P2SAMAPA/p2-etf-levy-stable-results · Datasets at Hugging Face

run_date timestamp[s]date 2026-05-12 00:00:00 2026-07-06 00:00:00	universe stringclasses 3 values	latest_date timestamp[s]date 2026-05-12 00:00:00 2026-07-05 00:00:00	latest_scores dict	latest_ranked listlengths 7 23	config dict
2026-05-12T00:00:00	COMBINED	2026-05-12T00:00:00	{ "GDX": { "composite_score": -0.721317, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566166, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.434671, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348283, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-12T00:00:00	EQUITY_SECTORS	2026-05-12T00:00:00	{ "GDX": { "composite_score": -0.83199, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798296, ...	[ { "ticker": "XSD", "composite_score": 2.611394, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418468, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-12T00:00:00	FI_COMMODITIES	2026-05-12T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.736955, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477217, "alpha": 1.4...	[ { "ticker": "SLV", "composite_score": 1.721077, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853295, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-13T00:00:00	COMBINED	2026-05-12T00:00:00	{ "GDX": { "composite_score": -0.721321, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566168, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.434681, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980897, "mu_annual": 1.16234, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348279, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-13T00:00:00	EQUITY_SECTORS	2026-05-12T00:00:00	{ "GDX": { "composite_score": -0.831988, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798301, ...	[ { "ticker": "XSD", "composite_score": 2.611404, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980897, "mu_annual": 1.16234, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418474, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-13T00:00:00	FI_COMMODITIES	2026-05-12T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.736965, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477097, "alpha": 1.4...	[ { "ticker": "SLV", "composite_score": 1.721075, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853316, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-14T00:00:00	COMBINED	2026-05-13T00:00:00	{ "GDX": { "composite_score": -0.721316, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566165, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.434671, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348283, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-14T00:00:00	EQUITY_SECTORS	2026-05-13T00:00:00	{ "GDX": { "composite_score": -0.831986, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798299, ...	[ { "ticker": "XSD", "composite_score": 2.611398, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418477, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-14T00:00:00	FI_COMMODITIES	2026-05-13T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.736962, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.47714, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721086, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853307, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-15T00:00:00	COMBINED	2026-05-14T00:00:00	{ "GDX": { "composite_score": -0.721303, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566147, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.43467, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348282, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-15T00:00:00	EQUITY_SECTORS	2026-05-14T00:00:00	{ "GDX": { "composite_score": -0.831989, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798294, ...	[ { "ticker": "XSD", "composite_score": 2.611392, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418482, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-15T00:00:00	FI_COMMODITIES	2026-05-14T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.73686, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477203, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721101, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853369, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-16T00:00:00	COMBINED	2026-05-15T00:00:00	{ "GDX": { "composite_score": -0.721303, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566147, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.43467, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348282, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-16T00:00:00	EQUITY_SECTORS	2026-05-15T00:00:00	{ "GDX": { "composite_score": -0.831989, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798294, ...	[ { "ticker": "XSD", "composite_score": 2.611392, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418482, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-16T00:00:00	FI_COMMODITIES	2026-05-15T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.73686, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477203, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721101, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853369, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-18T00:00:00	COMBINED	2026-05-15T00:00:00	{ "GDX": { "composite_score": -0.721303, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566147, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.43467, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348282, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-18T00:00:00	EQUITY_SECTORS	2026-05-15T00:00:00	{ "GDX": { "composite_score": -0.831989, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798294, ...	