{
  "start": "2001-01-02",
  "end": "2026-05-12",
  "days": 6377,
  "years": 25.305555555555557,
  "cagr": 0.040504958405294555,
  "ann_return_arithmetic": 0.04560266754584282,
  "ann_vol": 0.10834411044431176,
  "sharpe": 0.4209058282801844,
  "sortino": 0.525786810893476,
  "max_drawdown": -0.2834564805123896,
  "best_day": 0.07362366670842738,
  "worst_day": -0.09989129182508408,
  "win_rate": 0.5190528461659087,
  "target_vol": 0.1,
  "turnover_cost_bps": 5.0,
  "universe": [
    "AAPL",
    "MSFT",
    "AMZN",
    "JPM",
    "XOM",
    "CVX",
    "WMT",
    "PG",
    "KO",
    "PEP",
    "MCD",
    "IBM",
    "CSCO",
    "INTC",
    "ORCL",
    "HD",
    "BAC",
    "C",
    "GS",
    "CAT",
    "BA",
    "MMM",
    "DIS",
    "NKE",
    "MRK",
    "PFE",
    "JNJ",
    "UNH",
    "COST",
    "T"
  ],
  "data_source": "yfinance auto-adjusted daily close",
  "note": "Current large-cap stock universe; contains survivorship bias."
}