fi dict | equity dict | combined dict |
|---|---|---|
{
"global": {
"ticker": "HYG",
"pred_return": 0.0001969626173377037,
"metrics": {
"ann_return": 0.06372305379837948,
"ann_vol": 0.04915733078421799,
"sharpe": 1.2963082572180227,
"max_dd": -0.04592280877230801,
"hit_rate": 0.5221445221445221,
"cum_return": 0.11228747010... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0004561333917081356,
"metrics": {
"ann_return": 0.03200106208367204,
"ann_vol": 0.13717704999473868,
"sharpe": 0.2332829149256338,
"max_dd": -0.09770317001442025,
"hit_rate": 0.4727272727272727,
"cum_return": 0.02498802421... | {
"global": {
"ticker": "XLE",
"pred_return": 0.000424172350903973,
"metrics": {
"ann_return": 0.21003253921304263,
"ann_vol": 0.24821805965215982,
"sharpe": 0.8461613933626407,
"max_dd": -0.1950594654210181,
"hit_rate": 0.5309090909090909,
"cum_return": 0.2154648841215... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.0003279615193605423,
"metrics": {
"ann_return": 0.0670971105208584,
"ann_vol": 0.04919826965236977,
"sharpe": 1.3638103737176146,
"max_dd": -0.04592331271854678,
"hit_rate": 0.5244755244755245,
"cum_return": 0.118689284594... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0004199482500553131,
"metrics": {
"ann_return": 0.04336175678943267,
"ann_vol": 0.13744241830239898,
"sharpe": 0.3154903509775906,
"max_dd": -0.09770317001442051,
"hit_rate": 0.4746376811594203,
"cum_return": 0.03787179990... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003940462484024465,
"metrics": {
"ann_return": 0.2557439752289468,
"ann_vol": 0.19192941071161362,
"sharpe": 1.3324897642353455,
"max_dd": -0.12835794743657172,
"hit_rate": 0.5507246376811594,
"cum_return": 0.296830409438... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.0003165882080793381,
"metrics": {
"ann_return": 0.05140078232672986,
"ann_vol": 0.15790257173965466,
"sharpe": 0.32552213532961344,
"max_dd": -0.1806880059769443,
"hit_rate": 0.5268065268065268,
"cum_return": 0.06852189057... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0006065517663955688,
"metrics": {
"ann_return": 0.2557439752289469,
"ann_vol": 0.19192941071161362,
"sharpe": 1.3324897642353457,
"max_dd": -0.12835794743657172,
"hit_rate": 0.5507246376811594,
"cum_return": 0.296830409438... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004210053011775017,
"metrics": {
"ann_return": 0.2557439752289469,
"ann_vol": 0.19192941071161362,
"sharpe": 1.3324897642353457,
"max_dd": -0.12835794743657172,
"hit_rate": 0.5507246376811594,
"cum_return": 0.296830409438... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.0003092826809734106,
"metrics": {
"ann_return": 0.0670971105208584,
"ann_vol": 0.04919826965236977,
"sharpe": 1.3638103737176146,
"max_dd": -0.04592331271854678,
"hit_rate": 0.5244755244755245,
"cum_return": 0.118689284594... | {
"global": {
"ticker": "XLB",
"pred_return": 0.00030718743801116943,
"metrics": {
"ann_return": 0.1823534363790828,
"ann_vol": 0.20357425876658072,
"sharpe": 0.8957588129458458,
"max_dd": -0.14975739840823749,
"hit_rate": 0.5036231884057971,
"cum_return": 0.19376191499... | {
"global": {
"ticker": "XLP",
"pred_return": 0.00042285071685910225,
"metrics": {
"ann_return": 0.04336175678943267,
"ann_vol": 0.13744241830239898,
"sharpe": 0.3154903509775906,
"max_dd": -0.09770317001442051,
"hit_rate": 0.4746376811594203,
"cum_return": 0.0378717999... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.0003876239061355591,
