{
  "Timestamp": "2026-08-03 23:18:36",
  "DSR": {
    "DailyStdDev": 0.012050070306394963,
    "DailyMeanReturn": 0.000818502386938158,
    "DailySharpeRatio": 0.058045700158225536,
    "AnnualizedSharpeRatio": 0.921446923771724,
    "DataPoints": 252
  },
  "OOS": {
    "Bull": {
      "DSR": 2.663634964607877,
      "MeanReturn": 0.0019707329448386676,
      "DataPoints": 101,
      "StdDev": 0.011035518628083357
    },
    "Sideways": {
      "DSR": -0.14618742607537055,
      "MeanReturn": -4.2461017079949285E-06,
      "DataPoints": 51,
      "StdDev": 0.013388478014532428
    },
    "Bear": {
      "DSR": -0.01251835597107911,
      "MeanReturn": 0.00010938893344741633,
      "DataPoints": 102,
      "StdDev": 0.012248164287196335
    }
  },
  "PBO": {
    "PBO": 0,
    "StdDevAcrossFolds": 0.001838602164001349,
    "DataPoints": 252,
    "FoldCount": 6,
    "VarianceAcrossFolds": 3.3804579174704427E-06,
    "Method": "SimplifiedZ-Score (DEBT-009 deferred)"
  },
  "Status": "SIMULATION (Ready for Phase 1 data)"
}