[auto] DQN weights + data — option b start_year=
Browse files- models/option_b/dqn_best.pt +1 -1
- models/option_b/training_summary.json +83 -83
- results/option_b/evaluation_results_b.json +1013 -1011
- results/option_b/latest_prediction_b.json +48 -48
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results/option_b/evaluation_results_b.json
CHANGED
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1.0528,
|
| 47 |
-
1.0515,
|
| 48 |
-
1.0862,
|
| 49 |
-
1.0934,
|
| 50 |
-
1.0948,
|
| 51 |
-
1.1002,
|
| 52 |
-
1.1071,
|
| 53 |
-
1.1083,
|
| 54 |
-
1.1046,
|
| 55 |
-
1.086,
|
| 56 |
-
1.0864,
|
| 57 |
-
1.079,
|
| 58 |
-
1.1015,
|
| 59 |
-
1.0951,
|
| 60 |
-
1.0994,
|
| 61 |
-
1.0982,
|
| 62 |
-
1.1044,
|
| 63 |
-
1.1107,
|
| 64 |
-
1.1104,
|
| 65 |
-
1.105,
|
| 66 |
-
1.1163,
|
| 67 |
-
1.1173,
|
| 68 |
-
1.1237,
|
| 69 |
-
1.1205,
|
| 70 |
-
1.1249,
|
| 71 |
-
1.1124,
|
| 72 |
-
1.1229,
|
| 73 |
-
1.1133,
|
| 74 |
-
1.1132,
|
| 75 |
1.1106,
|
| 76 |
-
1.
|
| 77 |
-
1.
|
| 78 |
-
1.
|
| 79 |
-
1.
|
| 80 |
-
1.
|
| 81 |
-
1.1546,
|
| 82 |
-
1.1542,
|
| 83 |
-
1.1595,
|
| 84 |
1.1686,
|
| 85 |
-
1.
|
| 86 |
-
1.
|
| 87 |
-
1.
|
| 88 |
-
1.
|
| 89 |
-
1.
|
| 90 |
-
1.
|
| 91 |
-
1.
|
|
|
|
|
|
|
| 92 |
1.1665,
|
| 93 |
-
1.
|
| 94 |
-
1.
|
| 95 |
-
1.
|
| 96 |
-
1.
|
| 97 |
-
1.
|
| 98 |
-
1.
|
| 99 |
-
1.
|
| 100 |
-
1.
|
| 101 |
-
1.
|
| 102 |
-
1.1856,
|
| 103 |
-
1.1812,
|
| 104 |
-
1.1618,
|
| 105 |
-
1.1795,
|
| 106 |
-
1.1735,
|
| 107 |
-
1.1825,
|
| 108 |
1.1815,
|
| 109 |
-
1.
|
| 110 |
-
1.
|
| 111 |
-
1.
|
|
|
|
|
|
|
|
|
|
| 112 |
1.2051,
|
| 113 |
-
1.
|
| 114 |
-
1.
|
| 115 |
-
1.
|
| 116 |
-
1.
|
| 117 |
-
1.
|
| 118 |
-
1.
|
| 119 |
-
1.
|
| 120 |
-
1.
|
| 121 |
-
1.
|
| 122 |
-
1.
|
| 123 |
-
1.
|
| 124 |
-
1.2054,
|
| 125 |
-
1.1965,
|
| 126 |
-
1.203,
|
| 127 |
-
1.213,
|
| 128 |
-
1.2095,
|
| 129 |
-
1.2125,
|
| 130 |
-
1.2153,
|
| 131 |
-
1.2188,
|
| 132 |
-
1.2289,
|
| 133 |
-
1.2285,
|
| 134 |
-
1.2351,
|
| 135 |
-
1.2334,
|
| 136 |
-
1.2318,
|
| 137 |
-
1.2376,
|
| 138 |
-
1.2437,
|
| 139 |
-
1.2496,
|
| 140 |
-
1.2428,
|
| 141 |
-
1.2389,
|
| 142 |
-
1.2331,
|
| 143 |
1.2402,
|
| 144 |
-
1.
|
| 145 |
-
1.
|
| 146 |
-
1.
|
| 147 |
-
1.
|
| 148 |
-
1.
|
| 149 |
-
1.
|
| 150 |
-
1.
|
| 151 |
-
1.
|
| 152 |
-
1.
|
| 153 |
-
1.
|
| 154 |
-
1.
|
| 155 |
-
1.241,
|
| 156 |
-
1.2465,
|
| 157 |
-
1.238,
|
| 158 |
-
1.245,
|
| 159 |
-
1.258,
|
| 160 |
-
1.2579,
|
| 161 |
-
1.2514,
|
| 162 |
-
1.2588,
|
| 163 |
-
1.2691,
|
| 164 |
-
1.2841,
|
| 165 |
-
1.2875,
|
| 166 |
-
1.2881,
|
| 167 |
-
1.274,
|
| 168 |
-
1.2781,
|
| 169 |
-
1.2805,
|
| 170 |
-
1.2654,
|
| 171 |
-
1.2697,
|
| 172 |
-
1.2561,
|
| 173 |
-
1.2573,
|
| 174 |
-
1.277,
|
| 175 |
-
1.2799,
|
| 176 |
-
1.2806,
|
| 177 |
1.2594,
|
| 178 |
-
1.
|
| 179 |
-
1.
|
| 180 |
-
1.
|
| 181 |
-
1.
|
| 182 |
-
1.
|
| 183 |
-
1.
|
| 184 |
-
1.
|
| 185 |
-
1.
|
| 186 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 187 |
1.2806,
|
| 188 |
-
1.
|
| 189 |
-
1.
|
| 190 |
-
1.2816,
|
| 191 |
-
1.2825,
|
| 192 |
-
1.2849,
|
| 193 |
-
1.2811,
|
| 194 |
-
1.28,
|
| 195 |
-
1.2885,
|
| 196 |
-
1.2915,
|
| 197 |
-
1.2776,
|
| 198 |
-
1.2756,
|
| 199 |
-
1.2722,
|
| 200 |
-
1.2582,
|
| 201 |
-
1.2677,
|
| 202 |
-
1.2791,
|
| 203 |
-
1.2871,
|
| 204 |
-
1.293,
|
| 205 |
-
1.2975,
|
| 206 |
-
1.2974,
|
| 207 |
-
1.2928,
|
| 208 |
-
1.2912,
|
| 209 |
-
1.2816,
|
| 210 |
-
1.284,
|
| 211 |
-
1.2925,
|
| 212 |
-
1.3002,
|
| 213 |
-
1.296,
|
| 214 |
-
1.2959,
|
| 215 |
-
1.3045,
|
| 216 |
-
1.3065,
|
| 217 |
-
1.3039,
|
| 218 |
-
1.2975,
|
| 219 |
-
1.301,
|
| 220 |
-
1.3,
|
| 221 |
-
1.2735,
|
| 222 |
-
1.2882,
|
| 223 |
-
1.2949,
|
| 224 |
-
1.2954,
|
| 225 |
-
1.302,
|
| 226 |
-
1.3071,
|
| 227 |
-
1.307,
|
| 228 |
-
1.3044,
|
| 229 |
-
1.3005,
|
| 230 |
-
1.307,
|
| 231 |
-
1.2959,
|
| 232 |
-
1.2897,
|
| 233 |
-
1.2736,
|
| 234 |
-
1.298,
|
| 235 |
-
1.3043,
|
| 236 |
-
1.3008,
|
| 237 |
-
1.3005,
|
| 238 |
1.2804,
|
| 239 |
-
1.
|
| 240 |
-
1.
|
| 241 |
-
1.
|
| 242 |
-
1.
|
| 243 |
-
1.
|
| 244 |
-
1.
|
| 245 |
-
1.
|
| 246 |
-
1.
