{
  "start": "2018-06-26",
  "end": "2026-09-28",
  "method": "Annual rebalance at first session close; 10 bps per one-way turnover; total returns before investor tax. Same metrics as original report. No reserve or spending withdrawals. Actual ETFs, not duration matched.",
  "dailyCorrelation": 0.7786621886551363,
  "monthlyCorrelation": 0.7825261673119114,
  "results": {
    "simplified_split": {
      "cagr": 0.06794063987945664,
      "volatility": 0.0709608300870662,
      "sharpe": 0.5672449003003105,
      "sortino": 0.7872432949022686,
      "maxDrawdown": -0.15209669471464993,
      "annualReturns": {
        "2018": -0.028926223704210052,
        "2019": 0.14184050161184225,
        "2020": 0.11552470312521734,
        "2021": 0.08432216727610653,
        "2022": -0.10259131192705784,
        "2023": 0.08127289630878165,
        "2024": 0.07201798565926398,
        "2025": 0.16755802940858855,
        "2026": 0.056385435941300965
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    },
    "simplified_nominal_only": {
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      "sharpe": 0.5265571628833086,
      "sortino": 0.7328995009526157,
      "maxDrawdown": -0.1582472061871888,
      "annualReturns": {
        "2018": -0.02022976149115696,
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        "2020": 0.11381081796592851,
        "2021": 0.06591374508886894,
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        "2026": 0.051378765826458395
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      "sharpe": 0.861457005625299,
      "sortino": 1.1986211260975008,
      "maxDrawdown": -0.2460243262801899,
      "annualReturns": {
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        "2020": 0.3181329484731026,
        "2021": 0.13653183639501587,
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        "2026": 0.056613839013276435
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      "sharpe": 0.8558212335200988,
      "sortino": 1.193566420349826,
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      "annualReturns": {
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        "2020": 0.31727646895902106,
        "2021": 0.12720732622718245,
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    "IEF": {
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      "sortino": -0.3505091027641538,
      "maxDrawdown": -0.23924790301620336,
      "annualReturns": {
        "2018": 0.03309520786683873,
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        "2020": 0.10006699532979146,
        "2021": -0.03327817389370824,
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        "2025": 0.08031970062939497,
        "2026": -0.04401270274924651
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    },
    "SCHP": {
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      "volatility": 0.059310644710009616,
      "sharpe": -0.020924002974499267,
      "sortino": -0.029631844275891498,
      "maxDrawdown": -0.1425899604876949,
      "annualReturns": {
        "2018": -0.010387103198430725,
        "2019": 0.08524760212943461,
        "2020": 0.10862656364322554,
        "2021": 0.0586832118603664,
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        "2026": -0.019076683976106512
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}