{
  "provenanceNote": "Per-panel flags in the raw harness artifact were run-level echoes of the harness config (both panels were stamped survivorOnly=true and forwardLegNeutralized=true). Corrected here for publication: survivorOnly is now truthful per panel (all=false — the panel includes the delisted supplement; survivorsOnly=true), and forwardLegNeutralized moved to the top-level runFlags. Factor data (perHorizon) is unchanged from the raw artifact.",
  "runFlags": {
    "forwardLegNeutralized": true
  },
  "survivorsOnly": {
    "asOf": "2026-07-10",
    "survivorOnly": true,
    "costBps": 20,
    "universeSize": 170,
    "droppedTickers": [
      "IPG",
      "HES"
    ],
    "perHorizon": [
      {
        "horizonMonths": 3,
        "meanRankIC": -0.004466911517134857,
        "icTStat": -0.20382550463877575,
        "quartersUsed": 19,
        "effectiveRows": 2909,
        "cohort": {
          "passN": 163,
          "passMeanExcess": 0.0034510423677934434,
          "passMedianExcess": -0.020568938924066305,
          "passHitRate": 0.4294478527607362,
          "failN": 2746,
          "failMeanExcess": -0.010538737025213232,
          "failMedianExcess": -0.0205948863428862,
          "failHitRate": 0.4395484340859432
        },
        "baselineCohort": {
          "passN": 106,
          "passMeanExcess": 0.010383501700772178,
          "passMedianExcess": -0.02950926038644952,
          "passHitRate": 0.42452830188679247,
          "failN": 2803,
          "failMeanExcess": -0.010516412110441345,
          "failMedianExcess": -0.020129501268697503,
          "failHitRate": 0.4395290759900107
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 3,
            "meanIC": -0.004466911517134857,
            "tStat": -0.20382550463877575,
            "quartersUsed": 19
          },
          {
            "factor": "fscore",
            "horizonMonths": 3,
            "meanIC": 0.008581226167997865,
            "tStat": 0.2593146056920511,
            "quartersUsed": 19
          },
          {
            "factor": "roic",
            "horizonMonths": 3,
            "meanIC": 0.017214674839799503,
            "tStat": 0.48407210160286923,
            "quartersUsed": 19
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 3,
            "meanIC": -0.017453427164156113,
            "tStat": -0.7500068312647554,
            "quartersUsed": 19
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 3,
            "meanIC": -0.016192230363951985,
            "tStat": -0.6533959355178223,
            "quartersUsed": 19
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 3,
            "meanIC": -0.03211976518695277,
            "tStat": -0.9670717053753086,
            "quartersUsed": 19
          },
          {
            "factor": "netMargin",
            "horizonMonths": 3,
            "meanIC": -0.02346409035292099,
            "tStat": -0.7913981835705618,
            "quartersUsed": 19
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 3,
            "meanIC": -0.014486945758497188,
            "tStat": -0.3269259341388451,
            "quartersUsed": 19
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 3,
            "meanIC": -0.032056201057608286,
            "tStat": -0.5992324887336651,
            "quartersUsed": 19
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 3,
            "meanIC": 0.04244279186958755,
            "tStat": 0.7951561975880087,
            "quartersUsed": 19
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 3,
            "meanIC": 0.038180639047863195,
            "tStat": 1.0196156054381464,
            "quartersUsed": 19
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 3,
            "meanIC": 0.0023255192819119004,
            "tStat": 0.05657471458674117,
            "quartersUsed": 19
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 3,
            "meanIC": 0.02258153947390054,
            "tStat": 0.5720200176689363,
            "quartersUsed": 19
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 3,
            "meanIC": 0.022378677112654292,
            "tStat": 0.5792387991740837,
            "quartersUsed": 19
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 3,
            "meanIC": 0.011446701112500917,
            "tStat": 0.2818387059028642,
            "quartersUsed": 19
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 3,
            "meanIC": 0.0062286576250576015,
            "tStat": 0.2125080322348778,
            "quartersUsed": 19
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 3,
            "meanIC": 0.004654529838664011,
            "tStat": 0.20359918442485073,
            "quartersUsed": 19
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 3,
            "meanIC": -0.03571798483423442,
            "tStat": -1.48101090161791,
            "quartersUsed": 19
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 3,
            "meanIC": -0.03483683812152976,
            "tStat": -1.541371813277648,
            "quartersUsed": 19
          }
        ],
        "longShortSpread": -0.0017968543117622784,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 164,
            "passMeanExcess": 0.0033335944971613703,
            "longShortSpread": -0.016251102100999722
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 164,
            "passMeanExcess": 0.0033335944971613703,
            "longShortSpread": -0.016251102100999722
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 179,
            "passMeanExcess": 0.0029829222660619744,
            "longShortSpread": -0.01234862554706293
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 160,
            "passMeanExcess": 0.005099899873934074,
            "longShortSpread": -0.01991768366250184
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 160,
            "passMeanExcess": 0.005099899873934074,
            "longShortSpread": -0.01991768366250184
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 164,
            "passMeanExcess": 0.005886809015190417,
            "longShortSpread": -0.019551034680372687
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 148,
