0.03773688418283361,
          "rebalanceFeeFraction": 1.8868442091416805e-05,
          "postFeeEquityFactor": 0.9999811315579086,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 221,
          "decisionSession": 220,
          "pretradeWeight": 0.8018005009196709,
          "weight": 1.0,
          "estimatedVolatility": 0.0761134658175476,
          "side": 1.0,
          "assetReturn": -0.0029771360872197228,
          "rebalanceTurnover": 0.19810044885590128,
          "rebalanceFeeFraction": 9.905022442795064e-05,
          "postFeeEquityFactor": 0.9999009497755722,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 222,
          "decisionSession": 221,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07087960626777094,
          "side": 1.0,
          "assetReturn": -0.006658055617534742,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 223,
          "decisionSession": 222,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06593381734745644,
          "side": 1.0,
          "assetReturn": 0.003545968334181415,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 224,
          "decisionSession": 223,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06736937665091408,
          "side": 1.0,
          "assetReturn": 0.0030287865725242558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 225,
          "decisionSession": 224,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0674442352606536,
          "side": 1.0,
          "assetReturn": -0.007144703822311693,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 226,
          "decisionSession": 225,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0706856129682109,
          "side": 1.0,
          "assetReturn": 0.003931080122723474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 227,
          "decisionSession": 226,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07540536831234514,
          "side": 1.0,
          "assetReturn": 0.0010788329169395539,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 228,
          "decisionSession": 227,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07685336563485136,
          "side": 1.0,
          "assetReturn": -0.013732388056829192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 229,
          "decisionSession": 228,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08841627822176572,
          "side": 1.0,
          "assetReturn": 0.0026332441524059558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 230,
          "decisionSession": 229,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08968683137016384,
          "side": 1.0,
          "assetReturn": 0.008320814384899178,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 231,
          "decisionSession": 230,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08569381549971289,
          "side": 1.0,
          "assetReturn": -0.020165033943977062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 232,
          "decisionSession": 231,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0847449359255885,
          "side": 1.0,
          "assetReturn": 0.00886424734145641,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 233,
          "decisionSession": 232,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08697362837935134,
          "side": 1.0,
          "assetReturn": 0.001746408401136712,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 234,
          "decisionSession": 233,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08607919100860373,
          "side": 1.0,
          "assetReturn": -0.00956117033476711,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 235,
          "decisionSession": 234,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08789016313958682,
          "side": 1.0,
          "assetReturn": 0.0058793267118830705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 236,
          "decisionSession": 235,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08739651535398611,
          "side": 1.0,
          "assetReturn": -0.005338257519577283,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 237,
          "decisionSession": 236,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08952626837255565,
          "side": 1.0,
          "assetReturn": -0.002544683215781496,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 238,
          "decisionSession": 237,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.08963359466286844,
          "side": 0.0,
          "assetReturn": -0.005030963086656626,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 239,
          "decisionSession": 238,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09455716288577966,
          "side": 0.0,
          "assetReturn": 0.005051255893408602,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 240,
          "decisionSession": 239,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09583810727031028,
          "side": 0.0,
          "assetReturn": -0.006662621266018354,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 241,
          "decisionSession": 240,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09500707485037779,
          "side": 0.0,
          "assetReturn": 0.024128598556508063,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 242,
          "decisionSession": 241,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11510674176087361,
          "side": 0.0,
          "assetReturn": 2.126707464356059e-06,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 243,
          "decisionSession": 242,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11947075502427054,
          "side": 0.0,
          "assetReturn": 0.01690643231867095,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 244,
          "decisionSession": 243,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1222011576328261,
          "side": 0.0,
          "assetReturn": -0.011911404908449996,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 245,
          "decisionSession": 244,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12240258016129676,
          "side": 0.0,
          "assetReturn": -0.0018537975944274976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 246,
          "decisionSession": 245,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12728001481739018,
          "side": 0.0,
          "assetReturn": -0.01422754570328788,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 247,
          "decisionSession": 246,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1289250529783561,
          "side": 0.0,
          "assetReturn": 0.007175378670292387,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 248,
          "decisionSession": 247,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12606706991876654,
          "side": 0.0,
          "assetReturn": 0.0017417731943307757,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 249,
          "decisionSession": 248,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11995582693347015,
          "side": 0.0,
          "assetReturn": 0.004243033464787382,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 250,
          "decisionSession": 249,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12415213282657661,
          "side": 0.0,
          "assetReturn": -0.022723130817930537,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 251,
          "decisionSession": 250,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1529868946967625,
          "side": 0.0,
          "assetReturn": 0.004602031862034783,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 252,
          "decisionSession": 251,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15341973226183053,
          "side": 0.0,
          "assetReturn": -0.002823094529607051,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 253,
          "decisionSession": 252,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15205363496178967,
          "side": 0.0,
          "assetReturn": 0.00330943139702633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 254,
          "decisionSession": 253,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1546959854513369,
          "side": 0.0,
          "assetReturn": -0.00864586798721001,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 255,
          "decisionSession": 254,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15200408114026923,
          "side": 0.0,
          "assetReturn": -0.005604066747508685,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 256,
          "decisionSession": 255,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15572743624607227,
          "side": 0.0,
          "assetReturn": -0.011276129216354902,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 257,
          "decisionSession": 256,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15777974502713984,
          "side": 0.0,
          "assetReturn": 0.010925697730219452,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 258,
          "decisionSession": 257,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16843852848398047,
          "side": 0.0,
          "assetReturn": 0.008264555915026062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 259,
          "decisionSession": 258,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16746091034540594,
          "side": 0.0,
          "assetReturn": -0.01016824639214331,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 260,
          "decisionSession": 259,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1755295510570042,
          "side": 0.0,
          "assetReturn": -0.00031962884967107197,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 261,
          "decisionSession": 260,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17661484943514222,
          "side": 0.0,
          "assetReturn": 0.006784112544280241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 262,
          "decisionSession": 261,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1666759669756359,
          "side": 0.0,
          "assetReturn": 0.0031688540868910486,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 263,
          "decisionSession": 262,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1626841818529548,
          "side": 0.0,
          "assetReturn": -0.012859842907063435,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 264,
          "decisionSession": 263,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15867765526041516,
          "side": 0.0,
          "assetReturn": 0.013907076117963824,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 265,
          "decisionSession": 264,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16946655199474078,
          "side": 0.0,
          "assetReturn": -0.011192546929426506,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 266,
          "decisionSession": 265,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17032150196298107,
          "side": 0.0,
          "assetReturn": 0.014465213032170743,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 267,
          "decisionSession": 266,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1718451110287006,
          "side": 0.0,
          "assetReturn": 0.008266285059813194,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 268,
          "decisionSession": 267,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18480576708881624,
          "side": 0.0,
          "assetReturn": 0.02662633285412208,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 269,
          "decisionSession": 268,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20616296117337715,
          "side": 0.0,
          "assetReturn": 0.009210963974946917,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 270,
          "decisionSession": 269,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20659577003830867,
          "side": 0.0,
          "assetReturn": 0.013784048533709958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 271,
          "decisionSession": 270,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18627008911976953,
          "side": 0.0,
          "assetReturn": -0.013088464136243538,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 272,
          "decisionSession": 271,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.19678526091928486,
          "side": 0.0,
          "assetReturn": 0.006933968487787157,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 273,
          "decisionSession": 272,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.195463035583463,
          "side": 0.0,
          "assetReturn": 0.0022054370763853193,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 274,
          "decisionSession": 273,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1940142862729485,
          "side": 0.0,
          "assetReturn": 0.009311023045233124,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 275,
          "decisionSession": 274,
          "pretradeWeight": 0.0,
          "weight": 0.5240239638120482,
          "estimatedVolatility": 0.19083096748580575,
          "side": 1.0,
          "assetReturn": 0.0327893464428477,
          "rebalanceTurnover": 0.5238866992196913,
          "rebalanceFeeFraction": 0.0002619433496098457,
          "postFeeEquityFactor": 0.9997380566503901,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 276,
          "decisionSession": 275,
          "pretradeWeight": 0.532064225013458,
          "weight": 0.4928983097605224,
          "estimatedVolatility": 0.20288160462263627,
          "side": 1.0,
          "assetReturn": -0.0036768802707912718,
          "rebalanceTurnover": 0.039175570039063634,
          "rebalanceFeeFraction": 1.958778501953182e-05,
          "postFeeEquityFactor": 0.9999804122149805,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 277,
          "decisionSession": 276,
          "pretradeWeight": 0.4919776065162855,
          "weight": 0.5094158546323507,
          "estimatedVolatility": 0.19630327381971802,
          "side": 1.0,
          "assetReturn": -0.031627471595855994,
          "rebalanceTurnover": 0.017433807587069583,
          "rebalanceFeeFraction": 8.716903793534791e-06,
          "postFeeEquityFactor": 0.9999912830962067,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 278,
          "decisionSession": 277,
          "pretradeWeight": 0.5013823588190687,
          "weight": 0.44446741501911374,
          "estimatedVolatility": 0.22498837174756586,
          "side": 1.0,
          "assetReturn": 0.00689659717557678,
          "rebalanceTurnover": 0.05692759503045819,
          "rebalanceFeeFraction": 2.8463797515229097e-05,
          "postFeeEquityFactor": 0.9999715362024847,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 279,
          "decisionSession": 278,
          "pretradeWeight": 0.44616509220623163,
          "weight": 0.4440663004480659,
          "estimatedVolatility": 0.2251915984146947,
          "side": 1.0,
          "assetReturn": -0.003305313483426664,
          "rebalanceTurnover": 0.0020992578630021907,
          "rebalanceFeeFraction": 1.0496289315010955e-06,
          "postFeeEquityFactor": 0.9999989503710685,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 280,
          "decisionSession": 279,
          "pretradeWeight": 0.4432491135615169,
          "weight": 0.4616696722620326,
          "estimatedVolatility": 0.2166050880276199,
          "side": 1.0,
          "assetReturn": 0.015149530133269806,
          "rebalanceTurnover": 0.01841630757517443,
          "rebalanceFeeFraction": 9.208153787587215e-06,
          "postFeeEquityFactor": 0.9999907918462124,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 281,
          "decisionSession": 280,
          "pretradeWeight": 0.4654086462154568,
          "weight": 0.45563330071367425,
          "estimatedVolatility": 0.21947473954025426,
          "side": 1.0,
          "assetReturn": 0.012412070197295622,
          "rebalanceTurnover": 0.009777572995711026,
          "rebalanceFeeFraction": 4.888786497855513e-06,
          "postFeeEquityFactor": 0.9999951112135022,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 282,
          "decisionSession": 281,
          "pretradeWeight": 0.4586945737163368,
          "weight": 0.45476488785501074,
          "estimatedVolatility": 0.21989384552459612,
          "side": 1.0,
          "assetReturn": 0.006642289752916364,
          "rebalanceTurnover": 0.003930579606122975,
          "rebalanceFeeFraction": 1.9652898030614874e-06,
          "postFeeEquityFactor": 0.9999980347101969,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 283,
          "decisionSession": 282,
          "pretradeWeight": 0.456406908718016,
          "weight": 0.45562135194593595,
          "estimatedVolatility": 0.21948049531240144,
          "side": 1.0,
          "assetReturn": 0.009507929338968601,
          "rebalanceTurnover": 0.0007857357710772117,
          "rebalanceFeeFraction": 3.9286788553860586e-07,
          "postFeeEquityFactor": 0.9999996071321144,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 284,
          "decisionSession": 283,
          "pretradeWeight": 0.4579694368119818,
          "weight": 0.4593911756389902,
          "estimatedVolatility": 0.21767940984261397,
          "side": 1.0,
          "assetReturn": -0.008252793988988372,
          "rebalanceTurnover": 0.0014214123348665342,
          "rebalanceFeeFraction": 7.107061674332672e-07,
          "postFeeEquityFactor": 0.9999992892938325,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 285,
          "decisionSession": 284,
          "pretradeWeight": 0.45733378653279627,
          "weight": 0.4538620491478135,
          "estimatedVolatility": 0.22033126626860153,
          "side": 1.0,
          "assetReturn": 0.0006713527301567268,
          "rebalanceTurnover": 0.003472525408731608,
          "rebalanceFeeFraction": 1.7362627043658041e-06,
          "postFeeEquityFactor": 0.9999982637372957,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 286,
          "decisionSession": 285,
          "pretradeWeight": 0.45402840752508944,
          "weight": 0.4716816785450437,
          "estimatedVolatility": 0.2120073866520775,
          "side": 1.0,
          "assetReturn": -0.005178282736941209,
          "rebalanceTurnover": 0.017649108639360478,
          "rebalanceFeeFraction": 8.824554319680239e-06,
          "postFeeEquityFactor": 0.9999911754456805,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 287,
          "decisionSession": 286,
          "pretradeWeight": 0.47038810090245137,
          "weight": 0.4638802430443096,
          "estimatedVolatility": 0.21557288006863456,
          "side": 1.0,
          "assetReturn": -0.003976075320178074,
          "rebalanceTurnover": 0.006509367641663655,
          "rebalanceFeeFraction": 3.2546838208318276e-06,
          "postFeeEquityFactor": 0.9999967453161791,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 288,
          "decisionSession": 287,
          "pretradeWeight": 0.46288958435515715,
          "weight": 0.4726270103645844,
          "estimatedVolatility": 0.21158333698038126,
          "side": 1.0,
          "assetReturn": 0.002702445742819526,
          "rebalanceTurnover": 0.009735125467804528,
          "rebalanceFeeFraction": 4.867562733902265e-06,
          "postFeeEquityFactor": 0.999995132437266,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 289,
          "decisionSession": 288,
          "pretradeWeight": 0.47329973767004674,
          "weight": 0.5124885697734196,
          "estimatedVolatility": 0.19512630309825602,
          "side": 1.0,
          "assetReturn": -0.0008207494817603633,
          "rebalanceTurnover": 0.039178792761638936,
          "rebalanceFeeFraction": 1.958939638081947e-05,
          "postFeeEquityFactor": 0.9999804106036192,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 290,
          "decisionSession": 289,
          "pretradeWeight": 0.5122834241213253,
          "weight": 0.5193054992897187,
          "estimatedVolatility": 0.19256487777767659,
          "side": 1.0,
          "assetReturn": -0.015284862130398591,
          "rebalanceTurnover": 0.00702025234056991,
          "rebalanceFeeFraction": 3.5101261702849554e-06,
          "postFeeEquityFactor": 0.9999964898738297,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 291,
          "decisionSession": 290,
          "pretradeWeight": 0.515459452413508,
          "weight": 0.5009367928943387,
          "estimatedVolatility": 0.19962598359408737,
          "side": 1.0,
          "assetReturn": -0.005911774759166821,
          "rebalanceTurnover": 0.014526297897710094,
          "rebalanceFeeFraction": 7.263148948855048e-06,
          "postFeeEquityFactor": 0.9999927368510512,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 292,
          "decisionSession": 291,
          "pretradeWeight": 0.4994544645877788,
          "weight": 0.5181021455605489,
          "estimatedVolatility": 0.19301213256279276,
          "side": 1.0,
          "assetReturn": 0.007690800365975026,
          "rebalanceTurnover": 0.018642851522083614,
          "rebalanceFeeFraction": 9.321425761041807e-06,
          "postFeeEquityFactor": 0.999990678574239,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 293,
          "decisionSession": 292,
          "pretradeWeight": 0.5200147046500349,
          "weight": 0.5180378512292573,
          "estimatedVolatility": 0.1930360875420763,
          "side": 1.0,
          "assetReturn": -0.0064753220610404005,
          "rebalanceTurnover": 0.0019773655958897907,
          "rebalanceFeeFraction": 9.886827979448954e-07,
          "postFeeEquityFactor": 0.999999011317202,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 294,
          "decisionSession": 293,
          "pretradeWeight": 0.5164156860598834,
          "weight": 0.5167186916487873,
          "estimatedVolatility": 0.1935288999918157,
          "side": 1.0,
          "assetReturn": -0.00905390237320014,
          "rebalanceTurnover": 0.0003029273247984188,
          "rebalanceFeeFraction": 1.5146366239920938e-07,
          "postFeeEquityFactor": 0.9999998485363377,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 295,
          "decisionSession": 294,
          "pretradeWeight": 0.5144471196116143,
          "weight": 0.5199907600870762,
          "estimatedVolatility": 0.19231110949597313,
          "side": 1.0,
          "assetReturn": -0.0015548760725317967,
          "rebalanceTurnover": 0.005542199529189107,
          "rebalanceFeeFraction": 2.7710997645945536e-06,
          "postFeeEquityFactor": 0.9999972289002353,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 296,
          "decisionSession": 295,
          "pretradeWeight": 0.5196023484057531,
          "weight": 0.6118666783017682,
          "estimatedVolatility": 0.16343429630381134,
          "side": 1.0,
          "assetReturn": -0.006845346301575295,
          "rebalanceTurnover": 0.09223611179434343,
          "rebalanceFeeFraction": 4.611805589717172e-05,
          "postFeeEquityFactor": 0.9999538819441027,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 297,
          "decisionSession": 296,
          "pretradeWeight": 0.6102341677709493,
          "weight": 0.6123921387898665,
          "estimatedVolatility": 0.1632940621961732,
          "side": 1.0,
          "assetReturn": 0.0005022302141239887,
          "rebalanceTurnover": 0.002157310458934303,
          "rebalanceFeeFraction": 1.0786552294671514e-06,
          "postFeeEquityFactor": 0.9999989213447706,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 298,
          "decisionSession": 297,
          "pretradeWeight": 0.6125113155207037,
          "weight": 0.7548346720852864,
          "estimatedVolatility": 0.1324793411035858,
          "side": 1.0,
          "assetReturn": 0.0013837681526052137,
          "rebalanceTurnover": 0.1422696615279292,
          "rebalanceFeeFraction": 7.113483076396459e-05,
          "postFeeEquityFactor": 0.9999288651692361,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 299,
          "decisionSession": 298,
          "pretradeWeight": 0.7550904840372753,
          "weight": 0.7561566994455893,
          "estimatedVolatility": 0.13224772070831292,
          "side": 1.0,
          "assetReturn": -0.007098946170753906,
          "rebalanceTurnover": 0.001065812447702763,
          "rebalanceFeeFraction": 5.329062238513815e-07,
          "postFeeEquityFactor": 0.9999994670937763,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 300,
          "decisionSession": 299,
          "pretradeWeight": 0.7548407050155658,
          "weight": 0.7569742467342147,
          "estimatedVolatility": 0.13210489053151572,
          "side": 1.0,
          "assetReturn": -0.0031850611356899483,
          "rebalanceTurnover": 0.002132734506100631,
          "rebalanceFeeFraction": 1.0663672530503154e-06,
          "postFeeEquityFactor": 0.9999989336327468,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 301,
          "decisionSession": 300,
          "pretradeWeight": 0.756386893279518,
          "weight": 0.794325095219792,
          "estimatedVolatility": 0.12589303875931268,
          "side": 1.0,
          "assetReturn": 0.002675776577429012,
          "rebalanceTurnover": 0.03792314028926347,
          "rebalanceFeeFraction": 1.8961570144631736e-05,
          "postFeeEquityFactor": 0.9999810384298555,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 302,
          "decisionSession": 301,
          "pretradeWeight": 0.7947613170046924,
          "weight": 0.9890610896367151,
          "estimatedVolatility": 0.10110598935474277,
          "side": 1.0,
          "assetReturn": 0.009016298976061154,
          "rebalanceTurnover": 0.19420373295415905,
          "rebalanceFeeFraction": 9.710186647707953e-05,
          "postFeeEquityFactor": 0.9999028981335228,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 303,
          "decisionSession": 302,
          "pretradeWeight": 0.9891577770087279,
          "weight": 0.9168206832956788,
          "estimatedVolatility": 0.10907258291832139,
          "side": 1.0,
          "assetReturn": -0.0020071953358190564,
          "rebalanceTurnover": 0.0723702689927832,
          "rebalanceFeeFraction": 3.6185134496391604e-05,
          "postFeeEquityFactor": 0.9999638148655037,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 304,
          "decisionSession": 303,
          "pretradeWeight": 0.9166673313355534,
          "weight": 0.98859006703978,
          "estimatedVolatility": 0.10115416220945712,
          "side": 1.0,
          "assetReturn": -0.012616461210861796,
          "rebalanceTurnover": 0.07188720221719713,
          "rebalanceFeeFraction": 3.5943601108598564e-05,
          "postFeeEquityFactor": 0.9999640563988915,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 305,
          "decisionSession": 304,
          "pretradeWeight": 0.9884459591703939,
          "weight": 0.9497594010798243,
          "estimatedVolatility": 0.1052898238083303,
          "side": 1.0,
          "assetReturn": 0.008616341948977313,
          "rebalanceTurnover": 0.0387049382800696,
          "rebalanceFeeFraction": 1.93524691400348e-05,
          "postFeeEquityFactor": 0.9999806475308599,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 306,
          "decisionSession": 305,
          "pretradeWeight": 0.950167205351344,
          "weight": 0.9389992472322296,
          "estimatedVolatility": 0.10649635800535248,
          "side": 1.0,
          "assetReturn": 0.006527710366976747,
          "rebalanceTurnover": 0.011173203934156106,
          "rebalanceFeeFraction": 5.586601967078053e-06,
          "postFeeEquityFactor": 0.9999944133980329,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 307,
          "decisionSession": 306,
          "pretradeWeight": 0.9393708743745084,
          "weight": 0.8497840365147408,
          "estimatedVolatility": 0.1176769575598698,
          "side": 1.0,
          "assetReturn": 0.0020449057789555525,
          "rebalanceTurnover": 0.08962491877239098,
          "rebalanceFeeFraction": 4.481245938619549e-05,
          "postFeeEquityFactor": 0.9999551875406137,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 308,
          "decisionSession": 307,
          "pretradeWeight": 0.8500446182234617,
          "weight": 0.8238887430648846,
          "estimatedVolatility": 0.12137561150307476,
          "side": 1.0,
          "assetReturn": 0.004590967034054927,
          "rebalanceTurnover": 0.026166654364564335,
          "rebalanceFeeFraction": 1.3083327182282167e-05,
          "postFeeEquityFactor": 0.9999869166728178,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 309,
          "decisionSession": 308,
          "pretradeWeight": 0.824552364283187,
          "weight": 0.8466496263100157,
          "estimatedVolatility": 0.11811261340282365,
          "side": 1.0,
          "assetReturn": -0.007725875325401477,
          "rebalanceTurnover": 0.02208791166574986,
          "rebalanceFeeFraction": 1.104395583287493e-05,
          "postFeeEquityFactor": 0.9999889560441672,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 310,
          "decisionSession": 309,
          "pretradeWeight": 0.8456399402634639,
          "weight": 0.8487884373424961,
          "estimatedVolatility": 0.11781498851833302,
          "side": 1.0,
          "assetReturn": -0.006324443155230841,
          "rebalanceTurnover": 0.0031471614419110727,
          "rebalanceFeeFraction": 1.5735807209555364e-06,
          "postFeeEquityFactor": 0.999998426419279,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 311,
          "decisionSession": 310,
          "pretradeWeight": 0.8479723354742982,
          "weight": 0.9812183880623931,
          "estimatedVolatility": 0.10191411128919983,
          "side": 1.0,
          "assetReturn": 0.003423586976291082,
          "rebalanceTurnover": 0.13318071290587574,
          "rebalanceFeeFraction": 6.659035645293787e-05,
          "postFeeEquityFactor": 0.999933409643547,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 312,
          "decisionSession": 311,
          "pretradeWeight": 0.9812812696404797,
          "weight": 0.0,
          "estimatedVolatility": 0.10049353773610052,
          "side": 0.0,
          "assetReturn": -0.007866279429306067,
          "rebalanceTurnover": 0.9812812696404797,
          "rebalanceFeeFraction": 0.0004906406348202399,
          "postFeeEquityFactor": 0.9995093593651797,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 313,
          "decisionSession": 312,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11371991113753284,
          "side": 0.0,
          "assetReturn": -0.011113067040517066,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 314,
          "decisionSession": 313,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11368420954908597,
          "side": 0.0,
          "assetReturn": -0.011191044224289515,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 315,
          "decisionSession": 314,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12558204850617574,
          "side": 0.0,
          "assetReturn": 0.00394383816988686,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 316,
          "decisionSession": 315,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12421419781188228,
          "side": 0.0,
          "assetReturn": -0.014237394636087308,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 317,
          "decisionSession": 316,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12427600781776023,
          "side": 0.0,
          "assetReturn": 0.006847686262536845,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 318,
          "decisionSession": 317,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12548815546987127,
          "side": 0.0,
          "assetReturn": -0.0035530336579717714,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        }
      ],
      "metrics": {
        "totalReturn": 0.08764267138195847,
        "cagr": 0.08517585784008164,
        "volatility": 0.0960000392413417,
        "sharpe": 0.8993862734262639,
        "maxDrawdown": -0.06058000878600378,
        "turnover": 9.565523427579873
      },
      "assumptions": {
        "startSession": 60,
        "endSession": 319,
        "periods": 259,
        "periodsPerYear": 252,
        "costBps": 5,
        "targetVol": 0.1,
        "leverageCap": 1,
        "riskFreeRate": 0,
        "smaWindows": [
          20,
          50
        ],
        "volatilityWindow": 20,
        "volatilityEstimator": "sample standard deviation of close-to-close simple returns",
        "execution": "rebalance at open t, hold to open t+1",
        "information": "close t-1",
        "zeroEstimatedVolatility": "hold cash when volatility targeting",
        "costConvention": "exact target weight after proportional fees; initial entry and final liquidation included",
        "turnoverConvention": "sum absolute traded notional / equity immediately before each trade event"
      }
    },
    {
      "id": "biased-fixed",
      "label": "ใช้ข้อมูลอนาคต · ขนาดคงที่",
      "returns": [
        -0.001221026128525926,
        0.0007560000677502288,
        0.0007651243138793173,
        0.0009012615348811259,
        0.012637758460732895,
        -0.011615348096922218,
        0.007682541313813518,
        -0.005916842157692059,
        -0.0034385034081251264,
        -0.010153739891003433,
        -0.012602943148474877,
        -0.004642454724779865,
        0.000983883127083196,
        0.006612932128821747,
        0.004966040507950353,
        0.002166124005490211,
        -0.0012873163766479179,
        0.0032941686457872432,
        -0.002972096348635933,
        -0.00012747914378297143,
        0.020438629482910642,
        -0.0006518896705253185,
        0.007268935544920474,
        0.0168708595246716,
        0.01469255852963025,
        0.0067104319446942284,
        -0.012203696323307645,
        -0.0033309655085093093,
        0.005434698123863102,
        -0.011538376420836105,
        0.011791052338836705,
        0.006415236865623841,
        0.005626389099373519,
        0.009969222605763495,
        0.020268106345114,
        -0.002823177284310807,
        0.001758040178367004,
        -0.014923148240279405,
        -0.02651023730969848,
        0.008337118428319634,
        0.0015362379179939545,
        0.021630339441224944,
        -0.007337093904345671,
        -0.013434424346938645,
        0.0019596157000465464,
        -0.017677432881726074,
        -0.0038106113184656065,
        0.013094800177032573,
        -0.011710185888650027,
        0.002992797262075575,
        -0.003005383747981649,
        -0.00152025280132706,
        0.001234418609918242,
        -0.011705659070093799,
        0.01344798277841619,
        0.010148066257514854,
        -0.024489333200942154,
        -0.0008051987280826012,
        -0.0023311729243307155,
        -0.007446038940989719,
        -0.007719172000687835,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.0076116655775402275,
        0.005376532773897491,
        0.009682098114090376,
        0.0296519243274449,
        0.0006163086553450103,
        0.0073591564634500894,
        -0.01096467988839922,
        0.003595036362341597,
        -0.007576204324882818,
        0.013689103966957772,
        0.019004885293433915,
        -0.032184251058285374,
        -0.0033809681874353847,
        -0.001917381387020578,
        0.005798981780892776,
        0.02052921120696216,
        0.02397727899245461,
        -0.002318013191919155,
        -0.0003792573652183773,
        0.031718686586526657,
        0.02577138254923983,
        0.010693346013348703,
        0.012152269923988213,
        0.004642116223423587,
        -0.02513832242199132,
        -0.021546104472812022,
        -0.014449229824582521,
        -0.02981051566588233,
        0.012114839106396547,
        0.006292478733449958,
        0.01790099763689912,
        0.009864600671333879,
        -0.008468828028455055,
        -0.0028893062584126605,
        0.004550763488951448,
        0.003263927069543593,
        0.01058079387701083,
        0.002674798546424162,
        0.0125380385350915,
        -0.004662485155153995,
        4.821404227817183e-05,
        0.01985207596152394,
        0.010253196803569065,
        0.008621686192897604,
        0.0058653465274522976,
        0.0009437798678624265,
        -0.015314644673962485,
        0.0018287182888994113,
        0.0029552250132502955,
        -0.002498370725139809,
        -0.002464675921935111,
        0.008587516033324638,
        0.006564901738681739,
        -0.00028511935949382394,
        -0.007066087183318137,
        -0.004969229008220277,
        0.00416917848881071,
        -0.0032085080971412383,
        -0.011355739361393113,
        0.0039761079209181815,
        0.001992668075584181,
        -0.002744607927208653,
        -0.0029771360872197228,
        -0.006658055617534742,
        0.003545968334181415,
        0.0030287865725242558,
        -0.007144703822311693,
        0.003931080122723474,
        0.0010788329169395539,
        -0.013732388056829192,
        0.0026332441524059558,
        0.008320814384899178,
        -0.020165033943977062,
        0.00886424734145641,
        0.001746408401136712,
        -0.00956117033476711,
        0.0058793267118830705,
        -0.005338257519577283,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.00880661973536534,
        0.0327893464428477,
        -0.0036768802707912718,
        -0.031627471595855994,
        0.00689659717557678,
        -0.003305313483426664,
        0.015149530133269806,
        0.012412070197295622,
        0.006642289752916364,
        0.009507929338968601,
        -0.008252793988988372,
        0.0006713527301567268,
        -0.005178282736941209,
        -0.003976075320178074,
        0.002702445742819526,
        -0.0008207494817603633,
        -0.015284862130398591,
        -0.005911774759166821,
        0.007690800365975026,
        -0.0064753220610404005,
        -0.00905390237320014,
        -0.0015548760725317967,
        -0.006845346301575295,
        0.0005022302141239887,
        0.0013837681526052137,
        -0.007098946170753906,
        -0.0031850611356899483,
        0.002675776577429012,
        0.009016298976061154,
        -0.0020071953358190564,
        -0.012616461210861796,
        0.008616341948977313,
        0.006527710366976747,
        0.0020449057789555525,
        0.004590967034054927,
        -0.007725875325401477,
        -0.006324443155230841,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "equity": [
        1.0,
        0.9987789738714741,
        0.9995340508433884,
        1.0002988186482389,
        1.0012003494968735,
        1.0138532776846163,
        1.002077018945104,
        1.009775517042773,
        1.0038008346937288,
        1.0003492621025556,
        0.9901919758950091,
        0.9777126427167283,
        0.973173656039071,
        0.9741311451789697,
        0.9805730083266097,
        0.9854425736069623,
        0.9875771644216844,
        0.9863058401647209,
        0.9895548979385483,
        0.9866138454396104,
        0.9864880727513493,
        1.0066505369596248,
        1.0059943118727521,
        1.0133068196843118,
        1.0304021766945977,
        1.0455414209847413,
        1.0525574555356183,
        1.0397123639854282,
        1.036249117962222,
        1.041880819099466,
        1.0298592060230474,
        1.042002329822898,
        1.0486870215832438,
        1.0545873428101342,
        1.0651007587878292,
        1.0866883342352025,
        1.083620420414864,
        1.0855254686520523,
        1.069326011164759,
        1.0409779248473479,
        1.0496566810880665,
        1.0512692034824298,
        1.074008513197861,
        1.0661284118824617,
        1.051805590388905,
