p2-etf-kernel-mean-embedding-results / kernel_embedding_2026-05-24.json
P2SAMAPA's picture
Add kernel_embedding_2026-05-24.json
a903272 verified
Raw
History Blame Contribute Delete
16.8 kB
{
"run_date": "2026-05-24",
"universes": {
"FI_COMMODITIES": {
"top_etfs": [
{
"ticker": "VNQ",
"mmd_score": -0.001201801854285805,
"best_window": 63
},
{
"ticker": "TLT",
"mmd_score": -0.004870944531543131,
"best_window": 504
},
{
"ticker": "LQD",
"mmd_score": -0.005478360398389226,
"best_window": 2016
}
],
"full_scores": {
"TLT": {
"score": -0.004870944531543131,
"best_window": 504
},
"VCIT": {
"score": -0.026686912171059562,
"best_window": 1008
},
"LQD": {
"score": -0.005478360398389226,
"best_window": 2016
},
"HYG": {
"score": -0.016018042042328817,
"best_window": 2016
},
"VNQ": {
"score": -0.001201801854285805,
"best_window": 63
},
"GLD": {
"score": -0.015510957318450425,
"best_window": 1008
},
"SLV": {
"score": -0.08117536050404017,
"best_window": 2016
}
},
"window_results": {
"63": {
"TLT": -0.006789654605525053,
"VCIT": -0.08707134498622815,
"LQD": -0.05095662438397763,
"HYG": -0.07614340020778498,
"VNQ": -0.001201801854285805,
"GLD": -0.0240280401586217,
"SLV": -0.13640959779750006
},
"252": {
"TLT": -0.005429804551023931,
"VCIT": -0.09928032767878481,
"LQD": -0.05170744090657586,
"HYG": -0.10816096280244403,
"VNQ": -0.0017720469599360467,
"GLD": -0.03410625672055012,
"SLV": -0.13644856973440267
},
"504": {
"TLT": -0.004870944531543131,
"VCIT": -0.058581242415609136,
"LQD": -0.023434875040163394,
"HYG": -0.08169139340658549,
"VNQ": -0.012702961708943805,
"GLD": -0.03856937325043597,
"SLV": -0.11625385829939194
},
"1008": {
"TLT": -0.012431922117037919,
"VCIT": -0.026686912171059562,
"LQD": -0.0069609981065248405,
"HYG": -0.028778414521757556,
"VNQ": -0.018309183717534427,
"GLD": -0.015510957318450425,
"SLV": -0.08513442860651055
},
"2016": {
"TLT": -0.01841816640006444,
"VCIT": -0.027989331890827085,
"LQD": -0.005478360398389226,
"HYG": -0.016018042042328817,
"VNQ": -0.031857757190588476,
"GLD": -0.01643163993362262,
"SLV": -0.08117536050404017
}
},
"run_date": "2026-05-24"
},
"EQUITY_SECTORS": {
"top_etfs": [
{
"ticker": "SPY",
"mmd_score": -1e-09,
"best_window": 63
},
{
"ticker": "XLI",
"mmd_score": -1.5124795176802033e-05,
"best_window": 1008
},
{
"ticker": "IWD",
"mmd_score": -1.583337457022555e-05,
"best_window": 252
}
],
"full_scores": {
"SPY": {
"score": -1e-09,
"best_window": 63
},
"QQQ": {
"score": -0.0013174784658096675,
"best_window": 63
},
"XLK": {
"score": -0.014566748652416805,
"best_window": 2016
},
"XLF": {
"score": -0.0001321570545669985,
"best_window": 504
},
"XLE": {
"score": -0.015790316218931233,
"best_window": 63
},
"XLV": {
"score": -0.0002235849296672124,
"best_window": 2016
},
"XLI": {
"score": -1.5124795176802033e-05,
"best_window": 1008
},
"XLY": {
"score": -0.009054824803209183,
"best_window": 2016
},
"XLP": {
"score": -5.648635000499169e-05,
"best_window": 504
},
"XLU": {
