run_date timestamp[s]date 2026-05-12 00:00:00 2026-07-11 00:00:00 | universe stringclasses 3
values | latest_date timestamp[s]date 2026-05-12 00:00:00 2026-07-10 00:00:00 | latest_scores dict | latest_ranked listlengths 7 23 | config dict |
|---|---|---|---|---|---|
2026-05-12T00:00:00 | COMBINED | 2026-05-12T00:00:00 | {
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},
"GLD": {
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{
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{
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} |
2026-05-12T00:00:00 | EQUITY_SECTORS | 2026-05-12T00:00:00 | {
"GDX": {
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},
"GLD": null,
"HYG": null,
"IWF": {
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... | [
{
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},
{
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} |
2026-05-12T00:00:00 | FI_COMMODITIES | 2026-05-12T00:00:00 | {
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},
"HYG": {
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{
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} |
2026-05-13T00:00:00 | COMBINED | 2026-05-12T00:00:00 | {
"GDX": {
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},
"GLD": {
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{
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} |
2026-05-13T00:00:00 | EQUITY_SECTORS | 2026-05-12T00:00:00 | {
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},
"GLD": null,
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"IWF": {
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... | [
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{
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} |
2026-05-13T00:00:00 | FI_COMMODITIES | 2026-05-12T00:00:00 | {
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},
"HYG": {
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{
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} |
2026-05-14T00:00:00 | COMBINED | 2026-05-13T00:00:00 | {
"GDX": {
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},
"GLD": {
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{
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} |
2026-05-14T00:00:00 | EQUITY_SECTORS | 2026-05-13T00:00:00 | {
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},
"GLD": null,
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"IWF": {
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... | [
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{
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} |
2026-05-14T00:00:00 | FI_COMMODITIES | 2026-05-13T00:00:00 | {
"GDX": null,
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},
"HYG": {
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{
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"... | {
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} |
2026-05-15T00:00:00 | COMBINED | 2026-05-14T00:00:00 | {
"GDX": {
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},
"GLD": {
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{
"ticker": "SLV",
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} |
2026-05-15T00:00:00 | EQUITY_SECTORS | 2026-05-14T00:00:00 | {
"GDX": {
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},
"GLD": null,
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"IWF": {
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... | [
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{
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} |
2026-05-15T00:00:00 | FI_COMMODITIES | 2026-05-14T00:00:00 | {
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},
"HYG": {
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{
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} |
2026-05-16T00:00:00 | COMBINED | 2026-05-15T00:00:00 | {
"GDX": {
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},
"GLD": {
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},
{
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} |
2026-05-16T00:00:00 | EQUITY_SECTORS | 2026-05-15T00:00:00 | {
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},
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... | [
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} |
2026-05-16T00:00:00 | FI_COMMODITIES | 2026-05-15T00:00:00 | {
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"HYG": {
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} |
2026-05-18T00:00:00 | COMBINED | 2026-05-15T00:00:00 | {
"GDX": {
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"rank": 19
},
"GLD": {
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},
{
"ticker": "SLV",
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} |
2026-05-18T00:00:00 | EQUITY_SECTORS | 2026-05-15T00:00:00 | {
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} |
2026-05-18T00:00:00 | FI_COMMODITIES | 2026-05-15T00:00:00 | {
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} |
2026-05-19T00:00:00 | COMBINED | 2026-05-18T00:00:00 | {
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},
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{
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} |
2026-05-19T00:00:00 | EQUITY_SECTORS | 2026-05-18T00:00:00 | {
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... | [
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} |
2026-05-19T00:00:00 | FI_COMMODITIES | 2026-05-18T00:00:00 | {
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} |
2026-05-20T00:00:00 | COMBINED | 2026-05-19T00:00:00 | {
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},
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{
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} |
2026-05-20T00:00:00 | EQUITY_SECTORS | 2026-05-19T00:00:00 | {
