P2SAMAPA commited on
Commit
76d3d8a
·
verified ·
1 Parent(s): dce886e

Upload e_values_20260723_034820.json with huggingface_hub

Browse files
Files changed (1) hide show
  1. e_values_20260723_034820.json +1515 -0
e_values_20260723_034820.json ADDED
@@ -0,0 +1,1515 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "run_date": "2026-07-23 03:48:05",
3
+ "windows": [
4
+ 63,
5
+ 252,
6
+ 504,
7
+ 1008,
8
+ 2016,
9
+ 4032,
10
+ 4536
11
+ ],
12
+ "e_process_length": 20,
13
+ "macro_vars": [
14
+ "VIX",
15
+ "DXY",
16
+ "T10Y2Y",
17
+ "TBILL_3M",
18
+ "DGS1MO",
19
+ "DGS3MO",
20
+ "DGS6MO",
21
+ "DGS1",
22
+ "DGS2",
23
+ "DGS5",
24
+ "DGS7",
25
+ "DGS10",
26
+ "DGS20",
27
+ "DGS30"
28
+ ],
29
+ "universes": {
30
+ "FI_COMMODITIES": {
31
+ "best_window_data": {
32
+ "window": 4536,
33
+ "top_etfs": [
34
+ {
35
+ "ticker": "HYG",
36
+ "e_value_score_norm": 1.0,
37
+ "raw_score": 100.00903
38
+ },
39
+ {
40
+ "ticker": "VNQ",
41
+ "e_value_score_norm": 0.7541528239207991,
42
+ "raw_score": 100.00681
43
+ },
44
+ {
45
+ "ticker": "VCIT",
46
+ "e_value_score_norm": 0.7076411960132002,
47
+ "raw_score": 100.00639
48
+ }
49
+ ],
50
+ "all_scores_raw": {
51
+ "TLT": 100.00342,
52
+ "VCIT": 100.00639,
53
+ "LQD": 100.00059,
54
+ "HYG": 100.00903,
55
+ "VNQ": 100.00681,
56
+ "GLD": 100.00232,
57
+ "SLV": 100.0
58
+ },
59
+ "all_scores_norm": {
60
+ "TLT": 0.37873754152903394,
61
+ "VCIT": 0.7076411960132002,
62
+ "LQD": 0.06533776301249358,
63
+ "HYG": 1.0,
64
+ "VNQ": 0.7541528239207991,
65
+ "GLD": 0.25692137320028263,
66
+ "SLV": 0.0
67
+ }
68
+ },
69
+ "all_windows": [
70
+ {
71
+ "window": 63,
72
+ "top_etfs": [
73
+ {
74
+ "ticker": "HYG",
75
+ "e_value_score_norm": 1.0,
76
+ "raw_score": 100.00903
77
+ },
78
+ {
79
+ "ticker": "VNQ",
80
+ "e_value_score_norm": 0.7541528239207991,
81
+ "raw_score": 100.00681
82
+ },
83
+ {
84
+ "ticker": "VCIT",
85
+ "e_value_score_norm": 0.7076411960132002,
86
+ "raw_score": 100.00639
87
+ }
88
+ ],
89
+ "all_scores_raw": {
90
+ "TLT": 100.00342,
91
+ "VCIT": 100.00639,
92
+ "LQD": 100.00059,
93
+ "HYG": 100.00903,
94
+ "VNQ": 100.00681,
95
+ "GLD": 100.00232,
96
+ "SLV": 100.0
97
+ },
98
+ "all_scores_norm": {
99
+ "TLT": 0.37873754152903394,
100
+ "VCIT": 0.7076411960132002,
101
+ "LQD": 0.06533776301249358,
102
+ "HYG": 1.0,
103
+ "VNQ": 0.7541528239207991,
104
+ "GLD": 0.25692137320028263,
105
+ "SLV": 0.0
106
+ }
107
+ },
108
+ {
109
+ "window": 252,
110
+ "top_etfs": [
111
+ {
112
+ "ticker": "HYG",
113
+ "e_value_score_norm": 1.0,
114
+ "raw_score": 100.00903
115
+ },
116
+ {
117
+ "ticker": "VNQ",
118
+ "e_value_score_norm": 0.7541528239207991,
119
+ "raw_score": 100.00681
120
+ },
121
+ {
122
+ "ticker": "VCIT",
123
+ "e_value_score_norm": 0.7076411960132002,
124
+ "raw_score": 100.00639
125
+ }
126
+ ],
127
+ "all_scores_raw": {
128
+ "TLT": 100.00342,
129
+ "VCIT": 100.00639,
130
+ "LQD": 100.00059,
131
+ "HYG": 100.00903,
132
+ "VNQ": 100.00681,
133
+ "GLD": 100.00232,
134
+ "SLV": 100.0
135
+ },
136
+ "all_scores_norm": {
137
+ "TLT": 0.37873754152903394,
138
+ "VCIT": 0.7076411960132002,
139
+ "LQD": 0.06533776301249358,
140
+ "HYG": 1.0,
141
+ "VNQ": 0.7541528239207991,
142
+ "GLD": 0.25692137320028263,
143
+ "SLV": 0.0
144
+ }
145
+ },
146
+ {
147
+ "window": 504,
148
+ "top_etfs": [
149
+ {
150
+ "ticker": "HYG",
151
+ "e_value_score_norm": 1.0,
152
+ "raw_score": 100.00903
153
+ },
154
+ {
155
+ "ticker": "VNQ",
156
+ "e_value_score_norm": 0.7541528239207991,
157
+ "raw_score": 100.00681
158
+ },
159
+ {
160
+ "ticker": "VCIT",
161
+ "e_value_score_norm": 0.7076411960132002,
162
+ "raw_score": 100.00639
163
+ }
164
+ ],
165
+ "all_scores_raw": {
166
+ "TLT": 100.00342,
167
+ "VCIT": 100.00639,
168
+ "LQD": 100.00059,
169
+ "HYG": 100.00903,
170
+ "VNQ": 100.00681,
171
+ "GLD": 100.00232,
172
+ "SLV": 100.0
173
+ },
174
+ "all_scores_norm": {
175
+ "TLT": 0.37873754152903394,
176
+ "VCIT": 0.7076411960132002,
177
+ "LQD": 0.06533776301249358,
178
+ "HYG": 1.0,
179
+ "VNQ": 0.7541528239207991,
180
+ "GLD": 0.25692137320028263,
181
+ "SLV": 0.0
182
+ }
183
+ },
184
+ {
185
+ "window": 1008,
186
+ "top_etfs": [
187
+ {
188
+ "ticker": "HYG",
189
+ "e_value_score_norm": 1.0,
190
+ "raw_score": 100.00903
191
+ },
192
+ {
193
+ "ticker": "VNQ",
194
+ "e_value_score_norm": 0.7541528239207991,
195
+ "raw_score": 100.00681
196
+ },
197
+ {
198
+ "ticker": "VCIT",
199
+ "e_value_score_norm": 0.7076411960132002,
200
+ "raw_score": 100.00639
201
+ }
202
+ ],
203
+ "all_scores_raw": {
204
+ "TLT": 100.00342,
205
+ "VCIT": 100.00639,
206
+ "LQD": 100.00059,
207
+ "HYG": 100.00903,
208
+ "VNQ": 100.00681,
209
+ "GLD": 100.00232,
210
+ "SLV": 100.0
211
+ },
212
+ "all_scores_norm": {
