{
  "timestamp": "2026-06-06T15:41:51.261231",
  "results": [
    {
      "factor_type": "weighted_momentum",
      "annual_return": 0.1836425584586039,
      "total_return": 1.8188636662013202,
      "sharpe_ratio": 1.0221559991160554,
      "max_drawdown": -0.16355913241141637,
      "win_rate": 0.539754363283775,
      "rebalance_count": 405,
      "calmar_ratio": 1.1227900010906742
    },
    {
      "factor_type": "vol_adjusted_momentum",
      "annual_return": 0.1315526234967641,
      "total_return": 1.1376143317727325,
      "sharpe_ratio": 0.8543126134924596,
      "max_drawdown": -0.18613474523686568,
      "win_rate": 0.5585003232062056,
      "rebalance_count": 393,
      "calmar_ratio": 0.7067601662943525
    },
    {
      "factor_type": "slope_r2",
      "annual_return": 0.198416094188119,
      "total_return": 2.0421974188211456,
      "sharpe_ratio": 1.1350010914615083,
      "max_drawdown": -0.15352659557851117,
      "win_rate": 0.541343669250646,
      "rebalance_count": 394,
      "calmar_ratio": 1.2923890707043786
    },
    {
      "factor_type": "momentum",
      "annual_return": 0.09270306870862322,
      "total_return": 0.7245114082990154,
      "sharpe_ratio": 0.5741296434738409,
      "max_drawdown": -0.17419361103962644,
      "win_rate": 0.5326438267614738,
      "rebalance_count": 729,
      "calmar_ratio": 0.5321840919156022
    }
  ]
}