{
  "signals2008": [
    {
      "signal_date": "2008-05-30",
      "lookback_date": "2007-05-31",
      "sleeve": "DBC",
      "DBC_excess": 0.5955005167669574,
      "UUP_excess": -0.11454167550368866
    },
    {
      "signal_date": "2008-06-30",
      "lookback_date": "2007-06-29",
      "sleeve": "DBC",
      "DBC_excess": 0.7542157304657182,
      "UUP_excess": -0.11989240359445796
    },
    {
      "signal_date": "2008-07-31",
      "lookback_date": "2007-08-01",
      "sleeve": "DBC",
      "DBC_excess": 0.5536837026651928,
      "UUP_excess": -0.10051540237749568
    },
    {
      "signal_date": "2008-08-29",
      "lookback_date": "2007-08-30",
      "sleeve": "DBC",
      "DBC_excess": 0.4814282176738871,
      "UUP_excess": -0.053994608182891035
    },
    {
      "signal_date": "2008-09-30",
      "lookback_date": "2007-10-01",
      "sleeve": "DBC",
      "DBC_excess": 0.22060205022070822,
      "UUP_excess": -0.004353964783419428
    },
    {
      "signal_date": "2008-10-31",
      "lookback_date": "2007-11-01",
      "sleeve": "UUP",
      "DBC_excess": -0.1576509528770218,
      "UUP_excess": 0.09953459786056951
    },
    {
      "signal_date": "2008-11-28",
      "lookback_date": "2007-11-29",
      "sleeve": "UUP",
      "DBC_excess": -0.2752053623135644,
      "UUP_excess": 0.11430475819894981
    },
    {
      "signal_date": "2008-12-31",
      "lookback_date": "2008-01-02",
      "sleeve": "UUP",
      "DBC_excess": -0.35125895984267197,
      "UUP_excess": 0.04318053156881985
    },
    {
      "signal_date": "2009-01-30",
      "lookback_date": "2008-01-31",
      "sleeve": "UUP",
      "DBC_excess": -0.38057494103085254,
      "UUP_excess": 0.1006562457639062
    }
  ],
  "partial2008_pnl_per_initial_unit": {
    "pnl_SPY": -0.13788419492077886,
    "pnl_TLT": 0.05745787432759787,
    "pnl_GLD": -0.003101829535235027,
    "pnl_BIL": 0.0006732060564815661,
    "pnl_DBMF": 0.0,
    "pnl_KMLM": 0.0,
    "pnl_DBC": -0.03887080376274955,
    "pnl_UUP": -0.005392763242246896,
    "pnl_fees": -0.0006253171929989
  },
  "long_return_pnl": [
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_SPY",
      "variance_share": 0.37647515297761003,
      "pnl_per_initial_unit": 1.312158255983447
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_TLT",
      "variance_share": 0.17547988674565676,
      "pnl_per_initial_unit": 0.09905123263597362
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_GLD",
      "variance_share": 0.447999193661223,
      "pnl_per_initial_unit": 0.9720569031729258
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_BIL",
      "variance_share": 5.2321578379307693e-05,
      "pnl_per_initial_unit": 0.14637366494739562
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_DBMF",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_KMLM",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_DBC",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_UUP",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "CV6",
      "component": "pnl_fees",
      "variance_share": -6.5549628690864454e-06,
      "pnl_per_initial_unit": -0.0019061270318105309
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_SPY",
      "variance_share": 0.7516041645284182,
      "pnl_per_initial_unit": 2.327125876756509
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_TLT",
      "variance_share": 0.03384854661427105,
      "pnl_per_initial_unit": 0.06261958350657257
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_GLD",
      "variance_share": 0.2150659933013496,
      "pnl_per_initial_unit": 0.8982386643097048
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_BIL",
      "variance_share": -0.0004904315377317677,
      "pnl_per_initial_unit": 0.1382368158642568
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_DBMF",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_KMLM",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_DBC",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_UUP",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "EQ40",
      "component": "pnl_fees",
      "variance_share": -2.8272906307118434e-05,
      "pnl_per_initial_unit": -0.0021338774793045676
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_SPY",
      "variance_share": 0.6573183889557502,
      "pnl_per_initial_unit": 1.708463671185319
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_TLT",
      "variance_share": 0.04655337142565477,
      "pnl_per_initial_unit": 0.07905078593481599
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_GLD",
      "variance_share": 0.2488802101735761,
      "pnl_per_initial_unit": 0.6687297411024498
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_BIL",
      "variance_share": -0.0003284769356136311,
      "pnl_per_initial_unit": 0.07391408261712115
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_DBMF",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_KMLM",
      "variance_share": 0.0,
      "pnl_per_initial_unit": 0.0
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_DBC",
      "variance_share": 0.05636924013384333,
      "pnl_per_initial_unit": 0.18932363455081502
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_UUP",
      "variance_share": -0.008709952446594784,
      "pnl_per_initial_unit": -0.047223240330251125
    },
    {
      "sample": "long",
      "case": "ROTATE_NO_MF",
      "component": "pnl_fees",
      "variance_share": -8.27813066162766e-05,
      "pnl_per_initial_unit": -0.010640184363297597
    }
  ]
}