|
| 247 |
-
1.
|
| 248 |
-
1.
|
| 249 |
-
1.
|
| 250 |
-
1.
|
| 251 |
-
1.
|
| 252 |
-
1.
|
| 253 |
-
1.
|
| 254 |
-
1.
|
| 255 |
-
1.
|
| 256 |
-
1.
|
| 257 |
-
1.
|
| 258 |
-
1.
|
| 259 |
-
1.
|
| 260 |
-
1.
|
| 261 |
-
1.
|
| 262 |
-
1.
|
| 263 |
-
1.
|
| 264 |
-
1.
|
| 265 |
-
1.
|
| 266 |
-
1.
|
| 267 |
-
1.
|
| 268 |
-
1.
|
| 269 |
-
1.
|
| 270 |
-
1.
|
| 271 |
-
1.
|
| 272 |
-
1.
|
| 273 |
-
1.
|
| 274 |
-
1.
|
| 275 |
-
1.
|
| 276 |
-
1.
|
| 277 |
-
1.
|
| 278 |
-
1.
|
| 279 |
-
1.
|
| 280 |
-
1.
|
| 281 |
-
1.3223,
|
| 282 |
-
1.3383,
|
| 283 |
-
1.3357,
|
| 284 |
-
1.3269,
|
| 285 |
-
1.3403,
|
| 286 |
-
1.3351,
|
| 287 |
-
1.3455,
|
| 288 |
-
1.3478,
|
| 289 |
-
1.3412,
|
| 290 |
-
1.341,
|
| 291 |
-
1.3544,
|
| 292 |
-
1.3581,
|
| 293 |
1.3532,
|
| 294 |
-
1.
|
| 295 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 296 |
1.3787,
|
| 297 |
-
1.
|
| 298 |
-
1.
|
| 299 |
-
1.
|
| 300 |
-
1.
|
| 301 |
-
1.
|
| 302 |
-
1.
|
| 303 |
-
1.
|
| 304 |
-
1.
|
| 305 |
-
1.
|
| 306 |
-
1.
|
| 307 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 308 |
],
|
| 309 |
"AGG": [
|
| 310 |
1.0,
|
| 311 |
-
|
| 312 |
-
0.
|
| 313 |
-
0.
|
| 314 |
-
0.
|
| 315 |
-
0.
|
| 316 |
-
0.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 317 |
0.9823,
|
| 318 |
-
0.
|
| 319 |
-
0.
|
| 320 |
-
0.
|
| 321 |
-
0.979,
|
| 322 |
-
0.9808,
|
| 323 |
-
0.9832,
|
| 324 |
-
0.9886,
|
| 325 |
-
0.9923,
|
| 326 |
-
0.995,
|
| 327 |
-
0.9974,
|
| 328 |
0.9965,
|
| 329 |
-
0.
|
| 330 |
-
0.
|
| 331 |
-
0.9872,
|
| 332 |
-
0.9896,
|
| 333 |
-
0.9911,
|
| 334 |
-
0.986,
|
| 335 |
-
0.987,
|
| 336 |
-
0.9837,
|
| 337 |
-
0.9827,
|
| 338 |
-
0.9798,
|
| 339 |
-
0.9854,
|
| 340 |
-
0.986,
|
| 341 |
-
0.9857,
|
| 342 |
-
0.984,
|
| 343 |
-
0.9775,
|
| 344 |
-
0.9803,
|
| 345 |
-
0.9817,
|
| 346 |
-
0.9862,
|
| 347 |
-
0.9844,
|
| 348 |
0.988,
|
| 349 |
-
0.
|
| 350 |
-
0.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 351 |
0.9871,
|
| 352 |
-
0.
|
| 353 |
-
0.
|
| 354 |
-
0.
|
| 355 |
-
0.
|
| 356 |
-
0.
|
| 357 |
-
0.
|
| 358 |
-
0.
|
| 359 |
-
0.
|
| 360 |
-
0.
|
| 361 |
-
0.9933,
|
| 362 |
-
0.994,
|
| 363 |
0.9949,
|
| 364 |
-
0.
|
| 365 |
-
|
| 366 |
-
|
| 367 |
-
|
| 368 |
-
|
| 369 |
-
|
| 370 |
-
1.
|
|
|
|
| 371 |
1.0027,
|
| 372 |
-
|
| 373 |
-
|
| 374 |
-
|
| 375 |
-
1.
|
| 376 |
-
1.0006,
|
| 377 |
-
0.9964,
|
| 378 |
-
0.9963,
|
| 379 |
-
0.9934,
|
| 380 |
-
0.9948,
|
| 381 |
-
0.9952,
|
| 382 |
-
0.997,
|
| 383 |
0.9998,
|
| 384 |
-
|
| 385 |
-
0.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 386 |
0.9988,
|
| 387 |
-
1.
|
| 388 |
-
0.
|
| 389 |
-
|
| 390 |
-
|
| 391 |
-
|
| 392 |
-
1.
|
| 393 |
-
1.
|
| 394 |
-
1.
|
| 395 |
-
1.
|
| 396 |
1.0108,
|
| 397 |
-
1.
|
| 398 |
-
1.
|
| 399 |
-
1.
|
| 400 |
-
1.
|
| 401 |
-
1.
|
| 402 |
-
1.
|
| 403 |
-
1.
|
| 404 |
-
1.
|
| 405 |
-
1.0102,
|
| 406 |
1.0079,
|
| 407 |
-
1.
|
| 408 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 409 |
1.0132,
|
|
|
|
| 410 |
1.0142,
|
| 411 |
-
1.
|
| 412 |
-
1.
|
| 413 |
-
1.
|
| 414 |
-
1.
|
| 415 |
-
1.
|
| 416 |
-
1.024,
|
| 417 |
-
1.0275,
|
| 418 |
-
1.0254,
|
| 419 |
-
1.0275,
|
| 420 |
-
1.0294,
|
| 421 |
1.0285,
|
| 422 |
-
1.
|
| 423 |
-
1.0307,
|
| 424 |
-
1.0288,
|
| 425 |
-
1.026,
|
| 426 |
-
1.026,
|
| 427 |
-
1.0247,
|
| 428 |
-
1.0264,
|
| 429 |
-
1.0244,
|
| 430 |
-
1.023,
|
| 431 |
-
1.0237,
|
| 432 |
-
1.0257,
|
| 433 |
-
1.0255,
|
| 434 |
-
1.0282,
|
| 435 |
1.0293,
|
| 436 |
-
1.
|
| 437 |
-
1.
|
| 438 |
-
1.
|
| 439 |
-
1.
|
| 440 |
-
1.
|
| 441 |
-
1.
|
| 442 |
-
1.
|
| 443 |
-
1.
|
| 444 |
-
1.
|
| 445 |
-
1.
|
| 446 |
-
1.
|
| 447 |
-
1.
|
| 448 |
-
1.
|
| 449 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 450 |
1.037,
|
| 451 |
1.038,
|
| 452 |
-
1.
|
| 453 |
-
1.
|
| 454 |
-
1.
|
| 455 |
-
1.
|
| 456 |
-
1.
|
| 457 |
-
1.
|
| 458 |
-
1.
|
| 459 |
-
1.0283,
|
| 460 |
-
1.0321,
|
| 461 |
-
1.0317,
|
| 462 |
-
1.0313,
|
| 463 |
-
1.0344,
|
| 464 |
-
1.034,
|
| 465 |
1.0309,
|
| 466 |
1.0297,
|
| 467 |
-
1.
|
| 468 |
-
1.
|
| 469 |
-
1.
|
| 470 |
-
1.
|
| 471 |
-
1.
|
| 472 |
-
1.
|
| 473 |
-
1.
|
| 474 |
-
1.
|
| 475 |
-
1.
|
| 476 |
-
1.
|
| 477 |
-
1.
