| { |
| "run_date": "2026-07-26 03:58:30", |
| "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": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "VNQ", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00825 |
| }, |
| { |
| "ticker": "SLV", |
| "e_value_score_norm": 0.9210191082805776, |
| "raw_score": 100.00763 |
| }, |
| { |
| "ticker": "TLT", |
| "e_value_score_norm": 0.7541401273884889, |
| "raw_score": 100.00632 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.7541401273884889, |
| "VCIT": 0.745222929935245, |
| "LQD": 0.08535031847122228, |
| "HYG": 0.0, |
| "VNQ": 1.0, |
| "GLD": 0.042038216561155264, |
| "SLV": 0.9210191082805776 |
| } |
| } |
| ] |
| }, |
| "EQUITY_SECTORS": { |
| "best_window_data": { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| } |
| ] |
| }, |
| "COMBINED": { |
| "best_window_data": { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "SPY", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00992 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| }, |
| { |
| "ticker": "IWF", |
| "e_value_score_norm": 0.9897330595493661, |
| "raw_score": 100.00982 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00632, |
| "VCIT": 100.00625, |
| "LQD": 100.00107, |
| "HYG": 100.0004, |
| "VNQ": 100.00825, |
| "GLD": 100.00073, |
| "SLV": 100.00763, |
| "SPY": 100.00992, |
| "QQQ": 100.00982, |
| "XLK": 100.00231, |
| "XLF": 100.00081, |
| "XLE": 100.00946, |
| "XLV": 100.00055, |
| "XLI": 100.00167, |
| "XLY": 100.0014, |
| "SOXX": 100.00018, |
| "SMH": 100.00592, |
| "XLB": 100.0045, |
| "XLP": 100.00243, |
| "XLU": 100.00877, |
| "GDX": 100.00333, |
| "XME": 100.0087, |
| "IWF": 100.00982, |
| "XSD": 100.00075, |
| "XBI": 100.00033, |
| "IWM": 100.00284, |
| "IWD": 100.00759, |
| "IWO": 100.00264 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.6303901437377865, |
| "VCIT": 0.6232032854207379, |
| "LQD": 0.09137577002041704, |
| "HYG": 0.022587268993728985, |
| "VNQ": 0.82854209445676, |
| "GLD": 0.056468172485051975, |
| "SLV": 0.7648870636561184, |
| "SPY": 1.0, |
| "QQQ": 0.9897330595493661, |
| "XLK": 0.21868583162170024, |
| "XLF": 0.0646817248461427, |
| "XLE": 0.9527720739229989, |
| "XLV": 0.03798767967186835, |
| "XLI": 0.15297741273151547, |
| "XLY": 0.12525667351174002, |
| "SOXX": 0.0, |
| "SMH": 0.5893223819308738, |
| "XLB": 0.443531827514948, |
| "XLP": 0.23100616016479533, |
| "XLU": 0.8819301848053086, |
| "GDX": 0.3234086242307135, |
| "XME": 0.874743326489719, |
| "IWF": 0.9897330595493661, |
| "XSD": 0.05852156057459514, |
| "XBI": 0.015400410678139362, |
| "IWM": 0.27310061601720903, |
| "IWD": 0.760780287474114, |
| "IWO": 0.25256673511302324 |
| } |
| } |
| ] |
| } |
| } |
| } |
