{
 "hs300": {
  "B": {
   "vol_shrink": 0.7,
   "shrink_win": "3",
   "break_up": "6",
   "avg_ret": 0.001055825344928894,
   "trades": "59"
  },
  "C": {
   "vol_shrink": 0.6,
   "shrink_win": "8",
   "break_up": "6",
   "avg_ret": 0.029940783700399508,
   "trades": "63"
  }
 },
 "zz500": {
  "B": {
   "vol_shrink": 0.7,
   "shrink_win": "3",
   "break_up": "8",
   "avg_ret": 0.04800177194195561,
   "trades": "111"
  },
  "C": {
   "vol_shrink": 0.6,
   "shrink_win": "3",
   "break_up": "6",
   "avg_ret": 0.02681342392069861,
   "trades": "60"
  }
 },
 "zz1000": {
  "B": {
   "vol_shrink": 0.5,
   "shrink_win": "3",
   "break_up": "8",
   "avg_ret": 0.05094650057249658,
   "trades": "41"
  },
  "C": {
   "vol_shrink": 0.5,
   "shrink_win": "3",
   "break_up": "8",
   "avg_ret": 0.012989213272652103,
   "trades": "45"
  }
 }
}