|
| 478 |
-
1.
|
| 479 |
-
1.
|
| 480 |
1.0333,
|
| 481 |
-
1.
|
| 482 |
-
1.
|
|
|
|
|
|
|
|
|
|
| 483 |
1.034,
|
| 484 |
-
1.
|
| 485 |
-
1.
|
| 486 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 487 |
1.034,
|
| 488 |
-
1.
|
| 489 |
-
1.
|
| 490 |
-
1.
|
| 491 |
-
1.0344,
|
| 492 |
-
1.0344,
|
| 493 |
-
1.0367,
|
| 494 |
-
1.0369,
|
| 495 |
-
1.0381,
|
| 496 |
-
1.0377,
|
| 497 |
-
1.0352,
|
| 498 |
1.0349,
|
| 499 |
-
1.
|
| 500 |
-
1.0367,
|
| 501 |
-
1.0377,
|
| 502 |
-
1.0358,
|
| 503 |
-
1.0381,
|
| 504 |
-
1.0376,
|
| 505 |
-
1.0385,
|
| 506 |
-
1.0401,
|
| 507 |
-
1.0387,
|
| 508 |
-
1.037,
|
| 509 |
-
1.033,
|
| 510 |
-
1.0365,
|
| 511 |
1.0367,
|
| 512 |
1.0376,
|
| 513 |
-
1.
|
| 514 |
-
1.0384,
|
| 515 |
-
1.038,
|
| 516 |
-
1.038,
|
| 517 |
1.0378,
|
| 518 |
-
1.
|
|
|
|
|
|
|
|
|
|
| 519 |
1.0367,
|
| 520 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 521 |
1.0406,
|
|
|
|
| 522 |
1.0412,
|
| 523 |
-
1.
|
| 524 |
-
1.0445,
|
| 525 |
-
1.0421,
|
| 526 |
-
1.0468,
|
| 527 |
-
1.0501,
|
| 528 |
-
1.0502,
|
| 529 |
-
1.0488,
|
| 530 |
-
1.049,
|
| 531 |
1.0492,
|
| 532 |
-
1.
|
| 533 |
-
1.
|
| 534 |
-
1.
|
| 535 |
-
1.
|
| 536 |
-
1.
|
| 537 |
1.0502,
|
| 538 |
-
1.
|
| 539 |
-
1.
|
| 540 |
-
1.
|
| 541 |
-
1.
|
|
|
|
| 542 |
1.0477,
|
| 543 |
-
1.
|
| 544 |
-
1.
|
| 545 |
-
1.
|
| 546 |
-
1.
|
| 547 |
-
1.0389,
|
| 548 |
-
1.041,
|
| 549 |
-
1.0366,
|
| 550 |
-
1.0378,
|
| 551 |
-
1.0291,
|
| 552 |
-
1.033,
|
| 553 |
-
1.0301,
|
| 554 |
-
1.0338,
|
| 555 |
-
1.028,
|
| 556 |
-
1.0279,
|
| 557 |
-
1.0331,
|
| 558 |
-
1.0355,
|
| 559 |
-
1.0362,
|
| 560 |
1.0386,
|
| 561 |
-
1.
|
| 562 |
-
1.
|
| 563 |
-
1.
|
| 564 |
-
1.
|
| 565 |
-
1.
|
| 566 |
-
1.
|
| 567 |
-
1.
|
| 568 |
-
1.
|
| 569 |
-
1.
|
| 570 |
-
1.
|
| 571 |
-
1.
|
| 572 |
-
1.
|
| 573 |
-
1.
|
| 574 |
-
1.
|
| 575 |
-
1.
|
| 576 |
-
1.
|
| 577 |
-
1.0404,
|
| 578 |
1.0358,
|
| 579 |
-
1.
|
|
|
|
|
|
|
| 580 |
1.0386,
|
| 581 |
-
1.
|
| 582 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 583 |
1.0416,
|
| 584 |
-
1.
|
| 585 |
-
1.
|
| 586 |
-
1.
|
| 587 |
-
1.
|
| 588 |
-
1.
|
| 589 |
-
1.
|
| 590 |
-
1.
|
| 591 |
-
1.
|
| 592 |
-
1.
|
| 593 |
-
1.
|
| 594 |
-
1.
|
| 595 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 596 |
]
|
| 597 |
},
|
| 598 |
"test_dates": [
|
| 599 |
-
"2025-04-02",
|
| 600 |
"2025-04-03",
|
| 601 |
"2025-04-04",
|
| 602 |
"2025-04-07",
|
|
@@ -882,313 +881,381 @@
|
|
| 882 |
"2026-05-19",
|
| 883 |
"2026-05-20",
|
| 884 |
"2026-05-21",
|
| 885 |
-
"2026-05-22"
|
|
|
|
| 886 |
],
|
| 887 |
"allocation_pct": {
|
| 888 |
-
"
|
| 889 |
-
"
|
| 890 |
-
"
|
| 891 |
-
"
|
| 892 |
-
"
|
| 893 |
-
"
|
| 894 |
-
"
|
| 895 |
-
"
|
| 896 |
-
"
|
| 897 |
-
"
|
| 898 |
-
"
|
| 899 |
-
"
|
| 900 |
-
"
|
|
|
|
|
|
|
| 901 |
},
|
| 902 |
"equity_curve": [
|
| 903 |
-
1.
|
| 904 |
-
1.
|
| 905 |
-
0.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 906 |
0.9993,
|
| 907 |
-
|
| 908 |
-
1.
|
| 909 |
-
1.
|
| 910 |
-
1.
|
| 911 |
-
1.
|
| 912 |
-
|
| 913 |
-
1.
|
| 914 |
-
1.
|
| 915 |
-
1.
|
| 916 |
-
1.
|
| 917 |
-
1.
|
| 918 |
-
1.
|
| 919 |
-
1.
|
| 920 |
-
1.0389,
|
| 921 |
-
1.051,
|
| 922 |
-
1.0495,
|
| 923 |
1.0573,
|
| 924 |
-
1.
|
| 925 |
-
1.
|
| 926 |
-
1.
|
| 927 |
-
1.
|
| 928 |
-
1.
|
| 929 |
-
1.
|
| 930 |
-
1.
|
| 931 |
-
1.
|
| 932 |
-
1.
|
| 933 |
-
1.
|
| 934 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
| 935 |
1.0709,
|
| 936 |
-
1.
|
| 937 |
-
1.
|
| 938 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 939 |
1.1032,
|
| 940 |
-
1.
|
| 941 |
-
1.
|
| 942 |
-
1.
|
| 943 |
-
1.
|
| 944 |
-
1.
|
| 945 |
-
1.
|
| 946 |
-
1.
|
| 947 |
-
1.
|
| 948 |
-
1.
|
| 949 |
-
1.
|
| 950 |
-
1.
|
| 951 |
-
1.