            "passMeanExcess": 0.007508106816748753,
            "longShortSpread": -0.02021207409690907
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 148,
            "passMeanExcess": 0.007508106816748753,
            "longShortSpread": -0.02021207409690907
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 148,
            "passMeanExcess": 0.007508106816748753,
            "longShortSpread": -0.02021207409690907
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 163,
            "passMeanExcess": 0.0034510423677934434,
            "longShortSpread": -0.012267414128842042
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 163,
            "passMeanExcess": 0.0034510423677934434,
            "longShortSpread": -0.012267414128842042
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 178,
            "passMeanExcess": 0.003088502775511007,
            "longShortSpread": -0.010356781560984086
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.005231411246825903,
            "longShortSpread": -0.01593399569034416
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.005231411246825903,
            "longShortSpread": -0.01593399569034416
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 163,
            "passMeanExcess": 0.006019920778571133,
            "longShortSpread": -0.015567346708215007
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 147,
            "passMeanExcess": 0.007666736172072663,
            "longShortSpread": -0.016228386124751387
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 147,
            "passMeanExcess": 0.007666736172072663,
            "longShortSpread": -0.016228386124751387
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 147,
            "passMeanExcess": 0.007666736172072663,
            "longShortSpread": -0.016228386124751387
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.0018564316125924262,
            "longShortSpread": -0.012267414128842042
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.0018564316125924262,
            "longShortSpread": -0.012267414128842042
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 173,
            "passMeanExcess": 0.0013619151429506435,
            "longShortSpread": -0.014178816647103836
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 155,
            "passMeanExcess": 0.003641594249659244,
            "longShortSpread": -0.01593399569034416
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 155,
            "passMeanExcess": 0.003641594249659244,
            "longShortSpread": -0.01593399569034416
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 159,
            "passMeanExcess": 0.004489935895339366,
            "longShortSpread": -0.015567346708215007
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 143,
            "passMeanExcess": 0.0060116289352905306,
            "longShortSpread": -0.016228386124751387
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 143,
            "passMeanExcess": 0.0060116289352905306,
            "longShortSpread": -0.016228386124751387
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 143,
            "passMeanExcess": 0.0060116289352905306,
            "longShortSpread": -0.016228386124751387
          }
        ]
      },
      {
        "horizonMonths": 6,
        "meanRankIC": -0.00485452301780191,
        "icTStat": -0.2029775253043412,
        "quartersUsed": 18,
        "effectiveRows": 2751,
        "cohort": {
          "passN": 159,
          "passMeanExcess": 0.01521288538971624,
          "passMedianExcess": -0.018236307212317504,
          "passHitRate": 0.4528301886792453,
          "failN": 2592,
          "failMeanExcess": -0.014417887731803455,
          "failMedianExcess": -0.02817203781869909,
          "failHitRate": 0.435570987654321
        },
        "baselineCohort": {
          "passN": 104,
          "passMeanExcess": 0.022904335001399177,
          "passMedianExcess": 0.008447643421584274,
          "passHitRate": 0.5288461538461539,
          "failN": 2647,
          "failMeanExcess": -0.014104407655464743,
          "failMedianExcess": -0.028592300234258627,
          "failHitRate": 0.43294295428787305
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 6,
            "meanIC": -0.00485452301780191,
            "tStat": -0.2029775253043412,
            "quartersUsed": 18
          },
          {
            "factor": "fscore",
            "horizonMonths": 6,
            "meanIC": 0.003181475538861694,
            "tStat": 0.09620551269861174,
            "quartersUsed": 18
          },
          {
            "factor": "roic",
            "horizonMonths": 6,
            "meanIC": -0.002355454537483802,
            "tStat": -0.04978653748278571,
            "quartersUsed": 18
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 6,
            "meanIC": -0.029456302070714598,
            "tStat": -1.0500903308362957,
            "quartersUsed": 18
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 6,
            "meanIC": -0.026824293599481904,
            "tStat": -0.7552584086735609,
            "quartersUsed": 18
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 6,
            "meanIC": -0.043101945535102305,
            "tStat": -1.231347320475138,
            "quartersUsed": 18
          },
          {
            "factor": "netMargin",
            "horizonMonths": 6,
            "meanIC": -0.05497141444468528,
            "tStat": -1.7264739451529783,
            "quartersUsed": 18
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 6,
            "meanIC": 0.004258336646087038,
            "tStat": 0.08764251545861632,
            "quartersUsed": 18
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 6,
            "meanIC": -0.020672741396147283,
            "tStat": -0.35887914226867773,
            "quartersUsed": 18
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 6,
            "meanIC": 0.05925185997633634,
            "tStat": 0.8048909748426981,
            "quartersUsed": 18
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 6,
            "meanIC": 0.031802464393649595,
            "tStat": 0.8283593618793187,
