{
 "hs300": {
  "B": {
   "vol_shrink": 0.7,
   "shrink_win": 5,
   "break_up": 6,
   "avg_ret": 0.0003510191747843759,
   "trades": 105
  },
  "C": {
   "vol_shrink": 0.4,
   "shrink_win": 5,
   "break_up": 6,
   "avg_ret": 0.023813967362777046,
   "trades": 37
  }
 },
 "zz500": {
  "B": {
   "vol_shrink": 0.5,
   "shrink_win": 3,
   "break_up": 10,
   "avg_ret": 0.04301262586950576,
   "trades": 104
  },
  "C": {
   "vol_shrink": 0.4,
   "shrink_win": 8,
   "break_up": 10,
   "avg_ret": 0.026432157267236783,
   "trades": 169
  }
 },
 "zz1000": {
  "B": {
   "vol_shrink": 0.5,
   "shrink_win": 3,
   "break_up": 10,
   "avg_ret": 0.022537455479554106,
   "trades": 119
  },
  "C": {
   "vol_shrink": 0.6,
   "shrink_win": 8,
   "break_up": 8,
   "avg_ret": 0.003790058920333894,
   "trades": 352
  }
 }
}