run_date timestamp[s]date 2026-06-06 14:57:25 2026-06-22 05:27:49 | windows listlengths 7 7 | macro_vars listlengths 14 14 | kernel_bandwidth float64 1 1 | universes dict |
|---|---|---|---|---|
2026-06-06T14:57:25 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"mdd_score_norm": 1,
"raw_score": 0.00008174205273699997
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.8459162702405111,
"raw_sco... |
2026-06-07T05:12:14 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
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"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
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"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"mdd_score_norm": 1,
"raw_score": 0.00008174205273699997
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.8459162702405111,
"raw_sco... |
2026-06-08T05:16:41 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
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"T10Y2Y",
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"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
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"mdd_score_norm": 1,
"raw_score": 0.00008174205273700005
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.8459162702405094,
"raw_sco... |
2026-06-09T05:03:48 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
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"mdd_score_norm": 1,
"raw_score": 0.00009476043184555784
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.7280628596516336,
"raw_sco... |
2026-06-10T05:07:58 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
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"mdd_score_norm": 1,
"raw_score": 0.00008935035836831582
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.6763486503670388,
"raw_sco... |
2026-06-11T05:14:01 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "TLT",
"mdd_score_norm": 0.5,
"raw_score": 0
},
{
"ticker": "VCIT",
"mdd_score_norm": 0.5,
"raw_score": 0
},
{
... |
2026-06-12T06:05:23 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"mdd_score_norm": 1,
"raw_score": 0.000091100120532712
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.7819125029612823,
"raw_score... |
2026-06-13T05:10:25 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "SLV",
"mdd_score_norm": 1,
"raw_score": 0.00009813549404776356
},
{
"ticker": "VNQ",
"mdd_score_norm": 0.7221980303277812,
"raw_sco... |
2026-06-14T05:17:31 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | ["VIX","DXY","T10Y2Y","TBILL_3M","DGS1MO","DGS3MO","DGS6MO","DGS1","DGS2","DGS5","DGS7","DGS10","DGS(...TRUNCATED) | 1 | {"FI_COMMODITIES":{"best_window_data":{"window":4536,"top_etfs":[{"ticker":"SLV","mdd_score_norm":1.(...TRUNCATED) |
2026-06-15T05:27:00 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | ["VIX","DXY","T10Y2Y","TBILL_3M","DGS1MO","DGS3MO","DGS6MO","DGS1","DGS2","DGS5","DGS7","DGS10","DGS(...TRUNCATED) | 1 | {"FI_COMMODITIES":{"best_window_data":{"window":4536,"top_etfs":[{"ticker":"SLV","mdd_score_norm":1.(...TRUNCATED) |
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