{
  "behavior_tests": [
    "strict boundary (15/35 no trigger)",
    "lower/upper breach trigger",
    "no breach no rebalance",
    "next-session fixed quantities",
    "future execution prices do not change signal orders",
    "dividend total return included in weight check"
  ],
  "T_5bps": {
    "independent_total_return_ledger_max_NAV_error": 8.43769498715119e-15,
    "signal_dates_match_independent_simulation": true,
    "next_session_execution_dates_match": true,
    "cash_nonnegative": true
  },
  "M_5bps": {
    "rerun_max_difference_to_archived_NAV": 0.0
  },
  "T_10bps": {
    "independent_total_return_ledger_max_NAV_error": 1.7319479184152442e-14,
    "signal_dates_match_independent_simulation": true,
    "next_session_execution_dates_match": true,
    "cash_nonnegative": true
  },
  "M_10bps": {
    "rerun_max_difference_to_archived_NAV": 0.0
  },
  "cost_path_sensitivity": {
    "signal_dates_5bps": [
      "2008-10-09",
      "2011-08-10",
      "2013-05-28",
      "2017-10-20",
      "2022-01-03",
      "2024-11-22",
      "2026-01-20"
    ],
    "signal_dates_10bps": [
      "2008-10-09",
      "2011-08-10",
      "2013-05-28",
      "2017-10-20",
      "2021-12-29",
      "2024-10-28",
      "2026-01-22"
    ],
    "fixed_date_10bps_cagr": 0.07208360730610619,
    "interpretation": "Different fees change threshold timing and therefore the path; a higher realized return at higher fees is not a benefit from fees."
  },
  "source_bars_hash_unchanged": true,
  "source_engine_sha256": "7b1abd064ebb97f3fedbc330811a282f90dab0ad72aec2e30e177f3507945406",
  "new_script_sha256": "7d63e750256bf1e802ab87824ebadc000347d4c0496e82db3a8359c034d16fcf",
  "plan_sha256": "cf1c8cb2f61ee40b2c45969c8a86cfe1b2550c94e54545abe33ba8d7bd6393fc"
}