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etf-entropy-dataset

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etf-entropy-dataset
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{
  "best_ma_window": 3,
  "year_start": 2008,
  "split_pct": "80/10/10",
  "oos_start_date": "2024-07-12",
  "oos_end_date": "2026-03-02",
  "ma3_val_ann_return": 0,
  "ma5_val_ann_return": 0,
  "ma3_val_sharpe": 0,
  "ma5_val_sharpe": 0,
  "ma3_oos_ann_return": 0,
  "ma5_oos_ann_return": 0,
  "ma3_oos_sharpe": 0,
  "ma5_oos_sharpe": 0,
  "split_dates": {
    "TLT": {
      "train_start": "2009-11-23",
      "train_end": "2022-11-21",
      "val_start": "2022-11-22",
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    },
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      "oos_end": "2026-03-02",
      "n_train": 3256,
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    },
    "HYG": {
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      "train_end": "2022-11-21",
      "val_start": "2022-11-22",
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    },
    "LQD": {
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      "val_start": "2022-11-22",
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      "n_val": 409,
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    }
  },
  "last_trained": "2026-03-05T07:57:12.764282Z",
  "etf_list": [
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    "VNQ",
    "GLD",
    "SLV",
    "VCIT",
    "HYG",
    "LQD"
  ]
}