p2-etf-e-values-processes-results / e_values_20260725_034158.json
P2SAMAPA's picture
Upload e_values_20260725_034158.json with huggingface_hub
48deedc verified
Raw
History Blame Contribute Delete
45.2 kB
{
"run_date": "2026-07-25 03:41:47",
"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": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9576837416488894,
"raw_score": 100.00955
},
{
"ticker": "GLD",
"e_value_score_norm": 0.8385300668160065,
"raw_score": 100.00848
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422
},
"all_scores_norm": {
"TLT": 0.19265033407528503,
"VCIT": 0.0,
"LQD": 1.0,
"HYG": 0.31180400890816784,
"VNQ": 0.9576837416488894,
"GLD": 0.8385300668160065,
"SLV": 0.364142538975806
}
}
]
},
"EQUITY_SECTORS": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "SMH",
"e_value_score_norm": 1.0,
"raw_score": 100.00891
},
{
"ticker": "IWD",
"e_value_score_norm": 0.8836930455641744,
"raw_score": 100.00794
},
{
"ticker": "XLB",
"e_value_score_norm": 0.8609112709834341,
"raw_score": 100.00775
}
],
"all_scores_raw": {
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"SPY": 0.23261390887335526,
"QQQ": 0.7613908872895182,
"XLK": 0.26258992805728426,
"XLF": 0.0959232613906176,
"XLE": 0.8357314148688656,
"XLV": 0.8201438848913141,
"XLI": 0.5023980815355322,
"XLY": 0.21942446043133595,
"SOXX": 0.3944844124706614,
"SMH": 1.0,
"XLB": 0.8609112709834341,
"XLP": 0.6127098321342312,
"XLU": 0.29256594724291723,
"GDX": 0.10431654676327641,
"XME": 0.0,
"IWF": 0.42206235012076215,
"XSD": 0.7050359712232545,
"XBI": 0.07673860911317566,
"IWM": 0.8561151079140736,
"IWD": 0.8836930455641744,
"IWO": 0.6918465227812352
}
}
]
},
"COMBINED": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "LQD",
"e_value_score_norm": 1.0,
"raw_score": 100.00993
},
{
"ticker": "VNQ",
"e_value_score_norm": 0.9594017094024913,
"raw_score": 100.00955
},
{
"ticker": "SMH",
"e_value_score_norm": 0.8910256410259817,
"raw_score": 100.00891
}
],
"all_scores_raw": {
"TLT": 100.00268,
"VCIT": 100.00095,
"LQD": 100.00993,
"HYG": 100.00375,
"VNQ": 100.00955,
"GLD": 100.00848,
"SLV": 100.00422,
"SPY": 100.00251,
"QQQ": 100.00692,
"XLK": 100.00276,
"XLF": 100.00137,
"XLE": 100.00754,
"XLV": 100.00741,
"XLI": 100.00476,
"XLY": 100.0024,
"SOXX": 100.00386,
"SMH": 100.00891,
"XLB": 100.00775,
"XLP": 100.00568,
"XLU": 100.00301,
"GDX": 100.00144,
"XME": 100.00057,
"IWF": 100.00409,
"XSD": 100.00645,
"XBI": 100.00121,
"IWM": 100.00771,
"IWD": 100.00794,
"IWO": 100.00634
},
"all_scores_norm": {
"TLT": 0.225427350427524,
"VCIT": 0.04059829059902702,
"LQD": 1.0,
"HYG": 0.3397435897435995,
"VNQ": 0.9594017094024913,
"GLD": 0.8450854700864158,
"SLV": 0.3899572649580257,
"SPY": 0.20726495726544064,
"QQQ": 0.6784188034184838,
"XLK": 0.23397435897420812,
"XLF": 0.08547008546987785,
"XLE": 0.7446581196590816,
"XLV": 0.730769230768822,
"XLI": 0.447649572650421,
"XLY": 0.19551282051261126,
"SOXX": 0.35149572649642885,
"SMH": 0.8910256410259817,
"XLB": 0.767094017094507,
"XLP": 0.545940170940325,
"XLU": 0.26068376068449384,
"GDX": 0.09294871794936516,
"XME": 0.0,
"IWF": 0.37606837606928445,
"XSD": 0.628205128205576,
"XBI": 0.06837606837650957,
"IWM": 0.7628205128211649,
"IWD": 0.7873931623940205,
"IWO": 0.6164529914527466
}
}
]
}
}
}