213
+ "TLT": 0.37873754152903394,
214
+ "VCIT": 0.7076411960132002,
215
+ "LQD": 0.06533776301249358,
216
+ "HYG": 1.0,
217
+ "VNQ": 0.7541528239207991,
218
+ "GLD": 0.25692137320028263,
219
+ "SLV": 0.0
220
+ }
221
+ },
222
+ {
223
+ "window": 2016,
224
+ "top_etfs": [
225
+ {
226
+ "ticker": "HYG",
227
+ "e_value_score_norm": 1.0,
228
+ "raw_score": 100.00903
229
+ },
230
+ {
231
+ "ticker": "VNQ",
232
+ "e_value_score_norm": 0.7541528239207991,
233
+ "raw_score": 100.00681
234
+ },
235
+ {
236
+ "ticker": "VCIT",
237
+ "e_value_score_norm": 0.7076411960132002,
238
+ "raw_score": 100.00639
239
+ }
240
+ ],
241
+ "all_scores_raw": {
242
+ "TLT": 100.00342,
243
+ "VCIT": 100.00639,
244
+ "LQD": 100.00059,
245
+ "HYG": 100.00903,
246
+ "VNQ": 100.00681,
247
+ "GLD": 100.00232,
248
+ "SLV": 100.0
249
+ },
250
+ "all_scores_norm": {
251
+ "TLT": 0.37873754152903394,
252
+ "VCIT": 0.7076411960132002,
253
+ "LQD": 0.06533776301249358,
254
+ "HYG": 1.0,
255
+ "VNQ": 0.7541528239207991,
256
+ "GLD": 0.25692137320028263,
257
+ "SLV": 0.0
258
+ }
259
+ },
260
+ {
261
+ "window": 4032,
262
+ "top_etfs": [
263
+ {
264
+ "ticker": "HYG",
265
+ "e_value_score_norm": 1.0,
266
+ "raw_score": 100.00903
267
+ },
268
+ {
269
+ "ticker": "VNQ",
270
+ "e_value_score_norm": 0.7541528239207991,
271
+ "raw_score": 100.00681
272
+ },
273
+ {
274
+ "ticker": "VCIT",
275
+ "e_value_score_norm": 0.7076411960132002,
276
+ "raw_score": 100.00639
277
+ }
278
+ ],
279
+ "all_scores_raw": {
280
+ "TLT": 100.00342,
281
+ "VCIT": 100.00639,
282
+ "LQD": 100.00059,
283
+ "HYG": 100.00903,
284
+ "VNQ": 100.00681,
285
+ "GLD": 100.00232,
286
+ "SLV": 100.0
287
+ },
288
+ "all_scores_norm": {
289
+ "TLT": 0.37873754152903394,
290
+ "VCIT": 0.7076411960132002,
291
+ "LQD": 0.06533776301249358,
292
+ "HYG": 1.0,
293
+ "VNQ": 0.7541528239207991,
294
+ "GLD": 0.25692137320028263,
295
+ "SLV": 0.0
296
+ }
297
+ },
298
+ {
299
+ "window": 4536,
300
+ "top_etfs": [
301
+ {
302
+ "ticker": "HYG",
303
+ "e_value_score_norm": 1.0,
304
+ "raw_score": 100.00903
305
+ },
306
+ {
307
+ "ticker": "VNQ",
308
+ "e_value_score_norm": 0.7541528239207991,
309
+ "raw_score": 100.00681
310
+ },
311
+ {
312
+ "ticker": "VCIT",
313
+ "e_value_score_norm": 0.7076411960132002,
314
+ "raw_score": 100.00639
315
+ }
316
+ ],
317
+ "all_scores_raw": {
318
+ "TLT": 100.00342,
319
+ "VCIT": 100.00639,
320
+ "LQD": 100.00059,
321
+ "HYG": 100.00903,
322
+ "VNQ": 100.00681,
323
+ "GLD": 100.00232,
324
+ "SLV": 100.0
325
+ },
326
+ "all_scores_norm": {
327
+ "TLT": 0.37873754152903394,
328
+ "VCIT": 0.7076411960132002,
329
+ "LQD": 0.06533776301249358,
330
+ "HYG": 1.0,
331
+ "VNQ": 0.7541528239207991,
332
+ "GLD": 0.25692137320028263,
333
+ "SLV": 0.0
334
+ }
335
+ }
336
+ ]
337
+ },
338
+ "EQUITY_SECTORS": {
339
+ "best_window_data": {
340
+ "window": 4536,
341
+ "top_etfs": [
342
+ {
343
+ "ticker": "XSD",
344
+ "e_value_score_norm": 1.0,
345
+ "raw_score": 100.0091
346
+ },
347
+ {
348
+ "ticker": "XLV",
349
+ "e_value_score_norm": 0.814234016887188,
350
+ "raw_score": 100.00756
351
+ },
352
+ {
353
+ "ticker": "XLU",
354
+ "e_value_score_norm": 0.7430639324478194,
355
+ "raw_score": 100.00697
356
+ }
357
+ ],
358
+ "all_scores_raw": {
359
+ "SPY": 100.00276,
360
+ "QQQ": 100.00265,
361
+ "XLK": 100.00362,
362
+ "XLF": 100.0019,
363
+ "XLE": 100.00472,
364
+ "XLV": 100.00756,
365
+ "XLI": 100.00149,
366
+ "XLY": 100.00328,
367
+ "SOXX": 100.00621,
368
+ "SMH": 100.00389,
369
+ "XLB": 100.00597,
370
+ "XLP": 100.00081,
371
+ "XLU": 100.00697,
372
+ "GDX": 100.00355,
373
+ "XME": 100.00314,
374
+ "IWF": 100.00117,
375
+ "XSD": 100.0091,
376
+ "XBI": 100.00389,
377
+ "IWM": 100.00395,
378
+ "IWD": 100.00477,
379
+ "IWO": 100.00437
380
+ },
381
+ "all_scores_norm": {
382
+ "SPY": 0.23522316043342895,
383
+ "QQQ": 0.22195416164063622,
384
+ "XLK": 0.3389626055483536,
385
+ "XLF": 0.1314837153202185,
386
+ "XLE": 0.47165259348656624,
387
+ "XLV": 0.814234016887188,
388
+ "XLI": 0.08202653799788728,
389
+ "XLY": 0.2979493365502671,
390
+ "SOXX": 0.6513872135094075,
391
+ "SMH": 0.3715319662239097,
392
+ "XLB": 0.6224366706878338,
393
+ "XLP": 0.0,
394
+ "XLU": 0.7430639324478194,
395
+ "GDX": 0.33051869722582317,
396
+ "XME": 0.281061519903492,
397
+ "IWF": 0.04342581423407479,
398
+ "XSD": 1.0,
399
+ "XBI": 0.3715319662239097,
400
+ "IWM": 0.37876960193016024,
401
+ "IWD": 0.4776839565731084,
402
+ "IWO": 0.42943305186877134
403
+ }
404
+ },
405
+ "all_windows": [
406
+ {
407
+ "window": 63,
408
+ "top_etfs": [
409
+ {
410
+ "ticker": "XSD",
411
+ "e_value_score_norm": 1.0,
412
+ "raw_score": 100.0091
413
+ },
414
+ {
415
+ "ticker": "XLV",
416
+ "e_value_score_norm": 0.814234016887188,