            "quartersUsed": 18
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 6,
            "meanIC": -0.013850445160710432,
            "tStat": -0.28276167623170295,
            "quartersUsed": 18
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 6,
            "meanIC": 0.01962234234560492,
            "tStat": 0.37299565587714606,
            "quartersUsed": 18
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 6,
            "meanIC": 0.021896557254721456,
            "tStat": 0.664924579325746,
            "quartersUsed": 18
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 6,
            "meanIC": 0.02342566080943479,
            "tStat": 0.6723555056378391,
            "quartersUsed": 18
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 6,
            "meanIC": -0.005256618123085717,
            "tStat": -0.15985516604001818,
            "quartersUsed": 18
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 6,
            "meanIC": 0.005641138192806954,
            "tStat": 0.23818178193389997,
            "quartersUsed": 18
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 6,
            "meanIC": -0.0019423493045812095,
            "tStat": -0.08560394132164903,
            "quartersUsed": 18
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 6,
            "meanIC": -0.00793101684492629,
            "tStat": -0.36110740498457156,
            "quartersUsed": 18
          }
        ],
        "longShortSpread": 0.004115054937406415,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.01521288538971624,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.01521288538971624,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 172,
            "passMeanExcess": 0.01589306767902065,
            "longShortSpread": 0.0168762684675781
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 155,
            "passMeanExcess": 0.0193708989384009,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 155,
            "passMeanExcess": 0.0193708989384009,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 159,
            "passMeanExcess": 0.02015640837897897,
            "longShortSpread": 0.03657809085391101
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.01521288538971624,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.01521288538971624,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 172,
            "passMeanExcess": 0.01589306767902065,
            "longShortSpread": 0.0168762684675781
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 155,
            "passMeanExcess": 0.0193708989384009,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 155,
            "passMeanExcess": 0.0193708989384009,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 159,
            "passMeanExcess": 0.02015640837897897,
            "longShortSpread": 0.03657809085391101
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 143,
            "passMeanExcess": 0.02238190881649143,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 155,
            "passMeanExcess": 0.01646833207779809,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 155,
            "passMeanExcess": 0.01646833207779809,
            "longShortSpread": 0.045699687997112264
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 168,
            "passMeanExcess": 0.01706756152312722,
            "longShortSpread": 0.04504261564591976
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 151,
            "passMeanExcess": 0.020769748546661988,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 151,
            "passMeanExcess": 0.020769748546661988,
            "longShortSpread": 0.039880168165580154
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 155,
            "passMeanExcess": 0.021539429853880496,
            "longShortSpread": 0.03657809085391101
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 139,
            "passMeanExcess": 0.023988170185986292,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 139,
            "passMeanExcess": 0.023988170185986292,
            "longShortSpread": 0.03739480138919805
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 139,
            "passMeanExcess": 0.023988170185986292,
            "longShortSpread": 0.03739480138919805
          }
        ]
      },
      {
        "horizonMonths": 12,
        "meanRankIC": -0.029152200764777623,
        "icTStat": -1.0591644354636067,
        "quartersUsed": 16,
        "effectiveRows": 2438,
        "cohort": {
          "passN": 141,
          "passMeanExcess": 0.018594322266784424,
          "passMedianExcess": -0.05763474905743293,
          "passHitRate": 0.4397163120567376,
          "failN": 2297,
          "failMeanExcess": -0.04249052991419454,
          "failMedianExcess": -0.06608107536111252,
          "failHitRate": 0.3887679582063561
        },
        "baselineCohort": {
          "passN": 90,
          "passMeanExcess": -0.003687919262117106,
          "passMedianExcess": -0.052447421899960656,
          "passHitRate": 0.45555555555555555,
          "failN": 2348,
          "failMeanExcess": -0.04030964013615749,
          "failMedianExcess": -0.06633501533800551,
          "failHitRate": 0.389267461669506
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 12,
            "meanIC": -0.029152200764777623,
            "tStat": -1.0591644354636067,
            "quartersUsed": 16
          },
          {
            "factor": "fscore",
            "horizonMonths": 12,
            "meanIC": -0.026006782608603923,
            "tStat": -0.6305401427819947,
            "quartersUsed": 16
          },
          {
            "factor": "roic",
            "horizonMonths": 12,
            "meanIC": 0.02563657357844134,
            "tStat": 0.38105592589588333,
            "quartersUsed": 16
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 12,
            "meanIC": -0.02893081188218856,
            "tStat": -0.9982294631020953,
            "quartersUsed": 16
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 12,
            "meanIC": -0.027234611807058134,
            "tStat": -0.5662518862663252,