"metrics": {
"ann_return": 0.05507959481528259,
"ann_vol": 0.15807439626810318,
"sharpe": 0.34844096270887825,
"max_dd": -0.18068778930320842,
"hit_rate": 0.5280373831775701,
"cum_return": 0.0750021488... | {
"global": {
"ticker": "XME",
"pred_return": 0.00034075090661644936,
"metrics": {
"ann_return": 0.6836684267933237,
"ann_vol": 0.34437478327057985,
"sharpe": 1.9852453199401547,
"max_dd": -0.23779632490568997,
"hit_rate": 0.5615942028985508,
"cum_return": 0.97990423683... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004157419316470623,
"metrics": {
"ann_return": 0.27681637810179455,
"ann_vol": 0.1907855403565194,
"sharpe": 1.450929549401438,
"max_dd": -0.1283582240702476,
"hit_rate": 0.5543478260869565,
"cum_return": 0.32739713481529... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.000238015316426754,
"metrics": {
"ann_return": 0.06498013580244814,
"ann_vol": 0.049250805292543234,
"sharpe": 1.3193720471467376,
"max_dd": -0.045923111663976064,
"hit_rate": 0.5221445221445221,
"cum_return": 0.1146610491... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0005514540243893862,
"metrics": {
"ann_return": 0.25737677140288817,
"ann_vol": 0.19126157200390098,
"sharpe": 1.3456794729138726,
"max_dd": -0.1283581627692457,
"hit_rate": 0.5507246376811594,
"cum_return": 0.299333225041... | {
"global": {
"ticker": "XLI",
"pred_return": 0.000507354736328125,
"metrics": {
"ann_return": 0.25737677140288817,
"ann_vol": 0.19126157200390098,
"sharpe": 1.3456794729138726,
"max_dd": -0.1283581627692457,
"hit_rate": 0.5507246376811594,
"cum_return": 0.2993332250418... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00018645194359123707,
"metrics": {
"ann_return": 0.06533659891691276,
"ann_vol": 0.04925863468331064,
"sharpe": 1.326398901166652,
"max_dd": -0.04592291845448913,
"hit_rate": 0.5221445221445221,
"cum_return": 0.11533676649... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004250183701515198,
"metrics": {
"ann_return": 0.2501036218029931,
"ann_vol": 0.1912371709333773,
"sharpe": 1.307819084450499,
"max_dd": -0.12835822350744963,
"hit_rate": 0.5471014492753623,
"cum_return": 0.28904089427703... | {
"global": {
"ticker": "XLB",
"pred_return": 0.00035040080547332764,
"metrics": {
"ann_return": 0.18506314339243085,
"ann_vol": 0.20277439416279758,
"sharpe": 0.9126553880558151,
"max_dd": -0.1497574794726407,
"hit_rate": 0.5036231884057971,
"cum_return": 0.19752164287... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.0003135744482278824,
"metrics": {
"ann_return": 0.04171252079509921,
"ann_vol": 0.15863426700550062,
"sharpe": 0.2629477324319394,
"max_dd": -0.18068802692528352,
"hit_rate": 0.5268065268065268,
"cum_return": 0.05083754726... | {
"global": {
"ticker": "XLI",
"pred_return": 0.00032553565688431263,
"metrics": {
"ann_return": 0.3095053710459536,
"ann_vol": 0.1842007481505785,
"sharpe": 1.6802612049813306,
"max_dd": -0.12363358538501526,
"hit_rate": 0.5490909090909091,
"cum_return": 0.376065020121... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003306623548269272,
"metrics": {
"ann_return": 0.3095053710459536,
"ann_vol": 0.1842007481505785,
"sharpe": 1.6802612049813306,
"max_dd": -0.12363358538501526,
"hit_rate": 0.5490909090909091,
"cum_return": 0.3760650201219... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00034139305353164673,
"metrics": {
"ann_return": 0.06511656269876953,
"ann_vol": 0.049286493461088945,
"sharpe": 1.3211847328960058,