"score": -0.00037244944644099004,
"best_window": 252
},
"GDX": {
"score": -0.052090506631573996,
"best_window": 2016
},
"XME": {
"score": -0.04236408650716239,
"best_window": 2016
},
"IWF": {
"score": -0.003045718671476738,
"best_window": 252
},
"XSD": {
"score": -0.05517396612129599,
"best_window": 2016
},
"XBI": {
"score": -0.04063327531918204,
"best_window": 504
},
"IWM": {
"score": -0.012297521159981173,
"best_window": 2016
},
"IWD": {
"score": -1.583337457022555e-05,
"best_window": 252
},
"IWO": {
"score": -0.017489423510159474,
"best_window": 2016
}
},
"window_results": {
"63": {
"SPY": -1e-09,
"QQQ": -0.0013174784658096675,
"XLK": -0.03904014471067341,
"XLF": -0.000957837148628739,
"XLE": -0.015790316218931233,
"XLV": -0.002093562488854148,
"XLI": -0.003255258893469115,
"XLY": -0.01106173054169668,
"XLP": -0.0005686827236712766,
"XLU": -0.0018594198133475295,
"GDX": -0.13622483852601674,
"XME": -0.10436056127678262,
"IWF": -0.005209461865135934,
"XSD": -0.17101544388627699,
"XBI": -0.047547948473184,
"IWM": -0.01641941805315561,
"IWD": -0.000452826965147425,
"IWO": -0.041983312673110396
},
"252": {
"SPY": -1e-09,
"QQQ": -0.0051814200084894235,
"XLK": -0.03395361247407491,
"XLF": -0.000784938817774701,
"XLE": -0.027245458407526124,
"XLV": -0.0033963944821051584,
"XLI": -0.002211026441601094,
"XLY": -0.020477958289702558,
"XLP": -0.0017344909573662193,
"XLU": -0.00037244944644099004,
"GDX": -0.12770377563820157,
"XME": -0.09658448299067457,
"IWF": -0.003045718671476738,
"XSD": -0.10053992026778746,
"XBI": -0.06034422316544141,
"IWM": -0.02705712636316382,
"IWD": -1.583337457022555e-05,
"IWO": -0.03949912017536472
},
"504": {
"SPY": -1e-09,
"QQQ": -0.008332260924535762,
"XLK": -0.02674639304357651,
"XLF": -0.0001321570545669985,
"XLE": -0.017820988611789046,
"XLV": -0.00024282973041400702,
"XLI": -0.002561542809478734,
"XLY": -0.0167635547458429,
"XLP": -5.648635000499169e-05,
"XLU": -0.0010944066583198353,
"GDX": -0.08348556480394387,
"XME": -0.05256991916640752,
"IWF": -0.006644520999047554,
"XSD": -0.08072507199279833,
"XBI": -0.04063327531918204,
"IWM": -0.014933223765295489,
"IWD": -0.0011771403173608253,
"IWO": -0.02524794661952101
},
"1008": {
"SPY": -1e-09,
"QQQ": -0.008443675884227453,
"XLK": -0.018851254745843926,
"XLF": -0.00016036252770312113,
"XLE": -0.018033440177860127,
"XLV": -0.000504791958873372,
"XLI": -1.5124795176802033e-05,
"XLY": -0.013464422184371161,
"XLP": -0.0013404685302078612,
"XLU": -0.0022615884150209986,
"GDX": -0.06989412381307059,
"XME": -0.04431980335375729,
"IWF": -0.005266795523712231,
"XSD": -0.07229289638865066,
"XBI": -0.046142579011943186,
"IWM": -0.012751399678421649,
"IWD": -0.00016045073864062772,
"IWO": -0.01899293228806931
},
"2016": {
"SPY": -1e-09,
"QQQ": -0.007940612341798214,
"XLK": -0.014566748652416805,
"XLF": -0.0026661030321391,
"XLE": -0.02501448223654168,
"XLV": -0.0002235849296672124,
"XLI": -0.0014367928591452195,
"XLY": -0.009054824803209183,
"XLP": -0.0027043437449358887,
