p2-etf-e-values-processes-results / e_values_20260720_040802.json
P2SAMAPA's picture
Upload e_values_20260720_040802.json with huggingface_hub
a2ba535 verified
Raw
History Blame Contribute Delete
45.2 kB
{
"run_date": "2026-07-20 04:07:48",
"windows": [
63,
252,
504,
1008,
2016,
4032,
4536
],
"e_process_length": 20,
"macro_vars": [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
],
"universes": {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"e_value_score_norm": 1.0,
"raw_score": 100.00817
},
{
"ticker": "TLT",
"e_value_score_norm": 0.7530303030296472,
"raw_score": 100.00654
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.2333333333339793,
"raw_score": 100.00311
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817
},
"all_scores_norm": {
"TLT": 0.7530303030296472,
"VCIT": 0.0,
"LQD": 0.2318181818183482,
"HYG": 0.20606060606123244,
"VNQ": 0.2333333333339793,
"GLD": 0.018181818181113512,
"SLV": 1.0
}
}
]
},
"EQUITY_SECTORS": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
}
]
},
"COMBINED": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "IWF",
"e_value_score_norm": 1.0,
"raw_score": 100.00984
},
{
"ticker": "XLE",
"e_value_score_norm": 0.9540106951877558,
"raw_score": 100.00941
},
{
"ticker": "XLI",
"e_value_score_norm": 0.9219251336908767,
"raw_score": 100.00911
}
],
"all_scores_raw": {
"TLT": 100.00654,
"VCIT": 100.00157,
"LQD": 100.0031,
"HYG": 100.00293,
"VNQ": 100.00311,
"GLD": 100.00169,
"SLV": 100.00817,
"SPY": 100.00693,
"QQQ": 100.00589,
"XLK": 100.00299,
"XLF": 100.00837,
"XLE": 100.00941,
"XLV": 100.00606,
"XLI": 100.00911,
"XLY": 100.00907,
"SOXX": 100.00899,
"SMH": 100.00168,
"XLB": 100.00049,
"XLP": 100.00653,
"XLU": 100.00434,
"GDX": 100.00294,
"XME": 100.00256,
"IWF": 100.00984,
"XSD": 100.00428,
"XBI": 100.00505,
"IWM": 100.00691,
"IWD": 100.00367,
"IWO": 100.00891
},
"all_scores_norm": {
"TLT": 0.6470588235297694,
"VCIT": 0.1155080213905889,
"LQD": 0.2791443850272565,
"HYG": 0.2609625668457423,
"VNQ": 0.28021390374417376,
"GLD": 0.1283422459890366,
"SLV": 0.82139037433257,
"SPY": 0.6887700534758643,
"QQQ": 0.5775401069514247,
"XLK": 0.26737967914420624,
"XLF": 0.8427807486633162,
"XLE": 0.9540106951877558,
"XLV": 0.5957219251344588,
"XLI": 0.9219251336908767,
"XLY": 0.9176470588232075,
"SOXX": 0.9090909090909091,
"SMH": 0.12727272727211933,
"XLB": 0.0,
"XLP": 0.6459893048128521,
"XLU": 0.41176470588244235,
"GDX": 0.2620320855611397,
"XME": 0.22139037433196207,
"IWF": 1.0,
"XSD": 0.40534759358245853,
"XBI": 0.487700534759251,
"IWM": 0.6866310160435496,
"IWD": 0.3401069518717829,
"IWO": 0.9005347593586106
}
}
]
}
}
}