|
| 952 |
-
1.17,
|
| 953 |
-
1.1727,
|
| 954 |
-
1.1768,
|
| 955 |
-
1.1828,
|
| 956 |
-
1.1823,
|
| 957 |
-
1.1789,
|
| 958 |
-
1.1855,
|
| 959 |
-
1.1949,
|
| 960 |
-
1.1942,
|
| 961 |
-
1.2026,
|
| 962 |
-
1.1708,
|
| 963 |
-
1.1855,
|
| 964 |
-
1.1528,
|
| 965 |
-
1.1497,
|
| 966 |
-
1.1677,
|
| 967 |
-
1.1872,
|
| 968 |
-
1.1746,
|
| 969 |
-
1.1641,
|
| 970 |
-
1.1768,
|
| 971 |
-
1.1861,
|
| 972 |
-
1.1873,
|
| 973 |
-
1.1955,
|
| 974 |
-
1.2081,
|
| 975 |
-
1.207,
|
| 976 |
-
1.207,
|
| 977 |
-
1.1998,
|
| 978 |
-
1.2002,
|
| 979 |
-
1.2102,
|
| 980 |
-
1.2185,
|
| 981 |
-
1.2374,
|
| 982 |
-
1.2394,
|
| 983 |
-
1.2375,
|
| 984 |
-
1.2513,
|
| 985 |
-
1.2609,
|
| 986 |
-
1.2678,
|
| 987 |
-
1.2696,
|
| 988 |
-
1.2411,
|
| 989 |
-
1.2494,
|
| 990 |
-
1.2253,
|
| 991 |
-
1.225,
|
| 992 |
-
1.2303,
|
| 993 |
-
1.2505,
|
| 994 |
-
1.2697,
|
| 995 |
-
1.2643,
|
| 996 |
-
1.2615,
|
| 997 |
-
1.2587,
|
| 998 |
-
1.2709,
|
| 999 |
-
1.2657,
|
| 1000 |
-
1.2489,
|
| 1001 |
-
1.2475,
|
| 1002 |
-
1.2689,
|
| 1003 |
-
1.2855,
|
| 1004 |
-
1.2782,
|
| 1005 |
-
1.2887,
|
| 1006 |
-
1.2651,
|
| 1007 |
-
1.2516,
|
| 1008 |
-
1.2516,
|
| 1009 |
-
1.239,
|
| 1010 |
-
1.2456,
|
| 1011 |
-
1.2518,
|
| 1012 |
-
1.2537,
|
| 1013 |
-
1.2464,
|
| 1014 |
-
1.2295,
|
| 1015 |
-
1.1939,
|
| 1016 |
-
1.2101,
|
| 1017 |
-
1.21,
|
| 1018 |
-
1.2246,
|
| 1019 |
-
1.2113,
|
| 1020 |
-
1.2071,
|
| 1021 |
-
1.2309,
|
| 1022 |
-
1.2283,
|
| 1023 |
-
1.2325,
|
| 1024 |
-
1.2314,
|
| 1025 |
-
1.2357,
|
| 1026 |
-
1.2396,
|
| 1027 |
-
1.2317,
|
| 1028 |
-
1.2108,
|
| 1029 |
-
1.214,
|
| 1030 |
-
1.2134,
|
| 1031 |
-
1.2113,
|
| 1032 |
-
1.2146,
|
| 1033 |
-
1.2143,
|
| 1034 |
-
1.2071,
|
| 1035 |
-
1.2216,
|
| 1036 |
-
1.2332,
|
| 1037 |
-
1.246,
|
| 1038 |
-
1.2548,
|
| 1039 |
-
1.2465,
|
| 1040 |
-
1.2309,
|
| 1041 |
-
1.2072,
|
| 1042 |
-
1.2168,
|
| 1043 |
-
1.201,
|
| 1044 |
-
1.1621,
|
| 1045 |
-
1.1838,
|
| 1046 |
-
1.1689,
|
| 1047 |
-
1.1852,
|
| 1048 |
-
1.1892,
|
| 1049 |
-
1.1949,
|
| 1050 |
-
1.1878,
|
| 1051 |
-
1.1705,
|
| 1052 |
-
1.1912,
|
| 1053 |
-
1.1963,
|
| 1054 |
-
1.1914,
|
| 1055 |
-
1.1784,
|
| 1056 |
-
1.1857,
|
| 1057 |
-
1.1981,
|
| 1058 |
-
1.1924,
|
| 1059 |
-
1.1807,
|
| 1060 |
-
1.1724,
|
| 1061 |
-
1.1366,
|
| 1062 |
-
1.1618,
|
| 1063 |
-
1.1449,
|
| 1064 |
-
1.1449,
|
| 1065 |
-
1.1568,
|
| 1066 |
-
1.1644,
|
| 1067 |
1.161,
|
| 1068 |
-
1.
|
| 1069 |
-
1.
|
| 1070 |
-
1.
|
| 1071 |
-
1.
|
| 1072 |
-
1.
|
| 1073 |
-
1.1905,
|
| 1074 |
-
1.1588,
|
| 1075 |
-
1.1459,
|
| 1076 |
-
1.1507,
|
| 1077 |
-
1.1525,
|
| 1078 |
-
1.1444,
|
| 1079 |
-
1.1607,
|
| 1080 |
-
1.1868,
|
| 1081 |
-
1.1757,
|
| 1082 |
-
1.1777,
|
| 1083 |
-
1.1755,
|
| 1084 |
-
1.2039,
|
| 1085 |
-
1.2078,
|
| 1086 |
-
1.19,
|
| 1087 |
-
1.1976,
|
| 1088 |
-
1.1884,
|
| 1089 |
-
1.1882,
|
| 1090 |
-
1.2008,
|
| 1091 |
1.1983,
|
| 1092 |
-
1.
|
| 1093 |
-
1.
|
|
|
|
|
|
|
| 1094 |
1.2622,
|
| 1095 |
-
1.
|
| 1096 |
-
1.
|
| 1097 |
-
1.
|
| 1098 |
-
1.
|
| 1099 |
-
1.
|
| 1100 |
-
1.
|
| 1101 |
-
1.
|
| 1102 |
-
1.3084,
|
| 1103 |
-
1.3385,
|
| 1104 |
-
1.3605,
|
| 1105 |
-
1.3517,
|
| 1106 |
-
1.3584,
|
| 1107 |
-
1.362,
|
| 1108 |
-
1.3845,
|
| 1109 |
-
1.3891,
|
| 1110 |
-
1.4115,
|
| 1111 |
-
1.4054,
|
| 1112 |
-
1.2824,
|
| 1113 |
-
1.2902,
|
| 1114 |
-
1.2955,
|
| 1115 |
-
1.2776,
|
| 1116 |
-
1.279,
|
| 1117 |
-
1.274,
|
| 1118 |
-
1.2575,
|
| 1119 |
-
1.2495,
|
| 1120 |
-
1.2528,
|
| 1121 |
-
1.2626,
|
| 1122 |
-
1.2667,
|
| 1123 |
-
1.2637,
|
| 1124 |
-
1.2839,
|
| 1125 |
-
1.2828,
|
| 1126 |
-
1.2981,
|
| 1127 |
-
1.3245,
|
| 1128 |
-
1.3186,
|
| 1129 |
-
1.3393,
|
| 1130 |
-
1.3619,
|
| 1131 |
-
1.3488,
|
| 1132 |
-
1.3336,
|
| 1133 |
-
1.2837,
|
| 1134 |
1.2996,
|
| 1135 |
-
1.
|
| 1136 |
-
1.
|
| 1137 |
-
1.
|
| 1138 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1139 |
1.2514,
|
| 1140 |
-
1.
|
| 1141 |
-
1.
|
| 1142 |
-
1.
|
| 1143 |
-
1.
|
| 1144 |
-
1.
|
| 1145 |
-
1.
|
| 1146 |
-
1.
|
| 1147 |
-
1.
|
| 1148 |
-
1.
|
| 1149 |
-
1.
|
| 1150 |
-
1.
|
| 1151 |
-
1.
|
| 1152 |
-
1.
|
| 1153 |
-
1.
|
| 1154 |
-
1.
|
| 1155 |
-
1.
|
| 1156 |
-
1.
|
| 1157 |
-
1.
|
| 1158 |
-
1.
|
| 1159 |
-
1.
|
| 1160 |
-
1.
|
| 1161 |
-
1.
|
| 1162 |
-
1.
|
| 1163 |
-
1.
|
| 1164 |
-
1.
|
| 1165 |
-
1.
|
| 1166 |
-
1.
|
| 1167 |
-
1.
|
| 1168 |
-
1.
