{ "run_date": "2026-05-19", "universes": { "FI_COMMODITIES": { "top_etfs": [ { "ticker": "VNQ", "mmd_score": -0.0006827553183940578, "best_window": 63 }, { "ticker": "LQD", "mmd_score": -0.005506944277767101, "best_window": 2016 }, { "ticker": "TLT", "mmd_score": -0.0055551628760515115, "best_window": 252 } ], "full_scores": { "TLT": { "score": -0.0055551628760515115, "best_window": 252 }, "VCIT": { "score": -0.026240692347848205, "best_window": 1008 }, "LQD": { "score": -0.005506944277767101, "best_window": 2016 }, "HYG": { "score": -0.016024770563273893, "best_window": 2016 }, "VNQ": { "score": -0.0006827553183940578, "best_window": 63 }, "GLD": { "score": -0.015454329538527656, "best_window": 1008 }, "SLV": { "score": -0.08096896239332607, "best_window": 2016 } }, "window_results": { "63": { "TLT": -0.010547050070246256, "VCIT": -0.09656736354091211, "LQD": -0.06258619027756174, "HYG": -0.08134268124762523, "VNQ": -0.0006827553183940578, "GLD": -0.03506556219547874, "SLV": -0.1411900644585813 }, "252": { "TLT": -0.0055551628760515115, "VCIT": -0.09931961976002901, "LQD": -0.051736194233081845, "HYG": -0.11109901205292827, "VNQ": -0.003729006645323496, "GLD": -0.03497091129683372, "SLV": -0.13563604975617682 }, "504": { "TLT": -0.006025408860494075, "VCIT": -0.05795925882934738, "LQD": -0.02313896864396847, "HYG": -0.08085916257343961, "VNQ": -0.013513257629335307, "GLD": -0.038720777416563434, "SLV": -0.11662498343614458 }, "1008": { "TLT": -0.01301817625064805, "VCIT": -0.026240692347848205, "LQD": -0.006898638486551478, "HYG": -0.027560297728103533, "VNQ": -0.0187075028473902, "GLD": -0.015454329538527656, "SLV": -0.0845878717168751 }, "2016": { "TLT": -0.01877307327559996, "VCIT": -0.027953344399406, "LQD": -0.005506944277767101, "HYG": -0.016024770563273893, "VNQ": -0.03229395656327583, "GLD": -0.016538358088335148, "SLV": -0.08096896239332607 } }, "run_date": "2026-05-19" }, "EQUITY_SECTORS": { "top_etfs": [ { "ticker": "SPY", "mmd_score": -1e-09, "best_window": 63 }, { "ticker": "XLI", "mmd_score": -2.2226802669036553e-05, "best_window": 1008 }, { "ticker": "IWD", "mmd_score": -3.173462864337427e-05, "best_window": 252 } ], "full_scores": { "SPY": { "score": -1e-09, "best_window": 63 }, "QQQ": { "score": -0.002121293736909058, "best_window": 63 }, "XLK": { "score": -0.014460974658939474, "best_window": 2016 }, "XLF": { "score": -0.00015052373178334587, "best_window": 504 }, "XLE": { "score": -0.011879730101117314, "best_window": 63 }, "XLV": { "score": -4.002328628827101e-05, "best_window": 1008 }, "XLI": { "score": -2.2226802669036553e-05, "best_window": 1008 }, "XLY": { "score": -0.00891173016875002, "best_window": 2016 }, "XLP": { "score": -0.0001976407961350457, "best_window": 252 }, "XLU": { "score": -0.0005061276034603673, "best_window": 252 }, "GDX": { "score": -0.051631290631239946, "best_window": 2016 }, "XME": { "score": -0.04209211785502598, "best_window": 2016 }, "IWF": { "score": -0.0019243833975541857, "best_window": 252 }, "XSD": { "score": -0.0547993433756897, "best_window": 2016 }, "XBI": { "score": -0.04080878487011019, "best_window": 504 }, "IWM": { "score": -0.011983376978041083, "best_window": 2016 }, "IWD": { "score": -3.173462864337427e-05, "best_window": 252 }, "IWO": { "score": -0.017335323608074438, "best_window": 2016 } }, "window_results": { "63": { "SPY": -1e-09, "QQQ": -0.002121293736909058, "XLK": -0.04036015436859164, "XLF": -0.0013876018944454411, "XLE": -0.011879730101117314, "XLV": -0.002396285858005409, "XLI": -0.004298522651537295, "XLY": -0.014080172733017093, "XLP": -0.001511837191486925, "XLU": -0.0016918437918723595, "GDX": -0.13176762266535846, "XME": -0.10260555180650188, "IWF": -0.0034407612074802696, "XSD": -0.15840645057642955, "XBI": -0.049570280857021976, "IWM": -0.01890514192947501, "IWD": -0.0005692350637399666, "IWO": -0.04016163473884182 }, "252": { "SPY": -1e-09, "QQQ": -0.0031035733764044338, "XLK": -0.032187706606017885, "XLF": -0.0008069070951379689, "XLE": -0.027726493468769542, "XLV": -0.0033465669891388217, "XLI": -0.00017215403768925056, "XLY": -0.01793417648330964, "XLP": -0.0001976407961350457, "XLU": -0.0005061276034603673, "GDX": -0.1254185735762614, "XME": -0.09485807723736461, "IWF": -0.0019243833975541857, "XSD": -0.1004736204959844, "XBI": -0.060365180956658104, "IWM": -0.02467957498686224, "IWD": -3.173462864337427e-05, "IWO": -0.03829236327383012 }, "504": { "SPY": -1e-09, "QQQ": -0.008994455466276419, "XLK": -0.0272275766208967, "XLF": -0.00015052373178334587, "XLE": -0.018080862133551978, "XLV": -0.0009650243354570875, "XLI": -0.0028912537273821926, "XLY": -0.017177439124442806, "XLP": -0.00030171135073531197, "XLU": -0.001478772499644343, "GDX": -0.08308376137317053, "XME": -0.05110214953225656, "IWF": -0.00725659654836508, "XSD": -0.07948772056939646, "XBI": -0.04080878487011019, "IWM": -0.015533460555006373, "IWD": -0.0013163599783549973, "IWO": -0.025734963210611195 }, "1008": { "SPY": -1e-09, "QQQ": -0.008479430108999653, "XLK": -0.018691991231707394, "XLF": -0.00015075566651645737, "XLE": -0.01805917001487045, "XLV": -4.002328628827101e-05, "XLI": -2.2226802669036553e-05, "XLY": -0.013513675170181871, "XLP": -0.0013123231835094895, "XLU": -0.0022382013343225093, "GDX": -0.06873976949899885, "XME": -0.04370992957666764, "IWF": -0.00540154483894284, "XSD": -0.07174756543805971, "XBI": -0.046142869176651446, "IWM": -0.012639313765954396, "IWD": -0.00016312685848013004, "IWO": -0.019015884707577202 }, "2016": { "SPY": -1e-09, "QQQ": -0.007825866643734303, "XLK": -0.014460974658939474, "XLF": -0.0026771256048241376, "XLE": -0.024857057932796023, "XLV": -6.306471276107395e-05, "XLI": -0.0014212957853545483, "XLY": -0.00891173016875002, "XLP": -0.0026858377175795756, "XLU": -0.0005391951239388515, "GDX": -0.051631290631239946, "XME": -0.04209211785502598, "IWF": -0.004163178396307865, "XSD": -0.0547993433756897, "XBI": -0.045019844294550415, "IWM": -0.011983376978041083, "IWD": -0.00041019736659997363, "IWO": -0.017335323608074438 } }, "run_date": "2026-05-19" }, "COMBINED": { "top_etfs": [ { "ticker": "SPY", "mmd_score": -1e-09, "best_window": 63 }, { "ticker": "XLI", "mmd_score": -2.2226802669036553e-05, "best_window": 1008 }, { "ticker": "IWD", "mmd_score": -3.173462864337427e-05, "best_window": 252 } ], "full_scores": { "TLT": { "score": -0.0016082456391994793, "best_window": 2016 }, "VCIT": { "score": -0.0564290123311364, "best_window": 1008 }, "LQD": { "score": -0.028710161030865988, "best_window": 1008 }, "HYG": { "score": -0.053797374966884304, "best_window": 1008 }, "VNQ": { "score": -0.000536748559550609, "best_window": 252 }, "GLD": { "score": -0.00011715094598851266, "best_window": 2016 }, "SLV": { "score": -0.024749226518254286, "best_window": 2016 }, "SPY": { "score": -1e-09, "best_window": 63 }, "QQQ": { "score": -0.002121293736909058, "best_window": 63 }, "XLK": { "score": -0.014460974658939474, "best_window": 2016 }, "XLF": { "score": -0.00015052373178334587, "best_window": 504 }, "XLE": { "score": -0.011879730101117314, "best_window": 63 }, "XLV": { "score": -4.002328628827101e-05, "best_window": 1008 }, "XLI": { "score": -2.2226802669036553e-05, "best_window": 1008 }, "XLY": { "score": -0.00891173016875002, "best_window": 2016 }, "XLP": { "score": -0.0001976407961350457, "best_window": 252 }, "XLU": { "score": -0.0005061276034603673, "best_window": 252 }, "GDX": { "score": -0.051631290631239946, "best_window": 2016 }, "XME": { "score": -0.04209211785502598, "best_window": 2016 }, "IWF": { "score": -0.0019243833975541857, "best_window": 252 }, "XSD": { "score": -0.0547993433756897, "best_window": 2016 }, "XBI": { "score": -0.04080878487011019, "best_window": 504 }, "IWM": { "score": -0.011983376978041083, "best_window": 2016 }, "IWD": { "score": -3.173462864337427e-05, "best_window": 252 }, "IWO": { "score": -0.017335323608074438, "best_window": 2016 } }, "window_results": { "63": { "TLT": -0.00637729832438283, "VCIT": -0.10927820210042194, "LQD": -0.06277615055140973, "HYG": -0.09090566346143492, "VNQ": -0.004712447755137017, "GLD": -0.052055567051479956, "SLV": -0.16619772168289604, "SPY": -1e-09, "QQQ": -0.002121293736909058, "XLK": -0.04036015436859164, "XLF": -0.0013876018944454411, "XLE": -0.011879730101117314, "XLV": -0.002396285858005409, "XLI": -0.004298522651537295, "XLY": -0.014080172733017093, "XLP": -0.001511837191486925, "XLU": -0.0016918437918723595, "GDX": -0.13176762266535846, "XME": -0.10260555180650188, "IWF": -0.0034407612074802696, "XSD": -0.15840645057642955, "XBI": -0.049570280857021976, "IWM": -0.01890514192947501, "IWD": -0.0005692350637399666, "IWO": -0.04016163473884182 }, "252": { "TLT": -0.003665724021036043, "VCIT": -0.09820416394623321, "LQD": -0.04853616769813751, "HYG": -0.11104528780322365, "VNQ": -0.000536748559550609, "GLD": -0.032196762013746216, "SLV": -0.1355834439974235, "SPY": -1e-09, "QQQ": -0.0031035733764044338, "XLK": -0.032187706606017885, "XLF": -0.0008069070951379689, "XLE": -0.027726493468769542, "XLV": -0.0033465669891388217, "XLI": -0.00017215403768925056, "XLY": -0.01793417648330964, "XLP": -0.0001976407961350457, "XLU": -0.0005061276034603673, "GDX": -0.1254185735762614, "XME": -0.09485807723736461, "IWF": -0.0019243833975541857, "XSD": -0.1004736204959844, "XBI": -0.060365180956658104, "IWM": -0.02467957498686224, "IWD": -3.173462864337427e-05, "IWO": -0.03829236327383012 }, "504": { "TLT": -0.0018680823840309113, "VCIT": -0.08583945471834964, "LQD": -0.044813431322234365, "HYG": -0.10630090711049656, "VNQ": -0.000582134489298447, "GLD": -0.013103080639504716, "SLV": -0.0724253665359813, "SPY": -1e-09, "QQQ": -0.008994455466276419, "XLK": -0.0272275766208967, "XLF": -0.00015052373178334587, "XLE": -0.018080862133551978, "XLV": -0.0009650243354570875, "XLI": -0.0028912537273821926, "XLY": -0.017177439124442806, "XLP": -0.00030171135073531197, "XLU": -0.001478772499644343, "GDX": -0.08308376137317053, "XME": -0.05110214953225656, "IWF": -0.00725659654836508, "XSD": -0.07948772056939646, "XBI": -0.04080878487011019, "IWM": -0.015533460555006373, "IWD": -0.0013163599783549973, "IWO": -0.025734963210611195 }, "1008": { "TLT": -0.0018998843766897533, "VCIT": -0.0564290123311364, "LQD": -0.028710161030865988, "HYG": -0.053797374966884304, "VNQ": -0.0010944170728883762, "GLD": -0.0014731001524552756, "SLV": -0.04709755485996525, "SPY": -1e-09, "QQQ": -0.008479430108999653, "XLK": -0.018691991231707394, "XLF": -0.00015075566651645737, "XLE": -0.01805917001487045, "XLV": -4.002328628827101e-05, "XLI": -2.2226802669036553e-05, "XLY": -0.013513675170181871, "XLP": -0.0013123231835094895, "XLU": -0.0022382013343225093, "GDX": -0.06873976949899885, "XME": -0.04370992957666764, "IWF": -0.00540154483894284, "XSD": -0.07174756543805971, "XBI": -0.046142869176651446, "IWM": -0.012639313765954396, "IWD": -0.00016312685848013004, "IWO": -0.019015884707577202 }, "2016": { "TLT": -0.0016082456391994793, "VCIT": -0.07912891204496075, "LQD": -0.04285644133402022, "HYG": -0.05570195489763918, "VNQ": -0.0008563070535054784, "GLD": -0.00011715094598851266, "SLV": -0.024749226518254286, "SPY": -1e-09, "QQQ": -0.007825866643734303, "XLK": -0.014460974658939474, "XLF": -0.0026771256048241376, "XLE": -0.024857057932796023, "XLV": -6.306471276107395e-05, "XLI": -0.0014212957853545483, "XLY": -0.00891173016875002, "XLP": -0.0026858377175795756, "XLU": -0.0005391951239388515, "GDX": -0.051631290631239946, "XME": -0.04209211785502598, "IWF": -0.004163178396307865, "XSD": -0.0547993433756897, "XBI": -0.045019844294550415, "IWM": -0.011983376978041083, "IWD": -0.00041019736659997363, "IWO": -0.017335323608074438 } }, "run_date": "2026-05-19" } } }