| { |
| "run_date": "2026-07-27 04:05:25", |
| "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": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "GLD", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00723 |
| }, |
| { |
| "ticker": "VCIT", |
| "e_value_score_norm": 0.8470418470407078, |
| "raw_score": 100.00617 |
| }, |
| { |
| "ticker": "LQD", |
| "e_value_score_norm": 0.8066378066362117, |
| "raw_score": 100.00589 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.10822510822647531, |
| "VCIT": 0.8470418470407078, |
| "LQD": 0.8066378066362117, |
| "HYG": 0.23809523809455455, |
| "VNQ": 0.3116883116883117, |
| "GLD": 1.0, |
| "SLV": 0.0 |
| } |
| } |
| ] |
| }, |
| "EQUITY_SECTORS": { |
| "best_window_data": { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| } |
| ] |
| }, |
| "COMBINED": { |
| "best_window_data": { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| "all_windows": [ |
| { |
| "window": 63, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 252, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 504, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 1008, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 2016, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 4032, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| }, |
| { |
| "window": 4536, |
| "top_etfs": [ |
| { |
| "ticker": "IWM", |
| "e_value_score_norm": 1.0, |
| "raw_score": 100.00977 |
| }, |
| { |
| "ticker": "SMH", |
| "e_value_score_norm": 0.9917269906931776, |
| "raw_score": 100.00969 |
| }, |
| { |
| "ticker": "QQQ", |
| "e_value_score_norm": 0.9482936918301555, |
| "raw_score": 100.00927 |
| } |
| ], |
| "all_scores_raw": { |
| "TLT": 100.00105, |
| "VCIT": 100.00617, |
| "LQD": 100.00589, |
| "HYG": 100.00195, |
| "VNQ": 100.00246, |
| "GLD": 100.00723, |
| "SLV": 100.0003, |
| "SPY": 100.00802, |
| "QQQ": 100.00927, |
| "XLK": 100.00512, |
| "XLF": 100.00504, |
| "XLE": 100.00444, |
| "XLV": 100.00133, |
| "XLI": 100.00532, |
| "XLY": 100.00476, |
| "SOXX": 100.0001, |
| "SMH": 100.00969, |
| "XLB": 100.00862, |
| "XLP": 100.00433, |
| "XLU": 100.00514, |
| "GDX": 100.00276, |
| "XME": 100.00554, |
| "IWF": 100.00227, |
| "XSD": 100.00762, |
| "XBI": 100.00289, |
| "IWM": 100.00977, |
| "IWD": 100.0029, |
| "IWO": 100.0003 |
| }, |
| "all_scores_norm": { |
| "TLT": 0.09824198552255742, |
| "VCIT": 0.6277145811782959, |
| "LQD": 0.5987590486029479, |
| "HYG": 0.19131334022651386, |
| "VNQ": 0.24405377456007846, |
| "GLD": 0.7373319544988364, |
| "SLV": 0.020682523267056014, |
| "SPY": 0.8190279214062793, |
| "QQQ": 0.9482936918301555, |
| "XLK": 0.5191313340229453, |
| "XLF": 0.5108583247146533, |
| "XLE": 0.44881075491201566, |
| "XLV": 0.12719751809643584, |
| "XLI": 0.5398138572900013, |
| "XLY": 0.4819027921407749, |
| "SOXX": 0.0, |
| "SMH": 0.9917269906931776, |
| "XLB": 0.881075491208917, |
| "XLP": 0.4374353671140327, |
| "XLU": 0.5211995863489162, |
| "GDX": 0.2750775594613973, |
| "XME": 0.5625646328844978, |
| "IWF": 0.22440537745527306, |
| "XSD": 0.7776628748706977, |
| "XBI": 0.28852119958535105, |
| "IWM": 1.0, |
| "IWD": 0.2895553257490713, |
| "IWO": 0.020682523267056014 |
| } |
| } |
| ] |
| } |
| } |
| } |