            "quartersUsed": 16
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 12,
            "meanIC": -0.04762139556932565,
            "tStat": -1.316260939014853,
            "quartersUsed": 16
          },
          {
            "factor": "netMargin",
            "horizonMonths": 12,
            "meanIC": -0.06293711969902022,
            "tStat": -1.5314826980717449,
            "quartersUsed": 16
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 12,
            "meanIC": -0.016595829740799387,
            "tStat": -0.2519254056375083,
            "quartersUsed": 16
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 12,
            "meanIC": -0.05448017501628542,
            "tStat": -0.8134474681931811,
            "quartersUsed": 16
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 12,
            "meanIC": 0.09299263040784346,
            "tStat": 1.0191167065940958,
            "quartersUsed": 16
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 12,
            "meanIC": 0.05242481080531,
            "tStat": 1.0012937952548573,
            "quartersUsed": 16
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 12,
            "meanIC": -0.02214095387263483,
            "tStat": -0.4199829965603213,
            "quartersUsed": 16
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 12,
            "meanIC": -0.0323813874855967,
            "tStat": -0.5837650654974782,
            "quartersUsed": 16
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 12,
            "meanIC": 0.017325572476877382,
            "tStat": 0.5247111164926596,
            "quartersUsed": 16
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 12,
            "meanIC": 0.001140286278721364,
            "tStat": 0.03112481730331828,
            "quartersUsed": 16
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 12,
            "meanIC": -0.011163199601131189,
            "tStat": -0.2590364563048503,
            "quartersUsed": 16
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 12,
            "meanIC": 0.015871564310935348,
            "tStat": 0.35485381715080205,
            "quartersUsed": 16
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 12,
            "meanIC": -0.02158946281677625,
            "tStat": -0.8454862324756438,
            "quartersUsed": 16
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 12,
            "meanIC": -0.029217040354073014,
            "tStat": -1.0685054381704506,
            "quartersUsed": 16
          }
        ],
        "longShortSpread": -0.008377585793841269,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 141,
            "passMeanExcess": 0.018594322266784424,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 141,
            "passMeanExcess": 0.018594322266784424,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 154,
            "passMeanExcess": 0.013215585896831633,
            "longShortSpread": 0.07303286543680769
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 137,
            "passMeanExcess": 0.022293143286658695,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 137,
            "passMeanExcess": 0.022293143286658695,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 141,
            "passMeanExcess": 0.019697741758224845,
            "longShortSpread": 0.08406585099626737
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 141,
            "passMeanExcess": 0.018594322266784424,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 141,
            "passMeanExcess": 0.018594322266784424,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 154,
            "passMeanExcess": 0.013215585896831633,
            "longShortSpread": 0.07303286543680769
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 137,
            "passMeanExcess": 0.022293143286658695,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 137,
            "passMeanExcess": 0.022293143286658695,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 141,
            "passMeanExcess": 0.019697741758224845,
            "longShortSpread": 0.08406585099626737
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 129,
            "passMeanExcess": 0.021089715877463923,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 137,
            "passMeanExcess": 0.025849379463871794,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 137,
            "passMeanExcess": 0.025849379463871794,
            "longShortSpread": 0.09858347274021625
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 150,
            "passMeanExcess": 0.019698438500306018,
            "longShortSpread": 0.11874494258412596
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 133,
            "passMeanExcess": 0.02987764043012085,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 133,
            "passMeanExcess": 0.02987764043012085,
            "longShortSpread": 0.0725134478558512
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 137,
            "passMeanExcess": 0.02698501558279953,
            "longShortSpread": 0.08406585099626737
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 125,
            "passMeanExcess": 0.029121111161013423,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 125,
            "passMeanExcess": 0.029121111161013423,
            "longShortSpread": 0.058055528816944285
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 125,
            "passMeanExcess": 0.029121111161013423,
            "longShortSpread": 0.058055528816944285
          }
        ]
      }
    ]
  },
  "all": {
    "asOf": "2026-07-10",
    "survivorOnly": false,
    "costBps": 20,
    "universeSize": 188,
    "droppedTickers": [
      "IPG",
      "HES"
    ],
    "perHorizon": [
      {
        "horizonMonths": 3,
        "meanRankIC": -0.003959813101124075,
        "icTStat": -0.16412428392385395,
        "quartersUsed": 19,
        "effectiveRows": 3049,
        "cohort": {
          "passN": 167,
          "passMeanExcess": 0.0033827145124660247,
          "passMedianExcess": -0.020568938924066305,
          "passHitRate": 0.4311377245508982,
          "failN": 2882,