417
+ "raw_score": 100.00756
418
+ },
419
+ {
420
+ "ticker": "XLU",
421
+ "e_value_score_norm": 0.7430639324478194,
422
+ "raw_score": 100.00697
423
+ }
424
+ ],
425
+ "all_scores_raw": {
426
+ "SPY": 100.00276,
427
+ "QQQ": 100.00265,
428
+ "XLK": 100.00362,
429
+ "XLF": 100.0019,
430
+ "XLE": 100.00472,
431
+ "XLV": 100.00756,
432
+ "XLI": 100.00149,
433
+ "XLY": 100.00328,
434
+ "SOXX": 100.00621,
435
+ "SMH": 100.00389,
436
+ "XLB": 100.00597,
437
+ "XLP": 100.00081,
438
+ "XLU": 100.00697,
439
+ "GDX": 100.00355,
440
+ "XME": 100.00314,
441
+ "IWF": 100.00117,
442
+ "XSD": 100.0091,
443
+ "XBI": 100.00389,
444
+ "IWM": 100.00395,
445
+ "IWD": 100.00477,
446
+ "IWO": 100.00437
447
+ },
448
+ "all_scores_norm": {
449
+ "SPY": 0.23522316043342895,
450
+ "QQQ": 0.22195416164063622,
451
+ "XLK": 0.3389626055483536,
452
+ "XLF": 0.1314837153202185,
453
+ "XLE": 0.47165259348656624,
454
+ "XLV": 0.814234016887188,
455
+ "XLI": 0.08202653799788728,
456
+ "XLY": 0.2979493365502671,
457
+ "SOXX": 0.6513872135094075,
458
+ "SMH": 0.3715319662239097,
459
+ "XLB": 0.6224366706878338,
460
+ "XLP": 0.0,
461
+ "XLU": 0.7430639324478194,
462
+ "GDX": 0.33051869722582317,
463
+ "XME": 0.281061519903492,
464
+ "IWF": 0.04342581423407479,
465
+ "XSD": 1.0,
466
+ "XBI": 0.3715319662239097,
467
+ "IWM": 0.37876960193016024,
468
+ "IWD": 0.4776839565731084,
469
+ "IWO": 0.42943305186877134
470
+ }
471
+ },
472
+ {
473
+ "window": 252,
474
+ "top_etfs": [
475
+ {
476
+ "ticker": "XSD",
477
+ "e_value_score_norm": 1.0,
478
+ "raw_score": 100.0091
479
+ },
480
+ {
481
+ "ticker": "XLV",
482
+ "e_value_score_norm": 0.814234016887188,
483
+ "raw_score": 100.00756
484
+ },
485
+ {
486
+ "ticker": "XLU",
487
+ "e_value_score_norm": 0.7430639324478194,
488
+ "raw_score": 100.00697
489
+ }
490
+ ],
491
+ "all_scores_raw": {
492
+ "SPY": 100.00276,
493
+ "QQQ": 100.00265,
494
+ "XLK": 100.00362,
495
+ "XLF": 100.0019,
496
+ "XLE": 100.00472,
497
+ "XLV": 100.00756,
498
+ "XLI": 100.00149,
499
+ "XLY": 100.00328,
500
+ "SOXX": 100.00621,
501
+ "SMH": 100.00389,
502
+ "XLB": 100.00597,
503
+ "XLP": 100.00081,
504
+ "XLU": 100.00697,
505
+ "GDX": 100.00355,
506
+ "XME": 100.00314,
507
+ "IWF": 100.00117,
508
+ "XSD": 100.0091,
509
+ "XBI": 100.00389,
510
+ "IWM": 100.00395,
511
+ "IWD": 100.00477,
512
+ "IWO": 100.00437
513
+ },
514
+ "all_scores_norm": {
515
+ "SPY": 0.23522316043342895,
516
+ "QQQ": 0.22195416164063622,
517
+ "XLK": 0.3389626055483536,
518
+ "XLF": 0.1314837153202185,
519
+ "XLE": 0.47165259348656624,
520
+ "XLV": 0.814234016887188,
521
+ "XLI": 0.08202653799788728,
522
+ "XLY": 0.2979493365502671,
523
+ "SOXX": 0.6513872135094075,
524
+ "SMH": 0.3715319662239097,
525
+ "XLB": 0.6224366706878338,
526
+ "XLP": 0.0,
527
+ "XLU": 0.7430639324478194,
528
+ "GDX": 0.33051869722582317,
529
+ "XME": 0.281061519903492,
530
+ "IWF": 0.04342581423407479,
531
+ "XSD": 1.0,
532
+ "XBI": 0.3715319662239097,
533
+ "IWM": 0.37876960193016024,
534
+ "IWD": 0.4776839565731084,
535
+ "IWO": 0.42943305186877134
536
+ }
537
+ },
538
+ {
539
+ "window": 504,
540
+ "top_etfs": [
541
+ {
542
+ "ticker": "XSD",
543
+ "e_value_score_norm": 1.0,
544
+ "raw_score": 100.0091
545
+ },
546
+ {
547
+ "ticker": "XLV",
548
+ "e_value_score_norm": 0.814234016887188,
549
+ "raw_score": 100.00756
550
+ },
551
+ {
552
+ "ticker": "XLU",
553
+ "e_value_score_norm": 0.7430639324478194,
554
+ "raw_score": 100.00697
555
+ }
556
+ ],
557
+ "all_scores_raw": {
558
+ "SPY": 100.00276,
559
+ "QQQ": 100.00265,
560
+ "XLK": 100.00362,
561
+ "XLF": 100.0019,
562
+ "XLE": 100.00472,
563
+ "XLV": 100.00756,
564
+ "XLI": 100.00149,
565
+ "XLY": 100.00328,
566
+ "SOXX": 100.00621,
567
+ "SMH": 100.00389,
568
+ "XLB": 100.00597,
569
+ "XLP": 100.00081,
570
+ "XLU": 100.00697,
571
+ "GDX": 100.00355,
572
+ "XME": 100.00314,
573
+ "IWF": 100.00117,
574
+ "XSD": 100.0091,
575
+ "XBI": 100.00389,
576
+ "IWM": 100.00395,
577
+ "IWD": 100.00477,
578
+ "IWO": 100.00437
579
+ },
580
+ "all_scores_norm": {
581
+ "SPY": 0.23522316043342895,
582
+ "QQQ": 0.22195416164063622,
583
+ "XLK": 0.3389626055483536,
584
+ "XLF": 0.1314837153202185,
585
+ "XLE": 0.47165259348656624,
586
+ "XLV": 0.814234016887188,
587
+ "XLI": 0.08202653799788728,
588
+ "XLY": 0.2979493365502671,
589
+ "SOXX": 0.6513872135094075,
590
+ "SMH": 0.3715319662239097,
591
+ "XLB": 0.6224366706878338,
592
+ "XLP": 0.0,
593
+ "XLU": 0.7430639324478194,
594
+ "GDX": 0.33051869722582317,
595
+ "XME": 0.281061519903492,
596
+ "IWF": 0.04342581423407479,
597
+ "XSD": 1.0,
598
+ "XBI": 0.3715319662239097,
599
+ "IWM": 0.37876960193016024,
600
+ "IWD": 0.4776839565731084,
601
+ "IWO": 0.42943305186877134
602
+ }
603
+ },
604