        1.0538667251372278,
        1.03523706683733,
        1.0312921807531445,
        1.044796745784243,
        1.032561981675253,
        1.035652230346934,
        1.0325396979652883,
        1.0309699765969753,
        1.0322426251223535,
        1.0201595448750527,
        1.0338786328657692,
        1.04437050173432,
        1.018794564532113,
        1.0179742324445744,
        1.0156011584762332,
        1.0080389527017048,
        1.000257726642407,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9997575977790859,
        0.9921477772861865,
        0.9974820923273152,
        1.0071398118122765,
        1.0370034452992913,
        1.037642559498252,
        1.0452787334467344,
        1.0338175867403396,
        1.0375341985566995,
        1.0296736274743803,
        1.0437689368129117,
        1.0636056457298906,
        1.02937429460071,
        1.0258940128577012,
        1.023926982772392,
        1.0298647166904535,
        1.0510070269739902,
        1.0762073156827758,
        1.0737126529277832,
        1.0733054394960322,
        1.107349278343021,
        1.1358872002108236,
        1.1480336350748117,
        1.1619848496900582,
        1.1673789184121768,
        1.1380329707724959,
        1.113512793490727,
        1.0974233912249665,
        1.0647086340287488,
        1.0776074078251983,
        1.0843882295219465,
        1.1037998606561001,
        1.1146884055025466,
        1.1052483010910328,
        1.1020549002575906,
        1.107070091460503,
        1.110683487499903,
        1.122435400543739,
        1.1254376891215683,
        1.1395484702366188,
        1.134235342410562,
        1.1342900284813144,
        1.1568080402891245,
        1.16866902079016,
        1.1787449183507737,
        1.1856586657643744,
        1.1867776665432794,
        1.1686025882731748,
        1.1707396331988051,
        1.1741994322468376,
        1.1712658467598365,
        1.1683790560291425,
        1.1784125299057935,
        1.1861486923722564,
        1.1858104984168227,
        1.1774314580521155,
        1.1715805314955718,
        1.1764650598453925,
        1.1726903621748748,
        1.1593735960703992,
        1.1639833906090382,
        1.1663028231520152,
        1.1631017791780662,
        1.1596390668981658,
        1.1519181254944917,
        1.1560027906910648,
        1.1595040764213105,
        1.1512197632145171,
        1.1557453003425762,
        1.156992156416184,
        1.1411038911455693,
        1.144108696294216,
        1.153628612392229,
        1.1303656522645966,
        1.1403854929925568,
        1.1423770717980535,
        1.1314546100280598,
        1.138106801340081,
        1.1320312941497452,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1314652785026704,
        1.1414296629542127,
        1.1788563956129612,
        1.1745218817898357,
        1.1373747243348165,
        1.1452187396462363,
        1.1414334327046107,
        1.1587256128884909,
        1.1731077965350671,
        1.1808999184310582,
        1.1921278314118946,
        1.1822894460107127,
        1.1830831792581276,
        1.1769568400546098,
        1.1722771710099538,
        1.175445186460154,
        1.174480440432529,
        1.156528668825668,
        1.1496915318330516,
        1.1585335798868317,
        1.1510317018385343,
        1.1406103731816297,
        1.138836865404288,
        1.131041132679595,
        1.1316091757098439,
        1.133175060448387,
        1.1251307116922231,
        1.121547101589841,
        1.1245481110547586,
        1.134687373036993,
        1.1324098338342203,
        1.1181228290908525,
        1.1277569577272573,
        1.1351186285116437,
        1.1374398391548872,
        1.142661787959668,
        1.1338337254467914,
        1.1266628585027196,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684,
        1.1260995270734684
      ],
      "drawdowns": [
        0.0,
        -0.001221026128525926,
        -0.0004659491566115781,
        0.0,
        0.0,
        0.0,
        -0.011615348096922107,
        -0.004022042174737561,
        -0.00991508654373019,
        -0.01331949689298284,
        -0.023337994077055835,
        -0.035646809812978075,
        -0.04012377583711835,
        -0.03917936981607617,
        -0.03282552820069817,
        -0.028022500595487387,
        -0.0259170768012309,
        -0.02717102970047769,
        -0.023966367008803613,
        -0.026867233005562596,
        -0.02699128713748622,
        -0.007104322571645394,
        -0.00775158100767015,
        -0.0005389912054656332,
        0.0,
        0.0,
        0.0,
        -0.012203696323307645,
        -0.01549401174028786,
        -0.010143518892960834,
        -0.02156485557457799,
        -0.01002807557650054,
        -0.003677171191006301,
        0.0,
        0.0,
        0.0,
        -0.002823177284310918,
        -0.001070100365040294,
        -0.01597727933894033,
        -0.04206395518180017,
        -0.03407752892939486,
        -0.03259364220349359,
        -0.011668314306756078,
        -0.01891979669332755,
        -0.03210004446293013,
        -0.030203332513985437,
        -0.047346848012390974,
        -0.050977038895926974,
        -0.03854977285685335,
        -0.04980853373938443,
        -0.04696480332071207,
        -0.049829039812066545,
        -0.05127353987603178,
        -0.05010241427793294,
        -0.061221591567900635,
        -0.04859691569855684,
        -0.03894201416146181,
        -0.06247768340208815,
        -0.06323257517896164,
        -0.06541634203609958,
        -0.07237528834691143,
        -0.07953578304825015,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.07999601515672605,
        -0.08699877781935739,
        -0.08208999682569473,
        -0.07320270211505608,
        -0.04572137877129123,
        -0.045133248597417186,
        -0.03810623477209929,
        -0.04865309199447021,
        -0.045232965266988945,
        -0.05246647540478888,
        -0.03949559047442697,
        -0.02124131434755594,
        -0.05274192961207169,
        -0.05594457901334482,
        -0.05775469330586047,
        -0.05229062993920952,
        -0.03283490411841439,
        -0.009644916782697521,
        -0.011940572930279503,
        -0.01231530174526907,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.025138322421991433,
        -0.04614279397362808,
        -0.05992529596333729,
        -0.08794940765512205,
        -0.07690006147197026,
        -0.0710914747399336,
        -0.05446308542435763,
        -0.04513574134206377,
        -0.05322232253915604,
        -0.05595785320796898,
        -0.05166174067431639,
        -0.048566433758619465,
        -0.03849951130655016,
        -0.035927691197006784,
        -0.023840115438620302,
        -0.028391446409444687,
        -0.02834460123356397,
        -0.009055224448827892,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.015314644673962485,
        -0.013513932555866304,
        -0.010598644254132594,
        -0.013070535636741543,
        -0.015502996924206092,
        -0.007048613125532621,
        -0.0005299848394140216,
        -0.0008149530899699275,
        -0.007875281743703999,
        -0.012805376673435509,
        -0.008689586085592893,
        -0.011870213575417732,
        -0.023091157885284375,
        -0.019206862900136956,
        -0.017252467727085885,
        -0.01994972439460696,
        -0.022867467437401423,
        -0.029373270184905764,
        -0.025931458536671337,
        -0.02298121281756893,
        -0.029961722680821645,
        -0.026148424490571198,
        -0.02509780135469808,
        -0.03848553666395149,
        -0.03595363432591814,
        -0.02793198345870751,
        -0.04753376800811715,
        -0.039090871743356015,
        -0.0374127319690396,
        -0.04661619280076168,
        -0.04101093791641852,
        -0.0461302684882785,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.04660720335403434,
        -0.03821103553553684,
        -0.0066746039748039054,
        -0.01032694252592492,
        -0.04162779904037006,
        -0.035018292026080644,
        -0.038207859076706874,
        -0.023637160055847373,
        -0.011518475948429696,
        -0.004952695250274863,
        0.0,
        -0.008252793988988372,
        -0.007586981794607595,
        -0.012725976994696242,
        -0.01665145287182057,
        -0.013994006776926304,
        -0.014803270684876857,
        -0.02986186686377823,
        -0.03559710499215807,
        -0.02818007485428442,
        -0.03447292185493911,
        -0.043214709759145764,
        -0.04470239231349171,
        -0.051241735259172305,
        -0.05076524019271955,
        -0.04945171936275239,
        -0.0561996104396989,
        -0.05920567238033636,
        -0.056688316954313644,
        -0.0481831367923623,
        -0.05009361916074673,
        -0.06207807616855521,
        -0.053996620151380736,
        -0.04782138408154779,
        -0.04587426852725829,
        -0.04149390874772341,
        -0.04889920730737629,
        -0.054914390205655694,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286,
        -0.05538693301055286
      ],
      "weights": [
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "sessions": [
        60,
        61,
        62,
        63,
        64,
        65,
        66,
        67,
        68,
        69,
        70,
        71,
        72,
        73,
        74,
        75,
        76,
        77,
        78,
        79,
        80,
        81,
        82,
        83,
        84,
        85,
        86,
        87,
        88,
        89,
        90,
        91,
        92,
        93,
        94,
        95,
        96,
        97,
        98,
        99,
        100,
        101,
        102,
        103,
        104,
        105,
        106,
        107,
        108,
        109,
        110,
        111,
        112,
        113,
        114,
        115,
        116,
        117,
        118,
        119,
        120,
        121,
        122,
        123,
        124,
        125,
        126,
        127,
        128,
        129,
        130,
        131,
        132,
        133,
        134,
        135,
        136,
        137,
        138,
        139,
        140,
        141,
        142,
        143,
        144,
        145,
        146,
        147,
        148,
        149,
        150,
        151,
        152,
        153,
        154,
        155,
        156,
        157,
        158,
        159,
        160,
        161,
        162,
        163,
        164,
        165,
        166,
        167,
        168,
        169,
        170,
        171,
        172,
        173,
        174,
        175,
        176,
        177,
        178,
        179,
        180,
        181,
        182,
        183,
        184,
        185,
        186,
        187,
        188,
        189,
        190,
        191,
        192,
        193,
        194,
        195,
        196,
        197,
        198,
        199,
        200,
        201,
        202,
        203,
        204,
        205,
        206,
        207,
        208,
        209,
        210,
        211,
        212,
        213,
        214,
        215,
        216,
        217,
        218,
        219,
        220,
        221,
        222,
        223,
        224,
        225,
        226,
        227,
        228,
        229,
        230,
        231,
        232,
        233,
        234,
        235,
        236,
        237,
        238,
        239,
        240,
        241,
        242,
        243,
        244,
        245,
        246,
        247,
        248,
        249,
        250,
        251,
        252,
        253,
        254,
        255,
        256,
        257,
        258,
        259,
        260,
        261,
        262,
        263,
        264,
        265,
        266,
        267,
        268,
        269,
        270,
        271,
        272,
        273,
        274,
        275,
        276,
        277,
        278,
        279,
        280,
        281,
        282,
        283,
        284,
        285,
        286,
        287,
        288,
        289,
        290,
        291,
        292,
        293,
        294,
        295,
        296,
        297,
        298,
        299,
        300,
        301,
        302,
        303,
        304,
        305,
        306,
        307,
        308,
        309,
        310,
        311,
        312,
        313,
        314,
        315,
        316,
        317,
        318,
        319
      ],
      "audit": [
        {
          "session": 60,
          "decisionSession": 60,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14252494294775267,
          "side": 1.0,
          "assetReturn": -0.0007216366415901954,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 61,
          "decisionSession": 61,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13789614948556014,
          "side": 1.0,
          "assetReturn": 0.0007560000677502288,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 62,
          "decisionSession": 62,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13166415599031323,
          "side": 1.0,
          "assetReturn": 0.0007651243138793173,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 63,
          "decisionSession": 63,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13071193267417425,
          "side": 1.0,
          "assetReturn": 0.0009012615348811259,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 64,
          "decisionSession": 64,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12381791953526795,
          "side": 1.0,
          "assetReturn": 0.012637758460732895,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 65,
          "decisionSession": 65,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12381517540366564,
          "side": 1.0,
          "assetReturn": -0.011615348096922218,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 66,
          "decisionSession": 66,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11979240477462674,
          "side": 1.0,
          "assetReturn": 0.007682541313813518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 67,
          "decisionSession": 67,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11728722765508551,
          "side": 1.0,
          "assetReturn": -0.005916842157692059,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 68,
          "decisionSession": 68,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1085809723264645,
          "side": 1.0,
          "assetReturn": -0.0034385034081251264,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 69,
          "decisionSession": 69,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12579922909806945,
          "side": 1.0,
          "assetReturn": -0.010153739891003433,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 70,
          "decisionSession": 70,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11985509280163108,
          "side": 1.0,
          "assetReturn": -0.012602943148474877,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 71,
          "decisionSession": 71,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11585800285330768,
          "side": 1.0,
          "assetReturn": -0.004642454724779865,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 72,
          "decisionSession": 72,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1022046157248742,
          "side": 1.0,
          "assetReturn": 0.000983883127083196,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 73,
          "decisionSession": 73,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09910743820216134,
          "side": 1.0,
          "assetReturn": 0.006612932128821747,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 74,
          "decisionSession": 74,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10802988507819077,
          "side": 1.0,
          "assetReturn": 0.004966040507950353,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 75,
          "decisionSession": 75,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09800863561086907,
          "side": 1.0,
          "assetReturn": 0.002166124005490211,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 76,
          "decisionSession": 76,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09717790170533616,
          "side": 1.0,
          "assetReturn": -0.0012873163766479179,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 77,
          "decisionSession": 77,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09972835628668639,
          "side": 1.0,
          "assetReturn": 0.0032941686457872432,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 78,
          "decisionSession": 78,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09966753661130753,
          "side": 1.0,
          "assetReturn": -0.002972096348635933,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 79,
          "decisionSession": 79,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0984807074861224,
          "side": 1.0,
          "assetReturn": -0.00012747914378297143,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 80,
          "decisionSession": 80,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11242418832791613,
          "side": 1.0,
          "assetReturn": 0.020438629482910642,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 81,
          "decisionSession": 81,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10851876340806739,
          "side": 1.0,
          "assetReturn": -0.0006518896705253185,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 82,
          "decisionSession": 82,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11648360683111054,
          "side": 1.0,
          "assetReturn": 0.007268935544920474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 83,
          "decisionSession": 83,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11993262375650704,
          "side": 1.0,
          "assetReturn": 0.0168708595246716,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 84,
          "decisionSession": 84,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13047885597415695,
          "side": 1.0,
          "assetReturn": 0.01469255852963025,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 85,
          "decisionSession": 85,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1314810119954032,
          "side": 1.0,
          "assetReturn": 0.0067104319446942284,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 86,
          "decisionSession": 86,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14156131581012688,
          "side": 1.0,
          "assetReturn": -0.012203696323307645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 87,
          "decisionSession": 87,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14265918904291355,
          "side": 1.0,
          "assetReturn": -0.0033309655085093093,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 88,
          "decisionSession": 88,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1443596034422511,
          "side": 1.0,
          "assetReturn": 0.005434698123863102,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 89,
          "decisionSession": 89,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13129987111565533,
          "side": 1.0,
          "assetReturn": -0.011538376420836105,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 90,
          "decisionSession": 90,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12491396973494821,
          "side": 1.0,
          "assetReturn": 0.011791052338836705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 91,
          "decisionSession": 91,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12666878867077852,
          "side": 1.0,
          "assetReturn": 0.006415236865623841,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 92,
          "decisionSession": 92,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12627782215550507,
          "side": 1.0,
          "assetReturn": 0.005626389099373519,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 93,
          "decisionSession": 93,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12685874657544713,
          "side": 1.0,
          "assetReturn": 0.009969222605763495,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 94,
          "decisionSession": 94,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13685828069022385,
          "side": 1.0,
          "assetReturn": 0.020268106345114,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 95,
          "decisionSession": 95,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1371449733291267,
          "side": 1.0,
          "assetReturn": -0.002823177284310807,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 96,
          "decisionSession": 96,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13739937976568206,
          "side": 1.0,
          "assetReturn": 0.001758040178367004,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 97,
          "decisionSession": 97,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14793175885543944,
          "side": 1.0,
          "assetReturn": -0.014923148240279405,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 98,
          "decisionSession": 98,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1880098337157231,
          "side": 1.0,
          "assetReturn": -0.02651023730969848,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 99,
          "decisionSession": 99,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18707223143993676,
          "side": 1.0,
          "assetReturn": 0.008337118428319634,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 100,
          "decisionSession": 100,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18329607906161122,
          "side": 1.0,
          "assetReturn": 0.0015362379179939545,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 101,
          "decisionSession": 101,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18721990727046892,
          "side": 1.0,
          "assetReturn": 0.021630339441224944,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 102,
          "decisionSession": 102,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1856487628851098,
          "side": 1.0,
          "assetReturn": -0.007337093904345671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 103,
          "decisionSession": 103,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18785755484740957,
          "side": 1.0,
          "assetReturn": -0.013434424346938645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 104,
          "decisionSession": 104,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18161454735027807,
          "side": 1.0,
          "assetReturn": 0.0019596157000465464,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 105,
          "decisionSession": 105,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18289594040243692,
          "side": 1.0,
          "assetReturn": -0.017677432881726074,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 106,
          "decisionSession": 106,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19030481480527947,
          "side": 1.0,
          "assetReturn": -0.0038106113184656065,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 107,
          "decisionSession": 107,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1992822665952208,
          "side": 1.0,
          "assetReturn": 0.013094800177032573,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 108,
          "decisionSession": 108,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.199649502867775,
          "side": 1.0,
          "assetReturn": -0.011710185888650027,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 109,
          "decisionSession": 109,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20089326661560672,
          "side": 1.0,
          "assetReturn": 0.002992797262075575,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 110,
          "decisionSession": 110,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20171703140897324,
          "side": 1.0,
          "assetReturn": -0.003005383747981649,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 111,
          "decisionSession": 111,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19827864540881035,
          "side": 1.0,
          "assetReturn": -0.00152025280132706,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 112,
          "decisionSession": 112,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1977739482389151,
          "side": 1.0,
          "assetReturn": 0.001234418609918242,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 113,
          "decisionSession": 113,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19021153882989617,
          "side": 1.0,
          "assetReturn": -0.011705659070093799,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 114,
          "decisionSession": 114,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.17189238536689616,
          "side": 1.0,
          "assetReturn": 0.01344798277841619,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 115,
          "decisionSession": 115,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18436871059347892,
          "side": 1.0,
          "assetReturn": 0.010148066257514854,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 116,
          "decisionSession": 116,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19541968257349868,
          "side": 1.0,
          "assetReturn": -0.024489333200942154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 117,
          "decisionSession": 117,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1932333545695281,
          "side": 1.0,
          "assetReturn": -0.0008051987280826012,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 118,
          "decisionSession": 118,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16724739714317466,
          "side": 1.0,
          "assetReturn": -0.0023311729243307155,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 119,
          "decisionSession": 119,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1676241716468141,
          "side": 1.0,
          "assetReturn": -0.007446038940989719,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 120,
          "decisionSession": 120,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16227093123078032,
          "side": 1.0,
          "assetReturn": -0.007719172000687835,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 121,
          "decisionSession": 121,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1520159395560305,
          "side": 0.0,
          "assetReturn": 0.006195451445238254,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 122,
          "decisionSession": 122,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15204642012730873,
          "side": 0.0,
          "assetReturn": -0.0008719072208385192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 123,
          "decisionSession": 123,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15345699549841021,
          "side": 0.0,
          "assetReturn": 0.0035289094201600424,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 124,
          "decisionSession": 124,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15377273227927682,
          "side": 0.0,
          "assetReturn": -0.010069441689151692,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 125,
          "decisionSession": 125,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1538381179519328,
          "side": 0.0,
          "assetReturn": -0.005622172894043875,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 126,
          "decisionSession": 126,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1450268441498921,
          "side": 0.0,
          "assetReturn": 0.00891684022373962,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 127,
          "decisionSession": 127,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1293891785803814,
          "side": 0.0,
          "assetReturn": -0.0028985739109315123,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 128,
          "decisionSession": 128,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12629818940474466,
          "side": 0.0,
          "assetReturn": -0.006922444081788437,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 129,
          "decisionSession": 129,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12312456584915064,
          "side": 0.0,
          "assetReturn": 0.0005181207910518459,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 130,
          "decisionSession": 130,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12278240426380573,
          "side": 0.0,
          "assetReturn": -0.004445997712659078,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 131,
          "decisionSession": 131,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12979394868922073,
          "side": 0.0,
          "assetReturn": -0.013780420189312026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 132,
          "decisionSession": 132,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13157493284002764,
          "side": 0.0,
          "assetReturn": -0.004853671123922876,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 133,
          "decisionSession": 133,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1330278195862832,
          "side": 0.0,
          "assetReturn": 0.006858969870032761,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 134,
          "decisionSession": 134,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13809634649146127,
          "side": 0.0,
          "assetReturn": 0.008648769641668164,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 135,
          "decisionSession": 135,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1297891726555958,
          "side": 0.0,
          "assetReturn": 0.005551890191810127,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 136,
          "decisionSession": 136,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11471593521421296,
          "side": 0.0,
          "assetReturn": 0.0027756363821302976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 137,
          "decisionSession": 137,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11699452110385568,
          "side": 0.0,
          "assetReturn": 0.008790685132494147,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 138,
          "decisionSession": 138,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11615069886212337,
          "side": 0.0,
          "assetReturn": -0.008444900981987358,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 139,
          "decisionSession": 139,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11489313810119117,
          "side": 0.0,
          "assetReturn": -8.11613026066027e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 140,
          "decisionSession": 140,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10967332659749249,
          "side": 0.0,
          "assetReturn": 0.004672651573004671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 141,
          "decisionSession": 141,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11875864144959206,
          "side": 0.0,
          "assetReturn": 0.006015982017240518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 142,
          "decisionSession": 142,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11910396672284779,
          "side": 0.0,
          "assetReturn": -0.0014277364417868421,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 143,
          "decisionSession": 143,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11981288204381073,
          "side": 0.0,
          "assetReturn": 0.007493198727717365,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 144,
          "decisionSession": 144,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11653234221462012,
          "side": 0.0,
          "assetReturn": -0.004242985651254694,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 145,
          "decisionSession": 145,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11749649662321646,
          "side": 0.0,
          "assetReturn": -0.007523526037932937,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 146,
          "decisionSession": 146,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11377354634978742,
          "side": 0.0,
          "assetReturn": -0.00024856814998042154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 147,
          "decisionSession": 147,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11468077766053969,
          "side": 0.0,
          "assetReturn": 0.007894653869346957,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 148,
          "decisionSession": 148,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11335378749553005,
          "side": 0.0,
          "assetReturn": 0.00018748603669238584,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 149,
          "decisionSession": 149,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11367707402228354,
          "side": 0.0,
          "assetReturn": 0.0012955185242731204,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 150,
          "decisionSession": 150,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11859173487050333,
          "side": 0.0,
          "assetReturn": -0.00819615232378379,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 151,
          "decisionSession": 151,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10770739650305983,
          "side": 0.0,
          "assetReturn": -0.006202726399984426,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 152,
          "decisionSession": 152,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1021901503711724,
          "side": 0.0,
          "assetReturn": 0.006280704030984241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 153,
          "decisionSession": 153,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10376917134278195,
          "side": 0.0,
          "assetReturn": 0.00810011413644629,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 154,
          "decisionSession": 154,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10310296842608001,
          "side": 0.0,
          "assetReturn": -0.00750357336702645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 155,
          "decisionSession": 155,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.0970019278220852,
          "side": 0.0,
          "assetReturn": 0.0054919791264931295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 156,
          "decisionSession": 156,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09503248584517487,
          "side": 0.0,
          "assetReturn": 0.006172934869836055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 157,
          "decisionSession": 157,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09353627359389523,
          "side": 0.0,
          "assetReturn": -0.003940950977093016,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 158,
          "decisionSession": 158,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09467945844170846,
          "side": 0.0,
          "assetReturn": 0.001980589222830398,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 159,
          "decisionSession": 159,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282444455811797,
          "side": 1.0,
          "assetReturn": -0.007115471410328977,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 160,
          "decisionSession": 160,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282116463225736,
          "side": 1.0,
          "assetReturn": 0.005376532773897491,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 161,
          "decisionSession": 161,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08207171436124189,
          "side": 1.0,
          "assetReturn": 0.009682098114090376,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 162,
          "decisionSession": 162,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12301150029258279,
          "side": 1.0,
          "assetReturn": 0.0296519243274449,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 163,
          "decisionSession": 163,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12196182561983754,
          "side": 1.0,
          "assetReturn": 0.0006163086553450103,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 164,
          "decisionSession": 164,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1249242640212599,
          "side": 1.0,
          "assetReturn": 0.0073591564634500894,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 165,
          "decisionSession": 165,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12102540645800983,
          "side": 1.0,
          "assetReturn": -0.01096467988839922,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 166,
          "decisionSession": 166,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12111057202088694,
          "side": 1.0,
          "assetReturn": 0.003595036362341597,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 167,
          "decisionSession": 167,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1209111482249127,
          "side": 1.0,
          "assetReturn": -0.007576204324882818,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 168,
          "decisionSession": 168,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1261398933038771,
          "side": 1.0,
          "assetReturn": 0.013689103966957772,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 169,
          "decisionSession": 169,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13136323950223738,
          "side": 1.0,
          "assetReturn": 0.019004885293433915,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 170,
          "decisionSession": 170,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16727293833144732,
          "side": 1.0,
          "assetReturn": -0.032184251058285374,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 171,
          "decisionSession": 171,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16678542436840552,
          "side": 1.0,
          "assetReturn": -0.0033809681874353847,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 172,
          "decisionSession": 172,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16695001491512193,
          "side": 1.0,
          "assetReturn": -0.001917381387020578,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 173,
          "decisionSession": 173,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1663508707856667,
          "side": 1.0,
          "assetReturn": 0.005798981780892776,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 174,
          "decisionSession": 174,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.18322861508942898,
          "side": 1.0,
          "assetReturn": 0.02052921120696216,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 175,
          "decisionSession": 175,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19198276874511638,
          "side": 1.0,
          "assetReturn": 0.02397727899245461,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 176,
          "decisionSession": 176,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231279292101627,
          "side": 1.0,
          "assetReturn": -0.002318013191919155,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 177,
          "decisionSession": 177,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231734592800523,
          "side": 1.0,
          "assetReturn": -0.0003792573652183773,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 178,