          "failMeanExcess": -0.010433442611384694,
          "failMedianExcess": -0.021949620424258853,
          "failHitRate": 0.43719639139486466
        },
        "baselineCohort": {
          "passN": 106,
          "passMeanExcess": 0.010383501700772178,
          "passMedianExcess": -0.02950926038644952,
          "passHitRate": 0.42452830188679247,
          "failN": 2943,
          "failMeanExcess": -0.010399225097761037,
          "failMedianExcess": -0.021918896757271766,
          "failHitRate": 0.43730886850152906
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 3,
            "meanIC": -0.003959813101124075,
            "tStat": -0.16412428392385395,
            "quartersUsed": 19
          },
          {
            "factor": "fscore",
            "horizonMonths": 3,
            "meanIC": 0.01686044226155179,
            "tStat": 0.5425483581089436,
            "quartersUsed": 19
          },
          {
            "factor": "roic",
            "horizonMonths": 3,
            "meanIC": 0.02091551249466165,
            "tStat": 0.6237764503089693,
            "quartersUsed": 19
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 3,
            "meanIC": -0.003918532135977697,
            "tStat": -0.15118423298455003,
            "quartersUsed": 19
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 3,
            "meanIC": -0.009615565516192106,
            "tStat": -0.3947312113173537,
            "quartersUsed": 19
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 3,
            "meanIC": -0.022289486779621837,
            "tStat": -0.7135033936159791,
            "quartersUsed": 19
          },
          {
            "factor": "netMargin",
            "horizonMonths": 3,
            "meanIC": -0.019769536836339006,
            "tStat": -0.646706664269861,
            "quartersUsed": 19
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 3,
            "meanIC": -0.012356272860159313,
            "tStat": -0.2849457002352426,
            "quartersUsed": 19
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 3,
            "meanIC": -0.02074330338179506,
            "tStat": -0.4064099586917595,
            "quartersUsed": 19
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 3,
            "meanIC": 0.047469310557898305,
            "tStat": 0.9392134475492859,
            "quartersUsed": 19
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 3,
            "meanIC": 0.03636286433429658,
            "tStat": 0.9662166020588808,
            "quartersUsed": 19
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 3,
            "meanIC": 0.0003500967508585508,
            "tStat": 0.008583453564687217,
            "quartersUsed": 19
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 3,
            "meanIC": 0.03020020308143252,
            "tStat": 0.8399529551918131,
            "quartersUsed": 19
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 3,
            "meanIC": 0.018821517474321082,
            "tStat": 0.5250765336326074,
            "quartersUsed": 19
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 3,
            "meanIC": 0.00986151190161089,
            "tStat": 0.2501206581423351,
            "quartersUsed": 19
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 3,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 3,
            "meanIC": 0.00964904555547735,
            "tStat": 0.3466420555792385,
            "quartersUsed": 19
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 3,
            "meanIC": 0.0056604749908341296,
            "tStat": 0.25832067026475525,
            "quartersUsed": 19
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 3,
            "meanIC": -0.03549775904434562,
            "tStat": -1.4814967456932924,
            "quartersUsed": 19
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 3,
            "meanIC": -0.03413134934405436,
            "tStat": -1.5507985458728162,
            "quartersUsed": 19
          }
        ],
        "longShortSpread": -0.000541075165733082,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 168,
            "passMeanExcess": 0.003268469733130714,
            "longShortSpread": -0.02857276845924645
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 168,
            "passMeanExcess": 0.003268469733130714,
            "longShortSpread": -0.02857276845924645
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 183,
            "passMeanExcess": 0.0029308005642436513,
            "longShortSpread": -0.017041168131904382
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 164,
            "passMeanExcess": 0.004990106082078946,
            "longShortSpread": -0.03223935002074857
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 164,
            "passMeanExcess": 0.004990106082078946,
            "longShortSpread": -0.03223935002074857
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 168,
            "passMeanExcess": 0.005760893429301924,
            "longShortSpread": -0.03187270103861941
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 152,
            "passMeanExcess": 0.0073262712270415154,
            "longShortSpread": -0.02561890337827543
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 152,
            "passMeanExcess": 0.0073262712270415154,
            "longShortSpread": -0.02561890337827543
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 152,
            "passMeanExcess": 0.0073262712270415154,
            "longShortSpread": -0.02561890337827543
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 167,
            "passMeanExcess": 0.0033827145124660247,
            "longShortSpread": -0.02458908048708876
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 167,
            "passMeanExcess": 0.0033827145124660247,
            "longShortSpread": -0.02458908048708876
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 182,
            "passMeanExcess": 0.0030337742399585386,
            "longShortSpread": -0.01504932414582554
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 163,
            "passMeanExcess": 0.005117716600471247,
            "longShortSpread": -0.02825566204859088
