Upload cointeg_vecm_2026-04-21.json with huggingface_hub

cointeg_vecm_2026-04-21.json

@@ -10,17 +10,17 @@
   "daily_trading": {
     "top_picks": {
       "COMBINED": {
-        "pair": "XLV/TLT",
-        "ticker1": "XLV",
-        "ticker2": "TLT",
-        "hedge_ratio": -4.272010024089239,
+        "pair": "TLT/XLV",
+        "ticker1": "TLT",
+        "ticker2": "XLV",
+        "hedge_ratio": -0.23408184773938842,
         "half_life": 36.57226958989871,
-        "current_zscore": 0.47994763051482053,
-        "expected_return": -0.16250535246072786,
+        "current_zscore": 0.47994763051481387,
+        "expected_return": -0.038039553171548,
         "direction": "SHORT",
         "signal": "EXIT",
-        "adf_pval": 0.21424600180761472,
-        "trace_stat": 18.05135985939881,
+        "adf_pval": 0.2142460018076161,
+        "trace_stat": 18.051359859398755,
         "crit_val": 15.4943,
         "vecm_fitted": true
       }
@@ -30,17 +30,17 @@
       "EQUITY_SECTORS": [],
       "COMBINED": [
         {
-          "pair": "XLV/TLT",
-          "ticker1": "XLV",
-          "ticker2": "TLT",
-          "hedge_ratio": -4.272010024089239,
+          "pair": "TLT/XLV",
+          "ticker1": "TLT",
+          "ticker2": "XLV",
+          "hedge_ratio": -0.23408184773938842,
           "half_life": 36.57226958989871,
-          "current_zscore": 0.47994763051482053,
-          "expected_return": -0.16250535246072786,
+          "current_zscore": 0.47994763051481387,
+          "expected_return": -0.038039553171548,
           "direction": "SHORT",
           "signal": "EXIT",
-          "adf_pval": 0.21424600180761472,
-          "trace_stat": 18.05135985939881,
+          "adf_pval": 0.2142460018076161,
+          "trace_stat": 18.051359859398755,
           "crit_val": 15.4943,
           "vecm_fitted": true
         }
@@ -58,11 +58,11 @@
         },
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.0008337208182326844
+          "expected_return": 0.0008337208182326795
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.021619841841424098
+          "pair": "LQD/XBI",
+          "expected_return": 0.008200511533467405
         }
       },
       "n_observations": 4252
@@ -73,15 +73,15 @@
       "top_pairs": {
         "FI_COMMODITIES": {
           "pair": "VCIT/VNQ",
-          "expected_return": 0.0027552403202194967
+          "expected_return": 0.0027552403202194854
         },
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
           "expected_return": 0.0014533283349369643
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.023522538886419902
+          "pair": "LQD/XBI",
+          "expected_return": 0.009762844121369567
         }
       },
       "n_observations": 3991
@@ -99,8 +99,8 @@
           "expected_return": 0.0021758249067723293
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.0354099887147303
+          "pair": "LQD/XBI",
+          "expected_return": 0.012760265908640345
         }
       },
       "n_observations": 3731
@@ -111,11 +111,11 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.0031476048189943155
+          "expected_return": 0.0031476048189943346
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.04396451586844404
+          "pair": "GLD/IWM",
+          "expected_return": 2.620562361880481
         }
       },
       "n_observations": 3470
@@ -126,11 +126,11 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.003037247357937379
+          "expected_return": 0.0030372473579373975
         },
         "COMBINED": {
-          "pair": "QQQ/VNQ",
-          "expected_return": 0.055261247761679386
+          "pair": "SPY/VNQ",
+          "expected_return": 0.0642729435476383
         }
       },
       "n_observations": 3209
@@ -141,11 +141,11 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.0032857991997895836
+          "expected_return": 0.0032857991997896035
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.06074013620185415
+          "pair": "VNQ/IWM",
+          "expected_return": 0.01727166044251544
         }
       },
       "n_observations": 2948
@@ -160,11 +160,11 @@
         },
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.004464049013701371
+          "expected_return": 0.004464049013701398
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.08819422182094404
+          "pair": "VNQ/IWM",
+          "expected_return": 0.02419110468530816
         }
       },
       "n_observations": 2687
@@ -175,11 +175,11 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.007123580397571425
+          "expected_return": 0.007123580397571469
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.10301764289733528
+          "pair": "VNQ/IWM",
+          "expected_return": 0.029663360769923833
         }
       },
       "n_observations": 2426
@@ -190,7 +190,7 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.008322335236955051
+          "expected_return": 0.008322335236955103
         },
         "COMBINED": {
           "pair": "XLP/XLV",
@@ -205,15 +205,15 @@
       "top_pairs": {
         "FI_COMMODITIES": {
           "pair": "LQD/VNQ",
-          "expected_return": 0.03699529153993743
+          "expected_return": 0.03699529153993744
         },
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
           "expected_return": 0.01670975412512363
         },
         "COMBINED": {
-          "pair": "XBI/VNQ",
-          "expected_return": 7.067355959093617
+          "pair": "VNQ/IWM",
+          "expected_return": 0.059205053418967105
         }
       },
       "n_observations": 1905
@@ -224,11 +224,11 @@
       "top_pairs": {
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.02054898390613021
+          "expected_return": 0.02054898390613034
         },
         "COMBINED": {
-          "pair": "IWM/VNQ",
-          "expected_return": 0.2359566562658013
+          "pair": "VNQ/IWM",
+          "expected_return": 0.0594896690591069
         }
       },
       "n_observations": 1644
@@ -243,11 +243,11 @@
         },
         "EQUITY_SECTORS": {
           "pair": "XLV/XLP",
-          "expected_return": 0.031162025015883246
+          "expected_return": 0.031162025015883024
         },
         "COMBINED": {
-          "pair": "XBI/VNQ",
-          "expected_return": 0.20476752183145075
+          "pair": "VNQ/XBI",
+          "expected_return": 0.09267455705210517
         }
       },
       "n_observations": 1382
@@ -262,11 +262,11 @@
         },
         "EQUITY_SECTORS": {
           "pair": "QQQ/XLY",
-          "expected_return": 0.05136299179492788
+          "expected_return": 0.05136299179492799
         },
         "COMBINED": {
-          "pair": "XSD/TLT",
-          "expected_return": 6.520103241501233
+          "pair": "GLD/VNQ",
+          "expected_return": 0.20674433698498748
         }
       },
       "n_observations": 1121
@@ -282,8 +282,8 @@
       "start_date": "2024-01-01T00:00:00",
       "top_pairs": {
         "COMBINED": {
-          "pair": "XLF/TLT",
-          "expected_return": 1.1977413476721719
+          "pair": "XLP/VNQ",
+          "expected_return": 0.07586445401599339
         }
       },
       "n_observations": 601