,value ann_return,0.21826973078851897 ann_vol,0.047603149914228794 sharpe,3.7449145930411074 turnover_1norm,0.9999999999999998 solver,SCS status,optimal objective,-0.43427339650319535 solve_time,3.35e-05
← full_2024_2025
,value ann_return,0.21826973078851897 ann_vol,0.047603149914228794 sharpe,3.7449145930411074 turnover_1norm,0.9999999999999998 solver,SCS status,optimal objective,-0.43427339650319535 solve_time,3.35e-05