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 163,
            "passMeanExcess": 0.005117716600471247,
            "longShortSpread": -0.02825566204859088
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 167,
            "passMeanExcess": 0.005890062901428679,
            "longShortSpread": -0.02788901306646172
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 151,
            "passMeanExcess": 0.00747949427103428,
            "longShortSpread": -0.02163521540611775
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 151,
            "passMeanExcess": 0.00747949427103428,
            "longShortSpread": -0.02163521540611775
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 151,
            "passMeanExcess": 0.00747949427103428,
            "longShortSpread": -0.02163521540611775
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 163,
            "passMeanExcess": 0.0018255585523539299,
            "longShortSpread": -0.02458908048708876
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 163,
            "passMeanExcess": 0.0018255585523539299,
            "longShortSpread": -0.02458908048708876
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 177,
            "passMeanExcess": 0.0013446595331183964,
            "longShortSpread": -0.01887135923194529
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.003565034756784136,
            "longShortSpread": -0.02825566204859088
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.003565034756784136,
            "longShortSpread": -0.02825566204859088
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 163,
            "passMeanExcess": 0.004394436963131619,
            "longShortSpread": -0.02788901306646172
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 147,
            "passMeanExcess": 0.005864328948149936,
            "longShortSpread": -0.02163521540611775
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 147,
            "passMeanExcess": 0.005864328948149936,
            "longShortSpread": -0.02163521540611775
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 147,
            "passMeanExcess": 0.005864328948149936,
            "longShortSpread": -0.02163521540611775
          }
        ]
      },
      {
        "horizonMonths": 6,
        "meanRankIC": -0.0015203281267874092,
        "icTStat": -0.05976992761204334,
        "quartersUsed": 18,
        "effectiveRows": 2890,
        "cohort": {
          "passN": 163,
          "passMeanExcess": 0.015331841303379317,
          "passMedianExcess": -0.016167593614579312,
          "passHitRate": 0.4601226993865031,
          "failN": 2727,
          "failMeanExcess": -0.01869310314201506,
          "failMedianExcess": -0.029416347136147936,
          "failHitRate": 0.43417675100843417
        },
        "baselineCohort": {
          "passN": 104,
          "passMeanExcess": 0.022904335001399177,
          "passMedianExcess": 0.008447643421584274,
          "passHitRate": 0.5288461538461539,
          "failN": 2786,
          "failMeanExcess": -0.01825522360946509,
          "failMedianExcess": -0.02994123605378729,
          "failHitRate": 0.4321608040201005
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 6,
            "meanIC": -0.0015203281267874092,
            "tStat": -0.05976992761204334,
            "quartersUsed": 18
          },
          {
            "factor": "fscore",
            "horizonMonths": 6,
            "meanIC": 0.010650825639678353,
            "tStat": 0.3233989693259775,
            "quartersUsed": 18
          },
          {
            "factor": "roic",
            "horizonMonths": 6,
            "meanIC": 0.007968592281881274,
            "tStat": 0.16705048919789078,
            "quartersUsed": 18
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 6,
            "meanIC": -0.010243422734779763,
            "tStat": -0.36658745054538244,
            "quartersUsed": 18
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 6,
            "meanIC": -0.013290012725359292,
            "tStat": -0.4285527822860439,
            "quartersUsed": 18
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 6,
            "meanIC": -0.023164219686065902,
            "tStat": -0.7152614709210231,
            "quartersUsed": 18
          },
          {
            "factor": "netMargin",
            "horizonMonths": 6,
            "meanIC": -0.04957707153408662,
            "tStat": -1.610986714377981,
            "quartersUsed": 18
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 6,
            "meanIC": 0.0044488385248627835,
            "tStat": 0.09314532527677481,
            "quartersUsed": 18
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 6,
            "meanIC": -0.009940554660240634,
            "tStat": -0.17886945415789196,
            "quartersUsed": 18
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 6,
            "meanIC": 0.06397084728033457,
            "tStat": 0.9504046334142343,
            "quartersUsed": 18
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 6,
            "meanIC": 0.032179539977447054,
            "tStat": 0.7907451085467944,
            "quartersUsed": 18
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 6,
            "meanIC": -0.015797927840071307,
            "tStat": -0.33170208215657937,
            "quartersUsed": 18
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 6,
            "meanIC": 0.035270734993730825,
            "tStat": 0.7894954704598776,
            "quartersUsed": 18
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 6,
            "meanIC": 0.01955457967242801,
            "tStat": 0.650828017273516,
            "quartersUsed": 18
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 6,
            "meanIC": 0.02871855594810379,
            "tStat": 0.7855846301535876,
            "quartersUsed": 18
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 6,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 6,
            "meanIC": 0.003283877187311716,
            "tStat": 0.11308764660457521,
            "quartersUsed": 18
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 6,