+ {
605
+ "window": 1008,
606
+ "top_etfs": [
607
+ {
608
+ "ticker": "XSD",
609
+ "e_value_score_norm": 1.0,
610
+ "raw_score": 100.0091
611
+ },
612
+ {
613
+ "ticker": "XLV",
614
+ "e_value_score_norm": 0.814234016887188,
615
+ "raw_score": 100.00756
616
+ },
617
+ {
618
+ "ticker": "XLU",
619
+ "e_value_score_norm": 0.7430639324478194,
620
+ "raw_score": 100.00697
621
+ }
622
+ ],
623
+ "all_scores_raw": {
624
+ "SPY": 100.00276,
625
+ "QQQ": 100.00265,
626
+ "XLK": 100.00362,
627
+ "XLF": 100.0019,
628
+ "XLE": 100.00472,
629
+ "XLV": 100.00756,
630
+ "XLI": 100.00149,
631
+ "XLY": 100.00328,
632
+ "SOXX": 100.00621,
633
+ "SMH": 100.00389,
634
+ "XLB": 100.00597,
635
+ "XLP": 100.00081,
636
+ "XLU": 100.00697,
637
+ "GDX": 100.00355,
638
+ "XME": 100.00314,
639
+ "IWF": 100.00117,
640
+ "XSD": 100.0091,
641
+ "XBI": 100.00389,
642
+ "IWM": 100.00395,
643
+ "IWD": 100.00477,
644
+ "IWO": 100.00437
645
+ },
646
+ "all_scores_norm": {
647
+ "SPY": 0.23522316043342895,
648
+ "QQQ": 0.22195416164063622,
649
+ "XLK": 0.3389626055483536,
650
+ "XLF": 0.1314837153202185,
651
+ "XLE": 0.47165259348656624,
652
+ "XLV": 0.814234016887188,
653
+ "XLI": 0.08202653799788728,
654
+ "XLY": 0.2979493365502671,
655
+ "SOXX": 0.6513872135094075,
656
+ "SMH": 0.3715319662239097,
657
+ "XLB": 0.6224366706878338,
658
+ "XLP": 0.0,
659
+ "XLU": 0.7430639324478194,
660
+ "GDX": 0.33051869722582317,
661
+ "XME": 0.281061519903492,
662
+ "IWF": 0.04342581423407479,
663
+ "XSD": 1.0,
664
+ "XBI": 0.3715319662239097,
665
+ "IWM": 0.37876960193016024,
666
+ "IWD": 0.4776839565731084,
667
+ "IWO": 0.42943305186877134
668
+ }
669
+ },
670
+ {
671
+ "window": 2016,
672
+ "top_etfs": [
673
+ {
674
+ "ticker": "XSD",
675
+ "e_value_score_norm": 1.0,
676
+ "raw_score": 100.0091
677
+ },
678
+ {
679
+ "ticker": "XLV",
680
+ "e_value_score_norm": 0.814234016887188,
681
+ "raw_score": 100.00756
682
+ },
683
+ {
684
+ "ticker": "XLU",
685
+ "e_value_score_norm": 0.7430639324478194,
686
+ "raw_score": 100.00697
687
+ }
688
+ ],
689
+ "all_scores_raw": {
690
+ "SPY": 100.00276,
691
+ "QQQ": 100.00265,
692
+ "XLK": 100.00362,
693
+ "XLF": 100.0019,
694
+ "XLE": 100.00472,
695
+ "XLV": 100.00756,
696
+ "XLI": 100.00149,
697
+ "XLY": 100.00328,
698
+ "SOXX": 100.00621,
699
+ "SMH": 100.00389,
700
+ "XLB": 100.00597,
701
+ "XLP": 100.00081,
702
+ "XLU": 100.00697,
703
+ "GDX": 100.00355,
704
+ "XME": 100.00314,
705
+ "IWF": 100.00117,
706
+ "XSD": 100.0091,
707
+ "XBI": 100.00389,
708
+ "IWM": 100.00395,
709
+ "IWD": 100.00477,
710
+ "IWO": 100.00437
711
+ },
712
+ "all_scores_norm": {
713
+ "SPY": 0.23522316043342895,
714
+ "QQQ": 0.22195416164063622,
715
+ "XLK": 0.3389626055483536,
716
+ "XLF": 0.1314837153202185,
717
+ "XLE": 0.47165259348656624,
718
+ "XLV": 0.814234016887188,
719
+ "XLI": 0.08202653799788728,
720
+ "XLY": 0.2979493365502671,
721
+ "SOXX": 0.6513872135094075,
722
+ "SMH": 0.3715319662239097,
723
+ "XLB": 0.6224366706878338,
724
+ "XLP": 0.0,
725
+ "XLU": 0.7430639324478194,
726
+ "GDX": 0.33051869722582317,
727
+ "XME": 0.281061519903492,
728
+ "IWF": 0.04342581423407479,
729
+ "XSD": 1.0,
730
+ "XBI": 0.3715319662239097,
731
+ "IWM": 0.37876960193016024,
732
+ "IWD": 0.4776839565731084,
733
+ "IWO": 0.42943305186877134
734
+ }
735
+ },
736
+ {
737
+ "window": 4032,
738
+ "top_etfs": [
739
+ {
740
+ "ticker": "XSD",
741
+ "e_value_score_norm": 1.0,
742
+ "raw_score": 100.0091
743
+ },
744
+ {
745
+ "ticker": "XLV",
746
+ "e_value_score_norm": 0.814234016887188,
747
+ "raw_score": 100.00756
748
+ },
749
+ {
750
+ "ticker": "XLU",
751
+ "e_value_score_norm": 0.7430639324478194,
752
+ "raw_score": 100.00697
753
+ }
754
+ ],
755
+ "all_scores_raw": {
756
+ "SPY": 100.00276,
757
+ "QQQ": 100.00265,
758
+ "XLK": 100.00362,
759
+ "XLF": 100.0019,
760
+ "XLE": 100.00472,
761
+ "XLV": 100.00756,
762
+ "XLI": 100.00149,
763
+ "XLY": 100.00328,
764
+ "SOXX": 100.00621,
765
+ "SMH": 100.00389,
766
+ "XLB": 100.00597,
767
+ "XLP": 100.00081,
768
+ "XLU": 100.00697,
769
+ "GDX": 100.00355,
770
+ "XME": 100.00314,
771
+ "IWF": 100.00117,
772
+ "XSD": 100.0091,
773
+ "XBI": 100.00389,
774
+ "IWM": 100.00395,
775
+ "IWD": 100.00477,
776
+ "IWO": 100.00437
777
+ },
778
+ "all_scores_norm": {
779
+ "SPY": 0.23522316043342895,
780
+ "QQQ": 0.22195416164063622,
781
+ "XLK": 0.3389626055483536,
782
+ "XLF": 0.1314837153202185,
783
+ "XLE": 0.47165259348656624,
784
+ "XLV": 0.814234016887188,
785
+ "XLI": 0.08202653799788728,
786
+ "XLY": 0.2979493365502671,
787
+ "SOXX": 0.6513872135094075,
788
+ "SMH": 0.3715319662239097,
789
+ "XLB": 0.6224366706878338,
790
+ "XLP": 0.0,
791
+ "XLU": 0.7430639324478194,
792
+ "GDX": 0.33051869722582317,
793