|
| 1169 |
-
1.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1170 |
],
|
| 1171 |
"allocations": [
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1172 |
"XLE",
|
| 1173 |
"XLE",
|
| 1174 |
"XLE",
|
| 1175 |
"XLE",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1176 |
"XLE",
|
| 1177 |
"XLE",
|
| 1178 |
"XLE",
|
| 1179 |
"XLE",
|
|
|
|
| 1180 |
"XLE",
|
| 1181 |
-
"
|
| 1182 |
-
"
|
| 1183 |
-
"
|
| 1184 |
-
"
|
| 1185 |
-
"
|
| 1186 |
-
"
|
| 1187 |
-
"GDX",
|
| 1188 |
-
"GDX",
|
| 1189 |
-
"GDX",
|
| 1190 |
-
"GDX",
|
| 1191 |
-
"GDX",
|
| 1192 |
"GDX",
|
| 1193 |
"GDX",
|
| 1194 |
"GDX",
|
|
@@ -1196,232 +1263,172 @@
|
|
| 1196 |
"GDX",
|
| 1197 |
"GDX",
|
| 1198 |
"GDX",
|
| 1199 |
-
"
|
| 1200 |
-
"
|
| 1201 |
-
"
|
| 1202 |
-
"
|
| 1203 |
-
"
|
| 1204 |
-
"
|
| 1205 |
-
"
|
| 1206 |
-
"
|
| 1207 |
-
"
|
| 1208 |
-
"
|
| 1209 |
-
"
|
| 1210 |
-
"
|
| 1211 |
-
"
|
| 1212 |
-
"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1213 |
"XLE",
|
| 1214 |
"XLE",
|
|
|
|
| 1215 |
"XLE",
|
| 1216 |
"XLE",
|
| 1217 |
"XLE",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1218 |
"XLE",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1219 |
"XLE",
|
| 1220 |
-
"IWF",
|
| 1221 |
-
"IWF",
|
| 1222 |
-
"IWF",
|
| 1223 |
-
"IWF",
|
| 1224 |
-
"SPY",
|
| 1225 |
-
"XLF",
|
| 1226 |
-
"XLF",
|
| 1227 |
-
"XLF",
|
| 1228 |
-
"XLF",
|
| 1229 |
-
"XLF",
|
| 1230 |
-
"XLF",
|
| 1231 |
"GDX",
|
| 1232 |
"GDX",
|
| 1233 |
"GDX",
|
| 1234 |
"GDX",
|
| 1235 |
"GDX",
|
| 1236 |
-
"
|
| 1237 |
-
"
|
| 1238 |
-
"
|
| 1239 |
-
"
|
| 1240 |
-
"
|
| 1241 |
-
"
|
| 1242 |
-
"
|
| 1243 |
-
"
|
| 1244 |
-
"
|
| 1245 |
-
"
|
| 1246 |
-
"
|
| 1247 |
-
"XLE",
|
| 1248 |
-
"XLE",
|
| 1249 |
-
"XLE",
|
| 1250 |
-
"XLF",
|
| 1251 |
-
"XLE",
|
| 1252 |
-
"XLE",
|
| 1253 |
-
"XLE",
|
| 1254 |
-
"XLE",
|
| 1255 |
-
"XLE",
|
| 1256 |
-
"XLE",
|
| 1257 |
-
"XLE",
|
| 1258 |
-
"XLE",
|
| 1259 |
-
"XLE",
|
| 1260 |
-
"XLF",
|
| 1261 |
-
"XLF",
|
| 1262 |
-
"XLE",
|
| 1263 |
-
"XLF",
|
| 1264 |
-
"XLF",
|
| 1265 |
-
"XLF",
|
| 1266 |
-
"XLF",
|
| 1267 |
-
"XLF",
|
| 1268 |
-
"XLE",
|
| 1269 |
-
"XLE",
|
| 1270 |
-
"XLE",
|
| 1271 |
-
"XLE",
|
| 1272 |
-
"XLE",
|
| 1273 |
-
"SPY",
|
| 1274 |
-
"XLE",
|
| 1275 |
-
"XLE",
|
| 1276 |
-
"XLE",
|
| 1277 |
-
"XLE",
|
| 1278 |
-
"XLE",
|
| 1279 |
-
"XLE",
|
| 1280 |
-
"XLE",
|
| 1281 |
-
"XLE",
|
| 1282 |
-
"XLE",
|
| 1283 |
-
"XLE",
|
| 1284 |
-
"XLE",
|
| 1285 |
-
"XLE",
|
| 1286 |
-
"XLE",
|
| 1287 |
-
"XLU",
|
| 1288 |
-
"XLU",
|
| 1289 |
"XLU",
|
| 1290 |
"GDX",
|
| 1291 |
-
"XLF",
|
| 1292 |
-
"XLRE",
|
| 1293 |
-
"XLRE",
|
| 1294 |
-
"XLRE",
|
| 1295 |
-
"XLF",
|
| 1296 |
-
"XLF",
|
| 1297 |
-
"XLF",
|
| 1298 |
-
"XLF",
|
| 1299 |
-
"XLRE",
|
| 1300 |
-
"XLRE",
|
| 1301 |
-
"XLRE",
|
| 1302 |
-
"XLRE",
|
| 1303 |
-
"XLB",
|
| 1304 |
-
"XLB",
|
| 1305 |
-
"XLB",
|
| 1306 |
-
"XLB",
|
| 1307 |
-
"XLB",
|
| 1308 |
-
"XLB",
|
| 1309 |
"GDX",
|
| 1310 |
-
"XLE",
|
| 1311 |
-
"XLE",
|
| 1312 |
-
"XLE",
|
| 1313 |
-
"XLK",
|
| 1314 |
-
"XLY",
|
| 1315 |
-
"XLP",
|
| 1316 |
-
"XLB",
|
| 1317 |
-
"XLRE",
|
| 1318 |
-
"XLRE",
|
| 1319 |
"GDX",
|
| 1320 |
"GDX",
|
| 1321 |
-
"XLE",
|
| 1322 |
-
"XLE",
|
| 1323 |
-
"XLE",
|
| 1324 |
-
"XLE",
|
| 1325 |
-
"XLE",
|
| 1326 |
-
"XLE",
|
| 1327 |
-
"XLE",
|
| 1328 |
-
"XLE",
|
| 1329 |
-
"XLE",
|
| 1330 |
-
"XLE",
|
| 1331 |
-
"XLE",
|
| 1332 |
-
"XLE",
|
| 1333 |
-
"XLE",
|
| 1334 |
-
"XLE",
|
| 1335 |
-
"XLE",
|
| 1336 |
-
"XLE",
|
| 1337 |
-
"XLE",
|
| 1338 |
-
"XLE",
|
| 1339 |
-
"XLE",
|
| 1340 |
"GDX",
|
| 1341 |
"GDX",
|
| 1342 |
-
"XLE",
|
| 1343 |
-
"XLE",
|
| 1344 |
-
"XLE",
|
| 1345 |
-
"XLF",
|
| 1346 |
-
"XLE",
|
| 1347 |
-
"XLE",
|
| 1348 |
-
"XLE",
|
| 1349 |
-
"XLE",
|
| 1350 |
-
"XLE",
|
| 1351 |
-
"XLE",
|
| 1352 |
-
"XLE",
|
| 1353 |
-
"XLE",
|
| 1354 |
-
"XLE",
|
| 1355 |
-
"XLF",
|
| 1356 |
-
"XLF",
|
| 1357 |
-
"XLF",
|
| 1358 |
-
"XLF",
|
| 1359 |
-
"XLF",
|
| 1360 |
-
"XLF",
|
| 1361 |
"GDX",
|
| 1362 |
-
"XLE",
|
| 1363 |
-
"XLE",
|
| 1364 |
-
"XLE",
|
| 1365 |
-
"XLE",
|
| 1366 |
"GDX",
|
| 1367 |
"GDX",
|
| 1368 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1369 |
"GDX",
|
| 1370 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1371 |
"GDX",
|
| 1372 |
"GDX",
|
| 1373 |
"GDX",
|
| 1374 |
-
"XLE",
|
| 1375 |
-
"XLE",
|
| 1376 |
"GDX",
|
| 1377 |
-
"
|
| 1378 |
-
"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1379 |
"GDX",
|
| 1380 |
"GDX",
|
|
|
|
| 1381 |
"GDX",
|
| 1382 |
"GDX",
|
| 1383 |
-
"
|
| 1384 |
-
"
|
| 1385 |
-
"
|
|
|
|
|
|
|
| 1386 |
"XLP",
|
| 1387 |
"XLRE",
|
| 1388 |
"XLRE",
|
| 1389 |
"XLRE",
|
| 1390 |
"XLRE",
|
| 1391 |
-
"XLRE",
|
| 1392 |
-
"XLE",
|
| 1393 |
-
"XLE",
|
| 1394 |
-
"XLE",
|
| 1395 |
-
"XLE",
|
| 1396 |
-
"XLE",
|
| 1397 |
-
"XLE",
|
| 1398 |
-
"XLE",
|
| 1399 |
-
"XLE",
|
| 1400 |
-
"XLE",
|
| 1401 |
-
"XLE",
|
| 1402 |
-
"XLE",
|
| 1403 |
"XSD",
|
| 1404 |
"XSD",
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1405 |
"XLE",
|
| 1406 |
"XLE",
|
| 1407 |
"XLE",
|
| 1408 |
-
"
|
| 1409 |
-
"
|
| 1410 |
-
"XLE",
|
| 1411 |
-
"XLE",
|
| 1412 |
-
"XLE",
|
| 1413 |
-
"XLE",
|
| 1414 |
-
"XLE",
|
| 1415 |
-
"XLE",
|
| 1416 |
-
"XLE",
|
| 1417 |
-
"XLE",
|
| 1418 |
-
"XLE",
|
| 1419 |
-
"XLE",
|
| 1420 |
-
"SPY",
|
| 1421 |
-
"XLF",
|
| 1422 |
-
"XLF",
|
| 1423 |
-
"XLF",
|
| 1424 |
-
"XLF",
|
| 1425 |
"GDX",
|
| 1426 |
"GDX",
|
| 1427 |
"GDX",
|
|
@@ -1430,17 +1437,12 @@
|
|
| 1430 |
"GDX",
|
| 1431 |
"GDX",