"max_dd": -0.045922915955941744,
"hit_rate": 0.5221445221445221,
"cum_return": 0.11491656... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004331078380346298,
"metrics": {
"ann_return": 0.29995270864116774,
"ann_vol": 0.1841371846059592,
"sharpe": 1.6289632606420354,
"max_dd": -0.12363358538501582,
"hit_rate": 0.5471014492753623,
"cum_return": 0.363358081979... | {
"global": {
"ticker": "HYG",
"pred_return": 0.0005147308111190796,
"metrics": {
"ann_return": 0.0832129657835579,
"ann_vol": 0.05255310522702919,
"sharpe": 1.583407211126312,
"max_dd": -0.02358579102433227,
"hit_rate": 0.5253623188405797,
"cum_return": 0.0937588504026... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.0003963857889175415,
"metrics": {
"ann_return": 0.06511656269876953,
"ann_vol": 0.049286493461088945,
"sharpe": 1.3211847328960058,
"max_dd": -0.045922915955941744,
"hit_rate": 0.5221445221445221,
"cum_return": 0.114916564... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0005377646302804351,
"metrics": {
"ann_return": 0.29995270864116774,
"ann_vol": 0.1841371846059592,
"sharpe": 1.6289632606420354,
"max_dd": -0.12363358538501582,
"hit_rate": 0.5471014492753623,
"cum_return": 0.363358081979... | {
"global": {
"ticker": "XLB",
"pred_return": 0.0004848986864089966,
"metrics": {
"ann_return": 0.22136615071191718,
"ann_vol": 0.19759537437995367,
"sharpe": 1.1203002671826465,
"max_dd": -0.12524212038811688,
"hit_rate": 0.5036231884057971,
"cum_return": 0.24750779935... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.00034463033080101013,
"metrics": {
"ann_return": 0.5636753090079234,
"ann_vol": 0.49302235756636853,
"sharpe": 1.1433057758076293,
"max_dd": -0.4956126180079571,
"hit_rate": 0.5477855477855478,
"cum_return": 1.081484805940... | {
"global": {
"ticker": "XLB",
"pred_return": 0.0007018446922302246,
"metrics": {
"ann_return": 0.22136615071191718,
"ann_vol": 0.19759537437995367,
"sharpe": 1.1203002671826465,
"max_dd": -0.12524212038811688,
"hit_rate": 0.5036231884057971,
"cum_return": 0.24750779935... | {
"global": {
"ticker": "XLF",
"pred_return": 0.0005889148451387882,
"metrics": {
"ann_return": 0.08274857621724743,
"ann_vol": 0.1815190472853506,
"sharpe": 0.4558671800825699,
"max_dd": -0.1510205072298066,
"hit_rate": 0.5108695652173914,
"cum_return": 0.0752766141785... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00047514401376247406,
"metrics": {
"ann_return": 0.06742241819936264,
"ann_vol": 0.049199586961818934,
"sharpe": 1.370385858151318,
"max_dd": -0.045923216431075255,
"hit_rate": 0.5244755244755245,
"cum_return": 0.119308705... | {
"global": {
"ticker": "XLRE",
"pred_return": 0.0004613548517227173,
"metrics": {
"ann_return": 0.13163616570529138,
"ann_vol": 0.15150148984480089,
"sharpe": 0.8688770377119085,
"max_dd": -0.08440947681376003,
"hit_rate": 0.5217391304347826,
"cum_return": 0.1406919152... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0004481759387999773,
"metrics": {
"ann_return": 0.06897746490518217,
"ann_vol": 0.13117600171454658,
"sharpe": 0.5258390559523588,
"max_dd": -0.09770317001442058,
"hit_rate": 0.47101449275362317,
"cum_return": 0.0684079287... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.0003254737239331007,
"metrics": {
"ann_return": 0.0664644228103342,
"ann_vol": 0.04915812395162364,
"sharpe": 1.352053688536642,
"max_dd": -0.04592291408318477,
"hit_rate": 0.5232558139534884,
"cum_return": 0.1177784715291... | {
"global": {
"ticker": "XME",