          "decisionSession": 178,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21043064565854613,
          "side": 1.0,
          "assetReturn": 0.031718686586526657,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 179,
          "decisionSession": 179,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22295400710618385,
          "side": 1.0,
          "assetReturn": 0.02577138254923983,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 180,
          "decisionSession": 180,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2222000888244094,
          "side": 1.0,
          "assetReturn": 0.010693346013348703,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 181,
          "decisionSession": 181,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22242745595037963,
          "side": 1.0,
          "assetReturn": 0.012152269923988213,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 182,
          "decisionSession": 182,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21232364505716536,
          "side": 1.0,
          "assetReturn": 0.004642116223423587,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 183,
          "decisionSession": 183,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2289663009707217,
          "side": 1.0,
          "assetReturn": -0.02513832242199132,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 184,
          "decisionSession": 184,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2505892343921533,
          "side": 1.0,
          "assetReturn": -0.021546104472812022,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 185,
          "decisionSession": 185,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2540673288436231,
          "side": 1.0,
          "assetReturn": -0.014449229824582521,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 186,
          "decisionSession": 186,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2855424449901859,
          "side": 1.0,
          "assetReturn": -0.02981051566588233,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 187,
          "decisionSession": 187,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2874459077461683,
          "side": 1.0,
          "assetReturn": 0.012114839106396547,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 188,
          "decisionSession": 188,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2848523263728268,
          "side": 1.0,
          "assetReturn": 0.006292478733449958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 189,
          "decisionSession": 189,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.29106753490558784,
          "side": 1.0,
          "assetReturn": 0.01790099763689912,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 190,
          "decisionSession": 190,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2687696216675204,
          "side": 1.0,
          "assetReturn": 0.009864600671333879,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 191,
          "decisionSession": 191,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2698683090524482,
          "side": 1.0,
          "assetReturn": -0.008468828028455055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 192,
          "decisionSession": 192,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.27146081329744914,
          "side": 1.0,
          "assetReturn": -0.0028893062584126605,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 193,
          "decisionSession": 193,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.27192845626497664,
          "side": 1.0,
          "assetReturn": 0.004550763488951448,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 194,
          "decisionSession": 194,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.26128257495594936,
          "side": 1.0,
          "assetReturn": 0.003263927069543593,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 195,
          "decisionSession": 195,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.25539778755613557,
          "side": 1.0,
          "assetReturn": 0.01058079387701083,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 196,
          "decisionSession": 196,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.25490082285549676,
          "side": 1.0,
          "assetReturn": 0.002674798546424162,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 197,
          "decisionSession": 197,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2558020800064563,
          "side": 1.0,
          "assetReturn": 0.0125380385350915,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 198,
          "decisionSession": 198,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2379119248841754,
          "side": 1.0,
          "assetReturn": -0.004662485155153995,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 199,
          "decisionSession": 199,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.220084612449932,
          "side": 1.0,
          "assetReturn": 4.821404227817183e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 200,
          "decisionSession": 200,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.24002853533649524,
          "side": 1.0,
          "assetReturn": 0.01985207596152394,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 201,
          "decisionSession": 201,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.238071170415742,
          "side": 1.0,
          "assetReturn": 0.010253196803569065,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 202,
          "decisionSession": 202,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.23894477270043132,
          "side": 1.0,
          "assetReturn": 0.008621686192897604,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 203,
          "decisionSession": 203,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22885493048487038,
          "side": 1.0,
          "assetReturn": 0.0058653465274522976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 204,
          "decisionSession": 204,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20836517622860615,
          "side": 1.0,
          "assetReturn": 0.0009437798678624265,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 205,
          "decisionSession": 205,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20077134594052523,
          "side": 1.0,
          "assetReturn": -0.015314644673962485,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 206,
          "decisionSession": 206,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.14812379343919996,
          "side": 1.0,
          "assetReturn": 0.0018287182888994113,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 207,
          "decisionSession": 207,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.15148753024485465,
          "side": 1.0,
          "assetReturn": 0.0029552250132502955,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 208,
          "decisionSession": 208,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.15200783611688845,
          "side": 1.0,
          "assetReturn": -0.002498370725139809,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 209,
          "decisionSession": 209,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1359830953707888,
          "side": 1.0,
          "assetReturn": -0.002464675921935111,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 210,
          "decisionSession": 210,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13555176248317755,
          "side": 1.0,
          "assetReturn": 0.008587516033324638,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 211,
          "decisionSession": 211,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13093469570883826,
          "side": 1.0,
          "assetReturn": 0.006564901738681739,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 212,
          "decisionSession": 212,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1269881483981632,
          "side": 1.0,
          "assetReturn": -0.00028511935949382394,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 213,
          "decisionSession": 213,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12495312458555621,
          "side": 1.0,
          "assetReturn": -0.007066087183318137,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 214,
          "decisionSession": 214,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1334454747989561,
          "side": 1.0,
          "assetReturn": -0.004969229008220277,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 215,
          "decisionSession": 215,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13345785573660252,
          "side": 1.0,
          "assetReturn": 0.00416917848881071,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 216,
          "decisionSession": 216,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13420357491714982,
          "side": 1.0,
          "assetReturn": -0.0032085080971412383,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 217,
          "decisionSession": 217,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13062669494695886,
          "side": 1.0,
          "assetReturn": -0.011355739361393113,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 218,
          "decisionSession": 218,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13086842250621267,
          "side": 1.0,
          "assetReturn": 0.0039761079209181815,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 219,
          "decisionSession": 219,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12465145867797192,
          "side": 1.0,
          "assetReturn": 0.001992668075584181,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 220,
          "decisionSession": 220,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0761134658175476,
          "side": 1.0,
          "assetReturn": -0.002744607927208653,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 221,
          "decisionSession": 221,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07087960626777094,
          "side": 1.0,
          "assetReturn": -0.0029771360872197228,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 222,
          "decisionSession": 222,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06593381734745644,
          "side": 1.0,
          "assetReturn": -0.006658055617534742,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 223,
          "decisionSession": 223,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06736937665091408,
          "side": 1.0,
          "assetReturn": 0.003545968334181415,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 224,
          "decisionSession": 224,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0674442352606536,
          "side": 1.0,
          "assetReturn": 0.0030287865725242558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 225,
          "decisionSession": 225,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0706856129682109,
          "side": 1.0,
          "assetReturn": -0.007144703822311693,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 226,
          "decisionSession": 226,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07540536831234514,
          "side": 1.0,
          "assetReturn": 0.003931080122723474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 227,
          "decisionSession": 227,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07685336563485136,
          "side": 1.0,
          "assetReturn": 0.0010788329169395539,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 228,
          "decisionSession": 228,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08841627822176572,
          "side": 1.0,
          "assetReturn": -0.013732388056829192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 229,
          "decisionSession": 229,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08968683137016384,
          "side": 1.0,
          "assetReturn": 0.0026332441524059558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 230,
          "decisionSession": 230,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08569381549971289,
          "side": 1.0,
          "assetReturn": 0.008320814384899178,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 231,
          "decisionSession": 231,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0847449359255885,
          "side": 1.0,
          "assetReturn": -0.020165033943977062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 232,
          "decisionSession": 232,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08697362837935134,
          "side": 1.0,
          "assetReturn": 0.00886424734145641,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 233,
          "decisionSession": 233,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08607919100860373,
          "side": 1.0,
          "assetReturn": 0.001746408401136712,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 234,
          "decisionSession": 234,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08789016313958682,
          "side": 1.0,
          "assetReturn": -0.00956117033476711,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 235,
          "decisionSession": 235,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08739651535398611,
          "side": 1.0,
          "assetReturn": 0.0058793267118830705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 236,
          "decisionSession": 236,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08952626837255565,
          "side": 1.0,
          "assetReturn": -0.005338257519577283,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 237,
          "decisionSession": 237,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.08963359466286844,
          "side": 0.0,
          "assetReturn": -0.002544683215781496,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 238,
          "decisionSession": 238,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09455716288577966,
          "side": 0.0,
          "assetReturn": -0.005030963086656626,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 239,
          "decisionSession": 239,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09583810727031028,
          "side": 0.0,
          "assetReturn": 0.005051255893408602,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 240,
          "decisionSession": 240,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09500707485037779,
          "side": 0.0,
          "assetReturn": -0.006662621266018354,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 241,
          "decisionSession": 241,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11510674176087361,
          "side": 0.0,
          "assetReturn": 0.024128598556508063,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 242,
          "decisionSession": 242,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11947075502427054,
          "side": 0.0,
          "assetReturn": 2.126707464356059e-06,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 243,
          "decisionSession": 243,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1222011576328261,
          "side": 0.0,
          "assetReturn": 0.01690643231867095,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 244,
          "decisionSession": 244,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12240258016129676,
          "side": 0.0,
          "assetReturn": -0.011911404908449996,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 245,
          "decisionSession": 245,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12728001481739018,
          "side": 0.0,
          "assetReturn": -0.0018537975944274976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 246,
          "decisionSession": 246,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1289250529783561,
          "side": 0.0,
          "assetReturn": -0.01422754570328788,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 247,
          "decisionSession": 247,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12606706991876654,
          "side": 0.0,
          "assetReturn": 0.007175378670292387,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 248,
          "decisionSession": 248,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11995582693347015,
          "side": 0.0,
          "assetReturn": 0.0017417731943307757,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 249,
          "decisionSession": 249,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12415213282657661,
          "side": 0.0,
          "assetReturn": 0.004243033464787382,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 250,
          "decisionSession": 250,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1529868946967625,
          "side": 0.0,
          "assetReturn": -0.022723130817930537,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 251,
          "decisionSession": 251,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15341973226183053,
          "side": 0.0,
          "assetReturn": 0.004602031862034783,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 252,
          "decisionSession": 252,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15205363496178967,
          "side": 0.0,
          "assetReturn": -0.002823094529607051,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 253,
          "decisionSession": 253,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1546959854513369,
          "side": 0.0,
          "assetReturn": 0.00330943139702633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 254,
          "decisionSession": 254,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15200408114026923,
          "side": 0.0,
          "assetReturn": -0.00864586798721001,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 255,
          "decisionSession": 255,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15572743624607227,
          "side": 0.0,
          "assetReturn": -0.005604066747508685,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 256,
          "decisionSession": 256,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15777974502713984,
          "side": 0.0,
          "assetReturn": -0.011276129216354902,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 257,
          "decisionSession": 257,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16843852848398047,
          "side": 0.0,
          "assetReturn": 0.010925697730219452,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 258,
          "decisionSession": 258,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16746091034540594,
          "side": 0.0,
          "assetReturn": 0.008264555915026062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 259,
          "decisionSession": 259,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1755295510570042,
          "side": 0.0,
          "assetReturn": -0.01016824639214331,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 260,
          "decisionSession": 260,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17661484943514222,
          "side": 0.0,
          "assetReturn": -0.00031962884967107197,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 261,
          "decisionSession": 261,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1666759669756359,
          "side": 0.0,
          "assetReturn": 0.006784112544280241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 262,
          "decisionSession": 262,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1626841818529548,
          "side": 0.0,
          "assetReturn": 0.0031688540868910486,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 263,
          "decisionSession": 263,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15867765526041516,
          "side": 0.0,
          "assetReturn": -0.012859842907063435,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 264,
          "decisionSession": 264,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16946655199474078,
          "side": 0.0,
          "assetReturn": 0.013907076117963824,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 265,
          "decisionSession": 265,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17032150196298107,
          "side": 0.0,
          "assetReturn": -0.011192546929426506,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 266,
          "decisionSession": 266,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1718451110287006,
          "side": 0.0,
          "assetReturn": 0.014465213032170743,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 267,
          "decisionSession": 267,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18480576708881624,
          "side": 0.0,
          "assetReturn": 0.008266285059813194,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 268,
          "decisionSession": 268,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20616296117337715,
          "side": 0.0,
          "assetReturn": 0.02662633285412208,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 269,
          "decisionSession": 269,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20659577003830867,
          "side": 0.0,
          "assetReturn": 0.009210963974946917,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 270,
          "decisionSession": 270,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18627008911976953,
          "side": 0.0,
          "assetReturn": 0.013784048533709958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 271,
          "decisionSession": 271,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.19678526091928486,
          "side": 0.0,
          "assetReturn": -0.013088464136243538,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 272,
          "decisionSession": 272,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.195463035583463,
          "side": 0.0,
          "assetReturn": 0.006933968487787157,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 273,
          "decisionSession": 273,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1940142862729485,
          "side": 0.0,
          "assetReturn": 0.0022054370763853193,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 274,
          "decisionSession": 274,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19083096748580575,
          "side": 1.0,
          "assetReturn": 0.009311023045233124,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 275,
          "decisionSession": 275,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.20288160462263627,
          "side": 1.0,
          "assetReturn": 0.0327893464428477,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 276,
          "decisionSession": 276,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19630327381971802,
          "side": 1.0,
          "assetReturn": -0.0036768802707912718,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 277,
          "decisionSession": 277,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22498837174756586,
          "side": 1.0,
          "assetReturn": -0.031627471595855994,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 278,
          "decisionSession": 278,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2251915984146947,
          "side": 1.0,
          "assetReturn": 0.00689659717557678,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 279,
          "decisionSession": 279,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2166050880276199,
          "side": 1.0,
          "assetReturn": -0.003305313483426664,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 280,
          "decisionSession": 280,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21947473954025426,
          "side": 1.0,
          "assetReturn": 0.015149530133269806,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 281,
          "decisionSession": 281,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21989384552459612,
          "side": 1.0,
          "assetReturn": 0.012412070197295622,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 282,
          "decisionSession": 282,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21948049531240144,
          "side": 1.0,
          "assetReturn": 0.006642289752916364,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 283,
          "decisionSession": 283,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21767940984261397,
          "side": 1.0,
          "assetReturn": 0.009507929338968601,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 284,
          "decisionSession": 284,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.22033126626860153,
          "side": 1.0,
          "assetReturn": -0.008252793988988372,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 285,
          "decisionSession": 285,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.2120073866520775,
          "side": 1.0,
          "assetReturn": 0.0006713527301567268,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 286,
          "decisionSession": 286,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21557288006863456,
          "side": 1.0,
          "assetReturn": -0.005178282736941209,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 287,
          "decisionSession": 287,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.21158333698038126,
          "side": 1.0,
          "assetReturn": -0.003976075320178074,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 288,
          "decisionSession": 288,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19512630309825602,
          "side": 1.0,
          "assetReturn": 0.002702445742819526,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 289,
          "decisionSession": 289,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19256487777767659,
          "side": 1.0,
          "assetReturn": -0.0008207494817603633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 290,
          "decisionSession": 290,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19962598359408737,
          "side": 1.0,
          "assetReturn": -0.015284862130398591,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 291,
          "decisionSession": 291,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19301213256279276,
          "side": 1.0,
          "assetReturn": -0.005911774759166821,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 292,
          "decisionSession": 292,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1930360875420763,
          "side": 1.0,
          "assetReturn": 0.007690800365975026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 293,
          "decisionSession": 293,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1935288999918157,
          "side": 1.0,
          "assetReturn": -0.0064753220610404005,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 294,
          "decisionSession": 294,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.19231110949597313,
          "side": 1.0,
          "assetReturn": -0.00905390237320014,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 295,
          "decisionSession": 295,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.16343429630381134,
          "side": 1.0,
          "assetReturn": -0.0015548760725317967,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 296,
          "decisionSession": 296,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1632940621961732,
          "side": 1.0,
          "assetReturn": -0.006845346301575295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 297,
          "decisionSession": 297,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1324793411035858,
          "side": 1.0,
          "assetReturn": 0.0005022302141239887,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 298,
          "decisionSession": 298,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13224772070831292,
          "side": 1.0,
          "assetReturn": 0.0013837681526052137,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 299,
          "decisionSession": 299,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.13210489053151572,
          "side": 1.0,
          "assetReturn": -0.007098946170753906,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 300,
          "decisionSession": 300,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12589303875931268,
          "side": 1.0,
          "assetReturn": -0.0031850611356899483,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 301,
          "decisionSession": 301,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10110598935474277,
          "side": 1.0,
          "assetReturn": 0.002675776577429012,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 302,
          "decisionSession": 302,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10907258291832139,
          "side": 1.0,
          "assetReturn": 0.009016298976061154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 303,
          "decisionSession": 303,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10115416220945712,
          "side": 1.0,
          "assetReturn": -0.0020071953358190564,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 304,
          "decisionSession": 304,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1052898238083303,
          "side": 1.0,
          "assetReturn": -0.012616461210861796,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 305,
          "decisionSession": 305,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10649635800535248,
          "side": 1.0,
          "assetReturn": 0.008616341948977313,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 306,
          "decisionSession": 306,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.1176769575598698,
          "side": 1.0,
          "assetReturn": 0.006527710366976747,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 307,
          "decisionSession": 307,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.12137561150307476,
          "side": 1.0,
          "assetReturn": 0.0020449057789555525,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 308,
          "decisionSession": 308,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11811261340282365,
          "side": 1.0,
          "assetReturn": 0.004590967034054927,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 309,
          "decisionSession": 309,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.11781498851833302,
          "side": 1.0,
          "assetReturn": -0.007725875325401477,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 310,
          "decisionSession": 310,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.10191411128919983,
          "side": 1.0,
          "assetReturn": -0.006324443155230841,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 311,
          "decisionSession": 311,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10049353773610052,
          "side": 0.0,
          "assetReturn": 0.003423586976291082,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 312,
          "decisionSession": 312,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11371991113753284,
          "side": 0.0,
          "assetReturn": -0.007866279429306067,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 313,
          "decisionSession": 313,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11368420954908597,
          "side": 0.0,
          "assetReturn": -0.011113067040517066,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 314,
          "decisionSession": 314,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12558204850617574,
          "side": 0.0,
          "assetReturn": -0.011191044224289515,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 315,
          "decisionSession": 315,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12421419781188228,
          "side": 0.0,
          "assetReturn": 0.00394383816988686,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 316,
          "decisionSession": 316,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12427600781776023,
          "side": 0.0,
          "assetReturn": -0.014237394636087308,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 317,
          "decisionSession": 317,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12548815546987127,
          "side": 0.0,
          "assetReturn": 0.006847686262536845,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 318,
          "decisionSession": 318,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12567594274687696,
          "side": 0.0,
          "assetReturn": -0.0035530336579717714,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        }
      ],
      "metrics": {
        "totalReturn": 0.1260995270734684,
        "cagr": 0.12249084904150531,
        "volatility": 0.14527464661566963,
        "sharpe": 0.867935255640006,
        "maxDrawdown": -0.08794940765512205,
        "turnover": 5.998500749625188
      },
      "assumptions": {
        "startSession": 60,
        "endSession": 319,
        "periods": 259,
        "periodsPerYear": 252,
        "costBps": 5,
        "targetVol": 0.1,
        "leverageCap": 1,
        "riskFreeRate": 0,
        "smaWindows": [
          20,
          50
        ],
        "volatilityWindow": 20,
        "volatilityEstimator": "sample standard deviation of close-to-close simple returns",
        "execution": "rebalance at open t, hold to open t+1",
        "information": "close t (impossible at open t)",
        "zeroEstimatedVolatility": "hold cash when volatility targeting",
        "costConvention": "exact target weight after proportional fees; initial entry and final liquidation included",
        "turnoverConvention": "sum absolute traded notional / equity immediately before each trade event"
      }
    },
    {
      "id": "biased-target",
      "label": "ใช้ข้อมูลอนาคต · Vol target",
      "returns": [
        -0.0008568382468424618,
        0.0005363850159996186,
        0.0005640276352629758,
        0.0006868046494736824,
        0.010185302976629007,
        -0.009382153260817483,
        0.006398653862039971,
        -0.005053088358243696,
        -0.003201194583277722,
        -0.008133803526474415,
        -0.010535471870005697,
        -0.004022225991419437,
        0.000904705493506075,
        0.006602091363797191,
        0.004559560383621708,
        0.0021290673512071034,
        -0.0012873163766479179,
        0.0032941686457872432,
        -0.002972096348635933,
        -0.00012747914378297143,
        0.018123636334617332,
        -0.00061571920697856,
        0.006208616423137192,
        0.014053979528648952,
        0.011225234436008646,
        0.005099482528892141,
        -0.008648242872835055,
        -0.0023363501014407317,
        0.003760900554428348,
        -0.008821368527119122,
        0.009418628446864918,
        0.0050580626719729516,
        0.004454869469231237,
        0.007856228577073354,
        0.014779485071432452,
        -0.002061259234928725,
        0.0012791146501816009,
        -0.010113688173189028,
        -0.014169877503906081,
        0.004451930653321501,
        0.0008336420341539252,
        0.01154746267706619,
        -0.003952536052477584,
        -0.007153624811966908,
        0.0010681548332922564,
        -0.009667446013251424,
        -0.00201078922500042,
        0.006559543687771674,
        -0.005867447850415486,
        0.0014896666940844572,
        -0.001491289051770206,
        -0.0007713952699338611,
        0.0006233223430158752,
        -0.006163855207184987,
        0.0077937847093898505,
        0.00548279327760004,
        -0.012548046445757466,
        -0.000422686762141411,
        -0.0014340832340462573,
        -0.004442493092085109,
        -0.004767651338239309,
        -0.00030720956222385354,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.0076116655775402275,
        0.005376532773897491,
        0.009682098114090376,
        0.02400917424850202,
        0.0005040323080227616,
        0.005881065601874402,
        -0.009072009731527553,
        0.0029678869304408106,
        -0.006266347192802724,
        0.010835536282010061,
        0.014450306094022647,
        -0.01932239388360535,
        -0.002031943932585545,
        -0.001148587293968606,
        0.003484680857406497,
        0.011175446304551029,
        0.01247413666928443,
        -0.001208733636529069,
        -0.00019748728353874423,
        0.015050552273374596,
        0.01154161173601942,
        0.0048100830450985566,
        0.005461919854115704,
        0.0021771200509568267,
        -0.010996552433531814,
        -0.00861376110083778,
        -0.0056872905396532225,
        -0.010459713300122742,
        0.0042123727637128905,
        0.0022088161139242057,
        0.006145626752459776,
        0.0036579932132523307,
        -0.003140033462740388,
        -0.0010644508866557434,
        0.001673495225630317,
        0.0012422233042423958,
        0.004138828108368742,
        0.001048474156085888,
        0.004900445988122559,
        -0.0019729367409304643,
        4.317987845947613e-06,
        0.008251672049685466,
        0.004306094889189094,
        0.0036062148050046705,
        0.0025547107692707183,
        0.00043217604624690154,
        -0.00763679149717722,
        0.0011440617124920394,
        0.001943090955800697,
        -0.0016450389307574032,
        -0.0018514458866586425,
        0.006333811412416512,
        0.0050016369981695785,
        -0.00023579585669863956,
        -0.005661387819741126,
        -0.003748603735489242,
        0.003123531514647393,
        -0.002393244090620694,
        -0.008703688083201655,
        0.0030379266436437735,
        0.0015798714035695216,
        -0.002843011497697834,
        -0.0029771360872197228,
        -0.006658055617534742,
        0.003545968334181415,
        0.0030287865725242558,
        -0.007144703822311693,
        0.003931080122723474,
        0.0010788329169395539,
        -0.013732388056829192,
        0.0026332441524059558,
        0.008320814384899178,
        -0.020165033943977062,
        0.00886424734145641,
        0.001746408401136712,
        -0.00956117033476711,
        0.0058793267118830705,
        -0.005338257519577283,
        -0.0004999999999999449,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0046159777799157364,
        0.016144820672841398,
        -0.001877278221817158,
        -0.014088951438772312,
        0.0030587759349265387,
        -0.001533902022708311,
        0.006900005004872201,
        0.005642260094247398,
        0.0030252635098382274,
        0.004366790784426922,
        -0.0037495562042022534,
        0.00030672750420612793,
        -0.0024060787470618905,
        -0.0018842088182080552,
        0.001364522270284052,
        -0.0004292889501149588,
        -0.007665764404485742,
        -0.003073376307937692,
        0.003983414935222029,
        -0.0033475308217090216,
        -0.004710380680913118,
        -0.000998390922719028,
        -0.004192481786466029,
        0.00030706353792608887,
        0.0010457305884294943,
        -0.0053739991473416016,
        -0.002549249353376748,
        0.0025486676730455127,
        0.008229879338202517,
        -0.002019749033550511,
        -0.012001783231688545,
        0.008085619717003611,
        0.005502023695465708,
        0.0016713848409006804,
        0.0038756692985100205,
        -0.006558400780601659,
        -0.0062719274451252804,
        -0.0004905505539828381,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "equity": [
        1.0,
        0.9991431617531575,
        0.9996790871739604,
        1.000242933805521,
        1.0009299053030618,
        1.011124679646942,
        1.0016381529366993,
        1.0080472887723544,
        1.0029535367528997,
        0.999742887323767,
        0.9916111751012853,
        0.9811640834600224,
        0.9772176197816822,
        0.9781017139306496,