+ "XME": 0.281061519903492,
794
+ "IWF": 0.04342581423407479,
795
+ "XSD": 1.0,
796
+ "XBI": 0.3715319662239097,
797
+ "IWM": 0.37876960193016024,
798
+ "IWD": 0.4776839565731084,
799
+ "IWO": 0.42943305186877134
800
+ }
801
+ },
802
+ {
803
+ "window": 4536,
804
+ "top_etfs": [
805
+ {
806
+ "ticker": "XSD",
807
+ "e_value_score_norm": 1.0,
808
+ "raw_score": 100.0091
809
+ },
810
+ {
811
+ "ticker": "XLV",
812
+ "e_value_score_norm": 0.814234016887188,
813
+ "raw_score": 100.00756
814
+ },
815
+ {
816
+ "ticker": "XLU",
817
+ "e_value_score_norm": 0.7430639324478194,
818
+ "raw_score": 100.00697
819
+ }
820
+ ],
821
+ "all_scores_raw": {
822
+ "SPY": 100.00276,
823
+ "QQQ": 100.00265,
824
+ "XLK": 100.00362,
825
+ "XLF": 100.0019,
826
+ "XLE": 100.00472,
827
+ "XLV": 100.00756,
828
+ "XLI": 100.00149,
829
+ "XLY": 100.00328,
830
+ "SOXX": 100.00621,
831
+ "SMH": 100.00389,
832
+ "XLB": 100.00597,
833
+ "XLP": 100.00081,
834
+ "XLU": 100.00697,
835
+ "GDX": 100.00355,
836
+ "XME": 100.00314,
837
+ "IWF": 100.00117,
838
+ "XSD": 100.0091,
839
+ "XBI": 100.00389,
840
+ "IWM": 100.00395,
841
+ "IWD": 100.00477,
842
+ "IWO": 100.00437
843
+ },
844
+ "all_scores_norm": {
845
+ "SPY": 0.23522316043342895,
846
+ "QQQ": 0.22195416164063622,
847
+ "XLK": 0.3389626055483536,
848
+ "XLF": 0.1314837153202185,
849
+ "XLE": 0.47165259348656624,
850
+ "XLV": 0.814234016887188,
851
+ "XLI": 0.08202653799788728,
852
+ "XLY": 0.2979493365502671,
853
+ "SOXX": 0.6513872135094075,
854
+ "SMH": 0.3715319662239097,
855
+ "XLB": 0.6224366706878338,
856
+ "XLP": 0.0,
857
+ "XLU": 0.7430639324478194,
858
+ "GDX": 0.33051869722582317,
859
+ "XME": 0.281061519903492,
860
+ "IWF": 0.04342581423407479,
861
+ "XSD": 1.0,
862
+ "XBI": 0.3715319662239097,
863
+ "IWM": 0.37876960193016024,
864
+ "IWD": 0.4776839565731084,
865
+ "IWO": 0.42943305186877134
866
+ }
867
+ }
868
+ ]
869
+ },
870
+ "COMBINED": {
871
+ "best_window_data": {
872
+ "window": 4536,
873
+ "top_etfs": [
874
+ {
875
+ "ticker": "XSD",
876
+ "e_value_score_norm": 1.0,
877
+ "raw_score": 100.0091
878
+ },
879
+ {
880
+ "ticker": "HYG",
881
+ "e_value_score_norm": 0.9923076923068154,
882
+ "raw_score": 100.00903
883
+ },
884
+ {
885
+ "ticker": "XLV",
886
+ "e_value_score_norm": 0.8307692307686781,
887
+ "raw_score": 100.00756
888
+ }
889
+ ],
890
+ "all_scores_raw": {
891
+ "TLT": 100.00342,
892
+ "VCIT": 100.00639,
893
+ "LQD": 100.00059,
894
+ "HYG": 100.00903,
895
+ "VNQ": 100.00681,
896
+ "GLD": 100.00232,
897
+ "SLV": 100.0,
898
+ "SPY": 100.00276,
899
+ "QQQ": 100.00265,
900
+ "XLK": 100.00362,
901
+ "XLF": 100.0019,
902
+ "XLE": 100.00472,
903
+ "XLV": 100.00756,
904
+ "XLI": 100.00149,
905
+ "XLY": 100.00328,
906
+ "SOXX": 100.00621,
907
+ "SMH": 100.00389,
908
+ "XLB": 100.00597,
909
+ "XLP": 100.00081,
910
+ "XLU": 100.00697,
911
+ "GDX": 100.00355,
912
+ "XME": 100.00314,
913
+ "IWF": 100.00117,
914
+ "XSD": 100.0091,
915
+ "XBI": 100.00389,
916
+ "IWM": 100.00395,
917
+ "IWD": 100.00477,
918
+ "IWO": 100.00437
919
+ },
920
+ "all_scores_norm": {
921
+ "TLT": 0.3758241758246323,
922
+ "VCIT": 0.7021978021970935,
923
+ "LQD": 0.0648351648354171,
924
+ "HYG": 0.9923076923068154,
925
+ "VNQ": 0.7483516483515162,
926
+ "GLD": 0.25494505494467057,
927
+ "SLV": 0.0,
928
+ "SPY": 0.3032967032960306,
929
+ "QQQ": 0.2912087912089714,
930
+ "XLK": 0.3978021978018134,
931
+ "XLF": 0.20879120879180943,
932
+ "XLE": 0.5186813186817751,
933
+ "XLV": 0.8307692307686781,
934
+ "XLI": 0.16373626373663613,
935
+ "XLY": 0.3604395604398247,
936
+ "SOXX": 0.6824175824168497,
937
+ "SMH": 0.4274725274721791,
938
+ "XLB": 0.6560439560442324,
939
+ "XLP": 0.08901098901109712,
940
+ "XLU": 0.7659340659332611,
941
+ "GDX": 0.3901098901101904,
942
+ "XME": 0.3450549450550171,
943
+ "IWF": 0.12857142857158474,
944
+ "XSD": 1.0,
945
+ "XBI": 0.4274725274721791,
946
+ "IWM": 0.43406593406611427,
947
+ "IWD": 0.5241758241748992,
948
+ "IWO": 0.4802197802189754
949
+ }
950
+ },
951
+ "all_windows": [
952
+ {
953
+ "window": 63,
954
+ "top_etfs": [
955
+ {
956
+ "ticker": "XSD",
957
+ "e_value_score_norm": 1.0,
958
+ "raw_score": 100.0091
959
+ },
960
+ {
961
+ "ticker": "HYG",
962
+ "e_value_score_norm": 0.9923076923068154,
963
+ "raw_score": 100.00903
964
+ },
965
+ {
966
+ "ticker": "XLV",
967
+ "e_value_score_norm": 0.8307692307686781,
968
+ "raw_score": 100.00756
969
+ }
970
+ ],
971
+ "all_scores_raw": {
972
+ "TLT": 100.00342,
973
+ "VCIT": 100.00639,
974
+ "LQD": 100.00059,
975
+ "HYG": 100.00903,
976
+ "VNQ": 100.00681,
977
+ "GLD": 100.00232,
978
+ "SLV": 100.0,
979
+ "SPY": 100.00276,
980
+ "QQQ": 100.00265,
981
+ "XLK": 100.00362,
982
+ "XLF": 100.0019,
983
+ "XLE": 100.00472,
984
+ "XLV": 100.00756,