"GDX": {
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... | [
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} |
2026-05-20T00:00:00 | FI_COMMODITIES | 2026-05-19T00:00:00 | {
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} |
2026-05-21T00:00:00 | COMBINED | 2026-05-20T00:00:00 | {
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},
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} |
2026-05-21T00:00:00 | EQUITY_SECTORS | 2026-05-20T00:00:00 | {
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... | [
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} |
2026-05-21T00:00:00 | FI_COMMODITIES | 2026-05-20T00:00:00 | {
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},
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} |
2026-05-22T00:00:00 | COMBINED | 2026-05-21T00:00:00 | {
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},
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} |
2026-05-22T00:00:00 | EQUITY_SECTORS | 2026-05-21T00:00:00 | {
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},
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... | [
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} |
2026-05-22T00:00:00 | FI_COMMODITIES | 2026-05-21T00:00:00 | {
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} |
2026-05-23T00:00:00 | COMBINED | 2026-05-22T00:00:00 | {
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},
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} |
2026-05-23T00:00:00 | EQUITY_SECTORS | 2026-05-22T00:00:00 | {
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},
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... | [
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} |
2026-05-23T00:00:00 | FI_COMMODITIES | 2026-05-22T00:00:00 | {
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2026-05-25T00:00:00 | COMBINED | 2026-05-22T00:00:00 | {
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} |
2026-05-25T00:00:00 | EQUITY_SECTORS | 2026-05-22T00:00:00 | {
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} |
2026-05-25T00:00:00 | FI_COMMODITIES | 2026-05-22T00:00:00 | {
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2026-05-26T00:00:00 | COMBINED | 2026-05-25T00:00:00 | {
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} |
2026-05-26T00:00:00 | EQUITY_SECTORS | 2026-05-25T00:00:00 | {
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} |
2026-05-26T00:00:00 | FI_COMMODITIES | 2026-05-25T00:00:00 | {
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2026-05-27T00:00:00 | COMBINED | 2026-05-27T00:00:00 | {
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{
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} |
2026-05-27T00:00:00 | EQUITY_SECTORS | 2026-05-27T00:00:00 | {
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} |
2026-05-27T00:00:00 | FI_COMMODITIES | 2026-05-27T00:00:00 | {
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} |
2026-05-28T00:00:00 | COMBINED | 2026-05-28T00:00:00 | {
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} |
2026-05-28T00:00:00 | EQUITY_SECTORS | 2026-05-28T00:00:00 | {
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} |
2026-05-28T00:00:00 | FI_COMMODITIES | 2026-05-28T00:00:00 | {
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} |
2026-05-29T00:00:00 | COMBINED | 2026-05-29T00:00:00 | {
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} |
2026-05-29T00:00:00 | EQUITY_SECTORS | 2026-05-29T00:00:00 | {
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} |
2026-05-29T00:00:00 | FI_COMMODITIES | 2026-05-29T00:00:00 | {
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} |
2026-05-30T00:00:00 | COMBINED | 2026-05-30T00:00:00 | {
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2026-05-30T00:00:00 | EQUITY_SECTORS | 2026-05-30T00:00:00 | {
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} |
2026-05-30T00:00:00 | FI_COMMODITIES | 2026-05-30T00:00:00 | {
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} |
2026-06-01T00:00:00 | COMBINED | 2026-05-30T00:00:00 | {
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} |
2026-06-01T00:00:00 | EQUITY_SECTORS | 2026-05-30T00:00:00 | {
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} |
2026-06-01T00:00:00 | FI_COMMODITIES | 2026-05-30T00:00:00 | {
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} |
2026-06-02T00:00:00 | EQUITY_SECTORS | 2026-06-02T00:00:00 | {
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} |
2026-06-02T00:00:00 | FI_COMMODITIES | 2026-06-02T00:00:00 | {
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} |
2026-06-03T00:00:00 | COMBINED | 2026-06-03T00:00:00 | {
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} |
2026-06-03T00:00:00 | EQUITY_SECTORS | 2026-06-03T00:00:00 | {
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} |
2026-06-03T00:00:00 | FI_COMMODITIES | 2026-06-03T00:00:00 | {
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} |
2026-06-04T00:00:00 | COMBINED | 2026-06-04T00:00:00 | {
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},
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} |
2026-06-04T00:00:00 | EQUITY_SECTORS | 2026-06-04T00:00:00 | {
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} |
2026-06-04T00:00:00 | FI_COMMODITIES | 2026-06-04T00:00:00 | {
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} |
2026-06-05T00:00:00 | COMBINED | 2026-06-04T00:00:00 | {
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} |
2026-06-05T00:00:00 | EQUITY_SECTORS | 2026-06-04T00:00:00 | {
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} |
2026-06-05T00:00:00 | FI_COMMODITIES | 2026-06-04T00:00:00 | {
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2026-06-06T00:00:00 | COMBINED | 2026-06-05T00:00:00 | {