        0.9845592308091063,
        0.9890483880732326,
        0.9911541387050433,
        0.989878209750506,
        0.9931390355122142,
        0.9901873306110806,
        0.9900611023779895,
        1.0080046097465385,
        1.0073839619475946,
        1.0136384225581474,
        1.0278840761982315,
        1.039422315926597,
        1.0447228318668051,
        1.035687815082025,
        1.0332680857501972,
        1.0371541042667682,
        1.0280049856936169,
        1.0376873826953896,
        1.0429360705109785,
        1.047582214569858,
        1.0558122599007953,
        1.0714166214342344,
        1.069208154028847,
        1.070575793842759,
        1.059748324098069,
        1.0447318201606295,
        1.049382893775303,
        1.050257703465476,
        1.062385515097545,
        1.058186398047492,
        1.0506165295747334,
        1.0517387506987355,
        1.041571123106311,
        1.0394767431148972,
        1.046295236223782,
        1.0401561534891008,
        1.0417056394676005,
        1.0401521552522952,
        1.0393497867997221,
        1.039997636744043,
        1.0335872418953382,
        1.0416427983370427,
        1.0473539104694254,
        1.0342116649557094,
        1.0337745173756803,
        1.0322919986725276,
        1.0277060485994103,
        1.0228063044814886,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.022492088604449,
        1.0147092207703114,
        1.020164838151759,
        1.0300421742072894,
        1.054772636251138,
        1.055304275737427,
        1.0615105894129773,
        1.051880555015703,
        1.055002417567319,
        1.0483914061295958,
        1.0597512892484606,
        1.075065019761636,
        1.0542921899993158,
        1.0521499273806745,
        1.0509414413427351,
        1.0546036368656373,
        1.0663893031820135,
        1.079691589092569,
        1.0783865295517552,
        1.0781735619254291,
        1.0944006694789583,
        1.1070318170897242,
        1.1123567320634922,
        1.118432335383209,
        1.1208672968462103,
        1.10854162084541,
        1.098992908153112,
        1.0927426161834268,
        1.0813128417073221,
        1.085867734470783,
        1.0882662166202723,
        1.094954294594932,
        1.0989596299733817,
        1.0955088599610645,
        1.0943427445837397,
        1.0961741219420038,
        1.0975358149817875,
        1.1020783270627756,
        1.1032338277066833,
        1.1086401654916296,
        1.10645288857666,
        1.106457666226785,
        1.115587792025349,
        1.1203916189150311,
        1.1244319917585657,
        1.1273045902772239,
        1.127791784317966,
        1.1191790736089002,
        1.1204594835364385,
        1.1226366382252393,
        1.1207898572502641,
        1.1187147754792495,
        1.125800503891419,
        1.1314313493442403,
        1.131164562519926,
        1.124760601243553,
        1.1205443194522002,
        1.1240443749475684,
        1.1213542623896298,
        1.1115943446590217,
        1.1149712867355852,
        1.1167327979872999,
        1.1135579138027656,
        1.1102427003523743,
        1.1028506427044662,
        1.1067613161608278,
        1.110113459974205,
        1.1021820280935277,
        1.1065147939557893,
        1.1077085385385894,
        1.0924970550335145,
        1.0953738665152022,
        1.1044882691405444,
        1.082216225702601,
        1.091809258004166,
        1.0937160028647834,
        1.0832587978635326,
        1.0896276302496941,
        1.0838109173589745,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.083269011900295,
        1.088269357588898,
        1.105839271210919,
        1.1037633032302447,
        1.088212435651135,
        1.0915410336613924,
        1.0898667166619902,
        1.0973868024616016,
        1.1035785442250845,
        1.106917160125169,
        1.1117508357791277,
        1.107582263535305,
        1.1079219894787022,
        1.105256241926415,
        1.1031737083689976,
        1.104679013462059,
        1.104204786968156,
        1.0957402132169527,
        1.0923725912059972,
        1.0967239645006344,
        1.0930526472265616,
        1.0879039531538446,
        1.0868177997222257,
        1.0822613358916833,
        1.0825936588864429,
        1.0837257601903802,
        1.077901818879165,
        1.0751539783643835,
        1.077894188552587,
        1.0867651276637245,
        1.0845701348474293,
        1.0715533591894273,
        1.0802175321583107,
        1.0861609146165032,
        1.0879763075039721,
        1.0921929438764715,
        1.0850299048207843,
        1.0782246759819571,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363,
        1.0776957522698363
      ],
      "drawdowns": [
        0.0,
        -0.0008568382468424618,
        -0.0003209128260396321,
        0.0,
        0.0,
        0.0,
        -0.009382153260817483,
        -0.0030435325499740262,
        -0.00808124166932156,
        -0.011256566625541309,
        -0.019298811450700892,
        -0.029630961235543207,
        -0.03353400480453039,
        -0.03265963770939018,
        -0.02627316825765902,
        -0.021833401971177113,
        -0.019750819403272613,
        -0.02101271022665041,
        -0.017787760992054813,
        -0.020706990401195835,
        -0.02083182983557208,
        -0.0030857420090794063,
        -0.003699561265435136,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.008648242872835055,
        -0.010964387651162477,
        -0.00724472306833035,
        -0.01600218322338698,
        -0.006734273394641832,
        -0.0017102730995491866,
        0.0,
        0.0,
        0.0,
        -0.002061259234928725,
        -0.0007847811716323871,
        -0.010890532312767265,
        -0.024906092307849237,
        -0.02056504185032748,
        -0.019748543699494192,
        -0.00842912659372419,
        -0.012348346219449247,
        -0.01941363559551401,
        -0.01836621753091483,
        -0.02785610912771852,
        -0.029810885588634428,
        -0.02344688770725256,
        -0.029176762166791215,
        -0.027730559123547827,
        -0.02918049389609767,
        -0.029929379471065665,
        -0.02932471277898674,
        -0.0353078147026098,
        -0.02778921149957103,
        -0.022458780723970784,
        -0.034725013346088685,
        -0.035133022304773665,
        -0.0365167218605712,
        -0.040796989668045014,
        -0.04537013518389743,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.04566340660675339,
        -0.05292749760407167,
        -0.04783553125568285,
        -0.038616581448549736,
        -0.015534559432927364,
        -0.015038357044749762,
        -0.009245733007199997,
        -0.01823386535891114,
        -0.015320094479160606,
        -0.02149044064093042,
        -0.010887764808201528,
        0.0,
        -0.019322393883605238,
        -0.021315075795175886,
        -0.022439180863916053,
        -0.01903269339052205,
        -0.008069945928987687,
        0.0,
        -0.001208733636529069,
        -0.0014059822105455533,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        -0.010996552433531814,
        -0.019515591858774384,
        -0.02509189155747349,
        -0.03528915086574724,
        -0.03122542915999582,
        -0.029085584277164456,
        -0.023118706669549405,
        -0.01954528152839352,
        -0.022623942153096044,
        -0.023664310964467306,
        -0.022030417850253836,
        -0.020815561244467262,
        -0.016762885166068497,
        -0.015731986461860692,
        -0.010908634223680491,
        -0.012860048919357547,
        -0.012855786461046459,
        -0.004710196145178203,
        -0.00042438380753695437,
        0.0,
        0.0,
        0.0,
        -0.007636791497177109,
        -0.006501466745443274,
        -0.004571008730875126,
        -0.006208528174317385,
        -0.008048479307025458,
        -0.0017656454446963732,
        0.0,
        -0.00023579585669852854,
        -0.005895848744648657,
        -0.009622351279509833,
        -0.006528875482328944,
        -0.008906494380283014,
        -0.017532663114483982,
        -0.014547999415249646,
        -0.01299111197993541,
        -0.015797189596906458,
        -0.01872729530090056,
        -0.02526066354475598,
        -0.021804268723604636,
        -0.01884152262741412,
        -0.02585160935099151,
        -0.022022153975928105,
        -0.020967079283599643,
        -0.03441153927128815,
        -0.03186890910344353,
        -0.023813269995843434,
        -0.04349810854203717,
        -0.03501943919358308,
        -0.03333418903525709,
        -0.04257664551068674,
        -0.0369476408080569,
        -0.04208866230625996,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.042567617975106886,
        -0.038148131373908156,
        -0.02261920544110252,
        -0.02445402112115025,
        -0.03819844104386394,
        -0.03525650558115401,
        -0.03673632757863765,
        -0.03008980341791867,
        -0.024617317820739948,
        -0.021666528184214884,
        -0.017394350595393293,
        -0.021078685704402522,
        -0.020778423612854313,
        -0.02313450783646398,
        -0.024975126411001747,
        -0.023644683256908605,
        -0.02406382180577238,
        -0.03154511862162346,
        -0.034521544909358326,
        -0.030675643611715153,
        -0.03392048677095816,
        -0.03847108904629826,
        -0.03943107078292629,
        -0.043458238523313986,
        -0.04316451942586086,
        -0.04216392729572982,
        -0.04731133753373573,
        -0.04973997849049716,
        -0.04731808149268846,
        -0.03947762425568613,
        -0.04141763839579926,
        -0.05292233610949293,
        -0.045264626276806164,
        -0.04001164962768189,
        -0.03840713965142828,
        -0.034680323724908924,
        -0.04101127704332175,
        -0.04702598473439934,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124,
        -0.047493466665519124
      ],
      "weights": [
        0.7016315736162644,
        0.7251834106540557,
        0.7595081535126172,
        0.7650410942149413,
        0.8076375404734231,
        0.8076554402477504,
        0.8347774651334241,
        0.8526077561836211,
        0.920971675399401,
        0.794917430869492,
        0.834340849958769,
        0.8631255289858042,
        0.9784293917721991,
        1.0,
        0.9256697804280841,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.8894882986241577,
        0.9214996269720294,
        0.8584899001710163,
        0.8338014867666432,
        0.7664077007220719,
        0.7605660960648536,
        0.7064076752022271,
        0.7009713196246954,
        0.6927145656783652,
        0.7616153706039447,
        0.8005509728990878,
        0.7894604586446891,
        0.7919046931048178,
        0.7882783229339781,
        0.730682860369612,
        0.7291554154158861,
        0.7278053232157077,
        0.675987365888897,
        0.5318870722007191,
        0.5345528795496673,
        0.5455654071377438,
        0.5341312334672514,
        0.5386515829458329,
        0.532318224205711,
        0.5506166849461186,
        0.5467589919161902,
        0.5254727795632514,
        0.5018007959690589,
        0.5008777811294054,
        0.4977767631771454,
        0.4957439602472336,
        0.5043407462958015,
        0.5056277679161155,
        0.5257304610180814,
        0.5817593361483392,
        0.5423913834299874,
        0.5117191814206807,
        0.517508999534646,
        0.5979166295448741,
        0.5965726721722513,
        0.6162533193192863,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        1.0,
        1.0,
        1.0,
        0.8129321222987287,
        0.8199286907339852,
        0.8004850041220316,
        0.8262727878934688,
        0.8256917487166506,
        0.8270535965301161,
        0.7927706087327597,
        0.7612479745393064,
        0.5978253326419866,
        0.5995727766900907,
        0.5989816775448652,
        0.6011390233649219,
        0.5457662819270488,
        0.5208800802991013,
        0.5199862083073717,
        0.5199738979209676,
        0.4752159538694964,
        0.44852299942011853,
        0.4500448245951137,
        0.4495847851728726,
        0.4709791034958745,
        0.43674549300941523,
        0.39905944180948943,
        0.39359645514102837,
        0.3502106315698075,
        0.34789154169592806,
        0.35105909533319296,
        0.3435628780531519,
        0.37206585840904416,
        0.37055110454101253,
        0.3683772946278861,
        0.3677437858969658,
        0.382727397787087,
        0.3915460699831644,
        0.3923094436485597,
        0.3909272356091712,
        0.4203236136594827,
        0.45437070264396356,
        0.416617132041448,
        0.42004245967863607,
        0.418506748943914,
        0.4369580318332316,
        0.47992664518127454,
        0.49807904375768414,
        0.6751109843878443,
        0.6601203401914764,
        0.6578608218796278,
        0.7353855251443372,
        0.7377255608344477,
        0.763739507382915,
        0.7874750617392768,
        0.800300115196634,
        0.7493697343477268,
        0.7493002150234138,
        0.7451366333701223,
        0.765540305835688,
        0.7641262734350813,
        0.8022369016823366,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        1.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.5240239638120482,
        0.4928983097605224,
        0.5094158546323507,
        0.44446741501911374,
        0.4440663004480659,
        0.4616696722620326,
        0.45563330071367425,
        0.45476488785501074,
        0.45562135194593595,
        0.4593911756389902,
        0.4538620491478135,
        0.4716816785450437,
        0.4638802430443096,
        0.4726270103645844,
        0.5124885697734196,
        0.5193054992897187,
        0.5009367928943387,
        0.5181021455605489,
        0.5180378512292573,
        0.5167186916487873,
        0.5199907600870762,
        0.6118666783017682,
        0.6123921387898665,
        0.7548346720852864,
        0.7561566994455893,
        0.7569742467342147,
        0.794325095219792,
        0.9890610896367151,
        0.9168206832956788,
        0.98859006703978,
        0.9497594010798243,
        0.9389992472322296,
        0.8497840365147408,
        0.8238887430648846,
        0.8466496263100157,
        0.8487884373424961,
        0.9812183880623931,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0,
        0.0
      ],
      "sessions": [
        60,
        61,
        62,
        63,
        64,
        65,
        66,
        67,
        68,
        69,
        70,
        71,
        72,
        73,
        74,
        75,
        76,
        77,
        78,
        79,
        80,
        81,
        82,
        83,
        84,
        85,
        86,
        87,
        88,
        89,
        90,
        91,
        92,
        93,
        94,
        95,
        96,
        97,
        98,
        99,
        100,
        101,
        102,
        103,
        104,
        105,
        106,
        107,
        108,
        109,
        110,
        111,
        112,
        113,
        114,
        115,
        116,
        117,
        118,
        119,
        120,
        121,
        122,
        123,
        124,
        125,
        126,
        127,
        128,
        129,
        130,
        131,
        132,
        133,
        134,
        135,
        136,
        137,
        138,
        139,
        140,
        141,
        142,
        143,
        144,
        145,
        146,
        147,
        148,
        149,
        150,
        151,
        152,
        153,
        154,
        155,
        156,
        157,
        158,
        159,
        160,
        161,
        162,
        163,
        164,
        165,
        166,
        167,
        168,
        169,
        170,
        171,
        172,
        173,
        174,
        175,
        176,
        177,
        178,
        179,
        180,
        181,
        182,
        183,
        184,
        185,
        186,
        187,
        188,
        189,
        190,
        191,
        192,
        193,
        194,
        195,
        196,
        197,
        198,
        199,
        200,
        201,
        202,
        203,
        204,
        205,
        206,
        207,
        208,
        209,
        210,
        211,
        212,
        213,
        214,
        215,
        216,
        217,
        218,
        219,
        220,
        221,
        222,
        223,
        224,
        225,
        226,
        227,
        228,
        229,
        230,
        231,
        232,
        233,
        234,
        235,
        236,
        237,
        238,
        239,
        240,
        241,
        242,
        243,
        244,
        245,
        246,
        247,
        248,
        249,
        250,
        251,
        252,
        253,
        254,
        255,
        256,
        257,
        258,
        259,
        260,
        261,
        262,
        263,
        264,
        265,
        266,
        267,
        268,
        269,
        270,
        271,
        272,
        273,
        274,
        275,
        276,
        277,
        278,
        279,
        280,
        281,
        282,
        283,
        284,
        285,
        286,
        287,
        288,
        289,
        290,
        291,
        292,
        293,
        294,
        295,
        296,
        297,
        298,
        299,
        300,
        301,
        302,
        303,
        304,
        305,
        306,
        307,
        308,
        309,
        310,
        311,
        312,
        313,
        314,
        315,
        316,
        317,
        318,
        319
      ],
      "audit": [
        {
          "session": 60,
          "decisionSession": 60,
          "pretradeWeight": 0.0,
          "weight": 0.7016315736162644,
          "estimatedVolatility": 0.14252494294775267,
          "side": 1.0,
          "assetReturn": -0.0007216366415901954,
          "rebalanceTurnover": 0.701385516504436,
          "rebalanceFeeFraction": 0.000350692758252218,
          "postFeeEquityFactor": 0.9996493072417477,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 61,
          "decisionSession": 61,
          "pretradeWeight": 0.7014804262744891,
          "weight": 0.7251834106540557,
          "estimatedVolatility": 0.13789614948556014,
          "side": 1.0,
          "assetReturn": 0.0007560000677502288,
          "rebalanceTurnover": 0.023694392989205948,
          "rebalanceFeeFraction": 1.1847196494602975e-05,
          "postFeeEquityFactor": 0.9999881528035055,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 62,
          "decisionSession": 62,
          "pretradeWeight": 0.7253339931906465,
          "weight": 0.7595081535126172,
          "estimatedVolatility": 0.13166415599031323,
          "side": 1.0,
          "assetReturn": 0.0007651243138793173,
          "rebalanceTurnover": 0.034161187471761445,
          "rebalanceFeeFraction": 1.708059373588072e-05,
          "postFeeEquityFactor": 0.999982919406264,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 63,
          "decisionSession": 63,
          "pretradeWeight": 0.7596478265241798,
          "weight": 0.7650410942149413,
          "estimatedVolatility": 0.13071193267417425,
          "side": 1.0,
          "assetReturn": 0.0009012615348811259,
          "rebalanceTurnover": 0.005391205443905478,
          "rebalanceFeeFraction": 2.695602721952739e-06,
          "postFeeEquityFactor": 0.9999973043972781,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 64,
          "decisionSession": 64,
          "pretradeWeight": 0.7652029872508459,
          "weight": 0.8076375404734231,
          "estimatedVolatility": 0.12381791953526795,
          "side": 1.0,
          "assetReturn": 0.012637758460732895,
          "rebalanceTurnover": 0.04241742427047168,
          "rebalanceFeeFraction": 2.1208712135235842e-05,
          "postFeeEquityFactor": 0.9999787912878648,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 65,
          "decisionSession": 65,
          "pretradeWeight": 0.8095810944786657,
          "weight": 0.8076554402477504,
          "estimatedVolatility": 0.12381517540366564,
          "side": 1.0,
          "assetReturn": -0.011615348096922218,
          "rebalanceTurnover": 0.0019264321776295557,
          "rebalanceFeeFraction": 9.632160888147778e-07,
          "postFeeEquityFactor": 0.9999990367839112,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 66,
          "decisionSession": 66,
          "pretradeWeight": 0.8058339296874014,
          "weight": 0.8347774651334241,
          "estimatedVolatility": 0.11979240477462674,
          "side": 1.0,
          "assetReturn": 0.007682541313813518,
          "rebalanceTurnover": 0.028931459780693447,
          "rebalanceFeeFraction": 1.4465729890346725e-05,
          "postFeeEquityFactor": 0.9999855342701096,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 67,
          "decisionSession": 67,
          "pretradeWeight": 0.8358303201539619,
          "weight": 0.8526077561836211,
          "estimatedVolatility": 0.11728722765508551,
          "side": 1.0,
          "assetReturn": -0.005916842157692059,
          "rebalanceTurnover": 0.016770286791363276,
          "rebalanceFeeFraction": 8.385143395681637e-06,
          "postFeeEquityFactor": 0.9999916148566043,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 68,
          "decisionSession": 68,
          "pretradeWeight": 0.8518604297508999,
          "weight": 0.920971675399401,
          "estimatedVolatility": 0.1085809723264645,
          "side": 1.0,
          "assetReturn": -0.0034385034081251264,
          "rebalanceTurnover": 0.06907943554675533,
          "rebalanceFeeFraction": 3.453971777337766e-05,
          "postFeeEquityFactor": 0.9999654602822265,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 69,
          "decisionSession": 69,
          "pretradeWeight": 0.9207206162817042,
          "weight": 0.794917430869492,
          "estimatedVolatility": 0.12579922909806945,
          "side": 1.0,
          "assetReturn": -0.010153739891003433,
          "rebalanceTurnover": 0.12585320686614665,
          "rebalanceFeeFraction": 6.292660343307333e-05,
          "postFeeEquityFactor": 0.9999370733965669,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 70,
          "decisionSession": 70,
          "pretradeWeight": 0.7932486612507689,
          "weight": 0.834340849958769,
          "estimatedVolatility": 0.11985509280163108,
          "side": 1.0,
          "assetReturn": -0.012602943148474877,
          "rebalanceTurnover": 0.041075053410512874,
          "rebalanceFeeFraction": 2.0537526705256436e-05,
          "postFeeEquityFactor": 0.9999794624732948,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 71,
          "decisionSession": 71,
          "pretradeWeight": 0.8325804077837043,
          "weight": 0.8631255289858042,
          "estimatedVolatility": 0.11585800285330768,
          "side": 1.0,
          "assetReturn": -0.004642454724779865,
          "rebalanceTurnover": 0.030531944751617468,
          "rebalanceFeeFraction": 1.5265972375808735e-05,
          "postFeeEquityFactor": 0.9999847340276241,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 72,
          "decisionSession": 72,
          "pretradeWeight": 0.8625748635520022,
          "weight": 0.9784293917721991,
          "estimatedVolatility": 0.1022046157248742,
          "side": 1.0,
          "assetReturn": 0.000983883127083196,
          "rebalanceTurnover": 0.11579787819643073,
          "rebalanceFeeFraction": 5.789893909821536e-05,
          "postFeeEquityFactor": 0.9999421010609018,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 73,
          "decisionSession": 73,
          "pretradeWeight": 0.9784501369670014,
          "weight": 1.0,
          "estimatedVolatility": 0.09910743820216134,
          "side": 1.0,
          "assetReturn": 0.006612932128821747,
          "rebalanceTurnover": 0.0215390934862556,
          "rebalanceFeeFraction": 1.07695467431278e-05,
          "postFeeEquityFactor": 0.999989230453257,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 74,
          "decisionSession": 74,
          "pretradeWeight": 1.0,
          "weight": 0.9256697804280841,
          "estimatedVolatility": 0.10802988507819077,
          "side": 1.0,
          "assetReturn": 0.004966040507950353,
          "rebalanceTurnover": 0.07436463812103644,
          "rebalanceFeeFraction": 3.7182319060518224e-05,
          "postFeeEquityFactor": 0.9999628176809395,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 75,
          "decisionSession": 75,
          "pretradeWeight": 0.9260099064971403,
          "weight": 1.0,
          "estimatedVolatility": 0.09800863561086907,
          "side": 1.0,
          "assetReturn": 0.002166124005490211,
          "rebalanceTurnover": 0.07395311694438755,
          "rebalanceFeeFraction": 3.6976558472193776e-05,
          "postFeeEquityFactor": 0.9999630234415279,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 76,
          "decisionSession": 76,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09717790170533616,
          "side": 1.0,
          "assetReturn": -0.0012873163766479179,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 77,
          "decisionSession": 77,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09972835628668639,
          "side": 1.0,
          "assetReturn": 0.0032941686457872432,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 78,
          "decisionSession": 78,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09966753661130753,
          "side": 1.0,
          "assetReturn": -0.002972096348635933,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 79,
          "decisionSession": 79,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0984807074861224,
          "side": 1.0,
          "assetReturn": -0.00012747914378297143,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 80,
          "decisionSession": 80,
          "pretradeWeight": 1.0,
          "weight": 0.8894882986241577,
          "estimatedVolatility": 0.11242418832791613,
          "side": 1.0,
          "assetReturn": 0.020438629482910642,
          "rebalanceTurnover": 0.11056087267710824,
          "rebalanceFeeFraction": 5.528043633855412e-05,
          "postFeeEquityFactor": 0.9999447195636615,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 81,
          "decisionSession": 81,
          "pretradeWeight": 0.8914615197044194,
          "weight": 0.9214996269720294,
          "estimatedVolatility": 0.10851876340806739,
          "side": 1.0,
          "assetReturn": -0.0006518896705253185,
          "rebalanceTurnover": 0.030024273589153605,
          "rebalanceFeeFraction": 1.5012136794576803e-05,
          "postFeeEquityFactor": 0.9999849878632053,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 82,
          "decisionSession": 82,
          "pretradeWeight": 0.921452442190363,
          "weight": 0.8584899001710163,
          "estimatedVolatility": 0.11648360683111054,
          "side": 1.0,
          "assetReturn": 0.007268935544920474,
          "rebalanceTurnover": 0.06298957997846044,
          "rebalanceFeeFraction": 3.149478998923022e-05,
          "postFeeEquityFactor": 0.9999685052100108,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 83,
          "decisionSession": 83,
          "pretradeWeight": 0.8593674903111729,
          "weight": 0.8338014867666432,
          "estimatedVolatility": 0.11993262375650704,
          "side": 1.0,
          "assetReturn": 0.0168708595246716,
          "rebalanceTurnover": 0.025576666475796705,
          "rebalanceFeeFraction": 1.2788333237898352e-05,
          "postFeeEquityFactor": 0.9999872116667621,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 84,
          "decisionSession": 84,
          "pretradeWeight": 0.8361069615755198,
          "weight": 0.7664077007220719,
          "estimatedVolatility": 0.13047885597415695,
          "side": 1.0,
          "assetReturn": 0.01469255852963025,
          "rebalanceTurnover": 0.06972598011749909,
          "rebalanceFeeFraction": 3.486299005874954e-05,
          "postFeeEquityFactor": 0.9999651370099413,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 85,
          "decisionSession": 85,
          "pretradeWeight": 0.7690087751002401,
          "weight": 0.7605660960648536,
          "estimatedVolatility": 0.1314810119954032,
          "side": 1.0,
          "assetReturn": 0.0067104319446942284,
          "rebalanceTurnover": 0.008445890864507866,
          "rebalanceFeeFraction": 4.222945432253933e-06,
          "postFeeEquityFactor": 0.9999957770545678,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 86,
          "decisionSession": 86,
          "pretradeWeight": 0.7617818962393577,
          "weight": 0.7064076752022271,
          "estimatedVolatility": 0.14156131581012688,
          "side": 1.0,
          "assetReturn": -0.012203696323307645,
          "rebalanceTurnover": 0.05539378633504333,
          "rebalanceFeeFraction": 2.7696893167521663e-05,
          "postFeeEquityFactor": 0.9999723031068325,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 87,
          "decisionSession": 87,
          "pretradeWeight": 0.7038546700584918,
          "weight": 0.7009713196246954,
          "estimatedVolatility": 0.14265918904291355,
          "side": 1.0,
          "assetReturn": -0.0033309655085093093,
          "rebalanceTurnover": 0.002884361361091159,
          "rebalanceFeeFraction": 1.4421806805455796e-06,
          "postFeeEquityFactor": 0.9999985578193195,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 88,
          "decisionSession": 88,
          "pretradeWeight": 0.7002714801202554,
          "weight": 0.6927145656783652,
          "estimatedVolatility": 0.1443596034422511,
          "side": 1.0,
          "assetReturn": 0.005434698123863102,
          "rebalanceTurnover": 0.007559532741109987,
          "rebalanceFeeFraction": 3.7797663705549933e-06,
          "postFeeEquityFactor": 0.9999962202336294,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 89,
          "decisionSession": 89,
          "pretradeWeight": 0.6938670626792146,
          "weight": 0.7616153706039447,
          "estimatedVolatility": 0.13129987111565533,
          "side": 1.0,
          "assetReturn": -0.011538376420836105,
          "rebalanceTurnover": 0.0677225186691528,
          "rebalanceFeeFraction": 3.3861259334576396e-05,
          "postFeeEquityFactor": 0.9999661387406653,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 90,
          "decisionSession": 90,
          "pretradeWeight": 0.7595019204176416,
          "weight": 0.8005509728990878,
          "estimatedVolatility": 0.12491396973494821,
          "side": 1.0,
          "assetReturn": 0.011791052338836705,
          "rebalanceTurnover": 0.04103262812626263,
          "rebalanceFeeFraction": 2.0516314063131314e-05,
          "postFeeEquityFactor": 0.9999794836859368,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 91,
          "decisionSession": 91,
          "pretradeWeight": 0.802416034813121,
          "weight": 0.7894604586446891,
          "estimatedVolatility": 0.12666878867077852,
          "side": 1.0,
          "assetReturn": 0.006415236865623841,
          "rebalanceTurnover": 0.01296069214541462,
          "rebalanceFeeFraction": 6.4803460727073105e-06,
          "postFeeEquityFactor": 0.9999935196539274,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 92,
          "decisionSession": 92,
          "pretradeWeight": 0.7905213790071991,
          "weight": 0.7919046931048178,
          "estimatedVolatility": 0.12627782215550507,
          "side": 1.0,
          "assetReturn": 0.005626389099373519,
          "rebalanceTurnover": 0.0013827665879434514,
          "rebalanceFeeFraction": 6.913832939717257e-07,
          "postFeeEquityFactor": 0.999999308616706,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 93,
          "decisionSession": 93,
          "pretradeWeight": 0.792827762255238,
          "weight": 0.7882783229339781,
          "estimatedVolatility": 0.12685874657544713,
          "side": 1.0,
          "assetReturn": 0.009969222605763495,
          "rebalanceTurnover": 0.004551233140473565,
          "rebalanceFeeFraction": 2.2756165702367826e-06,
          "postFeeEquityFactor": 0.9999977243834297,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 94,
          "decisionSession": 94,
          "pretradeWeight": 0.7899291691955106,
          "weight": 0.730682860369612,
          "estimatedVolatility": 0.13685828069022385,
          "side": 1.0,
          "assetReturn": 0.020268106345114,
          "rebalanceTurnover": 0.05926796186785144,
          "rebalanceFeeFraction": 2.963398093392572e-05,
          "postFeeEquityFactor": 0.9999703660190661,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 95,
          "decisionSession": 95,
          "pretradeWeight": 0.7346131226998053,
          "weight": 0.7291554154158861,
          "estimatedVolatility": 0.1371449733291267,
          "side": 1.0,
          "assetReturn": -0.002823177284310807,
          "rebalanceTurnover": 0.005459697768016136,
          "rebalanceFeeFraction": 2.7298488840080684e-06,
          "postFeeEquityFactor": 0.9999972701511161,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 96,
          "decisionSession": 96,
          "pretradeWeight": 0.7285967222680582,
          "weight": 0.7278053232157077,
          "estimatedVolatility": 0.13739937976568206,
          "side": 1.0,
          "assetReturn": 0.001758040178367004,
          "rebalanceTurnover": 0.0007916871494113575,
          "rebalanceFeeFraction": 3.958435747056788e-07,
          "postFeeEquityFactor": 0.9999996041564253,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 97,
          "decisionSession": 97,
          "pretradeWeight": 0.7281531542452322,
          "weight": 0.675987365888897,
          "estimatedVolatility": 0.14793175885543944,
          "side": 1.0,
          "assetReturn": -0.014923148240279405,
          "rebalanceTurnover": 0.05218342602468595,
          "rebalanceFeeFraction": 2.6091713012342976e-05,
          "postFeeEquityFactor": 0.9999739082869876,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 98,
          "decisionSession": 98,
          "pretradeWeight": 0.6726854627694572,
          "weight": 0.5318870722007191,
          "estimatedVolatility": 0.1880098337157231,
          "side": 1.0,
          "assetReturn": -0.02651023730969848,
          "rebalanceTurnover": 0.14083584495135415,
          "rebalanceFeeFraction": 7.041792247567708e-05,
          "postFeeEquityFactor": 0.9999295820775242,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 99,
          "decisionSession": 99,
          "pretradeWeight": 0.5251920654704119,
          "weight": 0.5345528795496673,
          "estimatedVolatility": 0.18707223143993676,
          "side": 1.0,
          "assetReturn": 0.008337118428319634,
          "rebalanceTurnover": 0.009358312822721926,
          "rebalanceFeeFraction": 4.679156411360963e-06,
          "postFeeEquityFactor": 0.9999953208435886,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 100,
          "decisionSession": 100,
          "pretradeWeight": 0.5366180019707688,
          "weight": 0.5455654071377438,
          "estimatedVolatility": 0.18329607906161122,
          "side": 1.0,
          "assetReturn": 0.0015362379179939545,
          "rebalanceTurnover": 0.008944965135202043,
          "rebalanceFeeFraction": 4.4724825676010215e-06,
          "postFeeEquityFactor": 0.9999955275174324,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 101,
          "decisionSession": 101,
          "pretradeWeight": 0.545945958123624,
          "weight": 0.5341312334672514,
          "estimatedVolatility": 0.18721990727046892,
          "side": 1.0,
          "assetReturn": 0.021630339441224944,
          "rebalanceTurnover": 0.011817880805998437,
          "rebalanceFeeFraction": 5.908940402999219e-06,
          "postFeeEquityFactor": 0.999994091059597,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 102,
          "decisionSession": 102,
          "pretradeWeight": 0.5394521454197962,
          "weight": 0.5386515829458329,
          "estimatedVolatility": 0.1856487628851098,
          "side": 1.0,
          "assetReturn": -0.007337093904345671,
          "rebalanceTurnover": 0.0008007781441707884,
          "rebalanceFeeFraction": 4.0038907208539423e-07,
          "postFeeEquityFactor": 0.9999995996109279,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 103,
          "decisionSession": 103,
          "pretradeWeight": 0.5368210361111778,
          "weight": 0.532318224205711,
          "estimatedVolatility": 0.18785755484740957,
          "side": 1.0,
          "assetReturn": -0.013434424346938645,
          "rebalanceTurnover": 0.0045040106889527864,
          "rebalanceFeeFraction": 2.2520053444763935e-06,
          "postFeeEquityFactor": 0.9999977479946555,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 104,
          "decisionSession": 104,
          "pretradeWeight": 0.5289495593073427,
          "weight": 0.5506166849461186,
          "estimatedVolatility": 0.18161454735027807,
          "side": 1.0,
          "assetReturn": 0.0019596157000465464,
          "rebalanceTurnover": 0.02166116214013103,
          "rebalanceFeeFraction": 1.0830581070065516e-05,
          "postFeeEquityFactor": 0.9999891694189298,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 105,
          "decisionSession": 105,
          "pretradeWeight": 0.5511010456163286,
          "weight": 0.5467589919161902,
          "estimatedVolatility": 0.18289594040243692,
          "side": 1.0,
          "assetReturn": -0.017677432881726074,
          "rebalanceTurnover": 0.004343241053188396,
          "rebalanceFeeFraction": 2.171620526594198e-06,
          "postFeeEquityFactor": 0.9999978283794734,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 106,
          "decisionSession": 106,
          "pretradeWeight": 0.5423355296241248,
          "weight": 0.5254727795632514,
          "estimatedVolatility": 0.19030481480527947,
          "side": 1.0,
          "assetReturn": -0.0038106113184656065,
          "rebalanceTurnover": 0.016867181683294596,
          "rebalanceFeeFraction": 8.433590841647298e-06,
          "postFeeEquityFactor": 0.9999915664091583,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 107,
          "decisionSession": 107,
          "pretradeWeight": 0.5245206928641725,
          "weight": 0.5018007959690589,
          "estimatedVolatility": 0.1992822665952208,
          "side": 1.0,
          "assetReturn": 0.013094800177032573,
          "rebalanceTurnover": 0.02272559875688618,
          "rebalanceFeeFraction": 1.1362799378443089e-05,
          "postFeeEquityFactor": 0.9999886372006215,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 108,
          "decisionSession": 108,
          "pretradeWeight": 0.5050530828329499,
          "weight": 0.5008777811294054,
          "estimatedVolatility": 0.199649502867775,
          "side": 1.0,
          "assetReturn": -0.011710185888650027,
          "rebalanceTurnover": 0.004176347623409904,
          "rebalanceFeeFraction": 2.0881738117049522e-06,
          "postFeeEquityFactor": 0.9999979118261884,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 109,
          "decisionSession": 109,
          "pretradeWeight": 0.497932971274894,
          "weight": 0.4977767631771454,
          "estimatedVolatility": 0.20089326661560672,
          "side": 1.0,
          "assetReturn": 0.002992797262075575,
          "rebalanceTurnover": 0.00015624698580801732,