985
+ "XLI": 100.00149,
986
+ "XLY": 100.00328,
987
+ "SOXX": 100.00621,
988
+ "SMH": 100.00389,
989
+ "XLB": 100.00597,
990
+ "XLP": 100.00081,
991
+ "XLU": 100.00697,
992
+ "GDX": 100.00355,
993
+ "XME": 100.00314,
994
+ "IWF": 100.00117,
995
+ "XSD": 100.0091,
996
+ "XBI": 100.00389,
997
+ "IWM": 100.00395,
998
+ "IWD": 100.00477,
999
+ "IWO": 100.00437
1000
+ },
1001
+ "all_scores_norm": {
1002
+ "TLT": 0.3758241758246323,
1003
+ "VCIT": 0.7021978021970935,
1004
+ "LQD": 0.0648351648354171,
1005
+ "HYG": 0.9923076923068154,
1006
+ "VNQ": 0.7483516483515162,
1007
+ "GLD": 0.25494505494467057,
1008
+ "SLV": 0.0,
1009
+ "SPY": 0.3032967032960306,
1010
+ "QQQ": 0.2912087912089714,
1011
+ "XLK": 0.3978021978018134,
1012
+ "XLF": 0.20879120879180943,
1013
+ "XLE": 0.5186813186817751,
1014
+ "XLV": 0.8307692307686781,
1015
+ "XLI": 0.16373626373663613,
1016
+ "XLY": 0.3604395604398247,
1017
+ "SOXX": 0.6824175824168497,
1018
+ "SMH": 0.4274725274721791,
1019
+ "XLB": 0.6560439560442324,
1020
+ "XLP": 0.08901098901109712,
1021
+ "XLU": 0.7659340659332611,
1022
+ "GDX": 0.3901098901101904,
1023
+ "XME": 0.3450549450550171,
1024
+ "IWF": 0.12857142857158474,
1025
+ "XSD": 1.0,
1026
+ "XBI": 0.4274725274721791,
1027
+ "IWM": 0.43406593406611427,
1028
+ "IWD": 0.5241758241748992,
1029
+ "IWO": 0.4802197802189754
1030
+ }
1031
+ },
1032
+ {
1033
+ "window": 252,
1034
+ "top_etfs": [
1035
+ {
1036
+ "ticker": "XSD",
1037
+ "e_value_score_norm": 1.0,
1038
+ "raw_score": 100.0091
1039
+ },
1040
+ {
1041
+ "ticker": "HYG",
1042
+ "e_value_score_norm": 0.9923076923068154,
1043
+ "raw_score": 100.00903
1044
+ },
1045
+ {
1046
+ "ticker": "XLV",
1047
+ "e_value_score_norm": 0.8307692307686781,
1048
+ "raw_score": 100.00756
1049
+ }
1050
+ ],
1051
+ "all_scores_raw": {
1052
+ "TLT": 100.00342,
1053
+ "VCIT": 100.00639,
1054
+ "LQD": 100.00059,
1055
+ "HYG": 100.00903,
1056
+ "VNQ": 100.00681,
1057
+ "GLD": 100.00232,
1058
+ "SLV": 100.0,
1059
+ "SPY": 100.00276,
1060
+ "QQQ": 100.00265,
1061
+ "XLK": 100.00362,
1062
+ "XLF": 100.0019,
1063
+ "XLE": 100.00472,
1064
+ "XLV": 100.00756,
1065
+ "XLI": 100.00149,
1066
+ "XLY": 100.00328,
1067
+ "SOXX": 100.00621,
1068
+ "SMH": 100.00389,
1069
+ "XLB": 100.00597,
1070
+ "XLP": 100.00081,
1071
+ "XLU": 100.00697,
1072
+ "GDX": 100.00355,
1073
+ "XME": 100.00314,
1074
+ "IWF": 100.00117,
1075
+ "XSD": 100.0091,
1076
+ "XBI": 100.00389,
1077
+ "IWM": 100.00395,
1078
+ "IWD": 100.00477,
1079
+ "IWO": 100.00437
1080
+ },
1081
+ "all_scores_norm": {
1082
+ "TLT": 0.3758241758246323,
1083
+ "VCIT": 0.7021978021970935,
1084
+ "LQD": 0.0648351648354171,
1085
+ "HYG": 0.9923076923068154,
1086
+ "VNQ": 0.7483516483515162,
1087
+ "GLD": 0.25494505494467057,
1088
+ "SLV": 0.0,
1089
+ "SPY": 0.3032967032960306,
1090
+ "QQQ": 0.2912087912089714,
1091
+ "XLK": 0.3978021978018134,
1092
+ "XLF": 0.20879120879180943,
1093
+ "XLE": 0.5186813186817751,
1094
+ "XLV": 0.8307692307686781,
1095
+ "XLI": 0.16373626373663613,
1096
+ "XLY": 0.3604395604398247,
1097
+ "SOXX": 0.6824175824168497,
1098
+ "SMH": 0.4274725274721791,
1099
+ "XLB": 0.6560439560442324,
1100
+ "XLP": 0.08901098901109712,
1101
+ "XLU": 0.7659340659332611,
1102
+ "GDX": 0.3901098901101904,
1103
+ "XME": 0.3450549450550171,
1104
+ "IWF": 0.12857142857158474,
1105
+ "XSD": 1.0,
1106
+ "XBI": 0.4274725274721791,
1107
+ "IWM": 0.43406593406611427,
1108
+ "IWD": 0.5241758241748992,
1109
+ "IWO": 0.4802197802189754
1110
+ }
1111
+ },
1112
+ {
1113
+ "window": 504,
1114
+ "top_etfs": [
1115
+ {
1116
+ "ticker": "XSD",
1117
+ "e_value_score_norm": 1.0,
1118
+ "raw_score": 100.0091
1119
+ },
1120
+ {
1121
+ "ticker": "HYG",
1122
+ "e_value_score_norm": 0.9923076923068154,
1123
+ "raw_score": 100.00903
1124
+ },
1125
+ {
1126
+ "ticker": "XLV",
1127
+ "e_value_score_norm": 0.8307692307686781,
1128
+ "raw_score": 100.00756
1129
+ }
1130
+ ],
1131
+ "all_scores_raw": {
1132
+ "TLT": 100.00342,
1133
+ "VCIT": 100.00639,
1134
+ "LQD": 100.00059,
1135
+ "HYG": 100.00903,
1136
+ "VNQ": 100.00681,
1137
+ "GLD": 100.00232,
1138
+ "SLV": 100.0,
1139
+ "SPY": 100.00276,
1140
+ "QQQ": 100.00265,
1141
+ "XLK": 100.00362,
1142
+ "XLF": 100.0019,
1143
+ "XLE": 100.00472,
1144
+ "XLV": 100.00756,
1145
+ "XLI": 100.00149,
1146
+ "XLY": 100.00328,
1147
+ "SOXX": 100.00621,
1148
+ "SMH": 100.00389,
1149
+ "XLB": 100.00597,
1150
+ "XLP": 100.00081,
1151
+ "XLU": 100.00697,
1152
+ "GDX": 100.00355,
1153
+ "XME": 100.00314,
1154
+ "IWF": 100.00117,
1155
+ "XSD": 100.0091,
1156
+ "XBI": 100.00389,
1157
+ "IWM": 100.00395,
1158
+ "IWD": 100.00477,
1159
+ "IWO": 100.00437
1160
+ },
1161
+ "all_scores_norm": {
1162
+ "TLT": 0.3758241758246323,
1163
+ "VCIT": 0.7021978021970935,