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} |
2026-06-06T00:00:00 | EQUITY_SECTORS | 2026-06-05T00:00:00 | {
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2026-06-06T00:00:00 | FI_COMMODITIES | 2026-06-05T00:00:00 | {
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2026-06-08T00:00:00 | COMBINED | 2026-06-06T00:00:00 | {
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} |
2026-06-08T00:00:00 | EQUITY_SECTORS | 2026-06-06T00:00:00 | {
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} |
2026-06-08T00:00:00 | FI_COMMODITIES | 2026-06-06T00:00:00 | {
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2026-06-09T00:00:00 | COMBINED | 2026-06-08T00:00:00 | {
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} |
2026-06-09T00:00:00 | EQUITY_SECTORS | 2026-06-08T00:00:00 | {
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} |
2026-06-09T00:00:00 | FI_COMMODITIES | 2026-06-08T00:00:00 | {
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} |
2026-06-10T00:00:00 | COMBINED | 2026-06-09T00:00:00 | {
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} |
2026-06-10T00:00:00 | EQUITY_SECTORS | 2026-06-09T00:00:00 | {
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} |
2026-06-10T00:00:00 | FI_COMMODITIES | 2026-06-09T00:00:00 | {
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} |
2026-06-11T00:00:00 | COMBINED | 2026-06-10T00:00:00 | {
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} |
2026-06-11T00:00:00 | EQUITY_SECTORS | 2026-06-10T00:00:00 | {
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} |
2026-06-11T00:00:00 | FI_COMMODITIES | 2026-06-10T00:00:00 | {
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} |
2026-06-12T00:00:00 | COMBINED | 2026-06-12T00:00:00 | {
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} |
2026-06-12T00:00:00 | EQUITY_SECTORS | 2026-06-12T00:00:00 | {
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} |
2026-06-12T00:00:00 | FI_COMMODITIES | 2026-06-12T00:00:00 | {
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} |
2026-06-13T00:00:00 | COMBINED | 2026-06-13T00:00:00 | {
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} |
2026-06-13T00:00:00 | EQUITY_SECTORS | 2026-06-13T00:00:00 | {
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} |
2026-06-13T00:00:00 | FI_COMMODITIES | 2026-06-13T00:00:00 | {
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} |
2026-06-15T00:00:00 | COMBINED | 2026-06-13T00:00:00 | {
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} |
2026-06-15T00:00:00 | FI_COMMODITIES | 2026-06-13T00:00:00 | {
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} |
2026-06-16T00:00:00 | COMBINED | 2026-06-16T00:00:00 | {
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} |
2026-06-16T00:00:00 | EQUITY_SECTORS | 2026-06-16T00:00:00 | {
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} |
2026-06-16T00:00:00 | FI_COMMODITIES | 2026-06-16T00:00:00 | {
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} |
2026-06-17T00:00:00 | COMBINED | 2026-06-16T00:00:00 | {
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} |
2026-06-17T00:00:00 | EQUITY_SECTORS | 2026-06-16T00:00:00 | {
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} |
2026-06-17T00:00:00 | FI_COMMODITIES | 2026-06-16T00:00:00 | {
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} |
2026-06-18T00:00:00 | COMBINED | 2026-06-17T00:00:00 | {
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} |
2026-06-18T00:00:00 | EQUITY_SECTORS | 2026-06-17T00:00:00 | {
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} |
2026-06-18T00:00:00 | FI_COMMODITIES | 2026-06-17T00:00:00 | {
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} |
2026-06-19T00:00:00 | COMBINED | 2026-06-19T00:00:00 | {
"GDX": {
"composite_score": -2.555583,
"alpha": 1.33755,
"beta": -0.27626,
"sigma": 0.02368275,
"mu_annual": -0.111986,
"tail_risk": 0.34866,
"crash_prob_5pct": 0.105905,
"best_window": 63,
"rank": 23
},
"GLD": {
"composite_score": -1.251452,
"alpha": 1.17792,
"be... | [
{
"ticker": "XSD",
"composite_score": 3.289944,
"alpha": 1.57599,
"beta": -0.09163,
"sigma": 0.02213279,
"mu_annual": 1.806276,
"tail_risk": 0.22316,
"crash_prob_5pct": 0.063255,
"best_window": 63,
"rank": 1
},
{
"ticker": "XLK",
"composite_score": 0.942277,
"... | {
"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"
} |
2026-06-19T00:00:00 | EQUITY_SECTORS | 2026-06-19T00:00:00 | {
"GDX": {
"composite_score": -2.468807,
"alpha": 1.33755,
"beta": -0.27626,
"sigma": 0.02368275,
"mu_annual": -0.111986,
"tail_risk": 0.34866,
"crash_prob_5pct": 0.105905,
"best_window": 63,
"rank": 16
},
"GLD": null,
"HYG": null,
"IWF": {
"composite_score": -0.467746,... | [
{
"ticker": "XSD",
"composite_score": 2.759025,
"alpha": 1.57599,
"beta": -0.09163,
"sigma": 0.02213279,
"mu_annual": 1.806276,
"tail_risk": 0.22316,
"crash_prob_5pct": 0.063255,
"best_window": 63,
"rank": 1
},
{
"ticker": "XLK",
"composite_score": 0.841041,
"... | {
"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"
} |
2026-06-19T00:00:00 | FI_COMMODITIES | 2026-06-19T00:00:00 | {
"GDX": null,
"GLD": {
"composite_score": -2.067058,
"alpha": 1.17792,
"beta": -0.12738,
"sigma": 0.01277892,
"mu_annual": 0.021962,
"tail_risk": 0.43267,
"crash_prob_5pct": 0.059844,
"best_window": 63,
"rank": 7
},
"HYG": {
"composite_score": 0.355091,
"alpha": 1.71... | [
{
"ticker": "SLV",
"composite_score": 1.503987,
"alpha": 1.59581,
"beta": -0.19661,
"sigma": 0.03164754,
"mu_annual": 1.198089,
"tail_risk": 0.21273,
"crash_prob_5pct": 0.123942,
"best_window": 63,
"rank": 1
},
{
"ticker": "VNQ",
"composite_score": 0.479987,
"... | {
"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"
} |
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