          "rebalanceFeeFraction": 7.812349290400866e-08,
          "postFeeEquityFactor": 0.9999999218765071,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 110,
          "decisionSession": 110,
          "pretradeWeight": 0.4985238347538233,
          "weight": 0.4957439602472336,
          "estimatedVolatility": 0.20171703140897324,
          "side": 1.0,
          "assetReturn": -0.003005383747981649,
          "rebalanceTurnover": 0.002780563730427399,
          "rebalanceFeeFraction": 1.3902818652136994e-06,
          "postFeeEquityFactor": 0.9999986097181348,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 111,
          "decisionSession": 111,
          "pretradeWeight": 0.49499154772933845,
          "weight": 0.5043407462958015,
          "estimatedVolatility": 0.19827864540881035,
          "side": 1.0,
          "assetReturn": -0.00152025280132706,
          "rebalanceTurnover": 0.009346841569936648,
          "rebalanceFeeFraction": 4.673420784968324e-06,
          "postFeeEquityFactor": 0.9999953265792151,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 112,
          "decisionSession": 112,
          "pretradeWeight": 0.5039604201344517,
          "weight": 0.5056277679161155,
          "estimatedVolatility": 0.1977739482389151,
          "side": 1.0,
          "assetReturn": 0.001234418609918242,
          "rebalanceTurnover": 0.0016669263595364692,
          "rebalanceFeeFraction": 8.334631797682346e-07,
          "postFeeEquityFactor": 0.9999991665368201,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 113,
          "decisionSession": 113,
          "pretradeWeight": 0.5059361409993599,
          "weight": 0.5257304610180814,
          "estimatedVolatility": 0.19021153882989617,
          "side": 1.0,
          "assetReturn": -0.011705659070093799,
          "rebalanceTurnover": 0.01978911814761808,
          "rebalanceFeeFraction": 9.89455907380904e-06,
          "postFeeEquityFactor": 0.9999901054409263,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 114,
          "decisionSession": 114,
          "pretradeWeight": 0.5227937233125907,
          "weight": 0.5817593361483392,
          "estimatedVolatility": 0.17189238536689616,
          "side": 1.0,
          "assetReturn": 0.01344798277841619,
          "rebalanceTurnover": 0.0589484659255467,
          "rebalanceFeeFraction": 2.947423296277335e-05,
          "postFeeEquityFactor": 0.9999705257670373,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 115,
          "decisionSession": 115,
          "pretradeWeight": 0.585006037073843,
          "weight": 0.5423913834299874,
          "estimatedVolatility": 0.18436871059347892,
          "side": 1.0,
          "assetReturn": 0.010148066257514854,
          "rebalanceTurnover": 0.04262621368936237,
          "rebalanceFeeFraction": 2.1313106844681185e-05,
          "postFeeEquityFactor": 0.9999786868931553,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 116,
          "decisionSession": 116,
          "pretradeWeight": 0.5448963755838856,
          "weight": 0.5117191814206807,
          "estimatedVolatility": 0.19541968257349868,
          "side": 1.0,
          "assetReturn": -0.024489333200942154,
          "rebalanceTurnover": 0.033185685038996326,
          "rebalanceFeeFraction": 1.6592842519498164e-05,
          "postFeeEquityFactor": 0.9999834071574806,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 117,
          "decisionSession": 117,
          "pretradeWeight": 0.5055225574721903,
          "weight": 0.517508999534646,
          "estimatedVolatility": 0.1932333545695281,
          "side": 1.0,
          "assetReturn": -0.0008051987280826012,
          "rebalanceTurnover": 0.011983341318967167,
          "rebalanceFeeFraction": 5.991670659483583e-06,
          "postFeeEquityFactor": 0.9999940083293405,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 118,
          "decisionSession": 118,
          "pretradeWeight": 0.5173078628852689,
          "weight": 0.5979166295448741,
          "estimatedVolatility": 0.16724739714317466,
          "side": 1.0,
          "assetReturn": -0.0023311729243307155,
          "rebalanceTurnover": 0.08058467520091073,
          "rebalanceFeeFraction": 4.029233760045536e-05,
          "postFeeEquityFactor": 0.9999597076623996,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 119,
          "decisionSession": 119,
          "pretradeWeight": 0.5973554045601804,
          "weight": 0.5965726721722513,
          "estimatedVolatility": 0.1676241716468141,
          "side": 1.0,
          "assetReturn": -0.007446038940989719,
          "rebalanceTurnover": 0.0007829659359694929,
          "rebalanceFeeFraction": 3.914829679847465e-07,
          "postFeeEquityFactor": 0.999999608517032,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 120,
          "decisionSession": 120,
          "pretradeWeight": 0.5947726102273905,
          "weight": 0.6162533193192863,
          "estimatedVolatility": 0.16227093123078032,
          "side": 1.0,
          "assetReturn": -0.007719172000687835,
          "rebalanceTurnover": 0.02147409235155029,
          "rebalanceFeeFraction": 1.0737046175775145e-05,
          "postFeeEquityFactor": 0.9999892629538242,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 121,
          "decisionSession": 121,
          "pretradeWeight": 0.6144191244477906,
          "weight": 0.0,
          "estimatedVolatility": 0.1520159395560305,
          "side": 0.0,
          "assetReturn": 0.006195451445238254,
          "rebalanceTurnover": 0.6144191244477906,
          "rebalanceFeeFraction": 0.0003072095622238953,
          "postFeeEquityFactor": 0.9996927904377761,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 122,
          "decisionSession": 122,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15204642012730873,
          "side": 0.0,
          "assetReturn": -0.0008719072208385192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 123,
          "decisionSession": 123,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15345699549841021,
          "side": 0.0,
          "assetReturn": 0.0035289094201600424,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 124,
          "decisionSession": 124,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15377273227927682,
          "side": 0.0,
          "assetReturn": -0.010069441689151692,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 125,
          "decisionSession": 125,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1538381179519328,
          "side": 0.0,
          "assetReturn": -0.005622172894043875,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 126,
          "decisionSession": 126,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1450268441498921,
          "side": 0.0,
          "assetReturn": 0.00891684022373962,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 127,
          "decisionSession": 127,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1293891785803814,
          "side": 0.0,
          "assetReturn": -0.0028985739109315123,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 128,
          "decisionSession": 128,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12629818940474466,
          "side": 0.0,
          "assetReturn": -0.006922444081788437,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 129,
          "decisionSession": 129,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12312456584915064,
          "side": 0.0,
          "assetReturn": 0.0005181207910518459,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 130,
          "decisionSession": 130,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12278240426380573,
          "side": 0.0,
          "assetReturn": -0.004445997712659078,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 131,
          "decisionSession": 131,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12979394868922073,
          "side": 0.0,
          "assetReturn": -0.013780420189312026,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 132,
          "decisionSession": 132,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13157493284002764,
          "side": 0.0,
          "assetReturn": -0.004853671123922876,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 133,
          "decisionSession": 133,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1330278195862832,
          "side": 0.0,
          "assetReturn": 0.006858969870032761,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 134,
          "decisionSession": 134,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.13809634649146127,
          "side": 0.0,
          "assetReturn": 0.008648769641668164,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 135,
          "decisionSession": 135,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1297891726555958,
          "side": 0.0,
          "assetReturn": 0.005551890191810127,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 136,
          "decisionSession": 136,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11471593521421296,
          "side": 0.0,
          "assetReturn": 0.0027756363821302976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 137,
          "decisionSession": 137,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11699452110385568,
          "side": 0.0,
          "assetReturn": 0.008790685132494147,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 138,
          "decisionSession": 138,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11615069886212337,
          "side": 0.0,
          "assetReturn": -0.008444900981987358,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 139,
          "decisionSession": 139,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11489313810119117,
          "side": 0.0,
          "assetReturn": -8.11613026066027e-05,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 140,
          "decisionSession": 140,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10967332659749249,
          "side": 0.0,
          "assetReturn": 0.004672651573004671,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 141,
          "decisionSession": 141,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11875864144959206,
          "side": 0.0,
          "assetReturn": 0.006015982017240518,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 142,
          "decisionSession": 142,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11910396672284779,
          "side": 0.0,
          "assetReturn": -0.0014277364417868421,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 143,
          "decisionSession": 143,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11981288204381073,
          "side": 0.0,
          "assetReturn": 0.007493198727717365,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 144,
          "decisionSession": 144,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11653234221462012,
          "side": 0.0,
          "assetReturn": -0.004242985651254694,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 145,
          "decisionSession": 145,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11749649662321646,
          "side": 0.0,
          "assetReturn": -0.007523526037932937,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 146,
          "decisionSession": 146,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11377354634978742,
          "side": 0.0,
          "assetReturn": -0.00024856814998042154,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 147,
          "decisionSession": 147,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11468077766053969,
          "side": 0.0,
          "assetReturn": 0.007894653869346957,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 148,
          "decisionSession": 148,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11335378749553005,
          "side": 0.0,
          "assetReturn": 0.00018748603669238584,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 149,
          "decisionSession": 149,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11367707402228354,
          "side": 0.0,
          "assetReturn": 0.0012955185242731204,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 150,
          "decisionSession": 150,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11859173487050333,
          "side": 0.0,
          "assetReturn": -0.00819615232378379,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 151,
          "decisionSession": 151,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10770739650305983,
          "side": 0.0,
          "assetReturn": -0.006202726399984426,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 152,
          "decisionSession": 152,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1021901503711724,
          "side": 0.0,
          "assetReturn": 0.006280704030984241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 153,
          "decisionSession": 153,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10376917134278195,
          "side": 0.0,
          "assetReturn": 0.00810011413644629,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 154,
          "decisionSession": 154,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.10310296842608001,
          "side": 0.0,
          "assetReturn": -0.00750357336702645,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 155,
          "decisionSession": 155,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.0970019278220852,
          "side": 0.0,
          "assetReturn": 0.0054919791264931295,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 156,
          "decisionSession": 156,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09503248584517487,
          "side": 0.0,
          "assetReturn": 0.006172934869836055,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 157,
          "decisionSession": 157,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09353627359389523,
          "side": 0.0,
          "assetReturn": -0.003940950977093016,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 158,
          "decisionSession": 158,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09467945844170846,
          "side": 0.0,
          "assetReturn": 0.001980589222830398,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 159,
          "decisionSession": 159,
          "pretradeWeight": 0.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282444455811797,
          "side": 1.0,
          "assetReturn": -0.007115471410328977,
          "rebalanceTurnover": 0.9995002498750625,
          "rebalanceFeeFraction": 0.0004997501249375312,
          "postFeeEquityFactor": 0.9995002498750625,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 160,
          "decisionSession": 160,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.09282116463225736,
          "side": 1.0,
          "assetReturn": 0.005376532773897491,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 161,
          "decisionSession": 161,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08207171436124189,
          "side": 1.0,
          "assetReturn": 0.009682098114090376,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 162,
          "decisionSession": 162,
          "pretradeWeight": 1.0,
          "weight": 0.8129321222987287,
          "estimatedVolatility": 0.12301150029258279,
          "side": 1.0,
          "assetReturn": 0.0296519243274449,
          "rebalanceTurnover": 0.18714394536361123,
          "rebalanceFeeFraction": 9.357197268180561e-05,
          "postFeeEquityFactor": 0.9999064280273182,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 163,
          "decisionSession": 163,
          "pretradeWeight": 0.817335256270334,
          "weight": 0.8199286907339852,
          "estimatedVolatility": 0.12196182561983754,
          "side": 1.0,
          "assetReturn": 0.0006163086553450103,
          "rebalanceTurnover": 0.002592371683690975,
          "rebalanceFeeFraction": 1.2961858418454875e-06,
          "postFeeEquityFactor": 0.9999987038141581,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 164,
          "decisionSession": 164,
          "pretradeWeight": 0.8200196400560881,
          "weight": 0.8004850041220316,
          "estimatedVolatility": 0.1249242640212599,
          "side": 1.0,
          "assetReturn": 0.0073591564634500894,
          "rebalanceTurnover": 0.019542457656205214,
          "rebalanceFeeFraction": 9.771228828102607e-06,
          "postFeeEquityFactor": 0.9999902287711719,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 165,
          "decisionSession": 165,
          "pretradeWeight": 0.8016534427438403,
          "weight": 0.8262727878934688,
          "estimatedVolatility": 0.12102540645800983,
          "side": 1.0,
          "assetReturn": -0.01096467988839922,
          "rebalanceTurnover": 0.02460917820248787,
          "rebalanceFeeFraction": 1.2304589101243935e-05,
          "postFeeEquityFactor": 0.9999876954108987,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 166,
          "decisionSession": 166,
          "pretradeWeight": 0.8246844612619095,
          "weight": 0.8256917487166506,
          "estimatedVolatility": 0.12111057202088694,
          "side": 1.0,
          "assetReturn": 0.003595036362341597,
          "rebalanceTurnover": 0.001006871771884077,
          "rebalanceFeeFraction": 5.034358859420385e-07,
          "postFeeEquityFactor": 0.999999496564114,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 167,
          "decisionSession": 167,
          "pretradeWeight": 0.8262076325655985,
          "weight": 0.8270535965301161,
          "estimatedVolatility": 0.1209111482249127,
          "side": 1.0,
          "assetReturn": -0.007576204324882818,
          "rebalanceTurnover": 0.0008456142803517919,
          "rebalanceFeeFraction": 4.2280714017589593e-07,
          "postFeeEquityFactor": 0.9999995771928599,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 168,
          "decisionSession": 168,
          "pretradeWeight": 0.8259630939755802,
          "weight": 0.7927706087327597,
          "estimatedVolatility": 0.1261398933038771,
          "side": 1.0,
          "assetReturn": 0.013689103966957772,
          "rebalanceTurnover": 0.033205647473500965,
          "rebalanceFeeFraction": 1.6602823736750483e-05,
          "postFeeEquityFactor": 0.9999833971762633,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 169,
          "decisionSession": 169,
          "pretradeWeight": 0.7949953842774573,
          "weight": 0.7612479745393064,
          "estimatedVolatility": 0.13136323950223738,
          "side": 1.0,
          "assetReturn": 0.019004885293433915,
          "rebalanceTurnover": 0.03376025970281027,
          "rebalanceFeeFraction": 1.6880129851405135e-05,
          "postFeeEquityFactor": 0.9999831198701487,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 170,
          "decisionSession": 170,
          "pretradeWeight": 0.7646528431592059,
          "weight": 0.5978253326419866,
          "estimatedVolatility": 0.16727293833144732,
          "side": 1.0,
          "assetReturn": -0.032184251058285374,
          "rebalanceTurnover": 0.16687739228349552,
          "rebalanceFeeFraction": 8.343869614174776e-05,
          "postFeeEquityFactor": 0.9999165613038582,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 171,
          "decisionSession": 171,
          "pretradeWeight": 0.5899354610322176,
          "weight": 0.5995727766900907,
          "estimatedVolatility": 0.16678542436840552,
          "side": 1.0,
          "assetReturn": -0.0033809681874353847,
          "rebalanceTurnover": 0.009634427387682831,
          "rebalanceFeeFraction": 4.817213693841416e-06,
          "postFeeEquityFactor": 0.9999951827863064,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 172,
          "decisionSession": 172,
          "pretradeWeight": 0.5987594072456399,
          "weight": 0.5989816775448652,
          "estimatedVolatility": 0.16695001491512193,
          "side": 1.0,
          "assetReturn": -0.001917381387020578,
          "rebalanceTurnover": 0.00022220375123749303,
          "rebalanceFeeFraction": 1.1110187561874651e-07,
          "postFeeEquityFactor": 0.9999998888981244,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 173,
          "decisionSession": 173,
          "pretradeWeight": 0.5985205879472792,
          "weight": 0.6011390233649219,
          "estimatedVolatility": 0.1663508707856667,
          "side": 1.0,
          "assetReturn": 0.005798981780892776,
          "rebalanceTurnover": 0.00261764863227143,
          "rebalanceFeeFraction": 1.308824316135715e-06,
          "postFeeEquityFactor": 0.9999986911756837,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 174,
          "decisionSession": 174,
          "pretradeWeight": 0.6025246202509688,
          "weight": 0.5457662819270488,
          "estimatedVolatility": 0.18322861508942898,
          "side": 1.0,
          "assetReturn": 0.02052921120696216,
          "rebalanceTurnover": 0.05677383094523292,
          "rebalanceFeeFraction": 2.8386915472616458e-05,
          "postFeeEquityFactor": 0.9999716130845273,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 175,
          "decisionSession": 175,
          "pretradeWeight": 0.550799195689739,
          "weight": 0.5208800802991013,
          "estimatedVolatility": 0.19198276874511638,
          "side": 1.0,
          "assetReturn": 0.02397727899245461,
          "rebalanceTurnover": 0.02992690955616406,
          "rebalanceFeeFraction": 1.496345477808203e-05,
          "postFeeEquityFactor": 0.999985036545222,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 176,
          "decisionSession": 176,
          "pretradeWeight": 0.526790134128488,
          "weight": 0.5199862083073717,
          "estimatedVolatility": 0.19231279292101627,
          "side": 1.0,
          "assetReturn": -0.002318013191919155,
          "rebalanceTurnover": 0.00680569525495156,
          "rebalanceFeeFraction": 3.4028476274757804e-06,
          "postFeeEquityFactor": 0.9999965971523724,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 177,
          "decisionSession": 177,
          "pretradeWeight": 0.5194069327152543,
          "weight": 0.5199738979209676,
          "estimatedVolatility": 0.19231734592800523,
          "side": 1.0,
          "assetReturn": -0.0003792573652183773,
          "rebalanceTurnover": 0.0005668178404723001,
          "rebalanceFeeFraction": 2.8340892023615005e-07,
          "postFeeEquityFactor": 0.9999997165910797,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 178,
          "decisionSession": 178,
          "pretradeWeight": 0.5198792162152868,
          "weight": 0.4752159538694964,
          "estimatedVolatility": 0.21043064565854613,
          "side": 1.0,
          "assetReturn": 0.031718686586526657,
          "rebalanceTurnover": 0.04467387721537741,
          "rebalanceFeeFraction": 2.2336938607688708e-05,
          "postFeeEquityFactor": 0.9999776630613922,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 179,
          "decisionSession": 179,
          "pretradeWeight": 0.48300868081282455,
          "weight": 0.44852299942011853,
          "estimatedVolatility": 0.22295400710618385,
          "side": 1.0,
          "assetReturn": 0.02577138254923983,
          "rebalanceTurnover": 0.03449341693811864,
          "rebalanceFeeFraction": 1.7246708469059318e-05,
          "postFeeEquityFactor": 0.9999827532915311,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 180,
          "decisionSession": 180,
          "pretradeWeight": 0.45482471208436964,
          "weight": 0.4500448245951137,
          "estimatedVolatility": 0.2222000888244094,
          "side": 1.0,
          "assetReturn": 0.010693346013348703,
          "rebalanceTurnover": 0.004780963313153752,
          "rebalanceFeeFraction": 2.390481656576876e-06,
          "postFeeEquityFactor": 0.9999976095183435,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 181,
          "decisionSession": 181,
          "pretradeWeight": 0.4526787996787606,
          "weight": 0.4495847851728726,
          "estimatedVolatility": 0.22242745595037963,
          "side": 1.0,
          "assetReturn": 0.012152269923988213,
          "rebalanceTurnover": 0.003094710173192239,
          "rebalanceFeeFraction": 1.5473550865961195e-06,
          "postFeeEquityFactor": 0.9999984526449134,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 182,
          "decisionSession": 182,
          "pretradeWeight": 0.452575624923512,
          "weight": 0.4709791034958745,
          "estimatedVolatility": 0.21232364505716536,
          "side": 1.0,
          "assetReturn": 0.004642116223423587,
          "rebalanceTurnover": 0.018399145765773506,
          "rebalanceFeeFraction": 9.199572882886753e-06,
          "postFeeEquityFactor": 0.999990800427117,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 183,
          "decisionSession": 183,
          "pretradeWeight": 0.47213319965742884,
          "weight": 0.43674549300941523,
          "estimatedVolatility": 0.2289663009707217,
          "side": 1.0,
          "assetReturn": -0.02513832242199132,
          "rebalanceTurnover": 0.03539543604659684,
          "rebalanceFeeFraction": 1.769771802329842e-05,
          "postFeeEquityFactor": 0.9999823022819767,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 184,
          "decisionSession": 184,
          "pretradeWeight": 0.43049284604916344,
          "weight": 0.39905944180948943,
          "estimatedVolatility": 0.2505892343921533,
          "side": 1.0,
          "assetReturn": -0.021546104472812022,
          "rebalanceTurnover": 0.031439677389728915,
          "rebalanceFeeFraction": 1.5719838694864456e-05,
          "postFeeEquityFactor": 0.9999842801613051,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 185,
          "decisionSession": 185,
          "pretradeWeight": 0.3938476368512579,
          "weight": 0.39359645514102837,
          "estimatedVolatility": 0.2540673288436231,
          "side": 1.0,
          "assetReturn": -0.014449229824582521,
          "rebalanceTurnover": 0.00025123115207498214,
          "rebalanceFeeFraction": 1.2561557603749108e-07,
          "postFeeEquityFactor": 0.999999874384424,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 186,
          "decisionSession": 186,
          "pretradeWeight": 0.39012801212773357,
          "weight": 0.3502106315698075,
          "estimatedVolatility": 0.2855424449901859,
          "side": 1.0,
          "assetReturn": -0.02981051566588233,
          "rebalanceTurnover": 0.039924371527609914,
          "rebalanceFeeFraction": 1.9962185763804956e-05,
          "postFeeEquityFactor": 0.9999800378142363,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 187,
          "decisionSession": 187,
          "pretradeWeight": 0.343355287351543,
          "weight": 0.34789154169592806,
          "estimatedVolatility": 0.2874459077461683,
          "side": 1.0,
          "assetReturn": 0.012114839106396547,
          "rebalanceTurnover": 0.004535465419356455,
          "rebalanceFeeFraction": 2.2677327096782276e-06,
          "postFeeEquityFactor": 0.9999977322672902,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 188,
          "decisionSession": 188,
          "pretradeWeight": 0.3506284156789324,
          "weight": 0.35105909533319296,
          "estimatedVolatility": 0.2848523263728268,
          "side": 1.0,
          "assetReturn": 0.006292478733449958,
          "rebalanceTurnover": 0.0004306040705228664,
          "rebalanceFeeFraction": 2.1530203526143322e-07,
          "postFeeEquityFactor": 0.9999997846979648,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 189,
          "decisionSession": 189,
          "pretradeWeight": 0.35248946675126575,
          "weight": 0.3435628780531519,
          "estimatedVolatility": 0.29106753490558784,
          "side": 1.0,
          "assetReturn": 0.01790099763689912,
          "rebalanceTurnover": 0.008928122383824733,
          "rebalanceFeeFraction": 4.464061191912366e-06,
          "postFeeEquityFactor": 0.9999955359388082,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 190,
          "decisionSession": 190,
          "pretradeWeight": 0.34757536670894995,
          "weight": 0.37206585840904416,
          "estimatedVolatility": 0.2687696216675204,
          "side": 1.0,
          "assetReturn": 0.009864600671333879,
          "rebalanceTurnover": 0.024485936509601014,
          "rebalanceFeeFraction": 1.2242968254800508e-05,
          "postFeeEquityFactor": 0.9999877570317453,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 191,
          "decisionSession": 191,
          "pretradeWeight": 0.37436212528646146,
          "weight": 0.37055110454101253,
          "estimatedVolatility": 0.2698683090524482,
          "side": 1.0,
          "assetReturn": -0.008468828028455055,
          "rebalanceTurnover": 0.0038117269652674923,
          "rebalanceFeeFraction": 1.9058634826337462e-06,
          "postFeeEquityFactor": 0.9999980941365174,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 192,
          "decisionSession": 192,
          "pretradeWeight": 0.3685695915728235,
          "weight": 0.3683772946278861,
          "estimatedVolatility": 0.27146081329744914,
          "side": 1.0,
          "assetReturn": -0.0028893062584126605,
          "rebalanceTurnover": 0.0001923323703765245,
          "rebalanceFeeFraction": 9.616618518826226e-08,
          "postFeeEquityFactor": 0.9999999038338149,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 193,
          "decisionSession": 193,
          "pretradeWeight": 0.36770430765829043,
          "weight": 0.3677437858969658,
          "estimatedVolatility": 0.27192845626497664,
          "side": 1.0,
          "assetReturn": 0.004550763488951448,
          "rebalanceTurnover": 3.947098107132119e-05,
          "rebalanceFeeFraction": 1.9735490535660594e-08,
          "postFeeEquityFactor": 0.9999999802645093,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 194,
          "decisionSession": 194,
          "pretradeWeight": 0.3688001083798971,
          "weight": 0.382727397787087,
          "estimatedVolatility": 0.26128257495594936,
          "side": 1.0,
          "assetReturn": 0.003263927069543593,
          "rebalanceTurnover": 0.013924624739494074,
          "rebalanceFeeFraction": 6.962312369747037e-06,
          "postFeeEquityFactor": 0.9999930376876303,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 195,
          "decisionSession": 195,
          "pretradeWeight": 0.3834975291681513,
          "weight": 0.3915460699831644,
          "estimatedVolatility": 0.25539778755613557,
          "side": 1.0,
          "assetReturn": 0.01058079387701083,
          "rebalanceTurnover": 0.008046965436167286,
          "rebalanceFeeFraction": 4.023482718083643e-06,
          "postFeeEquityFactor": 0.9999959765172821,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 196,
          "decisionSession": 196,
          "pretradeWeight": 0.39405641443107486,
          "weight": 0.3923094436485597,
          "estimatedVolatility": 0.25490082285549676,
          "side": 1.0,
          "assetReturn": 0.002674798546424162,
          "rebalanceTurnover": 0.001747313526313854,
          "rebalanceFeeFraction": 8.73656763156927e-07,
          "postFeeEquityFactor": 0.9999991263432368,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 197,
          "decisionSession": 197,
          "pretradeWeight": 0.3929464545153251,
          "weight": 0.3909272356091712,
          "estimatedVolatility": 0.2558020800064563,
          "side": 1.0,
          "assetReturn": 0.0125380385350915,
          "rebalanceTurnover": 0.002019613667147868,
          "rebalanceFeeFraction": 1.009806833573934e-06,
          "postFeeEquityFactor": 0.9999989901931664,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 198,
          "decisionSession": 198,
          "pretradeWeight": 0.3938980206680213,
          "weight": 0.4203236136594827,
          "estimatedVolatility": 0.2379119248841754,
          "side": 1.0,
          "assetReturn": -0.004662485155153995,
          "rebalanceTurnover": 0.02642004050801161,
          "rebalanceFeeFraction": 1.3210020254005806e-05,
          "postFeeEquityFactor": 0.9999867899797459,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 199,
          "decisionSession": 199,
          "pretradeWeight": 0.41918536065465234,
          "weight": 0.45437070264396356,
          "estimatedVolatility": 0.220084612449932,
          "side": 1.0,
          "assetReturn": 4.821404227817183e-05,
          "rebalanceTurnover": 0.035177350210645,
          "rebalanceFeeFraction": 1.75886751053225e-05,
          "postFeeEquityFactor": 0.9999824113248946,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 200,
          "decisionSession": 200,
          "pretradeWeight": 0.4543826555094648,
          "weight": 0.416617132041448,
          "estimatedVolatility": 0.24002853533649524,
          "side": 1.0,
          "assetReturn": 0.01985207596152394,
          "rebalanceTurnover": 0.03777339198913576,
          "rebalanceFeeFraction": 1.8886695994567882e-05,
          "postFeeEquityFactor": 0.9999811133040054,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 201,
          "decisionSession": 201,
          "pretradeWeight": 0.4214025466501498,
          "weight": 0.42004245967863607,
          "estimatedVolatility": 0.238071170415742,
          "side": 1.0,
          "assetReturn": 0.010253196803569065,
          "rebalanceTurnover": 0.001360372678656796,
          "rebalanceFeeFraction": 6.80186339328398e-07,
          "postFeeEquityFactor": 0.9999993198136605,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 202,
          "decisionSession": 202,
          "pretradeWeight": 0.4225294969397179,
          "weight": 0.418506748943914,
          "estimatedVolatility": 0.23894477270043132,
          "side": 1.0,
          "assetReturn": 0.008621686192897604,
          "rebalanceTurnover": 0.004023589945577555,
          "rebalanceFeeFraction": 2.0117949727887773e-06,
          "postFeeEquityFactor": 0.9999979882050272,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 203,
          "decisionSession": 203,
          "pretradeWeight": 0.42059736913459866,
          "weight": 0.4369580318332316,
          "estimatedVolatility": 0.22885493048487038,
          "side": 1.0,
          "assetReturn": 0.0058653465274522976,
          "rebalanceTurnover": 0.0163570890179211,
          "rebalanceFeeFraction": 8.17854450896055e-06,
          "postFeeEquityFactor": 0.9999918214554911,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 204,
          "decisionSession": 204,
          "pretradeWeight": 0.4383973689865296,
          "weight": 0.47992664518127454,
          "estimatedVolatility": 0.20836517622860615,
          "side": 1.0,
          "assetReturn": 0.0009437798678624265,
          "rebalanceTurnover": 0.04151931308242601,
          "rebalanceFeeFraction": 2.0759656541213006e-05,
          "postFeeEquityFactor": 0.9999792403434588,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 205,
          "decisionSession": 205,
          "pretradeWeight": 0.4801621032124197,
          "weight": 0.49807904375768414,
          "estimatedVolatility": 0.20077134594052523,
          "side": 1.0,
          "assetReturn": -0.015314644673962485,
          "rebalanceTurnover": 0.017912479629901723,
          "rebalanceFeeFraction": 8.956239814950862e-06,
          "postFeeEquityFactor": 0.999991043760185,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 206,
          "decisionSession": 206,
          "pretradeWeight": 0.49422101039486904,
          "weight": 0.6751109843878443,
          "estimatedVolatility": 0.14812379343919996,
          "side": 1.0,
          "assetReturn": 0.0018287182888994113,
          "rebalanceTurnover": 0.18082893419309093,
          "rebalanceFeeFraction": 9.041446709654546e-05,
          "postFeeEquityFactor": 0.9999095855329037,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 207,
          "decisionSession": 207,
          "pretradeWeight": 0.6755115938167183,
          "weight": 0.6601203401914764,
          "estimatedVolatility": 0.15148753024485465,
          "side": 1.0,
          "assetReturn": 0.0029552250132502955,
          "rebalanceTurnover": 0.01539633534230389,
          "rebalanceFeeFraction": 7.698167671151946e-06,
          "postFeeEquityFactor": 0.9999923018323289,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 208,
          "decisionSession": 208,
          "pretradeWeight": 0.6607820878991344,
          "weight": 0.6578608218796278,
          "estimatedVolatility": 0.15200783611688845,
          "side": 1.0,
          "assetReturn": -0.002498370725139809,
          "rebalanceTurnover": 0.0029222272289098905,
          "rebalanceFeeFraction": 1.4611136144549453e-06,
          "postFeeEquityFactor": 0.9999985388863856,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 209,
          "decisionSession": 209,
          "pretradeWeight": 0.6572975629331986,
          "weight": 0.7353855251443372,
          "estimatedVolatility": 0.1359830953707888,
          "side": 1.0,
          "assetReturn": -0.002464675921935111,
          "rebalanceTurnover": 0.07805926038604294,
          "rebalanceFeeFraction": 3.9029630193021474e-05,
          "postFeeEquityFactor": 0.999960970369807,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 210,
          "decisionSession": 210,
          "pretradeWeight": 0.734905043983544,
          "weight": 0.7377255608344477,
          "estimatedVolatility": 0.13555176248317755,
          "side": 1.0,
          "assetReturn": 0.008587516033324638,
          "rebalanceTurnover": 0.002819476850833169,
          "rebalanceFeeFraction": 1.4097384254165845e-06,
          "postFeeEquityFactor": 0.9999985902615744,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 211,
          "decisionSession": 211,
          "pretradeWeight": 0.7393766695972495,
          "weight": 0.763739507382915,
          "estimatedVolatility": 0.13093469570883826,
          "side": 1.0,
          "assetReturn": 0.006564901738681739,
          "rebalanceTurnover": 0.024353537906143696,
          "rebalanceFeeFraction": 1.2176768953071849e-05,
          "postFeeEquityFactor": 0.9999878232310468,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 212,
          "decisionSession": 212,
          "pretradeWeight": 0.7649181782098092,
          "weight": 0.7874750617392768,
          "estimatedVolatility": 0.1269881483981632,
          "side": 1.0,
          "assetReturn": -0.00028511935949382394,
          "rebalanceTurnover": 0.022548005533442828,
          "rebalanceFeeFraction": 1.1274002766721415e-05,
          "postFeeEquityFactor": 0.9999887259972333,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 213,
          "decisionSession": 213,
          "pretradeWeight": 0.7874273339921267,
          "weight": 0.800300115196634,
          "estimatedVolatility": 0.12495312458555621,
          "side": 1.0,
          "assetReturn": -0.007066087183318137,
          "rebalanceTurnover": 0.01286763222073295,
          "rebalanceFeeFraction": 6.433816110366475e-06,
          "postFeeEquityFactor": 0.9999935661838896,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 214,
          "decisionSession": 214,
          "pretradeWeight": 0.7991643917627254,
          "weight": 0.7493697343477268,
          "estimatedVolatility": 0.1334454747989561,
          "side": 1.0,
          "assetReturn": -0.004969229008220277,
          "rebalanceTurnover": 0.04981332171282804,
          "rebalanceFeeFraction": 2.490666085641402e-05,
          "postFeeEquityFactor": 0.9999750933391436,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 215,
          "decisionSession": 215,
          "pretradeWeight": 0.7484329515331449,