|
| 1432 |
"GDX",
|
| 1433 |
-
"
|
| 1434 |
-
"XLF",
|
| 1435 |
-
"SPY",
|
| 1436 |
-
"SPY",
|
| 1437 |
-
"XLF",
|
| 1438 |
-
"XLF"
|
| 1439 |
],
|
| 1440 |
"fee_bps": 10,
|
| 1441 |
"tsl_pct": 10.0,
|
| 1442 |
"z_reentry": 1.1,
|
| 1443 |
-
"final_signal": "
|
| 1444 |
-
"conviction": "High",
|
| 1445 |
-
"z_score":
|
| 1446 |
}
|
|
|
|
| 1 |
{
|
| 2 |
"option": "b",
|
| 3 |
"start_year": 2015,
|
| 4 |
+
"evaluated_at": "2026-05-27T10:22:40.268358",
|
| 5 |
"n_test_days": 267,
|
| 6 |
+
"ann_return": 0.2568,
|
| 7 |
+
"sharpe": 0.8115,
|
| 8 |
+
"max_drawdown": -0.2366,
|
| 9 |
+
"calmar": 1.0852,
|
| 10 |
+
"hit_ratio": 0.5169,
|
| 11 |
+
"final_equity": 1.274,
|
| 12 |
"benchmark_sharpe": {
|
| 13 |
+
"SPY": 1.6084,
|
| 14 |
+
"AGG": -0.0768
|
| 15 |
},
|
| 16 |
"benchmark_ann": {
|
| 17 |
+
"SPY": 0.3574,
|
| 18 |
+
"AGG": 0.0323
|
| 19 |
},
|
| 20 |
"benchmark_equity": {
|
| 21 |
"SPY": [
|
| 22 |
1.0,
|
| 23 |
+
0.9982,
|
| 24 |
+
0.9826,
|
| 25 |
+
1.0858,
|
| 26 |
+
1.0382,
|
| 27 |
+
1.0567,
|
| 28 |
+
1.067,
|
| 29 |
+
1.064,
|
| 30 |
+
1.0403,
|
| 31 |
+
1.0418,
|
| 32 |
+
1.017,
|
| 33 |
+
1.0435,
|
| 34 |
+
1.0597,
|
| 35 |
+
1.082,
|
| 36 |
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| 37 |
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| 38 |
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| 39 |
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| 40 |
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| 41 |
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| 42 |
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| 43 |
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| 44 |
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| 49 |
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| 50 |
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| 70 |
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1.0482,
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1.0503,
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1.0481,
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| 597 |
},
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| 598 |
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| 599 |
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| 600 |
"2025-04-04",
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| 601 |
"2025-04-07",
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| 881 |
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| 882 |
"2026-05-20",
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| 883 |
"2026-05-21",
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| 885 |
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1.1028,
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1.1032,
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1.1124,
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1.12,
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1.1307,
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1.139,
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1.1269,
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1.1455,
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1.2447,
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1.2374,
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1.3377,
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1.3361,
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1.345,
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|
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|
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1.4547,
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1.4279,
|
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1.4216,
|
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1.4065,
|
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1.3984,
|
| 1163 |
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1.3853,
|
| 1164 |
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1.3525,
|
| 1165 |
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1.2575,
|
| 1166 |
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1.2545,
|
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1.2061,
|
| 1168 |
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1.2432,
|
| 1169 |
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1.2379,
|
| 1170 |
+
1.2239,
|
| 1171 |
+
1.274
|
| 1172 |
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|
| 1173 |
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|
| 1174 |
+
"XBI",
|
| 1175 |
+
"XBI",
|
| 1176 |
+
"IWM",
|
| 1177 |
+
"GDX",
|
| 1178 |
+
"IWM",
|
| 1179 |
+
"XLRE",
|
| 1180 |
+
"XLRE",
|
| 1181 |
+
"XLRE",
|
| 1182 |
+
"XLRE",
|
| 1183 |
+
"XSD",
|
| 1184 |
+
"XSD",
|
| 1185 |
+
"XBI",
|
| 1186 |
+
"XBI",
|
| 1187 |
+
"XBI",
|
| 1188 |
+
"XLP",
|
| 1189 |
+
"XLP",
|
| 1190 |
+
"XLP",
|
| 1191 |
+
"XLP",
|
| 1192 |
+
"XLP",
|
| 1193 |
+
"GDX",
|
| 1194 |
+
"GDX",
|
| 1195 |
+
"GDX",
|
| 1196 |
+
"XLY",
|
| 1197 |
+
"XLY",
|
| 1198 |
+
"XLY",
|
| 1199 |
+
"XLY",
|
| 1200 |
+
"XLY",
|
| 1201 |
+
"XLY",
|
| 1202 |
+
"XLY",
|
| 1203 |
+
"XSD",
|
| 1204 |
+
"XSD",
|
| 1205 |
+
"XSD",
|
| 1206 |
+
"XSD",
|
| 1207 |
+
"XLY",
|
| 1208 |
+
"XLY",
|
| 1209 |
+
"XBI",
|
| 1210 |
+
"XBI",
|
| 1211 |
+
"XBI",
|
| 1212 |
+
"XLRE",
|
| 1213 |
+
"XLRE",
|
| 1214 |
+
"XLRE",
|
| 1215 |
+
"XLV",
|
| 1216 |
"XLE",
|
| 1217 |
"XLE",
|
| 1218 |
"XLE",
|
| 1219 |
"XLE",
|
| 1220 |
+
"XLU",
|
| 1221 |
+