"pred_return": 0.000632748007774353,
"metrics": {
"ann_return": 0.7899092016439142,
"ann_vol": 0.33208847284108245,
"sharpe": 2.3786107204688105,
"max_dd": -0.23779632490568992,
"hit_rate": 0.5652173913043478,
"cum_return": 1.2342645088570... | {
"global": {
"ticker": "XLP",
"pred_return": 0.001311562955379486,
"metrics": {
"ann_return": 0.0877981388793354,
"ann_vol": 0.13093522953550807,
"sharpe": 0.6705463395206833,
"max_dd": -0.0977031700144205,
"hit_rate": 0.4746376811594203,
"cum_return": 0.09069110422941... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00026821158826351166,
"metrics": {
"ann_return": 0.06233675861224527,
"ann_vol": 0.04916640401555237,
"sharpe": 1.2678730499087718,
"max_dd": -0.04592301134384913,
"hit_rate": 0.5209302325581395,
"cum_return": 0.1099345495... | {
"global": {
"ticker": "XLI",
"pred_return": 0.00032513774931430817,
"metrics": {
"ann_return": 0.3575196990407302,
"ann_vol": 0.17297022321953254,
"sharpe": 2.0669436183068854,
"max_dd": -0.12363358538501558,
"hit_rate": 0.5507246376811594,
"cum_return": 0.45526760732... | {
"global": {
"ticker": "XLRE",
"pred_return": 0.0006141588091850281,
"metrics": {
"ann_return": 0.1799368507977429,
"ann_vol": 0.1479572925401821,
"sharpe": 1.2161404666747049,
"max_dd": -0.08440947681375995,
"hit_rate": 0.5253623188405797,
"cum_return": 0.203329941807... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.0005926530575379729,
"metrics": {
"ann_return": 0.5466063733726585,
"ann_vol": 0.49305810534194683,
"sharpe": 1.1086043763413538,
"max_dd": -0.4956126180079571,
"hit_rate": 0.5441860465116279,
"cum_return": 1.0253465181042... | {
"global": {
"ticker": "XLI",
"pred_return": 0.000392252579331398,
"metrics": {
"ann_return": 0.30447678013110074,
"ann_vol": 0.15521428911509885,
"sharpe": 1.9616543158943092,
"max_dd": -0.12363358538501552,
"hit_rate": 0.5507246376811594,
"cum_return": 0.377354123892... | {
"global": {
"ticker": "HYG",
"pred_return": 0.0005301269702613354,
"metrics": {
"ann_return": 0.08313377810570015,
"ann_vol": 0.04319039428769858,
"sharpe": 1.9248210042245013,
"max_dd": -0.02358579102433231,
"hit_rate": 0.5289855072463768,
"cum_return": 0.09419383043... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00021267661941237748,
"metrics": {
"ann_return": 0.060564348343385796,
"ann_vol": 0.0492489240100291,
"sharpe": 1.2297598284797533,
"max_dd": -0.045923014481887174,
"hit_rate": 0.5209302325581395,
"cum_return": 0.106575929... | {
"global": {
"ticker": "XLP",
"pred_return": 0.00028301728889346123,
"metrics": {
"ann_return": 0.07892334848028312,
"ann_vol": 0.12570980624444228,
"sharpe": 0.6278217335473173,
"max_dd": -0.09770317001442053,
"hit_rate": 0.4729241877256318,
"cum_return": 0.0812234444... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003389180637896061,
"metrics": {
"ann_return": 0.29489633394196973,
"ann_vol": 0.15525806213422602,
"sharpe": 1.8993946587264599,
"max_dd": -0.12363358538501597,
"hit_rate": 0.5487364620938628,
"cum_return": 0.36451354798... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00017149653285741806,
"metrics": {
"ann_return": 0.060564348343385796,
"ann_vol": 0.0492489240100291,
"sharpe": 1.2297598284797533,
"max_dd": -0.045923014481887174,
"hit_rate": 0.5209302325581395,
"cum_return": 0.106575929... | {
"global": {
"ticker": "XLY",
"pred_return": 0.0004757046699523926,
"metrics": {
"ann_return": 0.18309976685022034,
"ann_vol": 0.1920812351494749,
"sharpe": 0.9532413028671681,