          "weight": 0.7493002150234138,
          "estimatedVolatility": 0.13345785573660252,
          "side": 1.0,
          "assetReturn": 0.00416917848881071,
          "rebalanceTurnover": 0.0008669386915948207,
          "rebalanceFeeFraction": 4.3346934579741035e-07,
          "postFeeEquityFactor": 0.9999995665306541,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 216,
          "decisionSession": 216,
          "pretradeWeight": 0.750080953711279,
          "weight": 0.7451366333701223,
          "estimatedVolatility": 0.13420357491714982,
          "side": 1.0,
          "assetReturn": -0.0032085080971412383,
          "rebalanceTurnover": 0.004946163124826208,
          "rebalanceFeeFraction": 2.4730815624131042e-06,
          "postFeeEquityFactor": 0.9999975269184376,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 217,
          "decisionSession": 217,
          "pretradeWeight": 0.7445258516722234,
          "weight": 0.765540305835688,
          "estimatedVolatility": 0.13062669494695886,
          "side": 1.0,
          "assetReturn": -0.011355739361393113,
          "rebalanceTurnover": 0.021006413535343382,
          "rebalanceFeeFraction": 1.050320676767169e-05,
          "postFeeEquityFactor": 0.9999894967932323,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 218,
          "decisionSession": 218,
          "pretradeWeight": 0.7634842087404599,
          "weight": 0.7641262734350813,
          "estimatedVolatility": 0.13086842250621267,
          "side": 1.0,
          "assetReturn": 0.0039761079209181815,
          "rebalanceTurnover": 0.0006418194790580589,
          "rebalanceFeeFraction": 3.2090973952902945e-07,
          "postFeeEquityFactor": 0.9999996790902604,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 219,
          "decisionSession": 219,
          "pretradeWeight": 0.764840745693415,
          "weight": 0.8022369016823366,
          "estimatedVolatility": 0.12465145867797192,
          "side": 1.0,
          "assetReturn": 0.001992668075584181,
          "rebalanceTurnover": 0.03738116171524364,
          "rebalanceFeeFraction": 1.869058085762182e-05,
          "postFeeEquityFactor": 0.9999813094191422,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 220,
          "decisionSession": 220,
          "pretradeWeight": 0.8025525395859322,
          "weight": 1.0,
          "estimatedVolatility": 0.0761134658175476,
          "side": 1.0,
          "assetReturn": -0.002744607927208653,
          "rebalanceTurnover": 0.19734878602105732,
          "rebalanceFeeFraction": 9.867439301052866e-05,
          "postFeeEquityFactor": 0.9999013256069895,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 221,
          "decisionSession": 221,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07087960626777094,
          "side": 1.0,
          "assetReturn": -0.0029771360872197228,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 222,
          "decisionSession": 222,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06593381734745644,
          "side": 1.0,
          "assetReturn": -0.006658055617534742,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 223,
          "decisionSession": 223,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.06736937665091408,
          "side": 1.0,
          "assetReturn": 0.003545968334181415,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 224,
          "decisionSession": 224,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0674442352606536,
          "side": 1.0,
          "assetReturn": 0.0030287865725242558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 225,
          "decisionSession": 225,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0706856129682109,
          "side": 1.0,
          "assetReturn": -0.007144703822311693,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 226,
          "decisionSession": 226,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07540536831234514,
          "side": 1.0,
          "assetReturn": 0.003931080122723474,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 227,
          "decisionSession": 227,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.07685336563485136,
          "side": 1.0,
          "assetReturn": 0.0010788329169395539,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 228,
          "decisionSession": 228,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08841627822176572,
          "side": 1.0,
          "assetReturn": -0.013732388056829192,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 229,
          "decisionSession": 229,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08968683137016384,
          "side": 1.0,
          "assetReturn": 0.0026332441524059558,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 230,
          "decisionSession": 230,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08569381549971289,
          "side": 1.0,
          "assetReturn": 0.008320814384899178,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 231,
          "decisionSession": 231,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.0847449359255885,
          "side": 1.0,
          "assetReturn": -0.020165033943977062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 232,
          "decisionSession": 232,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08697362837935134,
          "side": 1.0,
          "assetReturn": 0.00886424734145641,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 233,
          "decisionSession": 233,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08607919100860373,
          "side": 1.0,
          "assetReturn": 0.001746408401136712,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 234,
          "decisionSession": 234,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08789016313958682,
          "side": 1.0,
          "assetReturn": -0.00956117033476711,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 235,
          "decisionSession": 235,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08739651535398611,
          "side": 1.0,
          "assetReturn": 0.0058793267118830705,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 236,
          "decisionSession": 236,
          "pretradeWeight": 1.0,
          "weight": 1.0,
          "estimatedVolatility": 0.08952626837255565,
          "side": 1.0,
          "assetReturn": -0.005338257519577283,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 237,
          "decisionSession": 237,
          "pretradeWeight": 1.0,
          "weight": 0.0,
          "estimatedVolatility": 0.08963359466286844,
          "side": 0.0,
          "assetReturn": -0.002544683215781496,
          "rebalanceTurnover": 1.0,
          "rebalanceFeeFraction": 0.0005,
          "postFeeEquityFactor": 0.9995,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 238,
          "decisionSession": 238,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09455716288577966,
          "side": 0.0,
          "assetReturn": -0.005030963086656626,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 239,
          "decisionSession": 239,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09583810727031028,
          "side": 0.0,
          "assetReturn": 0.005051255893408602,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 240,
          "decisionSession": 240,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.09500707485037779,
          "side": 0.0,
          "assetReturn": -0.006662621266018354,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 241,
          "decisionSession": 241,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11510674176087361,
          "side": 0.0,
          "assetReturn": 0.024128598556508063,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 242,
          "decisionSession": 242,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11947075502427054,
          "side": 0.0,
          "assetReturn": 2.126707464356059e-06,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 243,
          "decisionSession": 243,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1222011576328261,
          "side": 0.0,
          "assetReturn": 0.01690643231867095,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 244,
          "decisionSession": 244,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12240258016129676,
          "side": 0.0,
          "assetReturn": -0.011911404908449996,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 245,
          "decisionSession": 245,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12728001481739018,
          "side": 0.0,
          "assetReturn": -0.0018537975944274976,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 246,
          "decisionSession": 246,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1289250529783561,
          "side": 0.0,
          "assetReturn": -0.01422754570328788,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 247,
          "decisionSession": 247,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12606706991876654,
          "side": 0.0,
          "assetReturn": 0.007175378670292387,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 248,
          "decisionSession": 248,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11995582693347015,
          "side": 0.0,
          "assetReturn": 0.0017417731943307757,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 249,
          "decisionSession": 249,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12415213282657661,
          "side": 0.0,
          "assetReturn": 0.004243033464787382,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 250,
          "decisionSession": 250,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1529868946967625,
          "side": 0.0,
          "assetReturn": -0.022723130817930537,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 251,
          "decisionSession": 251,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15341973226183053,
          "side": 0.0,
          "assetReturn": 0.004602031862034783,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 252,
          "decisionSession": 252,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15205363496178967,
          "side": 0.0,
          "assetReturn": -0.002823094529607051,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 253,
          "decisionSession": 253,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1546959854513369,
          "side": 0.0,
          "assetReturn": 0.00330943139702633,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 254,
          "decisionSession": 254,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15200408114026923,
          "side": 0.0,
          "assetReturn": -0.00864586798721001,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 255,
          "decisionSession": 255,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15572743624607227,
          "side": 0.0,
          "assetReturn": -0.005604066747508685,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 256,
          "decisionSession": 256,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15777974502713984,
          "side": 0.0,
          "assetReturn": -0.011276129216354902,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 257,
          "decisionSession": 257,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16843852848398047,
          "side": 0.0,
          "assetReturn": 0.010925697730219452,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 258,
          "decisionSession": 258,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16746091034540594,
          "side": 0.0,
          "assetReturn": 0.008264555915026062,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 259,
          "decisionSession": 259,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1755295510570042,
          "side": 0.0,
          "assetReturn": -0.01016824639214331,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 260,
          "decisionSession": 260,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17661484943514222,
          "side": 0.0,
          "assetReturn": -0.00031962884967107197,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 261,
          "decisionSession": 261,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1666759669756359,
          "side": 0.0,
          "assetReturn": 0.006784112544280241,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 262,
          "decisionSession": 262,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1626841818529548,
          "side": 0.0,
          "assetReturn": 0.0031688540868910486,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 263,
          "decisionSession": 263,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.15867765526041516,
          "side": 0.0,
          "assetReturn": -0.012859842907063435,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 264,
          "decisionSession": 264,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.16946655199474078,
          "side": 0.0,
          "assetReturn": 0.013907076117963824,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 265,
          "decisionSession": 265,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.17032150196298107,
          "side": 0.0,
          "assetReturn": -0.011192546929426506,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 266,
          "decisionSession": 266,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1718451110287006,
          "side": 0.0,
          "assetReturn": 0.014465213032170743,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 267,
          "decisionSession": 267,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18480576708881624,
          "side": 0.0,
          "assetReturn": 0.008266285059813194,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 268,
          "decisionSession": 268,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20616296117337715,
          "side": 0.0,
          "assetReturn": 0.02662633285412208,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 269,
          "decisionSession": 269,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.20659577003830867,
          "side": 0.0,
          "assetReturn": 0.009210963974946917,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 270,
          "decisionSession": 270,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.18627008911976953,
          "side": 0.0,
          "assetReturn": 0.013784048533709958,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 271,
          "decisionSession": 271,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.19678526091928486,
          "side": 0.0,
          "assetReturn": -0.013088464136243538,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 272,
          "decisionSession": 272,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.195463035583463,
          "side": 0.0,
          "assetReturn": 0.006933968487787157,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 273,
          "decisionSession": 273,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.1940142862729485,
          "side": 0.0,
          "assetReturn": 0.0022054370763853193,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 274,
          "decisionSession": 274,
          "pretradeWeight": 0.0,
          "weight": 0.5240239638120482,
          "estimatedVolatility": 0.19083096748580575,
          "side": 1.0,
          "assetReturn": 0.009311023045233124,
          "rebalanceTurnover": 0.5238866992196913,
          "rebalanceFeeFraction": 0.0002619433496098457,
          "postFeeEquityFactor": 0.9997380566503901,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 275,
          "decisionSession": 275,
          "pretradeWeight": 0.5263350693642413,
          "weight": 0.4928983097605224,
          "estimatedVolatility": 0.20288160462263627,
          "side": 1.0,
          "assetReturn": 0.0327893464428477,
          "rebalanceTurnover": 0.03344500209622053,
          "rebalanceFeeFraction": 1.6722501048110266e-05,
          "postFeeEquityFactor": 0.9999832774989519,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 276,
          "decisionSession": 276,
          "pretradeWeight": 0.5009636422737866,
          "weight": 0.5094158546323507,
          "estimatedVolatility": 0.19630327381971802,
          "side": 1.0,
          "assetReturn": -0.0036768802707912718,
          "rebalanceTurnover": 0.00845006006128024,
          "rebalanceFeeFraction": 4.22503003064012e-06,
          "postFeeEquityFactor": 0.9999957749699694,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 277,
          "decisionSession": 277,
          "pretradeWeight": 0.5084952361760513,
          "weight": 0.44446741501911374,
          "estimatedVolatility": 0.22498837174756586,
          "side": 1.0,
          "assetReturn": -0.031627471595855994,
          "rebalanceTurnover": 0.06404205345991448,
          "rebalanceFeeFraction": 3.202102672995724e-05,
          "postFeeEquityFactor": 0.99996797897327,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 278,
          "decisionSession": 278,
          "pretradeWeight": 0.43654673809791034,
          "weight": 0.4440663004480659,
          "estimatedVolatility": 0.2251915984146947,
          "side": 1.0,
          "assetReturn": 0.00689659717557678,
          "rebalanceTurnover": 0.007517893128661135,
          "rebalanceFeeFraction": 3.758946564330568e-06,
          "postFeeEquityFactor": 0.9999962410534357,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 279,
          "decisionSession": 279,
          "pretradeWeight": 0.4457636749065935,
          "weight": 0.4616696722620326,
          "estimatedVolatility": 0.2166050880276199,
          "side": 1.0,
          "assetReturn": -0.003305313483426664,
          "rebalanceTurnover": 0.015902326544497025,
          "rebalanceFeeFraction": 7.951163272248513e-06,
          "postFeeEquityFactor": 0.9999920488367277,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 280,
          "decisionSession": 280,
          "pretradeWeight": 0.46084694465221554,
          "weight": 0.45563330071367425,
          "estimatedVolatility": 0.21947473954025426,
          "side": 1.0,
          "assetReturn": 0.015149530133269806,
          "rebalanceTurnover": 0.005214831964091504,
          "rebalanceFeeFraction": 2.607415982045752e-06,
          "postFeeEquityFactor": 0.999997392584018,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 281,
          "decisionSession": 281,
          "pretradeWeight": 0.4593651035951083,
          "weight": 0.45476488785501074,
          "estimatedVolatility": 0.21989384552459612,
          "side": 1.0,
          "assetReturn": 0.012412070197295622,
          "rebalanceTurnover": 0.004601261986293181,
          "rebalanceFeeFraction": 2.3006309931465906e-06,
          "postFeeEquityFactor": 0.9999976993690068,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 282,
          "decisionSession": 282,
          "pretradeWeight": 0.4578252332901232,
          "weight": 0.45562135194593595,
          "estimatedVolatility": 0.21948049531240144,
          "side": 1.0,
          "assetReturn": 0.006642289752916364,
          "rebalanceTurnover": 0.0022043835262884337,
          "rebalanceFeeFraction": 1.1021917631442168e-06,
          "postFeeEquityFactor": 0.9999988978082369,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 283,
          "decisionSession": 283,
          "pretradeWeight": 0.4572638717598338,
          "weight": 0.4593911756389902,
          "estimatedVolatility": 0.21767940984261397,
          "side": 1.0,
          "assetReturn": 0.009507929338968601,
          "rebalanceTurnover": 0.002126815359052292,
          "rebalanceFeeFraction": 1.063407679526146e-06,
          "postFeeEquityFactor": 0.9999989365923204,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 284,
          "decisionSession": 284,
          "pretradeWeight": 0.4617422096849595,
          "weight": 0.4538620491478135,
          "estimatedVolatility": 0.22033126626860153,
          "side": 1.0,
          "assetReturn": -0.008252793988988372,
          "rebalanceTurnover": 0.007881949195952642,
          "rebalanceFeeFraction": 3.940974597976321e-06,
          "postFeeEquityFactor": 0.9999960590254021,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 285,
          "decisionSession": 285,
          "pretradeWeight": 0.4518087274766252,
          "weight": 0.4716816785450437,
          "estimatedVolatility": 0.2120073866520775,
          "side": 1.0,
          "assetReturn": 0.0006713527301567268,
          "rebalanceTurnover": 0.019868265320050593,
          "rebalanceFeeFraction": 9.934132660025297e-06,
          "postFeeEquityFactor": 0.9999900658673401,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 286,
          "decisionSession": 286,
          "pretradeWeight": 0.47184892539029466,
          "weight": 0.4638802430443096,
          "estimatedVolatility": 0.21557288006863456,
          "side": 1.0,
          "assetReturn": -0.005178282736941209,
          "rebalanceTurnover": 0.00797053103192119,
          "rebalanceFeeFraction": 3.985265515960596e-06,
          "postFeeEquityFactor": 0.9999960147344841,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 287,
          "decisionSession": 287,
          "pretradeWeight": 0.46258932722568286,
          "weight": 0.4726270103645844,
          "estimatedVolatility": 0.21158333698038126,
          "side": 1.0,
          "assetReturn": -0.003976075320178074,
          "rebalanceTurnover": 0.01003531165922772,
          "rebalanceFeeFraction": 5.01765582961386e-06,
          "postFeeEquityFactor": 0.9999949823441704,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 288,
          "decisionSession": 288,
          "pretradeWeight": 0.4716341048618806,
          "weight": 0.5124885697734196,
          "estimatedVolatility": 0.19512630309825602,
          "side": 1.0,
          "assetReturn": 0.002702445742819526,
          "rebalanceTurnover": 0.04084399887025658,
          "rebalanceFeeFraction": 2.042199943512829e-05,
          "postFeeEquityFactor": 0.9999795780005649,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 289,
          "decisionSession": 289,
          "pretradeWeight": 0.5131628258976371,
          "weight": 0.5193054992897187,
          "estimatedVolatility": 0.19256487777767659,
          "side": 1.0,
          "assetReturn": -0.0008207494817603633,
          "rebalanceTurnover": 0.006141078844073999,
          "rebalanceFeeFraction": 3.070539422037e-06,
          "postFeeEquityFactor": 0.9999969294605779,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 290,
          "decisionSession": 290,
          "pretradeWeight": 0.5191005304527403,
          "weight": 0.5009367928943387,
          "estimatedVolatility": 0.19962598359408737,
          "side": 1.0,
          "assetReturn": -0.015284862130398591,
          "rebalanceTurnover": 0.01816828814039828,
          "rebalanceFeeFraction": 9.08414407019914e-06,
          "postFeeEquityFactor": 0.9999909158559298,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 291,
          "decisionSession": 291,
          "pretradeWeight": 0.4970861070372167,
          "weight": 0.5181021455605489,
          "estimatedVolatility": 0.19301213256279276,
          "side": 1.0,
          "assetReturn": -0.005911774759166821,
          "rebalanceTurnover": 0.021010595705974855,
          "rebalanceFeeFraction": 1.0505297852987427e-05,
          "postFeeEquityFactor": 0.999989494702147,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 292,
          "decisionSession": 292,
          "pretradeWeight": 0.5166216043320296,
          "weight": 0.5180378512292573,
          "estimatedVolatility": 0.1930360875420763,
          "side": 1.0,
          "assetReturn": 0.007690800365975026,
          "rebalanceTurnover": 0.001415880157470517,
          "rebalanceFeeFraction": 7.079400787352585e-07,
          "postFeeEquityFactor": 0.9999992920599213,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 293,
          "decisionSession": 293,
          "pretradeWeight": 0.5199504290601076,
          "weight": 0.5167186916487873,
          "estimatedVolatility": 0.1935288999918157,
          "side": 1.0,
          "assetReturn": -0.0064753220610404005,
          "rebalanceTurnover": 0.003232572576656545,
          "rebalanceFeeFraction": 1.6162862883282726e-06,
          "postFeeEquityFactor": 0.9999983837137117,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 294,
          "decisionSession": 294,
          "pretradeWeight": 0.5150962424959319,
          "weight": 0.5199907600870762,
          "estimatedVolatility": 0.19231110949597313,
          "side": 1.0,
          "assetReturn": -0.00905390237320014,
          "rebalanceTurnover": 0.004893245369954724,
          "rebalanceFeeFraction": 2.4466226849773622e-06,
          "postFeeEquityFactor": 0.999997553377315,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 295,
          "decisionSession": 295,
          "pretradeWeight": 0.5177202130975515,
          "weight": 0.6118666783017682,
          "estimatedVolatility": 0.16343429630381134,
          "side": 1.0,
          "assetReturn": -0.0015548760725317967,
          "rebalanceTurnover": 0.0941176714707106,
          "rebalanceFeeFraction": 4.70588357353553e-05,
          "postFeeEquityFactor": 0.9999529411642646,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 296,
          "decisionSession": 296,
          "pretradeWeight": 0.6114970656008436,
          "weight": 0.6123921387898665,
          "estimatedVolatility": 0.1632940621961732,
          "side": 1.0,
          "assetReturn": -0.006845346301575295,
          "rebalanceTurnover": 0.0008947992050234443,
          "rebalanceFeeFraction": 4.473996025117222e-07,
          "postFeeEquityFactor": 0.9999995526003975,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 297,
          "decisionSession": 297,
          "pretradeWeight": 0.6107604324077672,
          "weight": 0.7548346720852864,
          "estimatedVolatility": 0.1324793411035858,
          "side": 1.0,
          "assetReturn": 0.0005022302141239887,
          "rebalanceTurnover": 0.14401988407653377,
          "rebalanceFeeFraction": 7.200994203826689e-05,
          "postFeeEquityFactor": 0.9999279900579616,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 298,
          "decisionSession": 298,
          "pretradeWeight": 0.7549275792309089,
          "weight": 0.7561566994455893,
          "estimatedVolatility": 0.13224772070831292,
          "side": 1.0,
          "assetReturn": 0.0013837681526052137,
          "rebalanceTurnover": 0.0012286556865660492,
          "rebalanceFeeFraction": 6.143278432830246e-07,
          "postFeeEquityFactor": 0.9999993856721568,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 299,
          "decisionSession": 299,
          "pretradeWeight": 0.7564115771101214,
          "weight": 0.7569742467342147,
          "estimatedVolatility": 0.13210489053151572,
          "side": 1.0,
          "assetReturn": -0.007098946170753906,
          "rebalanceTurnover": 0.0005624567414590498,
          "rebalanceFeeFraction": 2.812283707295249e-07,
          "postFeeEquityFactor": 0.9999997187716292,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 300,
          "decisionSession": 300,
          "pretradeWeight": 0.7556612387855222,
          "weight": 0.794325095219792,
          "estimatedVolatility": 0.12589303875931268,
          "side": 1.0,
          "assetReturn": -0.0031850611356899483,
          "rebalanceTurnover": 0.03864850669488962,
          "rebalanceFeeFraction": 1.932425334744481e-05,
          "postFeeEquityFactor": 0.9999806757466526,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 301,
          "decisionSession": 301,
          "pretradeWeight": 0.7938034232437949,
          "weight": 0.9890610896367151,
          "estimatedVolatility": 0.10110598935474277,
          "side": 1.0,
          "assetReturn": 0.002675776577429012,
          "rebalanceTurnover": 0.1951611532414803,
          "rebalanceFeeFraction": 9.758057662074015e-05,
          "postFeeEquityFactor": 0.9999024194233793,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 302,
          "decisionSession": 302,
          "pretradeWeight": 0.9890899631202034,
          "weight": 0.9168206832956788,
          "estimatedVolatility": 0.10907258291832139,
          "side": 1.0,
          "assetReturn": 0.009016298976061154,
          "rebalanceTurnover": 0.07230242400341402,
          "rebalanceFeeFraction": 3.6151212001707015e-05,
          "postFeeEquityFactor": 0.9999638487879983,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 303,
          "decisionSession": 303,
          "pretradeWeight": 0.9175026336991665,
          "weight": 0.98859006703978,
          "estimatedVolatility": 0.10115416220945712,
          "side": 1.0,
          "assetReturn": -0.0020071953358190564,
          "rebalanceTurnover": 0.07105231253540734,
          "rebalanceFeeFraction": 3.552615626770367e-05,
          "postFeeEquityFactor": 0.9999644738437324,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 304,
          "decisionSession": 304,
          "pretradeWeight": 0.9885673813704133,
          "weight": 0.9497594010798243,
          "estimatedVolatility": 0.1052898238083303,
          "side": 1.0,
          "assetReturn": -0.012616461210861796,
          "rebalanceTurnover": 0.03882641816842192,
          "rebalanceFeeFraction": 1.941320908421096e-05,
          "postFeeEquityFactor": 0.9999805867909158,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 305,
          "decisionSession": 305,
          "pretradeWeight": 0.9491500867752014,
          "weight": 0.9389992472322296,
          "estimatedVolatility": 0.10649635800535248,
          "side": 1.0,
          "assetReturn": 0.008616341948977313,
          "rebalanceTurnover": 0.010155607596916139,
          "rebalanceFeeFraction": 5.077803798458069e-06,
          "postFeeEquityFactor": 0.9999949221962016,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 306,
          "decisionSession": 306,
          "pretradeWeight": 0.9394888273130602,
          "weight": 0.8497840365147408,
          "estimatedVolatility": 0.1176769575598698,
          "side": 1.0,
          "assetReturn": 0.006527710366976747,
          "rebalanceTurnover": 0.08974292184950838,
          "rebalanceFeeFraction": 4.487146092475419e-05,
          "postFeeEquityFactor": 0.9999551285390752,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 307,
          "decisionSession": 307,
          "pretradeWeight": 0.850612709337503,
          "weight": 0.8238887430648846,
          "estimatedVolatility": 0.12137561150307476,
          "side": 1.0,
          "assetReturn": 0.0020449057789555525,
          "rebalanceTurnover": 0.026734979596986452,
          "rebalanceFeeFraction": 1.3367489798493226e-05,
          "postFeeEquityFactor": 0.9999866325102015,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 308,
          "decisionSession": 308,
          "pretradeWeight": 0.8241849518366176,
          "weight": 0.8466496263100157,
          "estimatedVolatility": 0.11811261340282365,
          "side": 1.0,
          "assetReturn": 0.004590967034054927,
          "rebalanceTurnover": 0.02245516864332786,
          "rebalanceFeeFraction": 1.122758432166393e-05,
          "postFeeEquityFactor": 0.9999887724156783,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 309,
          "decisionSession": 309,
          "pretradeWeight": 0.8472433821980264,
          "weight": 0.8487884373424961,
          "estimatedVolatility": 0.11781498851833302,
          "side": 1.0,
          "assetReturn": -0.007725875325401477,
          "rebalanceTurnover": 0.0015443997101615148,
          "rebalanceFeeFraction": 7.721998550807574e-07,
          "postFeeEquityFactor": 0.999999227800145,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 310,
          "decisionSession": 310,
          "pretradeWeight": 0.8477903019052431,
          "weight": 0.9812183880623931,
          "estimatedVolatility": 0.10191411128919983,
          "side": 1.0,
          "assetReturn": -0.006324443155230841,
          "rebalanceTurnover": 0.13336265721138174,
          "rebalanceFeeFraction": 6.668132860569087e-05,
          "postFeeEquityFactor": 0.9999333186713943,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 311,
          "decisionSession": 311,
          "pretradeWeight": 0.9811011079655975,
          "weight": 0.0,
          "estimatedVolatility": 0.10049353773610052,
          "side": 0.0,
          "assetReturn": 0.003423586976291082,
          "rebalanceTurnover": 0.9811011079655975,
          "rebalanceFeeFraction": 0.0004905505539827987,
          "postFeeEquityFactor": 0.9995094494460172,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 312,
          "decisionSession": 312,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11371991113753284,
          "side": 0.0,
          "assetReturn": -0.007866279429306067,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 313,
          "decisionSession": 313,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.11368420954908597,
          "side": 0.0,
          "assetReturn": -0.011113067040517066,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 314,
          "decisionSession": 314,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12558204850617574,
          "side": 0.0,
          "assetReturn": -0.011191044224289515,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 315,
          "decisionSession": 315,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12421419781188228,
          "side": 0.0,
          "assetReturn": 0.00394383816988686,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 316,
          "decisionSession": 316,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12427600781776023,
          "side": 0.0,
          "assetReturn": -0.014237394636087308,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 317,
          "decisionSession": 317,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12548815546987127,
          "side": 0.0,
          "assetReturn": 0.006847686262536845,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        },
        {
          "session": 318,
          "decisionSession": 318,
          "pretradeWeight": 0.0,
          "weight": 0.0,
          "estimatedVolatility": 0.12567594274687696,
          "side": 0.0,
          "assetReturn": -0.0035530336579717714,
          "rebalanceTurnover": 0.0,
          "rebalanceFeeFraction": 0.0,
          "postFeeEquityFactor": 1.0,
          "finalLiquidationTurnover": 0.0
        }
      ],
      "metrics": {
        "totalReturn": 0.07769575226983627,
        "cagr": 0.07551852750826193,
        "volatility": 0.09034016386353269,
        "sharpe": 0.850956193883921,
        "maxDrawdown": -0.05292749760407167,
        "turnover": 9.588519749750645
      },
      "assumptions": {
        "startSession": 60,
        "endSession": 319,
        "periods": 259,
        "periodsPerYear": 252,
        "costBps": 5,
        "targetVol": 0.1,
        "leverageCap": 1,
        "riskFreeRate": 0,
        "smaWindows": [
          20,
          50
        ],
        "volatilityWindow": 20,
        "volatilityEstimator": "sample standard deviation of close-to-close simple returns",
        "execution": "rebalance at open t, hold to open t+1",
        "information": "close t (impossible at open t)",
        "zeroEstimatedVolatility": "hold cash when volatility targeting",
        "costConvention": "exact target weight after proportional fees; initial entry and final liquidation included",
        "turnoverConvention": "sum absolute traded notional / equity immediately before each trade event"
      }
    }
  ],
  "benchmark": {
    "id": "benchmark",
    "label": "Buy and hold · ช่วงเวลาเดียวกัน",
    "returns": [
      -0.001221026128525926,
      0.0007560000677502288,
      0.0007651243138793173,
      0.0009012615348811259,
      0.012637758460732895,
      -0.011615348096922218,
      0.007682541313813518,
      -0.005916842157692059,
      -0.0034385034081251264,
      -0.010153739891003433,
      -0.012602943148474877,
      -0.004642454724779865,
      0.000983883127083196,
      0.006612932128821747,
      0.004966040507950353,
      0.002166124005490211,
      -0.0012873163766479179,
      0.0032941686457872432,
      -0.002972096348635933,
      -0.00012747914378297143,
      0.020438629482910642,
      -0.0006518896705253185,
      0.007268935544920474,
      0.0168708595246716,
      0.01469255852963025,
      0.0067104319446942284,
      -0.012203696323307645,
      -0.0033309655085093093,
      0.005434698123863102,
      -0.011538376420836105,
      0.011791052338836705,
      0.006415236865623841,
      0.005626389099373519,
      0.009969222605763495,
      0.020268106345114,
      -0.002823177284310807,
      0.001758040178367004,
      -0.014923148240279405,
      -0.02651023730969848,
      0.008337118428319634,
      0.0015362379179939545,
      0.021630339441224944,
      -0.007337093904345671,
      -0.013434424346938645,
      0.0019596157000465464,
      -0.017677432881726074,
      -0.0038106113184656065,
      0.013094800177032573,
      -0.011710185888650027,
      0.002992797262075575,
      -0.003005383747981649,
      -0.00152025280132706,
      0.001234418609918242,
      -0.011705659070093799,
      0.01344798277841619,
      0.010148066257514854,
      -0.024489333200942154,
      -0.0008051987280826012,
      -0.0023311729243307155,
      -0.007446038940989719,
      -0.007719172000687835,
      0.006195451445238254,
      -0.0008719072208385192,
      0.0035289094201600424,
      -0.010069441689151692,
      -0.005622172894043875,
      0.00891684022373962,
      -0.0028985739109315123,
      -0.006922444081788437,
      0.0005181207910518459,
      -0.004445997712659078,
      -0.013780420189312026,
      -0.004853671123922876,
      0.006858969870032761,
      0.008648769641668164,
      0.005551890191810127,
      0.0027756363821302976,
      0.008790685132494147,
      -0.008444900981987358,
      -8.11613026066027e-05,
      0.004672651573004671,
      0.006015982017240518,
      -0.0014277364417868421,
      0.007493198727717365,
      -0.004242985651254694,
      -0.007523526037932937,
      -0.00024856814998042154,
      0.007894653869346957,
      0.00018748603669238584,
      0.0012955185242731204,
      -0.00819615232378379,
      -0.006202726399984426,
      0.006280704030984241,
      0.00810011413644629,
      -0.00750357336702645,
      0.0054919791264931295,
      0.006172934869836055,
      -0.003940950977093016,
      0.001980589222830398,
      -0.007115471410328977,
      0.005376532773897491,
      0.009682098114090376,
      0.0296519243274449,
      0.0006163086553450103,
      0.0073591564634500894,
      -0.01096467988839922,
      0.003595036362341597,
      -0.007576204324882818,
      0.013689103966957772,
      0.019004885293433915,
      -0.032184251058285374,
      -0.0033809681874353847,
      -0.001917381387020578,
      0.005798981780892776,
      0.02052921120696216,
      0.02397727899245461,
      -0.002318013191919155,
      -0.0003792573652183773,
      0.031718686586526657,
      0.02577138254923983,
      0.010693346013348703,
      0.012152269923988213,
      0.004642116223423587,
      -0.02513832242199132,
      -0.021546104472812022,
      -0.014449229824582521,
      -0.02981051566588233,
      0.012114839106396547,
      0.006292478733449958,
      0.01790099763689912,
      0.009864600671333879,
      -0.008468828028455055,
      -0.0028893062584126605,
      0.004550763488951448,
      0.003263927069543593,
      0.01058079387701083,
      0.002674798546424162,
      0.0125380385350915,
      -0.004662485155153995,
      4.821404227817183e-05,
      0.01985207596152394,
      0.010253196803569065,