1164
+ "LQD": 0.0648351648354171,
1165
+ "HYG": 0.9923076923068154,
1166
+ "VNQ": 0.7483516483515162,
1167
+ "GLD": 0.25494505494467057,
1168
+ "SLV": 0.0,
1169
+ "SPY": 0.3032967032960306,
1170
+ "QQQ": 0.2912087912089714,
1171
+ "XLK": 0.3978021978018134,
1172
+ "XLF": 0.20879120879180943,
1173
+ "XLE": 0.5186813186817751,
1174
+ "XLV": 0.8307692307686781,
1175
+ "XLI": 0.16373626373663613,
1176
+ "XLY": 0.3604395604398247,
1177
+ "SOXX": 0.6824175824168497,
1178
+ "SMH": 0.4274725274721791,
1179
+ "XLB": 0.6560439560442324,
1180
+ "XLP": 0.08901098901109712,
1181
+ "XLU": 0.7659340659332611,
1182
+ "GDX": 0.3901098901101904,
1183
+ "XME": 0.3450549450550171,
1184
+ "IWF": 0.12857142857158474,
1185
+ "XSD": 1.0,
1186
+ "XBI": 0.4274725274721791,
1187
+ "IWM": 0.43406593406611427,
1188
+ "IWD": 0.5241758241748992,
1189
+ "IWO": 0.4802197802189754
1190
+ }
1191
+ },
1192
+ {
1193
+ "window": 1008,
1194
+ "top_etfs": [
1195
+ {
1196
+ "ticker": "XSD",
1197
+ "e_value_score_norm": 1.0,
1198
+ "raw_score": 100.0091
1199
+ },
1200
+ {
1201
+ "ticker": "HYG",
1202
+ "e_value_score_norm": 0.9923076923068154,
1203
+ "raw_score": 100.00903
1204
+ },
1205
+ {
1206
+ "ticker": "XLV",
1207
+ "e_value_score_norm": 0.8307692307686781,
1208
+ "raw_score": 100.00756
1209
+ }
1210
+ ],
1211
+ "all_scores_raw": {
1212
+ "TLT": 100.00342,
1213
+ "VCIT": 100.00639,
1214
+ "LQD": 100.00059,
1215
+ "HYG": 100.00903,
1216
+ "VNQ": 100.00681,
1217
+ "GLD": 100.00232,
1218
+ "SLV": 100.0,
1219
+ "SPY": 100.00276,
1220
+ "QQQ": 100.00265,
1221
+ "XLK": 100.00362,
1222
+ "XLF": 100.0019,
1223
+ "XLE": 100.00472,
1224
+ "XLV": 100.00756,
1225
+ "XLI": 100.00149,
1226
+ "XLY": 100.00328,
1227
+ "SOXX": 100.00621,
1228
+ "SMH": 100.00389,
1229
+ "XLB": 100.00597,
1230
+ "XLP": 100.00081,
1231
+ "XLU": 100.00697,
1232
+ "GDX": 100.00355,
1233
+ "XME": 100.00314,
1234
+ "IWF": 100.00117,
1235
+ "XSD": 100.0091,
1236
+ "XBI": 100.00389,
1237
+ "IWM": 100.00395,
1238
+ "IWD": 100.00477,
1239
+ "IWO": 100.00437
1240
+ },
1241
+ "all_scores_norm": {
1242
+ "TLT": 0.3758241758246323,
1243
+ "VCIT": 0.7021978021970935,
1244
+ "LQD": 0.0648351648354171,
1245
+ "HYG": 0.9923076923068154,
1246
+ "VNQ": 0.7483516483515162,
1247
+ "GLD": 0.25494505494467057,
1248
+ "SLV": 0.0,
1249
+ "SPY": 0.3032967032960306,
1250
+ "QQQ": 0.2912087912089714,
1251
+ "XLK": 0.3978021978018134,
1252
+ "XLF": 0.20879120879180943,
1253
+ "XLE": 0.5186813186817751,
1254
+ "XLV": 0.8307692307686781,
1255
+ "XLI": 0.16373626373663613,
1256
+ "XLY": 0.3604395604398247,
1257
+ "SOXX": 0.6824175824168497,
1258
+ "SMH": 0.4274725274721791,
1259
+ "XLB": 0.6560439560442324,
1260
+ "XLP": 0.08901098901109712,
1261
+ "XLU": 0.7659340659332611,
1262
+ "GDX": 0.3901098901101904,
1263
+ "XME": 0.3450549450550171,
1264
+ "IWF": 0.12857142857158474,
1265
+ "XSD": 1.0,
1266
+ "XBI": 0.4274725274721791,
1267
+ "IWM": 0.43406593406611427,
1268
+ "IWD": 0.5241758241748992,
1269
+ "IWO": 0.4802197802189754
1270
+ }
1271
+ },
1272
+ {
1273
+ "window": 2016,
1274
+ "top_etfs": [
1275
+ {
1276
+ "ticker": "XSD",
1277
+ "e_value_score_norm": 1.0,
1278
+ "raw_score": 100.0091
1279
+ },
1280
+ {
1281
+ "ticker": "HYG",
1282
+ "e_value_score_norm": 0.9923076923068154,
1283
+ "raw_score": 100.00903
1284
+ },
1285
+ {
1286
+ "ticker": "XLV",
1287
+ "e_value_score_norm": 0.8307692307686781,
1288
+ "raw_score": 100.00756
1289
+ }
1290
+ ],
1291
+ "all_scores_raw": {
1292
+ "TLT": 100.00342,
1293
+ "VCIT": 100.00639,
1294
+ "LQD": 100.00059,
1295
+ "HYG": 100.00903,
1296
+ "VNQ": 100.00681,
1297
+ "GLD": 100.00232,
1298
+ "SLV": 100.0,
1299
+ "SPY": 100.00276,
1300
+ "QQQ": 100.00265,
1301
+ "XLK": 100.00362,
1302
+ "XLF": 100.0019,
1303
+ "XLE": 100.00472,
1304
+ "XLV": 100.00756,
1305
+ "XLI": 100.00149,
1306
+ "XLY": 100.00328,
1307
+ "SOXX": 100.00621,
1308
+ "SMH": 100.00389,
1309
+ "XLB": 100.00597,
1310
+ "XLP": 100.00081,
1311
+ "XLU": 100.00697,
1312
+ "GDX": 100.00355,
1313
+ "XME": 100.00314,
1314
+ "IWF": 100.00117,
1315
+ "XSD": 100.0091,
1316
+ "XBI": 100.00389,
1317
+ "IWM": 100.00395,
1318
+ "IWD": 100.00477,
1319
+ "IWO": 100.00437
1320
+ },
1321
+ "all_scores_norm": {
1322
+ "TLT": 0.3758241758246323,
1323
+ "VCIT": 0.7021978021970935,
1324
+ "LQD": 0.0648351648354171,
1325
+ "HYG": 0.9923076923068154,
1326
+ "VNQ": 0.7483516483515162,
1327
+ "GLD": 0.25494505494467057,
1328
+ "SLV": 0.0,
1329
+ "SPY": 0.3032967032960306,
1330
+ "QQQ": 0.2912087912089714,
1331
+ "XLK": 0.3978021978018134,
1332
+ "XLF": 0.20879120879180943,
1333
+ "XLE": 0.5186813186817751,
1334
+ "XLV": 0.8307692307686781,
1335
+ "XLI": 0.16373626373663613,
1336
+ "XLY": 0.3604395604398247,
1337
+ "SOXX": 0.6824175824168497,
