{
 "hs300": {
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   "vol_shrink": 0.7,
   "shrink_win": 5,
   "break_up": 6,
   "break_strength": 0.02,
   "zt_vol_filter": 0.0,
   "sell_value": 0.15,
   "avg_ret": 0.018424923782584153,
   "trades": 90
  },
  "C": {
   "vol_shrink": 0.4,
   "shrink_win": 5,
   "break_up": 6,
   "break_strength": 0.015,
   "zt_vol_filter": 0.0,
   "sell_value": 0.15,
   "avg_ret": 0.07941690971766321,
   "trades": 20
  }
 },
 "zz500": {
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   "vol_shrink": 0.5,
   "shrink_win": 3,
   "break_up": 10,
   "break_strength": 0.01,
   "zt_vol_filter": 0.0,
   "sell_value": 0.15,
   "avg_ret": 0.030547545922494382,
   "trades": 109
  },
  "C": {
   "vol_shrink": 0.4,
   "shrink_win": 8,
   "break_up": 10,
   "break_strength": 0.02,
   "zt_vol_filter": 3.0,
   "sell_value": 0.05,
   "avg_ret": 0.022981460848020715,
   "trades": 82
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 },
 "zz1000": {
  "B": {
   "vol_shrink": 0.5,
   "shrink_win": 3,
   "break_up": 10,
   "break_strength": 0.02,
   "zt_vol_filter": 1.5,
   "sell_value": 0.15,
   "avg_ret": 0.02293332777924383,
   "trades": 41
  },
  "C": {
   "vol_shrink": 0.7,
   "shrink_win": 3,
   "break_up": 10,
   "break_strength": 0.0,
   "zt_vol_filter": 0.0,
   "sell_value": 0.12,
   "avg_ret": 0.006191656047431555,
   "trades": 321
  }
 }
}