"max_dd": -0.15312745866585675,
"hit_rate": 0.51985559566787,
"cum_return": 0.19843189212813... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003061823081225157,
"metrics": {
"ann_return": 0.29489633394196973,
"ann_vol": 0.15525806213422602,
"sharpe": 1.8993946587264599,
"max_dd": -0.12363358538501597,
"hit_rate": 0.5487364620938628,
"cum_return": 0.36451354798... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00013927742838859558,
"metrics": {
"ann_return": 0.060564348343385796,
"ann_vol": 0.0492489240100291,
"sharpe": 1.2297598284797533,
"max_dd": -0.045923014481887174,
"hit_rate": 0.5209302325581395,
"cum_return": 0.106575929... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0005458220839500427,
"metrics": {
"ann_return": 0.29489633394196973,
"ann_vol": 0.15525806213422602,
"sharpe": 1.8993946587264599,
"max_dd": -0.12363358538501597,
"hit_rate": 0.5487364620938628,
"cum_return": 0.36451354798... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0005284383078105748,
"metrics": {
"ann_return": 0.29489633394196973,
"ann_vol": 0.15525806213422602,
"sharpe": 1.8993946587264599,
"max_dd": -0.12363358538501597,
"hit_rate": 0.5487364620938628,
"cum_return": 0.36451354798... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.00025194697082042694,
"metrics": {
"ann_return": 0.5480319043084445,
"ann_vol": 0.49407641259554197,
"sharpe": 1.1092047512032746,
"max_dd": -0.49561261800795714,
"hit_rate": 0.5431235431235432,
"cum_return": 1.02510503936... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004171445034444332,
"metrics": {
"ann_return": 0.30819817654356935,
"ann_vol": 0.15352687147975214,
"sharpe": 2.0074542884449778,
"max_dd": -0.12363358538501586,
"hit_rate": 0.5487364620938628,
"cum_return": 0.38500016432... | {
"global": {
"ticker": "XLP",
"pred_return": 0.000322071835398674,
"metrics": {
"ann_return": 0.07162970913671303,
"ann_vol": 0.12593095306924335,
"sharpe": 0.5688014534228715,
"max_dd": -0.09770317001442068,
"hit_rate": 0.4693140794223827,
"cum_return": 0.072559429147... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.0003541707992553711,
"metrics": {
"ann_return": 0.5464907345346585,
"ann_vol": 0.4935043362851253,
"sharpe": 1.1073676447270768,
"max_dd": -0.49561261800795714,
"hit_rate": 0.541860465116279,
"cum_return": 1.02418352738733... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0006804582080803812,
"metrics": {
"ann_return": 0.29985547864628165,
"ann_vol": 0.15288706913135416,
"sharpe": 1.9612873760347802,
"max_dd": -0.12363358538501538,
"hit_rate": 0.5487364620938628,
"cum_return": 0.37251766024... | {
"global": {
"ticker": "XLI",
"pred_return": 0.00028643570840358734,
"metrics": {
"ann_return": 0.29985547864628165,
"ann_vol": 0.15288706913135416,
"sharpe": 1.9612873760347802,
"max_dd": -0.12363358538501538,
"hit_rate": 0.5487364620938628,
"cum_return": 0.3725176602... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.00017578434199094772,
"metrics": {
"ann_return": 0.0386779594716399,
"ann_vol": 0.1590013873977171,
"sharpe": 0.24325548414802842,
"max_dd": -0.18068793521989104,
"hit_rate": 0.5279069767441861,
"cum_return": 0.04542879806... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0002079308032989502,
"metrics": {
"ann_return": 0.052446845137028825,
"ann_vol": 0.12451204928966854,
"sharpe": 0.421219034111429,
"max_dd": -0.09770317001442047,
"hit_rate": 0.4693140794223827,
"cum_return": 0.05038786296... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003930702805519104,