1338
+ "SMH": 0.4274725274721791,
1339
+ "XLB": 0.6560439560442324,
1340
+ "XLP": 0.08901098901109712,
1341
+ "XLU": 0.7659340659332611,
1342
+ "GDX": 0.3901098901101904,
1343
+ "XME": 0.3450549450550171,
1344
+ "IWF": 0.12857142857158474,
1345
+ "XSD": 1.0,
1346
+ "XBI": 0.4274725274721791,
1347
+ "IWM": 0.43406593406611427,
1348
+ "IWD": 0.5241758241748992,
1349
+ "IWO": 0.4802197802189754
1350
+ }
1351
+ },
1352
+ {
1353
+ "window": 4032,
1354
+ "top_etfs": [
1355
+ {
1356
+ "ticker": "XSD",
1357
+ "e_value_score_norm": 1.0,
1358
+ "raw_score": 100.0091
1359
+ },
1360
+ {
1361
+ "ticker": "HYG",
1362
+ "e_value_score_norm": 0.9923076923068154,
1363
+ "raw_score": 100.00903
1364
+ },
1365
+ {
1366
+ "ticker": "XLV",
1367
+ "e_value_score_norm": 0.8307692307686781,
1368
+ "raw_score": 100.00756
1369
+ }
1370
+ ],
1371
+ "all_scores_raw": {
1372
+ "TLT": 100.00342,
1373
+ "VCIT": 100.00639,
1374
+ "LQD": 100.00059,
1375
+ "HYG": 100.00903,
1376
+ "VNQ": 100.00681,
1377
+ "GLD": 100.00232,
1378
+ "SLV": 100.0,
1379
+ "SPY": 100.00276,
1380
+ "QQQ": 100.00265,
1381
+ "XLK": 100.00362,
1382
+ "XLF": 100.0019,
1383
+ "XLE": 100.00472,
1384
+ "XLV": 100.00756,
1385
+ "XLI": 100.00149,
1386
+ "XLY": 100.00328,
1387
+ "SOXX": 100.00621,
1388
+ "SMH": 100.00389,
1389
+ "XLB": 100.00597,
1390
+ "XLP": 100.00081,
1391
+ "XLU": 100.00697,
1392
+ "GDX": 100.00355,
1393
+ "XME": 100.00314,
1394
+ "IWF": 100.00117,
1395
+ "XSD": 100.0091,
1396
+ "XBI": 100.00389,
1397
+ "IWM": 100.00395,
1398
+ "IWD": 100.00477,
1399
+ "IWO": 100.00437
1400
+ },
1401
+ "all_scores_norm": {
1402
+ "TLT": 0.3758241758246323,
1403
+ "VCIT": 0.7021978021970935,
1404
+ "LQD": 0.0648351648354171,
1405
+ "HYG": 0.9923076923068154,
1406
+ "VNQ": 0.7483516483515162,
1407
+ "GLD": 0.25494505494467057,
1408
+ "SLV": 0.0,
1409
+ "SPY": 0.3032967032960306,
1410
+ "QQQ": 0.2912087912089714,
1411
+ "XLK": 0.3978021978018134,
1412
+ "XLF": 0.20879120879180943,
1413
+ "XLE": 0.5186813186817751,
1414
+ "XLV": 0.8307692307686781,
1415
+ "XLI": 0.16373626373663613,
1416
+ "XLY": 0.3604395604398247,
1417
+ "SOXX": 0.6824175824168497,
1418
+ "SMH": 0.4274725274721791,
1419
+ "XLB": 0.6560439560442324,
1420
+ "XLP": 0.08901098901109712,
1421
+ "XLU": 0.7659340659332611,
1422
+ "GDX": 0.3901098901101904,
1423
+ "XME": 0.3450549450550171,
1424
+ "IWF": 0.12857142857158474,
1425
+ "XSD": 1.0,
1426
+ "XBI": 0.4274725274721791,
1427
+ "IWM": 0.43406593406611427,
1428
+ "IWD": 0.5241758241748992,
1429
+ "IWO": 0.4802197802189754
1430
+ }
1431
+ },
1432
+ {
1433
+ "window": 4536,
1434
+ "top_etfs": [
1435
+ {
1436
+ "ticker": "XSD",
1437
+ "e_value_score_norm": 1.0,
1438
+ "raw_score": 100.0091
1439
+ },
1440
+ {
1441
+ "ticker": "HYG",
1442
+ "e_value_score_norm": 0.9923076923068154,
1443
+ "raw_score": 100.00903
1444
+ },
1445
+ {
1446
+ "ticker": "XLV",
1447
+ "e_value_score_norm": 0.8307692307686781,
1448
+ "raw_score": 100.00756
1449
+ }
1450
+ ],
1451
+ "all_scores_raw": {
1452
+ "TLT": 100.00342,
1453
+ "VCIT": 100.00639,
1454
+ "LQD": 100.00059,
1455
+ "HYG": 100.00903,
1456
+ "VNQ": 100.00681,
1457
+ "GLD": 100.00232,
1458
+ "SLV": 100.0,
1459
+ "SPY": 100.00276,
1460
+ "QQQ": 100.00265,
1461
+ "XLK": 100.00362,
1462
+ "XLF": 100.0019,
1463
+ "XLE": 100.00472,
1464
+ "XLV": 100.00756,
1465
+ "XLI": 100.00149,
1466
+ "XLY": 100.00328,
1467
+ "SOXX": 100.00621,
1468
+ "SMH": 100.00389,
1469
+ "XLB": 100.00597,
1470
+ "XLP": 100.00081,
1471
+ "XLU": 100.00697,
1472
+ "GDX": 100.00355,
1473
+ "XME": 100.00314,
1474
+ "IWF": 100.00117,
1475
+ "XSD": 100.0091,
1476
+ "XBI": 100.00389,
1477
+ "IWM": 100.00395,
1478
+ "IWD": 100.00477,
1479
+ "IWO": 100.00437
1480
+ },
1481
+ "all_scores_norm": {
1482
+ "TLT": 0.3758241758246323,
1483
+ "VCIT": 0.7021978021970935,
1484
+ "LQD": 0.0648351648354171,
1485
+ "HYG": 0.9923076923068154,
1486
+ "VNQ": 0.7483516483515162,
1487
+ "GLD": 0.25494505494467057,
1488
+ "SLV": 0.0,
1489
+ "SPY": 0.3032967032960306,
1490
+ "QQQ": 0.2912087912089714,
1491
+ "XLK": 0.3978021978018134,
1492
+ "XLF": 0.20879120879180943,
1493
+ "XLE": 0.5186813186817751,
1494
+ "XLV": 0.8307692307686781,
1495
+ "XLI": 0.16373626373663613,
1496
+ "XLY": 0.3604395604398247,
1497
+ "SOXX": 0.6824175824168497,
1498
+ "SMH": 0.4274725274721791,
1499
+ "XLB": 0.6560439560442324,
1500
+ "XLP": 0.08901098901109712,
1501
+ "XLU": 0.7659340659332611,
1502
+ "GDX": 0.3901098901101904,
1503
+ "XME": 0.3450549450550171,
1504
+ "IWF": 0.12857142857158474,
1505
+ "XSD": 1.0,
1506
+ "XBI": 0.4274725274721791,
1507
+ "IWM": 0.43406593406611427,
1508
+ "IWD": 0.5241758241748992,
1509
+ "IWO": 0.4802197802189754
1510
+ }
1511
+ }
1512
+ ]
1513
+ }
1514
+ }
1515
+ }