"XLV",
|
| 1222 |
+
"XLV",
|
| 1223 |
+
"XLU",
|
| 1224 |
+
"XLP",
|
| 1225 |
+
"XLP",
|
| 1226 |
+
"XLP",
|
| 1227 |
+
"XLP",
|
| 1228 |
+
"XLP",
|
| 1229 |
+
"IWO",
|
| 1230 |
+
"XLRE",
|
| 1231 |
+
"QQQ",
|
| 1232 |
+
"QQQ",
|
| 1233 |
+
"QQQ",
|
| 1234 |
+
"IWO",
|
| 1235 |
+
"IWO",
|
| 1236 |
+
"XSD",
|
| 1237 |
+
"XSD",
|
| 1238 |
+
"XSD",
|
| 1239 |
+
"XSD",
|
| 1240 |
+
"XBI",
|
| 1241 |
+
"XBI",
|
| 1242 |
+
"XBI",
|
| 1243 |
+
"XLP",
|
| 1244 |
+
"XLP",
|
| 1245 |
+
"XLV",
|
| 1246 |
+
"XLV",
|
| 1247 |
"XLE",
|
| 1248 |
"XLE",
|
| 1249 |
"XLE",
|
| 1250 |
"XLE",
|
| 1251 |
+
"XLV",
|
| 1252 |
"XLE",
|
| 1253 |
+
"XLV",
|
| 1254 |
+
"XLV",
|
| 1255 |
+
"XLV",
|
| 1256 |
+
"XLV",
|
| 1257 |
+
"XME",
|
| 1258 |
+
"XME",
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|
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|
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|
|
|
| 1259 |
"GDX",
|
| 1260 |
"GDX",
|
| 1261 |
"GDX",
|
|
|
|
| 1263 |
"GDX",
|
| 1264 |
"GDX",
|
| 1265 |
"GDX",
|
| 1266 |
+
"XBI",
|
| 1267 |
+
"XBI",
|
| 1268 |
+
"XSD",
|
| 1269 |
+
"XSD",
|
| 1270 |
+
"XSD",
|
| 1271 |
+
"XBI",
|
| 1272 |
+
"XSD",
|
| 1273 |
+
"XSD",
|
| 1274 |
+
"XSD",
|
| 1275 |
+
"XSD",
|
| 1276 |
+
"XSD",
|
| 1277 |
+
"XSD",
|
| 1278 |
+
"XSD",
|
| 1279 |
+
"XSD",
|
| 1280 |
+
"XBI",
|
| 1281 |
+
"XBI",
|
| 1282 |
+
"XBI",
|
| 1283 |
+
"XLY",
|
| 1284 |
+
"XLP",
|
| 1285 |
+
"XLP",
|
| 1286 |
+
"XLY",
|
| 1287 |
+
"XLY",
|
| 1288 |
+
"XLY",
|
| 1289 |
+
"XLV",
|
| 1290 |
+
"XLV",
|
| 1291 |
+
"XLP",
|
| 1292 |
"XLE",
|
| 1293 |
"XLE",
|
| 1294 |
+
"XLP",
|
| 1295 |
"XLE",
|
| 1296 |
"XLE",
|
| 1297 |
"XLE",
|
| 1298 |
+
"XLP",
|
| 1299 |
+
"XBI",
|
| 1300 |
+
"XBI",
|
| 1301 |
+
"XLU",
|
| 1302 |
+
"QQQ",
|
| 1303 |
"XLE",
|
| 1304 |
+
"QQQ",
|
| 1305 |
+
"QQQ",
|
| 1306 |
+
"XLRE",
|
| 1307 |
+
"XLP",
|
| 1308 |
+
"XLV",
|
| 1309 |
+
"XLV",
|
| 1310 |
+
"XLP",
|
| 1311 |
+
"GDX",
|
| 1312 |
+
"GDX",
|
| 1313 |
"XLE",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1314 |
"GDX",
|
| 1315 |
"GDX",
|
| 1316 |
"GDX",
|
| 1317 |
"GDX",
|
| 1318 |
"GDX",
|
| 1319 |
+
"GDX",
|
| 1320 |
+
"GDX",
|
| 1321 |
+
"GDX",
|
| 1322 |
+
"GDX",
|
| 1323 |
+
"GDX",
|
| 1324 |
+
"GDX",
|
| 1325 |
+
"IWO",
|
| 1326 |
+
"IWO",
|
| 1327 |
+
"IWO",
|
| 1328 |
+
"IWO",
|
| 1329 |
+
"IWO",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
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|
|
|
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|
|
|
|
|
|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1330 |
"XLU",
|
| 1331 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1332 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1333 |
"GDX",
|
| 1334 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1335 |
"GDX",
|
| 1336 |
"GDX",
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
| 1337 |
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1338 |
"GDX",
|
| 1339 |
"GDX",
|
| 1340 |
"GDX",
|
| 1341 |
+
"XLI",
|
| 1342 |
+
"XSD",
|
| 1343 |
+
"XSD",
|
| 1344 |
+
"XSD",
|
| 1345 |
+
"XSD",
|
| 1346 |
+
"XSD",
|
| 1347 |
+
"XSD",
|
| 1348 |
+
"XSD",
|
| 1349 |
+
"XSD",
|
| 1350 |
+
"XSD",
|
| 1351 |
+
"XSD",
|
| 1352 |
+
"XSD",
|
| 1353 |
+
"XSD",
|
| 1354 |
+
"IWF",
|
| 1355 |
+
"XLU",
|
| 1356 |
+
"XLU",
|
| 1357 |
+
"QQQ",
|
| 1358 |
+
"QQQ",
|
| 1359 |
+
"QQQ",
|
| 1360 |
+
"QQQ",
|
| 1361 |
+
"QQQ",
|
| 1362 |
+
"QQQ",
|
| 1363 |
+
"QQQ",
|
| 1364 |
+
"QQQ",
|
| 1365 |
+
"QQQ",
|
| 1366 |
+
"QQQ",
|
| 1367 |
+
"GDX",
|
| 1368 |
+
"GDX",
|
| 1369 |
"GDX",
|
| 1370 |
"GDX",
|
| 1371 |
+
"XBI",
|
| 1372 |
+
"XBI",
|
| 1373 |
+
"XBI",
|
| 1374 |
+
"XLV",
|
| 1375 |
+
"XBI",
|
| 1376 |
+
"XLV",
|
| 1377 |
+
"XLV",
|
| 1378 |
"GDX",
|
| 1379 |
"GDX",
|
| 1380 |
"GDX",
|
|
|
|
|
|
|
| 1381 |
"GDX",
|
| 1382 |
+
"QQQ",
|
| 1383 |
+
"QQQ",
|
| 1384 |
+
"QQQ",
|
| 1385 |
+
"QQQ",
|
| 1386 |
+
"XLV",
|
| 1387 |
+
"XLV",
|
| 1388 |
+
"XLV",
|
| 1389 |
+
"XBI",
|
| 1390 |
+
"XBI",
|
| 1391 |
+
"XBI",
|
| 1392 |
+
"XLV",
|
| 1393 |
+
"XLV",
|
| 1394 |
+
"XLV",
|
| 1395 |
+
"XLV",
|
| 1396 |
+
"XLV",
|
| 1397 |
+
"XBI",
|
| 1398 |
+
"XSD",
|
| 1399 |
+
"XSD",
|
| 1400 |
+
"XSD",
|
| 1401 |
+
"XSD",
|
| 1402 |
+
"XSD",
|
| 1403 |
+
"XLU",
|
| 1404 |
+
"XLU",
|
| 1405 |
+
"XLU",
|
| 1406 |
"GDX",
|
| 1407 |
"GDX",
|
| 1408 |
+
"XLU",
|
| 1409 |
"GDX",
|
| 1410 |
"GDX",
|
| 1411 |
+
"XLU",
|
| 1412 |
+
"XLP",
|
| 1413 |
+
"XLP",
|
| 1414 |
+
"XLP",
|
| 1415 |
+
"XLP",
|
| 1416 |
"XLP",
|
| 1417 |
"XLRE",
|
| 1418 |
"XLRE",
|
| 1419 |
"XLRE",
|
| 1420 |
"XLRE",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1421 |
"XSD",
|
| 1422 |
"XSD",
|
| 1423 |
+
"XSD",
|
| 1424 |
+
"XSD",
|
| 1425 |
+
"GDX",
|
| 1426 |
+
"XLP",
|
| 1427 |
"XLE",
|
| 1428 |
"XLE",
|
| 1429 |
"XLE",
|
| 1430 |
+
"XLP",
|
| 1431 |
+
"GDX",
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1432 |
"GDX",
|
| 1433 |
"GDX",
|
| 1434 |
"GDX",
|
|
|
|
| 1437 |
"GDX",
|
| 1438 |
"GDX",
|
| 1439 |
"GDX",
|
| 1440 |
+
"GDX"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1441 |
],
|
| 1442 |
"fee_bps": 10,
|
| 1443 |
"tsl_pct": 10.0,
|
| 1444 |
"z_reentry": 1.1,
|
| 1445 |
+
"final_signal": "GDX",
|
| 1446 |
+
"conviction": "Very High",
|
| 1447 |
+
"z_score": 2.4569
|
| 1448 |
}
|
results/option_b/latest_prediction_b.json
CHANGED
|
@@ -1,63 +1,63 @@
|
|
| 1 |
{
|
| 2 |
"option": "b",
|
| 3 |
-
"as_of_date": "2026-05-
|
| 4 |
-
"final_signal": "
|
| 5 |
-
"final_confidence": 0.