            "meanIC": 0.011538359980400446,
            "tStat": 0.6470789166565896,
            "quartersUsed": 18
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 6,
            "meanIC": 0.0025453605282437547,
            "tStat": 0.11502480045445024,
            "quartersUsed": 18
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 6,
            "meanIC": -0.001768796180872772,
            "tStat": -0.0799669591587989,
            "quartersUsed": 18
          }
        ],
        "longShortSpread": 0.005367642302142753,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 163,
            "passMeanExcess": 0.015331841303379317,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 163,
            "passMeanExcess": 0.015331841303379317,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 176,
            "passMeanExcess": 0.015987778387940334,
            "longShortSpread": 0.012012406162791006
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.019388243339233245,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.019388243339233245,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 163,
            "passMeanExcess": 0.020154050845052784,
            "longShortSpread": 0.032516968059099635
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 163,
            "passMeanExcess": 0.015331841303379317,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 163,
            "passMeanExcess": 0.015331841303379317,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 176,
            "passMeanExcess": 0.015987778387940334,
            "longShortSpread": 0.012012406162791006
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.019388243339233245,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.019388243339233245,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 163,
            "passMeanExcess": 0.020154050845052784,
            "longShortSpread": 0.032516968059099635
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 147,
            "passMeanExcess": 0.02231873684519878,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 159,
            "passMeanExcess": 0.016558697028582706,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 159,
            "passMeanExcess": 0.016558697028582706,
            "longShortSpread": 0.04163856520230089
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 172,
            "passMeanExcess": 0.017137160996344884,
            "longShortSpread": 0.04017875334113266
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 155,
            "passMeanExcess": 0.020751441200205847,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 155,
            "passMeanExcess": 0.020751441200205847,
            "longShortSpread": 0.03581904537076878
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 159,
            "passMeanExcess": 0.021502220017845436,
            "longShortSpread": 0.032516968059099635
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 143,
            "passMeanExcess": 0.023878300778587703,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 143,
            "passMeanExcess": 0.023878300778587703,
            "longShortSpread": 0.032211420728655876
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 143,
            "passMeanExcess": 0.023878300778587703,
            "longShortSpread": 0.032211420728655876
          }
        ]
      },
      {
        "horizonMonths": 12,
        "meanRankIC": -0.0270568268434855,
        "icTStat": -1.0037879223623485,
        "quartersUsed": 16,
        "effectiveRows": 2575,
        "cohort": {
          "passN": 145,
          "passMeanExcess": 0.01749925064071874,
          "passMedianExcess": -0.05411596675447461,
          "passHitRate": 0.4413793103448276,
          "failN": 2430,
          "failMeanExcess": -0.05077686043309677,
          "failMedianExcess": -0.06946122439881613,
          "failHitRate": 0.38477366255144035
        },
        "baselineCohort": {
          "passN": 90,
          "passMeanExcess": -0.003687919262117106,
          "passMedianExcess": -0.052447421899960656,
          "passHitRate": 0.45555555555555555,
          "failN": 2485,
          "failMeanExcess": -0.04849837697220539,
          "failMedianExcess": -0.06921185915605776,
          "failHitRate": 0.38551307847082494
        },
        "factorIC": [
          {
            "factor": "composite",
            "horizonMonths": 12,
            "meanIC": -0.0270568268434855,
            "tStat": -1.0037879223623485,
            "quartersUsed": 16
          },
          {
            "factor": "fscore",
            "horizonMonths": 12,
            "meanIC": -0.020877524300221464,
            "tStat": -0.5143310255989308,
            "quartersUsed": 16
          },
          {
            "factor": "roic",
            "horizonMonths": 12,
            "meanIC": 0.04054280209284269,
            "tStat": 0.5611344974706372,
            "quartersUsed": 16
          },
          {
            "factor": "operatingMargin",
            "horizonMonths": 12,
            "meanIC": -0.0009658932873369253,
            "tStat": -0.03164056535577551,
            "quartersUsed": 16
          },
          {
            "factor": "fcfMargin",
            "horizonMonths": 12,
            "meanIC": -0.008909423613932616,
            "tStat": -0.1944687545985877,
            "quartersUsed": 16
          },
          {
            "factor": "grossMargin",
            "horizonMonths": 12,
            "meanIC": -0.024540957718171028,
            "tStat": -0.8726721410254452,
            "quartersUsed": 16
          },
          {
            "factor": "netMargin",
            "horizonMonths": 12,
            "meanIC": -0.05417706712704491,
            "tStat": -1.4017362368167081,
            "quartersUsed": 16
          },
          {
            "factor": "debtToEbitda",
            "horizonMonths": 12,
            "meanIC": -0.01775076574183792,
            "tStat": -0.2727620931015349,
            "quartersUsed": 16
          },
          {
            "factor": "netDebtToEbitda",
            "horizonMonths": 12,
            "meanIC": -0.040621637533167276,