"XLU": -0.000402278363801134,
"GDX": -0.052090506631573996,
"XME": -0.04236408650716239,
"IWF": -0.004222909820583709,
"XSD": -0.05517396612129599,
"XBI": -0.045281244607356275,
"IWM": -0.012297521159981173,
"IWD": -0.0003784760800444875,
"IWO": -0.017489423510159474
}
},
"run_date": "2026-05-24"
},
"COMBINED": {
"top_etfs": [
{
"ticker": "SPY",
"mmd_score": -1e-09,
"best_window": 63
},
{
"ticker": "XLI",
"mmd_score": -1.5124795176802033e-05,
"best_window": 1008
},
{
"ticker": "IWD",
"mmd_score": -1.583337457022555e-05,
"best_window": 252
}
],
"full_scores": {
"TLT": {
"score": -0.001468589507593876,
"best_window": 504
},
"VCIT": {
"score": -0.05554705090438583,
"best_window": 1008
},
"LQD": {
"score": -0.028096482971035286,
"best_window": 1008
},
"HYG": {
"score": -0.053798198242417605,
"best_window": 1008
},
"VNQ": {
"score": -0.0004703698501372904,
"best_window": 252
},
"GLD": {
"score": -0.00011403864300093884,
"best_window": 2016
},
"SLV": {
"score": -0.025243990784767245,
"best_window": 2016
},
"SPY": {
"score": -1e-09,
"best_window": 63
},
"QQQ": {
"score": -0.0013174784658096675,
"best_window": 63
},
"XLK": {
"score": -0.014566748652416805,
"best_window": 2016
},
"XLF": {
"score": -0.0001321570545669985,
"best_window": 504
},
"XLE": {
"score": -0.015790316218931233,
"best_window": 63
},
"XLV": {
"score": -0.0002235849296672124,
"best_window": 2016
},
"XLI": {
"score": -1.5124795176802033e-05,
"best_window": 1008
},
"XLY": {
"score": -0.009054824803209183,
"best_window": 2016
},
"XLP": {
"score": -5.648635000499169e-05,
"best_window": 504
},
"XLU": {
"score": -0.00037244944644099004,
"best_window": 252
},
"GDX": {
"score": -0.052090506631573996,
"best_window": 2016
},
"XME": {
"score": -0.04236408650716239,
"best_window": 2016
},
"IWF": {
"score": -0.003045718671476738,
"best_window": 252
},
"XSD": {
"score": -0.05517396612129599,
"best_window": 2016
},
"XBI": {
"score": -0.04063327531918204,
"best_window": 504
},
"IWM": {
"score": -0.012297521159981173,
"best_window": 2016
},
"IWD": {
"score": -1.583337457022555e-05,
"best_window": 252
},
"IWO": {
"score": -0.017489423510159474,
"best_window": 2016
}
},
"window_results": {
"63": {
"TLT": -0.0020152599261222814,
"VCIT": -0.09444423494204424,
"LQD": -0.052320751507346275,
"HYG": -0.07831263164474644,
"VNQ": -0.0014246385759535407,
"GLD": -0.03309919469004696,
"SLV": -0.1557395008538015,
"SPY": -1e-09,
"QQQ": -0.0013174784658096675,
"XLK": -0.03904014471067341,
"XLF": -0.000957837148628739,
"XLE": -0.015790316218931233,
"XLV": -0.002093562488854148,
"XLI": -0.003255258893469115,
"XLY": -0.01106173054169668,
"XLP": -0.0005686827236712766,
"XLU": -0.0018594198133475295,
"GDX": -0.13622483852601674,
"XME": -0.10436056127678262,
"IWF": -0.005209461865135934,
"XSD": -0.17101544388627699,
"XBI": -0.047547948473184,
"IWM": -0.01641941805315561,
"IWD": -0.000452826965147425,
"IWO": -0.041983312673110396
},
"252": {
"TLT": -0.004734064318635101,
