{
 "about": "The run behind quantgpt.co/learn/backtest-without-code: QuantGPT run_backtest, 2026-10-27. Each monthly return is earned from one month-end close (the formation, from 1998-01-30 to 2026-08-31) to the next (1998-02-27 to 2026-09-30). Gross of trading costs. Cash earns nothing.",
 "run_date": "2026-10-27",
 "params": {"tickers": ["SPY"], "filters": [{"f": "px_vs_sma200", "op": ">=", "v": 0}], "top_n": 1, "cash_as_holding": true, "rebalance": "monthly", "start_year": 1998, "benchmark": "$SPXTR"},
 "data_version": {"store": "1793103611-77249654784", "engine_rev": "2026-10-05-pit", "refreshed_at": "2026-10-27T12:20:10", "prices_last": "2026-10-26"},
 "first_formation": "1998-01-30",
 "last_formation": "2026-08-31",
 "last_end": "2026-09-30",
 "months": 344,
 "cash_months": 87,
 "finding": "tradeoff",
 "stats": {
  "strat": {"cagr": 0.08972702792761678, "sharpe": 0.8824688798548376, "maxdd": -0.22958448663706021, "final": 11.735978058851767},
  "bench": {"cagr": 0.09382164333994858, "sharpe": 0.663498837809193, "maxdd": -0.5094876760691069, "final": 13.067728905898786}
 },
 "costs": {"5": {"cagr": 0.0883}, "10": {"cagr": 0.0868}, "25": {"cagr": 0.0824}, "50": {"cagr": 0.075}},
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}