|
| 6 |
-
"z_score": 2.
|
| 7 |
"q_values": {
|
| 8 |
-
"CASH":
|
| 9 |
-
"SPY":
|
| 10 |
-
"QQQ":
|
| 11 |
-
"XLK":
|
| 12 |
-
"XLF":
|
| 13 |
-
"XLE":
|
| 14 |
-
"XLV":
|
| 15 |
-
"XLI":
|
| 16 |
-
"XLY":
|
| 17 |
-
"XLP":
|
| 18 |
-
"XLU":
|
| 19 |
-
"GDX":
|
| 20 |
-
"XLB":
|
| 21 |
-
"XLRE":
|
| 22 |
-
"XME":
|
| 23 |
-
"IWM":
|
| 24 |
-
"IWF":
|
| 25 |
-
"XSD":
|
| 26 |
-
"XBI":
|
| 27 |
-
"IWD":
|
| 28 |
-
"IWO":
|
| 29 |
},
|
| 30 |
"probabilities": {
|
| 31 |
-
"CASH": 0.
|
| 32 |
-
"SPY": 0.
|
| 33 |
-
"QQQ": 0.
|
| 34 |
-
"XLK": 0.
|
| 35 |
-
"XLF": 0.
|
| 36 |
-
"XLE": 0.
|
| 37 |
-
"XLV": 0.
|
| 38 |
-
"XLI": 0.
|
| 39 |
-
"XLY": 0.
|
| 40 |
-
"XLP": 0.
|
| 41 |
-
"XLU": 0.
|
| 42 |
-
"GDX": 0.
|
| 43 |
-
"XLB": 0.
|
| 44 |
-
"XLRE": 0.
|
| 45 |
-
"XME": 0.
|
| 46 |
-
"IWM": 0.
|
| 47 |
-
"IWF": 0.
|
| 48 |
-
"XSD": 0.
|
| 49 |
-
"XBI": 0.
|
| 50 |
-
"IWD": 0.
|
| 51 |
-
"IWO": 0.
|
| 52 |
},
|
| 53 |
"tbill_rate": 3.59,
|
| 54 |
"tsl_status": {
|
| 55 |
-
"two_day_cumul_pct":
|
| 56 |
"tsl_triggered": false,
|
| 57 |
"in_cash": false,
|
| 58 |
"z_reentry": 1.1,
|
| 59 |
"tsl_pct": 10.0
|
| 60 |
},
|
| 61 |
"trained_from_year": 2015,
|
| 62 |
-
"trained_at": "2026-05-
|
| 63 |
}
|
|
|
|
| 1 |
{
|
| 2 |
"option": "b",
|
| 3 |
+
"as_of_date": "2026-05-27",
|
| 4 |
+
"final_signal": "GDX",
|
| 5 |
+
"final_confidence": 0.0854,
|
| 6 |
+
"z_score": 2.641,
|
| 7 |
"q_values": {
|
| 8 |
+
"CASH": 1.183,
|
| 9 |
+
"SPY": 1.194,
|
| 10 |
+
"QQQ": 1.1746,
|
| 11 |
+
"XLK": 1.1891,
|
| 12 |
+
"XLF": 1.1878,
|
| 13 |
+
"XLE": 1.231,
|
| 14 |
+
"XLV": 1.1759,
|
| 15 |
+
"XLI": 1.1954,
|
| 16 |
+
"XLY": 1.2188,
|
| 17 |
+
"XLP": 1.2303,
|
| 18 |
+
"XLU": 1.2151,
|
| 19 |
+
"GDX": 1.2609,
|
| 20 |
+
"XLB": 1.1857,
|
| 21 |
+
"XLRE": 1.1868,
|
| 22 |
+
"XME": 1.2093,
|
| 23 |
+
"IWM": 1.1837,
|
| 24 |
+
"IWF": 1.1848,
|
| 25 |
+
"XSD": 1.1861,
|
| 26 |
+
"XBI": 1.2355,
|
| 27 |
+
"IWD": 1.1905,
|
| 28 |
+
"IWO": 1.171
|
| 29 |
},
|
| 30 |
"probabilities": {
|
| 31 |
+
"CASH": 0.0392,
|
| 32 |
+
"SPY": 0.0438,
|
| 33 |
+
"QQQ": 0.0361,
|
| 34 |
+
"XLK": 0.0417,
|
| 35 |
+
"XLF": 0.0411,
|
| 36 |
+
"XLE": 0.0634,
|
| 37 |
+
"XLV": 0.0365,
|
| 38 |
+
"XLI": 0.0444,
|
| 39 |
+
"XLY": 0.0561,
|
| 40 |
+
"XLP": 0.0629,
|
| 41 |
+
"XLU": 0.0541,
|
| 42 |
+
"GDX": 0.0854,
|
| 43 |
+
"XLB": 0.0403,
|
| 44 |
+
"XLRE": 0.0407,
|
| 45 |
+
"XME": 0.051,
|
| 46 |
+
"IWM": 0.0395,
|
| 47 |
+
"IWF": 0.0399,
|
| 48 |
+
"XSD": 0.0405,
|
| 49 |
+
"XBI": 0.0663,
|
| 50 |
+
"IWD": 0.0423,
|
| 51 |
+
"IWO": 0.0348
|
| 52 |
},
|
| 53 |
"tbill_rate": 3.59,
|
| 54 |
"tsl_status": {
|
| 55 |
+
"two_day_cumul_pct": 2.92,
|
| 56 |
"tsl_triggered": false,
|
| 57 |
"in_cash": false,
|
| 58 |
"z_reentry": 1.1,
|
| 59 |
"tsl_pct": 10.0
|
| 60 |
},
|
| 61 |
"trained_from_year": 2015,
|
| 62 |
+
"trained_at": "2026-05-27T10:22:33.286943"
|
| 63 |
}
|