      0.008621686192897604,
      0.0058653465274522976,
      0.0009437798678624265,
      -0.015314644673962485,
      0.0018287182888994113,
      0.0029552250132502955,
      -0.002498370725139809,
      -0.002464675921935111,
      0.008587516033324638,
      0.006564901738681739,
      -0.00028511935949382394,
      -0.007066087183318137,
      -0.004969229008220277,
      0.00416917848881071,
      -0.0032085080971412383,
      -0.011355739361393113,
      0.0039761079209181815,
      0.001992668075584181,
      -0.002744607927208653,
      -0.0029771360872197228,
      -0.006658055617534742,
      0.003545968334181415,
      0.0030287865725242558,
      -0.007144703822311693,
      0.003931080122723474,
      0.0010788329169395539,
      -0.013732388056829192,
      0.0026332441524059558,
      0.008320814384899178,
      -0.020165033943977062,
      0.00886424734145641,
      0.001746408401136712,
      -0.00956117033476711,
      0.0058793267118830705,
      -0.005338257519577283,
      -0.002544683215781496,
      -0.005030963086656626,
      0.005051255893408602,
      -0.006662621266018354,
      0.024128598556508063,
      2.126707464356059e-06,
      0.01690643231867095,
      -0.011911404908449996,
      -0.0018537975944274976,
      -0.01422754570328788,
      0.007175378670292387,
      0.0017417731943307757,
      0.004243033464787382,
      -0.022723130817930537,
      0.004602031862034783,
      -0.002823094529607051,
      0.00330943139702633,
      -0.00864586798721001,
      -0.005604066747508685,
      -0.011276129216354902,
      0.010925697730219452,
      0.008264555915026062,
      -0.01016824639214331,
      -0.00031962884967107197,
      0.006784112544280241,
      0.0031688540868910486,
      -0.012859842907063435,
      0.013907076117963824,
      -0.011192546929426506,
      0.014465213032170743,
      0.008266285059813194,
      0.02662633285412208,
      0.009210963974946917,
      0.013784048533709958,
      -0.013088464136243538,
      0.006933968487787157,
      0.0022054370763853193,
      0.009311023045233124,
      0.0327893464428477,
      -0.0036768802707912718,
      -0.031627471595855994,
      0.00689659717557678,
      -0.003305313483426664,
      0.015149530133269806,
      0.012412070197295622,
      0.006642289752916364,
      0.009507929338968601,
      -0.008252793988988372,
      0.0006713527301567268,
      -0.005178282736941209,
      -0.003976075320178074,
      0.002702445742819526,
      -0.0008207494817603633,
      -0.015284862130398591,
      -0.005911774759166821,
      0.007690800365975026,
      -0.0064753220610404005,
      -0.00905390237320014,
      -0.0015548760725317967,
      -0.006845346301575295,
      0.0005022302141239887,
      0.0013837681526052137,
      -0.007098946170753906,
      -0.0031850611356899483,
      0.002675776577429012,
      0.009016298976061154,
      -0.0020071953358190564,
      -0.012616461210861796,
      0.008616341948977313,
      0.006527710366976747,
      0.0020449057789555525,
      0.004590967034054927,
      -0.007725875325401477,
      -0.006324443155230841,
      0.003423586976291082,
      -0.007866279429306067,
      -0.011113067040517066,
      -0.011191044224289515,
      0.00394383816988686,
      -0.014237394636087308,
      0.006847686262536845,
      -0.004051257141142739
    ],
    "equity": [
      1.0,
      0.9987789738714741,
      0.9995340508433884,
      1.0002988186482389,
      1.0012003494968735,
      1.0138532776846163,
      1.002077018945104,
      1.009775517042773,
      1.0038008346937288,
      1.0003492621025556,
      0.9901919758950091,
      0.9777126427167283,
      0.973173656039071,
      0.9741311451789697,
      0.9805730083266097,
      0.9854425736069623,
      0.9875771644216844,
      0.9863058401647209,
      0.9895548979385483,
      0.9866138454396104,
      0.9864880727513493,
      1.0066505369596248,
      1.0059943118727521,
      1.0133068196843118,
      1.0304021766945977,
      1.0455414209847413,
      1.0525574555356183,
      1.0397123639854282,
      1.036249117962222,
      1.041880819099466,
      1.0298592060230474,
      1.042002329822898,
      1.0486870215832438,
      1.0545873428101342,
      1.0651007587878292,
      1.0866883342352025,
      1.083620420414864,
      1.0855254686520523,
      1.069326011164759,
      1.0409779248473479,
      1.0496566810880665,
      1.0512692034824298,
      1.074008513197861,
      1.0661284118824617,
      1.051805590388905,
      1.0538667251372278,
      1.03523706683733,
      1.0312921807531445,
      1.044796745784243,
      1.032561981675253,
      1.035652230346934,
      1.0325396979652883,
      1.0309699765969753,
      1.0322426251223535,
      1.0201595448750527,
      1.0338786328657692,
      1.04437050173432,
      1.018794564532113,
      1.0179742324445744,
      1.0156011584762332,
      1.0080389527017048,
      1.000257726642407,
      1.0064547748205446,
      1.0055772396349312,
      1.0091258306285775,
      0.9989644969200463,
      0.9933481458033503,
      1.0022056725060269,
      0.9993007052903133,
      0.9923831020370494,
      0.9928972763549033,
      0.988482857335324,
      0.9748611482113115,
      0.970129492806404,
      0.9767835817675933,
      0.9852315579560648,
      0.9907014553793428,
      0.9934512823827232,
      1.0021843998006221,
      0.9937210517786135,
      0.9936404000836235,
      0.9982833354620753,
      1.0042889900563259,
      1.0028551300671371,
      1.0103697228518411,
      1.0060827386153186,
      0.9985134489350314,
      0.998265250294299,
      1.0061462089151696,
      1.0063348472802123,
      1.0076385727164854,
      0.999379813487181,
      0.9931809339344525,
      0.9994188094297113,
      1.0075142158562032,
      0.999954259019204,
      1.0054459869371855,
      1.0116525395296867,
      1.0076656664655486,
      1.0096614382247664,
      1.0024772211269664,
      1.0078670727614412,
      1.0176253406458784,
      1.0477998902404002,
      1.048445658381825,
      1.0561613340252818,
      1.0445808630871898,
      1.0483361692733943,
      1.0403937602538142,
      1.0546358186045028,
      1.0746790513634281,
      1.0400913109672676,
      1.0365747953328592,
      1.0345872861140333,
      1.040586838936952,
      1.0619492659326737,
      1.0874119197577738,
      1.0848912845827252,
      1.084479831572586,
      1.118878107459646,
      1.1477131431929581,
      1.1599860369571884,
      1.1740825003863495,
      1.1795327278090308,
      1.1498812537900764,
      1.1251057921645873,
      1.1088488799966323,
      1.0757935230883966,
      1.088826588532316,
      1.0956780066850704,
      1.1152917360935422,
      1.1262936437021436,
      1.1167552565240881,
      1.113528608572298,
      1.1185960139080917,
      1.1222470297177698,
      1.1341212942183012,
      1.137154840207545,
      1.151412531414433,
      1.146044087579255,
      1.1460993429973463,
      1.1688517942139822,
      1.180836261694263,
      1.191017061387785,
      1.1980027891729323,
      1.1991334400869968,
      1.1807691375353981,
      1.182928431652177,
      1.1864242513422805,
      1.183460123725131,
      1.1805432780536154,
      1.1906812123819344,
      1.1984979175433161,
      1.1981562025847114,
      1.1896899263980145,
      1.1837780847049701,
      1.1887134668312476,
      1.1848994700477387,
      1.1714440604964238,
      1.1761018485042762,
      1.1784454291114264,
      1.1752110584449043,
      1.1717122951927081,
      1.1639109695635659,
      1.1680381610054447,
      1.1715758993036938,
      1.1632053364978103,
      1.1677779898747627,
      1.1690378272099171,
      1.1529841461135582,
      1.1560202348741284,
      1.1656392646737035,
      1.1421341093351258,
      1.1522582685773863,
      1.1542705820979091,
      1.1432344044500602,
      1.1499558530220872,
      1.1438170925425102,
      1.1409064403851932,
      1.1351665821982864,
      1.140900599086616,
      1.1332992104927284,
      1.160644132187115,
      1.1606466005376543,
      1.1802689937355397,
      1.1662103318502668,
      1.1640484139424863,
      1.1474868619322798,
      1.1557205146858294,
      1.1577335176984473,
      1.162645819757348,
      1.1362268667000817,
      1.1414558189431354,
      1.1382333812648888,
      1.1420002865539902,
      1.1321267028350883,
      1.1257821892257636,
      1.113087723790583,
      1.125248983807937,
      1.1345486669529439,
      1.1230122965634886,
      1.1226533494349715,
      1.1302695561057516,
      1.133851215407906,
      1.1192700668977773,
      1.1348358409146833,
      1.1221341375080505,
      1.1383660468577756,
      1.1477761051035147,
      1.1783371737200088,
      1.1891907949774845,
      1.2055826586112952,
      1.189803433220784,
      1.198053492733398,
      1.200695724325765,
      1.211875429885275,
      1.2516120332013583,
      1.2470100056097952,
      1.2075702320776232,
      1.2158983575294804,
      1.211879432293862,
      1.2302388362712877,
      1.2455086470665262,
      1.2537816763901048,
      1.2657025439757155,
      1.2552569616289453,
      1.256099681817183,
      1.2495952425189518,
      1.2446267577149603,
      1.2479902939977463,
      1.2469660066107058,
      1.2279063031183675,
      1.2206471976289706,
      1.2300349515432218,
      1.2220700790856434,
      1.211005575896393,
      1.209122612302729,
      1.2008457493004514,
      1.2014488503182525,
      1.2031113769743071,
      1.1945705540717448,
      1.1907657738261312,
      1.1939519969929393,
      1.204717025160893,
      1.2022989227670082,
      1.1871301650440573,
      1.1973588844840228,
      1.2051748964872608,
      1.2076393655977398,
      1.213183598114226,
      1.2038106928883736,
      1.196197260591542,
      1.2002925459539784,
      1.1908507093905911,
      1.1776167056218863,
      1.1644379449900095,
      1.1690302998039257,
      1.1523863540840737,
      1.1602775342900702,
      1.15557695164357
    ],
    "drawdowns": [
      0.0,
      -0.001221026128525926,
      -0.0004659491566115781,
      0.0,
      0.0,
      0.0,
      -0.011615348096922107,
      -0.004022042174737561,
      -0.00991508654373019,
      -0.01331949689298284,
      -0.023337994077055835,
      -0.035646809812978075,
      -0.04012377583711835,
      -0.03917936981607617,
      -0.03282552820069817,
      -0.028022500595487387,
      -0.0259170768012309,
      -0.02717102970047769,
      -0.023966367008803613,
      -0.026867233005562596,
      -0.02699128713748622,
      -0.007104322571645394,
      -0.00775158100767015,
      -0.0005389912054656332,
      0.0,
      0.0,
      0.0,
      -0.012203696323307645,
      -0.01549401174028786,
      -0.010143518892960834,
      -0.02156485557457799,
      -0.01002807557650054,
      -0.003677171191006301,
      0.0,
      0.0,
      0.0,
      -0.002823177284310918,
      -0.001070100365040294,
      -0.01597727933894033,
      -0.04206395518180017,
      -0.03407752892939486,
      -0.03259364220349359,
      -0.011668314306756078,
      -0.01891979669332755,
      -0.03210004446293013,
      -0.030203332513985437,
      -0.047346848012390974,
      -0.050977038895926974,
      -0.03854977285685335,
      -0.04980853373938443,
      -0.04696480332071207,
      -0.049829039812066545,
      -0.05127353987603178,
      -0.05010241427793294,
      -0.061221591567900635,
      -0.04859691569855684,
      -0.03894201416146181,
      -0.06247768340208815,
      -0.06323257517896164,
      -0.06541634203609958,
      -0.07237528834691143,
      -0.07953578304825015,
      -0.07383309168504626,
      -0.07464062330010779,
      -0.07137511387863793,
      -0.08072584802053218,
      -0.08589416623998625,
      -0.07774323057275978,
      -0.08041645998380154,
      -0.08678222561809679,
      -0.08630906850243136,
      -0.09037133629394689,
      -0.10290640149605867,
      -0.10726059879057326,
      -0.10113732613588677,
      -0.0933632699301421,
      -0.0883297223609325,
      -0.08579925716981063,
      -0.0777628062916983,
      -0.0855510080744708,
      -0.08562522594582278,
      -0.08135267121952272,
      -0.07582610540939339,
      -0.07714558215724854,
      -0.0702304506076008,
      -0.07417544946464627,
      -0.08114091457715655,
      -0.0813693136801128,
      -0.07411704237785666,
      -0.07394345225169086,
      -0.07274372883955849,
      -0.0803436624811733,
      -0.08604803912481429,
      -0.0803077773600196,
      -0.0728581653862338,
      -0.07981504216389779,
      -0.07476140558294886,
      -0.06904996800055374,
      -0.07271879643878676,
      -0.07088223328048027,
      -0.07749334418640175,
      -0.07253345691728141,
      -0.0635536348496184,
      -0.0357861980934685,
      -0.03519194478175047,
      -0.02809177134620222,
      -0.038748433954292394,
      -0.035292699621000234,
      -0.04260151924237765,
      -0.0294955919014791,
      -0.011051266948794769,
      -0.04287984125708799,
      -0.046115834065351025,
      -0.047944793810487774,
      -0.042423843015390594,
      -0.022765559841902427,
      0.0,
      -0.002318013191919155,
      -0.0026963914335617067,
      0.0,
      0.0,
      0.0,
      0.0,
      0.0,
      -0.02513832242199132,
      -0.04614279397362797,
      -0.05992529596333718,
      -0.08794940765512183,
      -0.07690006147196993,
      -0.07109147473993338,
      -0.054463085424357516,
      -0.04513574134206377,
      -0.05322232253915593,
      -0.055957853207968866,
      -0.05166174067431639,
      -0.048566433758619465,
      -0.03849951130655005,
      -0.03592769119700667,
      -0.02384011543862019,
      -0.028391446409444354,
      -0.028344601233563638,
      -0.009055224448827559,
      0.0,
      0.0,
      0.0,
      0.0,
      -0.015314644673962596,
      -0.013513932555866415,
      -0.010598644254132705,
      -0.013070535636741765,
      -0.015502996924206203,
      -0.007048613125532732,
      -0.0005299848394142437,
      -0.0008149530899701496,
      -0.007875281743704221,
      -0.01280537667343562,
      -0.008689586085593004,
      -0.011870213575417843,
      -0.023091157885284375,
      -0.019206862900137067,
      -0.017252467727085996,
      -0.01994972439460707,
      -0.022867467437401534,
      -0.029373270184905875,
      -0.025931458536671448,
      -0.022981212817569152,
      -0.029961722680821867,
      -0.02614842449057153,
      -0.025097801354698523,
      -0.038485536663951714,
      -0.03595363432591836,
      -0.027931983458707732,
      -0.04753376800811737,
      -0.03909087174335635,
      -0.03741273196904005,
      -0.046616192800762235,
      -0.041010937916418855,
      -0.04613026848827895,
      -0.048557564784098894,
      -0.05334423655474885,
      -0.04856243605061683,
      -0.05490150419747464,
      -0.03209760199589584,
      -0.03209554355064126,
      -0.015731732366740192,
      -0.02745575024105862,
      -0.029258650431736033,
      -0.043069917348789954,
      -0.03620358164477333,
      -0.0345248668784901,
      -0.030428323579235528,
      -0.05246002761990465,
      -0.04809941847645993,
      -0.05078672380088889,
      -0.04764536758216131,
      -0.05587930001105401,
      -0.0611702154314967,
      -0.07175658139445373,
      -0.061614874382703966,
      -0.053859538042211,
      -0.0634801273809742,
      -0.06377946615055341,
      -0.057428040682652615,
      -0.05444116767718088,
      -0.06660090572023869,
      -0.05362005346765142,
      -0.06421245543228293,
      -0.05067608924725886,
      -0.04282870718688003,
      -0.017342745746027455,
      -0.00829152517737397,
      0.0,
      -0.013088464136243538,
      -0.006245250646330747,
      -0.004053587077272214,
      0.0,
      0.0,
      -0.0036768802707912718,
      -0.035188061440321494,
      -0.02853414214988803,
      -0.03174514134852857,
      -0.01707653519070318,
      -0.004876420146921134,
      0.0,
      0.0,
      -0.008252793988988483,
      -0.007586981794607706,
      -0.012725976994696353,
      -0.016651452871820682,
      -0.013994006776926415,
      -0.014803270684876746,
      -0.029861866863778008,
      -0.03559710499215796,
      -0.0281800748542842,
      -0.034472921854938776,
      -0.04321470975914543,
      -0.04470239231349138,
      -0.05124173525917197,
      -0.05076524019271922,
      -0.049451719362751945,
      -0.056199610439698566,
      -0.05920567238033614,
      -0.05668831695431342,
      -0.04818313679236197,
      -0.05009361916074628,
      -0.062078076168554874,
      -0.053996620151380514,
      -0.04782138408154768,
      -0.045874268527258066,
      -0.041493908747723185,
      -0.04889920730737607,
      -0.05491439020565558,
      -0.051678807420483475,
      -0.05913856691004682,
      -0.06959442309181241,
      -0.0800066330495176,
      -0.07637832809289558,
      -0.08952829433027976,
      -0.0832936697389367,
      -0.08700748280573756
    ],
    "weights": [
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0,
      1.0
    ],
    "sessions": [
      60,
      61,
      62,
      63,
      64,
      65,
      66,
      67,
      68,
      69,
      70,
      71,
      72,
      73,
      74,
      75,
      76,
      77,
      78,
      79,
      80,
      81,
      82,
      83,
      84,
      85,
      86,
      87,
      88,
      89,
      90,
      91,
      92,
      93,
      94,
      95,
      96,
      97,
      98,
      99,
      100,
      101,
      102,
      103,
      104,
      105,
      106,
      107,
      108,
      109,
      110,
      111,
      112,
      113,
      114,
      115,
      116,
      117,
      118,
      119,
      120,
      121,
      122,
      123,
      124,
      125,
      126,
      127,
      128,
      129,
      130,
      131,
      132,
      133,
      134,
      135,
      136,
      137,
      138,
      139,
      140,
      141,
      142,
      143,
      144,
      145,
      146,
      147,
      148,
      149,
      150,
      151,
      152,
      153,
      154,
      155,
      156,
      157,
      158,
      159,
      160,
      161,
      162,
      163,
      164,
      165,
      166,
      167,
      168,
      169,
      170,
      171,
      172,
      173,
      174,
      175,
      176,
      177,
      178,
      179,
      180,
      181,
      182,
      183,
      184,
      185,
      186,
      187,
      188,
      189,
      190,
      191,
      192,
      193,
      194,
      195,
      196,
      197,
      198,
      199,
      200,
      201,
      202,
      203,
      204,
      205,
      206,
      207,
      208,
      209,
      210,
      211,
      212,
      213,
      214,
      215,
      216,
      217,
      218,
      219,
      220,
      221,
      222,
      223,
      224,
      225,
      226,
      227,
      228,
      229,
      230,
      231,
      232,
      233,
      234,
      235,
      236,
      237,
      238,
      239,
      240,
      241,
      242,
      243,
      244,
      245,
      246,
      247,
      248,
      249,
      250,
      251,
      252,
      253,
      254,
      255,
      256,
      257,
      258,
      259,
      260,
      261,
      262,
      263,
      264,
      265,
      266,
      267,
      268,
      269,
      270,
      271,
      272,
      273,
      274,
      275,
      276,
      277,
      278,
      279,
      280,
      281,
      282,
      283,
      284,
      285,
      286,
      287,
      288,
      289,
      290,
      291,
      292,
      293,
      294,
      295,
      296,
      297,
      298,
      299,
      300,
      301,
      302,
      303,
      304,
      305,
      306,
      307,
      308,
      309,
      310,
      311,
      312,
      313,
      314,
      315,
      316,
      317,
      318,
      319
    ],
    "audit": [
      {
        "session": 60,
        "decisionSession": 59,
        "pretradeWeight": 0.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14167922895068644,
        "side": 1.0,
        "assetReturn": -0.0007216366415901954,
        "rebalanceTurnover": 0.9995002498750625,
        "rebalanceFeeFraction": 0.0004997501249375312,
        "postFeeEquityFactor": 0.9995002498750625,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 61,
        "decisionSession": 60,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14252494294775267,
        "side": 1.0,
        "assetReturn": 0.0007560000677502288,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 62,
        "decisionSession": 61,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13789614948556014,
        "side": 1.0,
        "assetReturn": 0.0007651243138793173,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 63,
        "decisionSession": 62,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13166415599031323,
        "side": 1.0,
        "assetReturn": 0.0009012615348811259,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 64,
        "decisionSession": 63,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13071193267417425,
        "side": 1.0,
        "assetReturn": 0.012637758460732895,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 65,
        "decisionSession": 64,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12381791953526795,
        "side": 1.0,
        "assetReturn": -0.011615348096922218,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 66,
        "decisionSession": 65,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12381517540366564,
        "side": 1.0,
        "assetReturn": 0.007682541313813518,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 67,
        "decisionSession": 66,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11979240477462674,
        "side": 1.0,
        "assetReturn": -0.005916842157692059,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 68,
        "decisionSession": 67,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11728722765508551,
        "side": 1.0,
        "assetReturn": -0.0034385034081251264,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 69,
        "decisionSession": 68,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1085809723264645,
        "side": 1.0,
        "assetReturn": -0.010153739891003433,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 70,
        "decisionSession": 69,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12579922909806945,
        "side": 1.0,
        "assetReturn": -0.012602943148474877,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 71,
        "decisionSession": 70,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11985509280163108,
        "side": 1.0,
        "assetReturn": -0.004642454724779865,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 72,
        "decisionSession": 71,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11585800285330768,
        "side": 1.0,
        "assetReturn": 0.000983883127083196,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 73,
        "decisionSession": 72,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1022046157248742,
        "side": 1.0,
        "assetReturn": 0.006612932128821747,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 74,
        "decisionSession": 73,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09910743820216134,
        "side": 1.0,
        "assetReturn": 0.004966040507950353,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 75,
        "decisionSession": 74,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10802988507819077,
        "side": 1.0,
        "assetReturn": 0.002166124005490211,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 76,
        "decisionSession": 75,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09800863561086907,
        "side": 1.0,
        "assetReturn": -0.0012873163766479179,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 77,
        "decisionSession": 76,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09717790170533616,
        "side": 1.0,
        "assetReturn": 0.0032941686457872432,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 78,
        "decisionSession": 77,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09972835628668639,
        "side": 1.0,
        "assetReturn": -0.002972096348635933,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 79,
        "decisionSession": 78,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09966753661130753,
        "side": 1.0,
        "assetReturn": -0.00012747914378297143,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 80,
        "decisionSession": 79,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0984807074861224,
        "side": 1.0,
        "assetReturn": 0.020438629482910642,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 81,
        "decisionSession": 80,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11242418832791613,
        "side": 1.0,
        "assetReturn": -0.0006518896705253185,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 82,
        "decisionSession": 81,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10851876340806739,
        "side": 1.0,
        "assetReturn": 0.007268935544920474,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 83,
        "decisionSession": 82,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11648360683111054,
        "side": 1.0,
        "assetReturn": 0.0168708595246716,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 84,
        "decisionSession": 83,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11993262375650704,
        "side": 1.0,
        "assetReturn": 0.01469255852963025,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 85,
        "decisionSession": 84,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13047885597415695,
        "side": 1.0,
        "assetReturn": 0.0067104319446942284,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 86,
        "decisionSession": 85,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1314810119954032,
        "side": 1.0,
        "assetReturn": -0.012203696323307645,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 87,
        "decisionSession": 86,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14156131581012688,
        "side": 1.0,
        "assetReturn": -0.0033309655085093093,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 88,
        "decisionSession": 87,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14265918904291355,
        "side": 1.0,
        "assetReturn": 0.005434698123863102,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 89,
        "decisionSession": 88,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1443596034422511,
        "side": 1.0,
        "assetReturn": -0.011538376420836105,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 90,
        "decisionSession": 89,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13129987111565533,
        "side": 1.0,
        "assetReturn": 0.011791052338836705,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 91,
        "decisionSession": 90,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12491396973494821,
        "side": 1.0,
        "assetReturn": 0.006415236865623841,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 92,
        "decisionSession": 91,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12666878867077852,
        "side": 1.0,
        "assetReturn": 0.005626389099373519,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 93,
        "decisionSession": 92,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12627782215550507,
        "side": 1.0,
        "assetReturn": 0.009969222605763495,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 94,
        "decisionSession": 93,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12685874657544713,
        "side": 1.0,
        "assetReturn": 0.020268106345114,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 95,
        "decisionSession": 94,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13685828069022385,
        "side": 1.0,
        "assetReturn": -0.002823177284310807,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 96,
        "decisionSession": 95,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1371449733291267,
        "side": 1.0,
        "assetReturn": 0.001758040178367004,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 97,
        "decisionSession": 96,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13739937976568206,
        "side": 1.0,
        "assetReturn": -0.014923148240279405,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 98,
        "decisionSession": 97,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14793175885543944,
        "side": 1.0,
        "assetReturn": -0.02651023730969848,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 99,
        "decisionSession": 98,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1880098337157231,
        "side": 1.0,
        "assetReturn": 0.008337118428319634,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 100,
        "decisionSession": 99,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18707223143993676,
        "side": 1.0,
        "assetReturn": 0.0015362379179939545,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 101,
        "decisionSession": 100,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18329607906161122,
        "side": 1.0,
        "assetReturn": 0.021630339441224944,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 102,
        "decisionSession": 101,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18721990727046892,
        "side": 1.0,
        "assetReturn": -0.007337093904345671,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 103,
        "decisionSession": 102,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1856487628851098,
        "side": 1.0,
        "assetReturn": -0.013434424346938645,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 104,
        "decisionSession": 103,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18785755484740957,
        "side": 1.0,
        "assetReturn": 0.0019596157000465464,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 105,
        "decisionSession": 104,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18161454735027807,
        "side": 1.0,
        "assetReturn": -0.017677432881726074,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 106,
        "decisionSession": 105,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18289594040243692,
        "side": 1.0,
        "assetReturn": -0.0038106113184656065,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 107,
        "decisionSession": 106,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19030481480527947,
        "side": 1.0,
        "assetReturn": 0.013094800177032573,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 108,
        "decisionSession": 107,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1992822665952208,
        "side": 1.0,
        "assetReturn": -0.011710185888650027,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 109,
        "decisionSession": 108,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.199649502867775,
        "side": 1.0,
        "assetReturn": 0.002992797262075575,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 110,
        "decisionSession": 109,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20089326661560672,
        "side": 1.0,
        "assetReturn": -0.003005383747981649,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 111,
        "decisionSession": 110,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20171703140897324,
        "side": 1.0,
        "assetReturn": -0.00152025280132706,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 112,
        "decisionSession": 111,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19827864540881035,
        "side": 1.0,
        "assetReturn": 0.001234418609918242,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 113,
        "decisionSession": 112,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1977739482389151,
        "side": 1.0,
        "assetReturn": -0.011705659070093799,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 114,
        "decisionSession": 113,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19021153882989617,
        "side": 1.0,
        "assetReturn": 0.01344798277841619,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 115,
        "decisionSession": 114,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.17189238536689616,
        "side": 1.0,
        "assetReturn": 0.010148066257514854,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 116,
        "decisionSession": 115,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18436871059347892,
        "side": 1.0,
        "assetReturn": -0.024489333200942154,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 117,
        "decisionSession": 116,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19541968257349868,
        "side": 1.0,
        "assetReturn": -0.0008051987280826012,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 118,
        "decisionSession": 117,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1932333545695281,
        "side": 1.0,
        "assetReturn": -0.0023311729243307155,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 119,
        "decisionSession": 118,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16724739714317466,
        "side": 1.0,
        "assetReturn": -0.007446038940989719,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 120,
        "decisionSession": 119,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1676241716468141,
        "side": 1.0,
        "assetReturn": -0.007719172000687835,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 121,
        "decisionSession": 120,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16227093123078032,
        "side": 1.0,
        "assetReturn": 0.006195451445238254,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 122,
        "decisionSession": 121,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1520159395560305,
        "side": 0.0,
        "assetReturn": -0.0008719072208385192,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 123,
        "decisionSession": 122,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15204642012730873,
        "side": 0.0,
        "assetReturn": 0.0035289094201600424,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 124,
        "decisionSession": 123,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15345699549841021,
        "side": 0.0,
        "assetReturn": -0.010069441689151692,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 125,
        "decisionSession": 124,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15377273227927682,
        "side": 0.0,
        "assetReturn": -0.005622172894043875,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 126,
        "decisionSession": 125,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1538381179519328,
        "side": 0.0,
        "assetReturn": 0.00891684022373962,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 127,
        "decisionSession": 126,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1450268441498921,
        "side": 0.0,
        "assetReturn": -0.0028985739109315123,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 128,
        "decisionSession": 127,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1293891785803814,
        "side": 0.0,
        "assetReturn": -0.006922444081788437,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 129,
        "decisionSession": 128,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12629818940474466,
        "side": 0.0,
        "assetReturn": 0.0005181207910518459,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 130,
        "decisionSession": 129,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12312456584915064,
        "side": 0.0,
        "assetReturn": -0.004445997712659078,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 131,
        "decisionSession": 130,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12278240426380573,
        "side": 0.0,
        "assetReturn": -0.013780420189312026,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 132,
        "decisionSession": 131,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12979394868922073,
        "side": 0.0,
        "assetReturn": -0.004853671123922876,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 133,
        "decisionSession": 132,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13157493284002764,
        "side": 0.0,
        "assetReturn": 0.006858969870032761,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 134,
        "decisionSession": 133,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1330278195862832,
        "side": 0.0,
        "assetReturn": 0.008648769641668164,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 135,
        "decisionSession": 134,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13809634649146127,
        "side": 0.0,
        "assetReturn": 0.005551890191810127,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 136,
        "decisionSession": 135,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1297891726555958,
        "side": 0.0,
        "assetReturn": 0.0027756363821302976,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 137,
        "decisionSession": 136,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11471593521421296,
        "side": 0.0,
        "assetReturn": 0.008790685132494147,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 138,
        "decisionSession": 137,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11699452110385568,
        "side": 0.0,
        "assetReturn": -0.008444900981987358,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 139,
        "decisionSession": 138,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11615069886212337,
        "side": 0.0,
        "assetReturn": -8.11613026066027e-05,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 140,
        "decisionSession": 139,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11489313810119117,
        "side": 0.0,
        "assetReturn": 0.004672651573004671,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 141,
        "decisionSession": 140,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10967332659749249,
        "side": 0.0,
        "assetReturn": 0.006015982017240518,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 142,
        "decisionSession": 141,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11875864144959206,
        "side": 0.0,
        "assetReturn": -0.0014277364417868421,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 143,
        "decisionSession": 142,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11910396672284779,
        "side": 0.0,
        "assetReturn": 0.007493198727717365,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 144,
        "decisionSession": 143,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11981288204381073,
        "side": 0.0,
        "assetReturn": -0.004242985651254694,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 145,
        "decisionSession": 144,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11653234221462012,
        "side": 0.0,
        "assetReturn": -0.007523526037932937,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 146,
        "decisionSession": 145,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11749649662321646,
        "side": 0.0,
        "assetReturn": -0.00024856814998042154,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 147,
        "decisionSession": 146,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11377354634978742,
        "side": 0.0,
        "assetReturn": 0.007894653869346957,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 148,