[ { "ticker": "XSD", "composite_score": 2.611392, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418482, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-18T00:00:00	FI_COMMODITIES	2026-05-15T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.73686, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477203, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721101, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853369, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-19T00:00:00	COMBINED	2026-05-18T00:00:00	{ "GDX": { "composite_score": -0.721303, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566147, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.43467, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348282, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-19T00:00:00	EQUITY_SECTORS	2026-05-18T00:00:00	{ "GDX": { "composite_score": -0.831989, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798294, ...	[ { "ticker": "XSD", "composite_score": 2.611392, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418482, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-19T00:00:00	FI_COMMODITIES	2026-05-18T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.73686, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477203, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721101, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853369, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-20T00:00:00	COMBINED	2026-05-19T00:00:00	{ "GDX": { "composite_score": -0.721303, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566147, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.43467, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348282, "al...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-20T00:00:00	EQUITY_SECTORS	2026-05-19T00:00:00	{ "GDX": { "composite_score": -0.831989, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798294, ...	[ { "ticker": "XSD", "composite_score": 2.611392, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418482, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-20T00:00:00	FI_COMMODITIES	2026-05-19T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.73686, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477203, "alpha": 1.41...	[ { "ticker": "SLV", "composite_score": 1.721101, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.853369, "...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-21T00:00:00	COMBINED	2026-05-20T00:00:00	{ "GDX": { "composite_score": -0.721316, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566168, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.434664, "alpha": 1.74306, "beta": -0.21969, "sigma": 0.01980897, "mu_annual": 1.16233, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348291, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-21T00:00:00	EQUITY_SECTORS	2026-05-20T00:00:00	{ "GDX": { "composite_score": -0.831988, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798301, ...	[ { "ticker": "XSD", "composite_score": 2.611388, "alpha": 1.74306, "beta": -0.21969, "sigma": 0.01980897, "mu_annual": 1.16233, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418474, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-21T00:00:00	FI_COMMODITIES	2026-05-20T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.736947, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477154, "alpha": 1.4...	[ { "ticker": "SLV", "composite_score": 1.721083, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.85331, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-22T00:00:00	COMBINED	2026-05-21T00:00:00	{ "GDX": { "composite_score": -0.721316, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566168, "alpha": 1.20218, "beta...	[ { "ticker": "XSD", "composite_score": 2.434664, "alpha": 1.74306, "beta": -0.21969, "sigma": 0.01980897, "mu_annual": 1.16233, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348291, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-22T00:00:00	EQUITY_SECTORS	2026-05-21T00:00:00	{ "GDX": { "composite_score": -0.831988, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 14 }, "GLD": null, "HYG": null, "IWF": { "composite_score": -0.798301, ...	[ { "ticker": "XSD", "composite_score": 2.611388, "alpha": 1.74306, "beta": -0.21969, "sigma": 0.01980897, "mu_annual": 1.16233, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "XLE", "composite_score": 1.418474, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }
2026-05-22T00:00:00	FI_COMMODITIES	2026-05-21T00:00:00	{ "GDX": null, "GLD": { "composite_score": -1.736947, "alpha": 1.20218, "beta": -0.21405, "sigma": 0.01414003, "mu_annual": 0.178943, "tail_risk": 0.41991, "crash_prob_5pct": 0.064544, "best_window": 63, "rank": 7 }, "HYG": { "composite_score": -0.477154, "alpha": 1.4...	[ { "ticker": "SLV", "composite_score": 1.721083, "alpha": 1.63127, "beta": -0.26131, "sigma": 0.03412461, "mu_annual": 1.438547, "tail_risk": 0.19407, "crash_prob_5pct": 0.132786, "best_window": 63, "rank": 1 }, { "ticker": "VNQ", "composite_score": 0.85331, "a...	{ "rolling_windows": [ 63, 126, 252 ], "min_fit_window": 63, "tail_wt": 0.4, "drift_wt": 0.35, "skew_wt": 0.15, "scale_wt": 0.1, "vix_high_threshold": 25, "vix_tail_boost": 0.1, "use_consensus": true, "cash_threshold": -0.6, "top_n": 6, "oos_start": "2009-06-01T00:00:00" }

2026-05-12T00:00:00

COMBINED

2026-05-12T00:00:00

{ "GDX": { "composite_score": -0.721317, "alpha": 1.38266, "beta": -0.2894, "sigma": 0.02532413, "mu_annual": 0.612516, "tail_risk": 0.32492, "crash_prob_5pct": 0.105419, "best_window": 63, "rank": 19 }, "GLD": { "composite_score": -1.566166, "alpha": 1.20218, "beta...

[ { "ticker": "XSD", "composite_score": 2.434671, "alpha": 1.74306, "beta": -0.2197, "sigma": 0.01980898, "mu_annual": 1.162335, "tail_risk": 0.13523, "crash_prob_5pct": 0.044874, "best_window": 63, "rank": 1 }, { "ticker": "SLV", "composite_score": 2.348283, "a...