p2-etf-e-values-processes-results / e_values_20260724_034716.json
P2SAMAPA's picture
Upload e_values_20260724_034716.json with huggingface_hub
7131264 verified
Raw
History Blame Contribute Delete
45.2 kB
{
"run_date": "2026-07-24 03:47:02",
"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": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "LQD",
"e_value_score_norm": 0.9474272930656487,
"raw_score": 100.00891
},
{
"ticker": "HYG",
"e_value_score_norm": 0.6923937360186581,
"raw_score": 100.00663
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854
}
}
]
},
"EQUITY_SECTORS": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "XLK",
"e_value_score_norm": 1.0,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9772209567190656,
"raw_score": 100.00903
},
{
"ticker": "IWF",
"e_value_score_norm": 0.9749430523919433,
"raw_score": 100.00901
}
],
"all_scores_raw": {
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"SPY": 0.0,
"QQQ": 0.9282460136673227,
"XLK": 1.0,
"XLF": 0.5261958997724271,
"XLE": 0.21412300683366137,
"XLV": 0.9772209567190656,
"XLI": 0.623006833713161,
"XLY": 0.4043280182236365,
"SOXX": 0.5979498861051044,
"SMH": 0.8451025056941783,
"XLB": 0.21070615034216864,
"XLP": 0.7801822323461051,
"XLU": 0.29498861047806496,
"GDX": 0.13325740318925777,
"XME": 0.26309794988540425,
"IWF": 0.9749430523919433,
"XSD": 0.760820045558282,
"XBI": 0.8302961275622184,
"IWM": 0.22665148063849896,
"IWD": 0.9601366742599834,
"IWO": 0.4669703872429689
}
}
]
},
"COMBINED": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "VNQ",
"e_value_score_norm": 1.0,
"raw_score": 100.00938
},
{
"ticker": "XLK",
"e_value_score_norm": 0.9832214765110913,
"raw_score": 100.00923
},
{
"ticker": "XLV",
"e_value_score_norm": 0.9608501118570936,
"raw_score": 100.00903
}
],
"all_scores_raw": {
"TLT": 100.00142,
"VCIT": 100.00044,
"LQD": 100.00891,
"HYG": 100.00663,
"VNQ": 100.00938,
"GLD": 100.00099,
"SLV": 100.00116,
"SPY": 100.00045,
"QQQ": 100.0086,
"XLK": 100.00923,
"XLF": 100.00507,
"XLE": 100.00233,
"XLV": 100.00903,
"XLI": 100.00592,
"XLY": 100.004,
"SOXX": 100.0057,
"SMH": 100.00787,
"XLB": 100.0023,
"XLP": 100.0073,
"XLU": 100.00304,
"GDX": 100.00162,
"XME": 100.00276,
"IWF": 100.00901,
"XSD": 100.00713,
"XBI": 100.00774,
"IWM": 100.00244,
"IWD": 100.00888,
"IWO": 100.00455
},
"all_scores_norm": {
"TLT": 0.10961968680077394,
"VCIT": 0.0,
"LQD": 0.9474272930656487,
"HYG": 0.6923937360186581,
"VNQ": 1.0,
"GLD": 0.061521252796904215,
"SLV": 0.08053691275184854,
"SPY": 0.0011185682330178033,
"QQQ": 0.9127516778532238,
"XLK": 0.9832214765110913,
"XLF": 0.5178970917235161,
"XLE": 0.21140939597360242,
"XLV": 0.9608501118570936,
"XLI": 0.6129753914998274,
"XLY": 0.3982102908287611,
"SOXX": 0.5883668903813836,
"SMH": 0.8310961968683575,
"XLB": 0.2080536912761386,
"XLP": 0.7673378076070072,
"XLU": 0.29082774049243315,
"GDX": 0.1319910514547717,
"XME": 0.2595078299774722,
"IWF": 0.9586129753926476,
"XSD": 0.7483221476520628,
"XBI": 0.8165548098438947,
"IWM": 0.2237136465336191,
"IWD": 0.9440715883681848,
"IWO": 0.4597315436240757
}
}
]
}
}
}