        "decisionSession": 147,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11468077766053969,
        "side": 0.0,
        "assetReturn": 0.00018748603669238584,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 149,
        "decisionSession": 148,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11335378749553005,
        "side": 0.0,
        "assetReturn": 0.0012955185242731204,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 150,
        "decisionSession": 149,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11367707402228354,
        "side": 0.0,
        "assetReturn": -0.00819615232378379,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 151,
        "decisionSession": 150,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11859173487050333,
        "side": 0.0,
        "assetReturn": -0.006202726399984426,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 152,
        "decisionSession": 151,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10770739650305983,
        "side": 0.0,
        "assetReturn": 0.006280704030984241,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 153,
        "decisionSession": 152,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1021901503711724,
        "side": 0.0,
        "assetReturn": 0.00810011413644629,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 154,
        "decisionSession": 153,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10376917134278195,
        "side": 0.0,
        "assetReturn": -0.00750357336702645,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 155,
        "decisionSession": 154,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10310296842608001,
        "side": 0.0,
        "assetReturn": 0.0054919791264931295,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 156,
        "decisionSession": 155,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0970019278220852,
        "side": 0.0,
        "assetReturn": 0.006172934869836055,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 157,
        "decisionSession": 156,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09503248584517487,
        "side": 0.0,
        "assetReturn": -0.003940950977093016,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 158,
        "decisionSession": 157,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09353627359389523,
        "side": 0.0,
        "assetReturn": 0.001980589222830398,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 159,
        "decisionSession": 158,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09467945844170846,
        "side": 0.0,
        "assetReturn": -0.007115471410328977,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 160,
        "decisionSession": 159,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09282444455811797,
        "side": 1.0,
        "assetReturn": 0.005376532773897491,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 161,
        "decisionSession": 160,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09282116463225736,
        "side": 1.0,
        "assetReturn": 0.009682098114090376,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 162,
        "decisionSession": 161,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08207171436124189,
        "side": 1.0,
        "assetReturn": 0.0296519243274449,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 163,
        "decisionSession": 162,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12301150029258279,
        "side": 1.0,
        "assetReturn": 0.0006163086553450103,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 164,
        "decisionSession": 163,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12196182561983754,
        "side": 1.0,
        "assetReturn": 0.0073591564634500894,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 165,
        "decisionSession": 164,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1249242640212599,
        "side": 1.0,
        "assetReturn": -0.01096467988839922,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 166,
        "decisionSession": 165,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12102540645800983,
        "side": 1.0,
        "assetReturn": 0.003595036362341597,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 167,
        "decisionSession": 166,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12111057202088694,
        "side": 1.0,
        "assetReturn": -0.007576204324882818,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 168,
        "decisionSession": 167,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1209111482249127,
        "side": 1.0,
        "assetReturn": 0.013689103966957772,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 169,
        "decisionSession": 168,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1261398933038771,
        "side": 1.0,
        "assetReturn": 0.019004885293433915,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 170,
        "decisionSession": 169,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13136323950223738,
        "side": 1.0,
        "assetReturn": -0.032184251058285374,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 171,
        "decisionSession": 170,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16727293833144732,
        "side": 1.0,
        "assetReturn": -0.0033809681874353847,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 172,
        "decisionSession": 171,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16678542436840552,
        "side": 1.0,
        "assetReturn": -0.001917381387020578,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 173,
        "decisionSession": 172,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16695001491512193,
        "side": 1.0,
        "assetReturn": 0.005798981780892776,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 174,
        "decisionSession": 173,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1663508707856667,
        "side": 1.0,
        "assetReturn": 0.02052921120696216,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 175,
        "decisionSession": 174,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18322861508942898,
        "side": 1.0,
        "assetReturn": 0.02397727899245461,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 176,
        "decisionSession": 175,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19198276874511638,
        "side": 1.0,
        "assetReturn": -0.002318013191919155,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 177,
        "decisionSession": 176,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19231279292101627,
        "side": 1.0,
        "assetReturn": -0.0003792573652183773,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 178,
        "decisionSession": 177,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19231734592800523,
        "side": 1.0,
        "assetReturn": 0.031718686586526657,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 179,
        "decisionSession": 178,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21043064565854613,
        "side": 1.0,
        "assetReturn": 0.02577138254923983,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 180,
        "decisionSession": 179,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.22295400710618385,
        "side": 1.0,
        "assetReturn": 0.010693346013348703,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 181,
        "decisionSession": 180,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2222000888244094,
        "side": 1.0,
        "assetReturn": 0.012152269923988213,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 182,
        "decisionSession": 181,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.22242745595037963,
        "side": 1.0,
        "assetReturn": 0.004642116223423587,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 183,
        "decisionSession": 182,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21232364505716536,
        "side": 1.0,
        "assetReturn": -0.02513832242199132,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 184,
        "decisionSession": 183,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2289663009707217,
        "side": 1.0,
        "assetReturn": -0.021546104472812022,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 185,
        "decisionSession": 184,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2505892343921533,
        "side": 1.0,
        "assetReturn": -0.014449229824582521,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 186,
        "decisionSession": 185,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2540673288436231,
        "side": 1.0,
        "assetReturn": -0.02981051566588233,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 187,
        "decisionSession": 186,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2855424449901859,
        "side": 1.0,
        "assetReturn": 0.012114839106396547,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 188,
        "decisionSession": 187,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2874459077461683,
        "side": 1.0,
        "assetReturn": 0.006292478733449958,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 189,
        "decisionSession": 188,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2848523263728268,
        "side": 1.0,
        "assetReturn": 0.01790099763689912,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 190,
        "decisionSession": 189,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.29106753490558784,
        "side": 1.0,
        "assetReturn": 0.009864600671333879,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 191,
        "decisionSession": 190,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2687696216675204,
        "side": 1.0,
        "assetReturn": -0.008468828028455055,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 192,
        "decisionSession": 191,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2698683090524482,
        "side": 1.0,
        "assetReturn": -0.0028893062584126605,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 193,
        "decisionSession": 192,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.27146081329744914,
        "side": 1.0,
        "assetReturn": 0.004550763488951448,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 194,
        "decisionSession": 193,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.27192845626497664,
        "side": 1.0,
        "assetReturn": 0.003263927069543593,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 195,
        "decisionSession": 194,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.26128257495594936,
        "side": 1.0,
        "assetReturn": 0.01058079387701083,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 196,
        "decisionSession": 195,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.25539778755613557,
        "side": 1.0,
        "assetReturn": 0.002674798546424162,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 197,
        "decisionSession": 196,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.25490082285549676,
        "side": 1.0,
        "assetReturn": 0.0125380385350915,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 198,
        "decisionSession": 197,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2558020800064563,
        "side": 1.0,
        "assetReturn": -0.004662485155153995,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 199,
        "decisionSession": 198,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2379119248841754,
        "side": 1.0,
        "assetReturn": 4.821404227817183e-05,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 200,
        "decisionSession": 199,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.220084612449932,
        "side": 1.0,
        "assetReturn": 0.01985207596152394,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 201,
        "decisionSession": 200,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.24002853533649524,
        "side": 1.0,
        "assetReturn": 0.010253196803569065,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 202,
        "decisionSession": 201,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.238071170415742,
        "side": 1.0,
        "assetReturn": 0.008621686192897604,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 203,
        "decisionSession": 202,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.23894477270043132,
        "side": 1.0,
        "assetReturn": 0.0058653465274522976,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 204,
        "decisionSession": 203,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.22885493048487038,
        "side": 1.0,
        "assetReturn": 0.0009437798678624265,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 205,
        "decisionSession": 204,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20836517622860615,
        "side": 1.0,
        "assetReturn": -0.015314644673962485,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 206,
        "decisionSession": 205,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20077134594052523,
        "side": 1.0,
        "assetReturn": 0.0018287182888994113,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 207,
        "decisionSession": 206,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.14812379343919996,
        "side": 1.0,
        "assetReturn": 0.0029552250132502955,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 208,
        "decisionSession": 207,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15148753024485465,
        "side": 1.0,
        "assetReturn": -0.002498370725139809,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 209,
        "decisionSession": 208,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15200783611688845,
        "side": 1.0,
        "assetReturn": -0.002464675921935111,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 210,
        "decisionSession": 209,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1359830953707888,
        "side": 1.0,
        "assetReturn": 0.008587516033324638,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 211,
        "decisionSession": 210,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13555176248317755,
        "side": 1.0,
        "assetReturn": 0.006564901738681739,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 212,
        "decisionSession": 211,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13093469570883826,
        "side": 1.0,
        "assetReturn": -0.00028511935949382394,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 213,
        "decisionSession": 212,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1269881483981632,
        "side": 1.0,
        "assetReturn": -0.007066087183318137,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 214,
        "decisionSession": 213,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12495312458555621,
        "side": 1.0,
        "assetReturn": -0.004969229008220277,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 215,
        "decisionSession": 214,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1334454747989561,
        "side": 1.0,
        "assetReturn": 0.00416917848881071,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 216,
        "decisionSession": 215,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13345785573660252,
        "side": 1.0,
        "assetReturn": -0.0032085080971412383,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 217,
        "decisionSession": 216,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13420357491714982,
        "side": 1.0,
        "assetReturn": -0.011355739361393113,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 218,
        "decisionSession": 217,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13062669494695886,
        "side": 1.0,
        "assetReturn": 0.0039761079209181815,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 219,
        "decisionSession": 218,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13086842250621267,
        "side": 1.0,
        "assetReturn": 0.001992668075584181,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 220,
        "decisionSession": 219,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12465145867797192,
        "side": 1.0,
        "assetReturn": -0.002744607927208653,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 221,
        "decisionSession": 220,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0761134658175476,
        "side": 1.0,
        "assetReturn": -0.0029771360872197228,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 222,
        "decisionSession": 221,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.07087960626777094,
        "side": 1.0,
        "assetReturn": -0.006658055617534742,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 223,
        "decisionSession": 222,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.06593381734745644,
        "side": 1.0,
        "assetReturn": 0.003545968334181415,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 224,
        "decisionSession": 223,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.06736937665091408,
        "side": 1.0,
        "assetReturn": 0.0030287865725242558,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 225,
        "decisionSession": 224,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0674442352606536,
        "side": 1.0,
        "assetReturn": -0.007144703822311693,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 226,
        "decisionSession": 225,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0706856129682109,
        "side": 1.0,
        "assetReturn": 0.003931080122723474,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 227,
        "decisionSession": 226,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.07540536831234514,
        "side": 1.0,
        "assetReturn": 0.0010788329169395539,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 228,
        "decisionSession": 227,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.07685336563485136,
        "side": 1.0,
        "assetReturn": -0.013732388056829192,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 229,
        "decisionSession": 228,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08841627822176572,
        "side": 1.0,
        "assetReturn": 0.0026332441524059558,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 230,
        "decisionSession": 229,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08968683137016384,
        "side": 1.0,
        "assetReturn": 0.008320814384899178,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 231,
        "decisionSession": 230,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08569381549971289,
        "side": 1.0,
        "assetReturn": -0.020165033943977062,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 232,
        "decisionSession": 231,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.0847449359255885,
        "side": 1.0,
        "assetReturn": 0.00886424734145641,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 233,
        "decisionSession": 232,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08697362837935134,
        "side": 1.0,
        "assetReturn": 0.001746408401136712,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 234,
        "decisionSession": 233,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08607919100860373,
        "side": 1.0,
        "assetReturn": -0.00956117033476711,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 235,
        "decisionSession": 234,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08789016313958682,
        "side": 1.0,
        "assetReturn": 0.0058793267118830705,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 236,
        "decisionSession": 235,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08739651535398611,
        "side": 1.0,
        "assetReturn": -0.005338257519577283,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 237,
        "decisionSession": 236,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08952626837255565,
        "side": 1.0,
        "assetReturn": -0.002544683215781496,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 238,
        "decisionSession": 237,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.08963359466286844,
        "side": 0.0,
        "assetReturn": -0.005030963086656626,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 239,
        "decisionSession": 238,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09455716288577966,
        "side": 0.0,
        "assetReturn": 0.005051255893408602,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 240,
        "decisionSession": 239,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09583810727031028,
        "side": 0.0,
        "assetReturn": -0.006662621266018354,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 241,
        "decisionSession": 240,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.09500707485037779,
        "side": 0.0,
        "assetReturn": 0.024128598556508063,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 242,
        "decisionSession": 241,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11510674176087361,
        "side": 0.0,
        "assetReturn": 2.126707464356059e-06,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 243,
        "decisionSession": 242,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11947075502427054,
        "side": 0.0,
        "assetReturn": 0.01690643231867095,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 244,
        "decisionSession": 243,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1222011576328261,
        "side": 0.0,
        "assetReturn": -0.011911404908449996,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 245,
        "decisionSession": 244,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12240258016129676,
        "side": 0.0,
        "assetReturn": -0.0018537975944274976,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 246,
        "decisionSession": 245,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12728001481739018,
        "side": 0.0,
        "assetReturn": -0.01422754570328788,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 247,
        "decisionSession": 246,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1289250529783561,
        "side": 0.0,
        "assetReturn": 0.007175378670292387,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 248,
        "decisionSession": 247,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12606706991876654,
        "side": 0.0,
        "assetReturn": 0.0017417731943307757,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 249,
        "decisionSession": 248,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11995582693347015,
        "side": 0.0,
        "assetReturn": 0.004243033464787382,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 250,
        "decisionSession": 249,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12415213282657661,
        "side": 0.0,
        "assetReturn": -0.022723130817930537,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 251,
        "decisionSession": 250,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1529868946967625,
        "side": 0.0,
        "assetReturn": 0.004602031862034783,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 252,
        "decisionSession": 251,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15341973226183053,
        "side": 0.0,
        "assetReturn": -0.002823094529607051,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 253,
        "decisionSession": 252,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15205363496178967,
        "side": 0.0,
        "assetReturn": 0.00330943139702633,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 254,
        "decisionSession": 253,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1546959854513369,
        "side": 0.0,
        "assetReturn": -0.00864586798721001,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 255,
        "decisionSession": 254,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15200408114026923,
        "side": 0.0,
        "assetReturn": -0.005604066747508685,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 256,
        "decisionSession": 255,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15572743624607227,
        "side": 0.0,
        "assetReturn": -0.011276129216354902,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 257,
        "decisionSession": 256,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15777974502713984,
        "side": 0.0,
        "assetReturn": 0.010925697730219452,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 258,
        "decisionSession": 257,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16843852848398047,
        "side": 0.0,
        "assetReturn": 0.008264555915026062,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 259,
        "decisionSession": 258,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16746091034540594,
        "side": 0.0,
        "assetReturn": -0.01016824639214331,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 260,
        "decisionSession": 259,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1755295510570042,
        "side": 0.0,
        "assetReturn": -0.00031962884967107197,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 261,
        "decisionSession": 260,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.17661484943514222,
        "side": 0.0,
        "assetReturn": 0.006784112544280241,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 262,
        "decisionSession": 261,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1666759669756359,
        "side": 0.0,
        "assetReturn": 0.0031688540868910486,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 263,
        "decisionSession": 262,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1626841818529548,
        "side": 0.0,
        "assetReturn": -0.012859842907063435,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 264,
        "decisionSession": 263,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.15867765526041516,
        "side": 0.0,
        "assetReturn": 0.013907076117963824,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 265,
        "decisionSession": 264,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16946655199474078,
        "side": 0.0,
        "assetReturn": -0.011192546929426506,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 266,
        "decisionSession": 265,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.17032150196298107,
        "side": 0.0,
        "assetReturn": 0.014465213032170743,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 267,
        "decisionSession": 266,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1718451110287006,
        "side": 0.0,
        "assetReturn": 0.008266285059813194,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 268,
        "decisionSession": 267,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18480576708881624,
        "side": 0.0,
        "assetReturn": 0.02662633285412208,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 269,
        "decisionSession": 268,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20616296117337715,
        "side": 0.0,
        "assetReturn": 0.009210963974946917,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 270,
        "decisionSession": 269,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20659577003830867,
        "side": 0.0,
        "assetReturn": 0.013784048533709958,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 271,
        "decisionSession": 270,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.18627008911976953,
        "side": 0.0,
        "assetReturn": -0.013088464136243538,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 272,
        "decisionSession": 271,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19678526091928486,
        "side": 0.0,
        "assetReturn": 0.006933968487787157,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 273,
        "decisionSession": 272,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.195463035583463,
        "side": 0.0,
        "assetReturn": 0.0022054370763853193,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 274,
        "decisionSession": 273,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1940142862729485,
        "side": 0.0,
        "assetReturn": 0.009311023045233124,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 275,
        "decisionSession": 274,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19083096748580575,
        "side": 1.0,
        "assetReturn": 0.0327893464428477,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 276,
        "decisionSession": 275,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.20288160462263627,
        "side": 1.0,
        "assetReturn": -0.0036768802707912718,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 277,
        "decisionSession": 276,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19630327381971802,
        "side": 1.0,
        "assetReturn": -0.031627471595855994,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 278,
        "decisionSession": 277,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.22498837174756586,
        "side": 1.0,
        "assetReturn": 0.00689659717557678,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 279,
        "decisionSession": 278,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2251915984146947,
        "side": 1.0,
        "assetReturn": -0.003305313483426664,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 280,
        "decisionSession": 279,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2166050880276199,
        "side": 1.0,
        "assetReturn": 0.015149530133269806,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 281,
        "decisionSession": 280,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21947473954025426,
        "side": 1.0,
        "assetReturn": 0.012412070197295622,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 282,
        "decisionSession": 281,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21989384552459612,
        "side": 1.0,
        "assetReturn": 0.006642289752916364,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 283,
        "decisionSession": 282,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21948049531240144,
        "side": 1.0,
        "assetReturn": 0.009507929338968601,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 284,
        "decisionSession": 283,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21767940984261397,
        "side": 1.0,
        "assetReturn": -0.008252793988988372,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 285,
        "decisionSession": 284,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.22033126626860153,
        "side": 1.0,
        "assetReturn": 0.0006713527301567268,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 286,
        "decisionSession": 285,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.2120073866520775,
        "side": 1.0,
        "assetReturn": -0.005178282736941209,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 287,
        "decisionSession": 286,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21557288006863456,
        "side": 1.0,
        "assetReturn": -0.003976075320178074,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 288,
        "decisionSession": 287,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.21158333698038126,
        "side": 1.0,
        "assetReturn": 0.002702445742819526,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 289,
        "decisionSession": 288,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19512630309825602,
        "side": 1.0,
        "assetReturn": -0.0008207494817603633,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 290,
        "decisionSession": 289,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19256487777767659,
        "side": 1.0,
        "assetReturn": -0.015284862130398591,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 291,
        "decisionSession": 290,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19962598359408737,
        "side": 1.0,
        "assetReturn": -0.005911774759166821,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 292,
        "decisionSession": 291,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19301213256279276,
        "side": 1.0,
        "assetReturn": 0.007690800365975026,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 293,
        "decisionSession": 292,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1930360875420763,
        "side": 1.0,
        "assetReturn": -0.0064753220610404005,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 294,
        "decisionSession": 293,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1935288999918157,
        "side": 1.0,
        "assetReturn": -0.00905390237320014,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 295,
        "decisionSession": 294,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.19231110949597313,
        "side": 1.0,
        "assetReturn": -0.0015548760725317967,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 296,
        "decisionSession": 295,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.16343429630381134,
        "side": 1.0,
        "assetReturn": -0.006845346301575295,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 297,
        "decisionSession": 296,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1632940621961732,
        "side": 1.0,
        "assetReturn": 0.0005022302141239887,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 298,
        "decisionSession": 297,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1324793411035858,
        "side": 1.0,
        "assetReturn": 0.0013837681526052137,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 299,
        "decisionSession": 298,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13224772070831292,
        "side": 1.0,
        "assetReturn": -0.007098946170753906,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 300,
        "decisionSession": 299,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.13210489053151572,
        "side": 1.0,
        "assetReturn": -0.0031850611356899483,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 301,
        "decisionSession": 300,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12589303875931268,
        "side": 1.0,
        "assetReturn": 0.002675776577429012,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 302,
        "decisionSession": 301,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10110598935474277,
        "side": 1.0,
        "assetReturn": 0.009016298976061154,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 303,
        "decisionSession": 302,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10907258291832139,
        "side": 1.0,
        "assetReturn": -0.0020071953358190564,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 304,
        "decisionSession": 303,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10115416220945712,
        "side": 1.0,
        "assetReturn": -0.012616461210861796,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 305,
        "decisionSession": 304,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1052898238083303,
        "side": 1.0,
        "assetReturn": 0.008616341948977313,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 306,
        "decisionSession": 305,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10649635800535248,
        "side": 1.0,
        "assetReturn": 0.006527710366976747,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 307,
        "decisionSession": 306,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.1176769575598698,
        "side": 1.0,
        "assetReturn": 0.0020449057789555525,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 308,
        "decisionSession": 307,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12137561150307476,
        "side": 1.0,
        "assetReturn": 0.004590967034054927,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 309,
        "decisionSession": 308,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11811261340282365,
        "side": 1.0,
        "assetReturn": -0.007725875325401477,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 310,
        "decisionSession": 309,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11781498851833302,
        "side": 1.0,
        "assetReturn": -0.006324443155230841,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 311,
        "decisionSession": 310,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10191411128919983,
        "side": 1.0,
        "assetReturn": 0.003423586976291082,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 312,
        "decisionSession": 311,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.10049353773610052,
        "side": 0.0,
        "assetReturn": -0.007866279429306067,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 313,
        "decisionSession": 312,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11371991113753284,
        "side": 0.0,
        "assetReturn": -0.011113067040517066,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 314,
        "decisionSession": 313,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.11368420954908597,
        "side": 0.0,
        "assetReturn": -0.011191044224289515,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 315,
        "decisionSession": 314,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12558204850617574,
        "side": 0.0,
        "assetReturn": 0.00394383816988686,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 316,
        "decisionSession": 315,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12421419781188228,
        "side": 0.0,
        "assetReturn": -0.014237394636087308,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 317,
        "decisionSession": 316,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12427600781776023,
        "side": 0.0,
        "assetReturn": 0.006847686262536845,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 0.0
      },
      {
        "session": 318,
        "decisionSession": 317,
        "pretradeWeight": 1.0,
        "weight": 1.0,
        "estimatedVolatility": 0.12548815546987127,
        "side": 0.0,
        "assetReturn": -0.0035530336579717714,
        "rebalanceTurnover": 0.0,
        "rebalanceFeeFraction": 0.0,
        "postFeeEquityFactor": 1.0,
        "finalLiquidationTurnover": 1.0
      }
    ],
    "metrics": {
      "totalReturn": 0.1555769516435701,
      "cagr": 0.15106965319550247,
      "volatility": 0.16581419456886315,
      "sharpe": 0.9313034814538066,
      "maxDrawdown": -0.10726059879057326,
      "turnover": 1.9995002498750625
    },
    "assumptions": {
      "startSession": 60,
      "endSession": 319,
      "periods": 259,
      "periodsPerYear": 252,
      "costBps": 5,
      "targetVol": 0.1,
      "leverageCap": 1,
      "riskFreeRate": 0,
      "smaWindows": [
        20,
        50
      ],
      "volatilityWindow": 20,
      "volatilityEstimator": "sample standard deviation of close-to-close simple returns",
      "execution": "rebalance at open t, hold to open t+1",
      "information": "close t-1",
      "zeroEstimatedVolatility": "hold cash when volatility targeting",
      "costConvention": "exact target weight after proportional fees; initial entry and final liquidation included",
      "turnoverConvention": "sum absolute traded notional / equity immediately before each trade event"
    }
  }
}