            "tStat": -0.6248418354733812,
            "quartersUsed": 16
          },
          {
            "factor": "currentRatio",
            "horizonMonths": 12,
            "meanIC": 0.09525399552935697,
            "tStat": 1.1256477426013574,
            "quartersUsed": 16
          },
          {
            "factor": "revenueYoy",
            "horizonMonths": 12,
            "meanIC": 0.04482414924845132,
            "tStat": 0.8693353367351404,
            "quartersUsed": 16
          },
          {
            "factor": "epsYoy",
            "horizonMonths": 12,
            "meanIC": -0.02884111097628296,
            "tStat": -0.560848070526599,
            "quartersUsed": 16
          },
          {
            "factor": "momentum12_1",
            "horizonMonths": 12,
            "meanIC": -0.012108085566849973,
            "tStat": -0.26798079104056793,
            "quartersUsed": 16
          },
          {
            "factor": "earningsYield",
            "horizonMonths": 12,
            "meanIC": 0.015780986163147766,
            "tStat": 0.5122914041682558,
            "quartersUsed": 16
          },
          {
            "factor": "fcfYield",
            "horizonMonths": 12,
            "meanIC": 0.008503455819697343,
            "tStat": 0.20109215087241528,
            "quartersUsed": 16
          },
          {
            "factor": "insiderNetBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderNetBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderClusterBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy6m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "insiderOfficerNetBuy12m",
            "horizonMonths": 12,
            "meanIC": null,
            "tStat": null,
            "quartersUsed": 0
          },
          {
            "factor": "sue8",
            "horizonMonths": 12,
            "meanIC": -0.0034073536235731255,
            "tStat": -0.0926583705265739,
            "quartersUsed": 16
          },
          {
            "factor": "sueDrift",
            "horizonMonths": 12,
            "meanIC": 0.023237709065741515,
            "tStat": 0.6823555045441518,
            "quartersUsed": 16
          },
          {
            "factor": "peadCar3",
            "horizonMonths": 12,
            "meanIC": -0.01942357414647082,
            "tStat": -0.7186339117751366,
            "quartersUsed": 16
          },
          {
            "factor": "peadCar1",
            "horizonMonths": 12,
            "meanIC": -0.02798877024076691,
            "tStat": -1.0057476916491606,
            "quartersUsed": 16
          }
        ],
        "longShortSpread": -0.009224469022666111,
        "sweep": [
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 145,
            "passMeanExcess": 0.01749925064071874,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 145,
            "passMeanExcess": 0.01749925064071874,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 158,
            "passMeanExcess": 0.012346785641770167,
            "longShortSpread": 0.0625949877668333
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 141,
            "passMeanExcess": 0.02106207470609826,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 141,
            "passMeanExcess": 0.02106207470609826,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 145,
            "passMeanExcess": 0.018572230973774598,
            "longShortSpread": 0.08369912619691433
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 0,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 145,
            "passMeanExcess": 0.01749925064071874,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 145,
            "passMeanExcess": 0.01749925064071874,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 158,
            "passMeanExcess": 0.012346785641770167,
            "longShortSpread": 0.0625949877668333
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 141,
            "passMeanExcess": 0.02106207470609826,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 141,
            "passMeanExcess": 0.02106207470609826,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 145,
            "passMeanExcess": 0.018572230973774598,
            "longShortSpread": 0.08369912619691433
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 4,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 133,
            "passMeanExcess": 0.01982079136451475,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 3,
            "passN": 141,
            "passMeanExcess": 0.024517424750624465,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": 4,
            "passN": 141,
            "passMeanExcess": 0.024517424750624465,
            "longShortSpread": 0.09821674794086321
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 0,
            "leverageCap": null,
            "passN": 154,
            "passMeanExcess": 0.018638686222944918,
            "longShortSpread": 0.10830706491415157
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 3,
            "passN": 137,
            "passMeanExcess": 0.028389183069296983,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": 4,
            "passN": 137,
            "passMeanExcess": 0.028389183069296983,
            "longShortSpread": 0.07214672305649816
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 8,
            "leverageCap": null,
            "passN": 141,
            "passMeanExcess": 0.025620844242064886,
            "longShortSpread": 0.08369912619691433
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 3,
            "passN": 129,
            "passMeanExcess": 0.027563804638870492,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": 4,
            "passN": 129,
            "passMeanExcess": 0.027563804638870492,
            "longShortSpread": 0.06193431665099248
          },
          {
            "compositeMin": 70,
            "distressMin": 5,
            "roicMin": 12,
            "leverageCap": null,
            "passN": 129,
            "passMeanExcess": 0.027563804638870492,
            "longShortSpread": 0.06193431665099248
          }
        ]
      }
    ]
  }
}
