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P2SAMAPA
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p2-etf-normalizing-flow-results

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P2SAMAPA commited on 29 days ago

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normalizing_flow_2026-04-25.json +258 -183

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@@ -32,29 +32,29 @@
       "IWM"
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@@ -85,34 +85,40 @@
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@@ -122,242 +128,243 @@
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   }
 }

       "IWM"
     ],
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+      "GDX",
+      "XSD",
       "QQQ",
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       "XLU",
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+      "SPY",
+      "GLD"
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     "UNIVERSES": {
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         "IWM"
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+          "expected_return": 0.3846442997455597,
+          "annualized_vol": 0.8154823766461275
         },
         {
+          "ticker": "XLV",
+          "expected_return": -0.3930666446685791,
+          "annualized_vol": 0.868856848060364
         }
       ],
       "COMBINED": [
         {
+          "ticker": "GDX",
+          "expected_return": 1.2167396545410156,
+          "annualized_vol": 1.5483990018222042
         },
         {
+          "ticker": "TLT",
+          "expected_return": 0.9873939752578735,
+          "annualized_vol": 0.611133244665602
         },
         {
+          "ticker": "XLP",
+          "expected_return": 0.3846442997455597,
+          "annualized_vol": 0.8154823766461275
         }
       ]
+    },
+    "flow_portfolio_weights": {
+      "FI_COMMODITIES": [
+        [
+          "GLD",
+          0.5543756088835387
+        ],
+        [
+          "HYG",
+          0.20259973939733125
+        ],
+        [
+          "LQD",
+          0.11245106564533888
+        ],
+        [
+          "TLT",
+          0.10545686926603323
+        ],
+        [
+          "VNQ",
+          0.02511671680775799
+        ]
+      ],
+      "EQUITY_SECTORS": [
+        [
+          "XLK",
+          0.33538976261148246
+        ],
+        [
+          "XLP",
+          0.278865909337394
+        ],
+        [
+          "XLF",
+          0.16715971227020582
+        ],
+        [
+          "XLY",
+          0.12976406052278688
+        ],
+        [
+          "XLV",
+          0.08882055525813085
+        ]
+      ],
+      "COMBINED": [
+        [
+          "XLK",
+          0.3688005417929092
+        ],
+        [
+          "XLP",
+          0.25333686202872513
+        ],
+        [
+          "HYG",
+          0.15659373027770276
+        ],
+        [
+          "XLF",
+          0.11221103638703114
+        ],
+        [
+          "GLD",
+          0.10905782951363163
+        ]
+      ]
     }
   }
 }