| { | |
| "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", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| }, | |
| "VNQ": { | |
| "train_start": "2009-11-23", | |
| "train_end": "2022-11-21", | |
| "val_start": "2022-11-22", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| }, | |
| "GLD": { | |
| "train_start": "2009-11-23", | |
| "train_end": "2022-11-21", | |
| "val_start": "2022-11-22", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| }, | |
| "SLV": { | |
| "train_start": "2009-11-23", | |
| "train_end": "2022-11-21", | |
| "val_start": "2022-11-22", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| }, | |
| "VCIT": { | |
| "train_start": "2009-12-22", | |
| "train_end": "2022-11-28", | |
| "val_start": "2022-11-29", | |
| "val_end": "2024-07-15", | |
| "oos_start": "2024-07-16", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3256, | |
| "n_val": 407, | |
| "n_test": 408 | |
| }, | |
| "HYG": { | |
| "train_start": "2009-11-23", | |
| "train_end": "2022-11-21", | |
| "val_start": "2022-11-22", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| }, | |
| "LQD": { | |
| "train_start": "2009-11-23", | |
| "train_end": "2022-11-21", | |
| "val_start": "2022-11-22", | |
| "val_end": "2024-07-11", | |
| "oos_start": "2024-07-12", | |
| "oos_end": "2026-03-02", | |
| "n_train": 3272, | |
| "n_val": 409, | |
| "n_test": 410 | |
| } | |
| }, | |
| "last_trained": "2026-03-05T07:57:12.764282Z", | |
| "etf_list": [ | |
| "TLT", | |
| "VNQ", | |
| "GLD", | |
| "SLV", | |
| "VCIT", | |
| "HYG", | |
| "LQD" | |
| ] | |
| } |