"VCIT": -0.09953184037751428,
"LQD": -0.04986705568508665,
"HYG": -0.1079903119380975,
"VNQ": -0.0004703698501372904,
"GLD": -0.03308155238128396,
"SLV": -0.13860679156340805,
"SPY": -1e-09,
"QQQ": -0.0051814200084894235,
"XLK": -0.03395361247407491,
"XLF": -0.000784938817774701,
"XLE": -0.027245458407526124,
"XLV": -0.0033963944821051584,
"XLI": -0.002211026441601094,
"XLY": -0.020477958289702558,
"XLP": -0.0017344909573662193,
"XLU": -0.00037244944644099004,
"GDX": -0.12770377563820157,
"XME": -0.09658448299067457,
"IWF": -0.003045718671476738,
"XSD": -0.10053992026778746,
"XBI": -0.06034422316544141,
"IWM": -0.02705712636316382,
"IWD": -1.583337457022555e-05,
"IWO": -0.03949912017536472
},
"504": {
"TLT": -0.001468589507593876,
"VCIT": -0.08592721901462452,
"LQD": -0.04437433657683809,
"HYG": -0.10572483893182116,
"VNQ": -0.000826597239380833,
"GLD": -0.013194500211660909,
"SLV": -0.07260533453604778,
"SPY": -1e-09,
"QQQ": -0.008332260924535762,
"XLK": -0.02674639304357651,
"XLF": -0.0001321570545669985,
"XLE": -0.017820988611789046,
"XLV": -0.00024282973041400702,
"XLI": -0.002561542809478734,
"XLY": -0.0167635547458429,
"XLP": -5.648635000499169e-05,
"XLU": -0.0010944066583198353,
"GDX": -0.08348556480394387,
"XME": -0.05256991916640752,
"IWF": -0.006644520999047554,
"XSD": -0.08072507199279833,
"XBI": -0.04063327531918204,
"IWM": -0.014933223765295489,
"IWD": -0.0011771403173608253,
"IWO": -0.02524794661952101
},
"1008": {
"TLT": -0.001729980394888031,
"VCIT": -0.05554705090438583,
"LQD": -0.028096482971035286,
"HYG": -0.053798198242417605,
"VNQ": -0.0012361428331959523,
"GLD": -0.0017762557391050038,
"SLV": -0.04799499653387129,
"SPY": -1e-09,
"QQQ": -0.008443675884227453,
"XLK": -0.018851254745843926,
"XLF": -0.00016036252770312113,
"XLE": -0.018033440177860127,
"XLV": -0.000504791958873372,
"XLI": -1.5124795176802033e-05,
"XLY": -0.013464422184371161,
"XLP": -0.0013404685302078612,
"XLU": -0.0022615884150209986,
"GDX": -0.06989412381307059,
"XME": -0.04431980335375729,
"IWF": -0.005266795523712231,
"XSD": -0.07229289638865066,
"XBI": -0.046142579011943186,
"IWM": -0.012751399678421649,
"IWD": -0.00016045073864062772,
"IWO": -0.01899293228806931
},
"2016": {
"TLT": -0.0015627647440559223,
"VCIT": -0.07907349841473144,
"LQD": -0.042814651791969416,
"HYG": -0.0556148960197036,
"VNQ": -0.0008520382091374845,
"GLD": -0.00011403864300093884,
"SLV": -0.025243990784767245,
"SPY": -1e-09,
"QQQ": -0.007940612341798214,
"XLK": -0.014566748652416805,
"XLF": -0.0026661030321391,
"XLE": -0.02501448223654168,
"XLV": -0.0002235849296672124,
"XLI": -0.0014367928591452195,
"XLY": -0.009054824803209183,
"XLP": -0.0027043437449358887,
"XLU": -0.000402278363801134,
"GDX": -0.052090506631573996,
"XME": -0.04236408650716239,
"IWF": -0.004222909820583709,
"XSD": -0.05517396612129599,
"XBI": -0.045281244607356275,
"IWM": -0.012297521159981173,
"IWD": -0.0003784760800444875,
"IWO": -0.017489423510159474
}
},
"run_date": "2026-05-24"
}
}
}