"metrics": {
"ann_return": 0.3136557069138764,
"ann_vol": 0.15439590878353074,
"sharpe": 2.0315027087513977,
"max_dd": -0.12363358538501565,
"hit_rate": 0.5487364620938628,
"cum_return": 0.393124095643... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.00013155583292245865,
"metrics": {
"ann_return": 0.03197084712578608,
"ann_vol": 0.15907129214373836,
"sharpe": 0.20098439319205952,
"max_dd": -0.18068794299326668,
"hit_rate": 0.5255813953488372,
"cum_return": 0.033514350... | {
"global": {
"ticker": "XME",
"pred_return": 0.00029481202363967896,
"metrics": {
"ann_return": 0.7241457707732768,
"ann_vol": 0.32337518813389543,
"sharpe": 2.2393362179458243,
"max_dd": -0.23779632490569005,
"hit_rate": 0.5615942028985508,
"cum_return": 1.08546702726... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0004808943485841155,
"metrics": {
"ann_return": 0.31698415845186884,
"ann_vol": 0.15481028338326364,
"sharpe": 2.0475652619736606,
"max_dd": -0.12363358538501559,
"hit_rate": 0.5507246376811594,
"cum_return": 0.39643506057... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00020566023886203766,
"metrics": {
"ann_return": 0.06059537208166334,
"ann_vol": 0.04932368665968536,
"sharpe": 1.2285247957993957,
"max_dd": -0.04592306255403822,
"hit_rate": 0.5209302325581395,
"cum_return": 0.1066275605... | {
"global": {
"ticker": "XLI",
"pred_return": 0.00047257705591619015,
"metrics": {
"ann_return": 0.31164746047101877,
"ann_vol": 0.15463091925157071,
"sharpe": 2.015427845733725,
"max_dd": -0.12363358538501587,
"hit_rate": 0.5487364620938628,
"cum_return": 0.38999990711... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0005664527416229248,
"metrics": {
"ann_return": 0.31164746047101877,
"ann_vol": 0.15463091925157071,
"sharpe": 2.015427845733725,
"max_dd": -0.12363358538501587,
"hit_rate": 0.5487364620938628,
"cum_return": 0.389999907113... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.0005910396575927734,
"metrics": {
"ann_return": 0.06059537208166334,
"ann_vol": 0.04932368665968536,
"sharpe": 1.2285247957993957,
"max_dd": -0.04592306255403822,
"hit_rate": 0.5209302325581395,
"cum_return": 0.10662756050... | {
"global": {
"ticker": "XLRE",
"pred_return": 0.0005651966203004122,
"metrics": {
"ann_return": 0.13034196819091545,
"ann_vol": 0.13601095209675435,
"sharpe": 0.958319651333621,
"max_dd": -0.0844094768137603,
"hit_rate": 0.5234657039711191,
"cum_return": 0.142346776924... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003954090643674135,
"metrics": {
"ann_return": 0.31164746047101877,
"ann_vol": 0.15463091925157071,
"sharpe": 2.015427845733725,
"max_dd": -0.12363358538501587,
"hit_rate": 0.5487364620938628,
"cum_return": 0.389999907113... |
{
"global": {
"ticker": "GLD",
"pred_return": 0.0007111970335245132,
"metrics": {
"ann_return": 0.35009873722812773,
"ann_vol": 0.23593651702001434,
"sharpe": 1.4838683797236403,
"max_dd": -0.20638348952600458,
"hit_rate": 0.5558139534883721,
"cum_return": 0.73169311394... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0005079633556306362,
"metrics": {
"ann_return": 0.06933317842263949,
"ann_vol": 0.12384229721166366,
"sharpe": 0.5598505517395197,
"max_dd": -0.09770317001442004,
"hit_rate": 0.4729241877256318,
"cum_return": 0.07016011728... | {
"global": {
"ticker": "XME",
"pred_return": 0.0006227735430002213,
"metrics": {
"ann_return": 0.7248470610548321,
"ann_vol": 0.3227896403824342,
"sharpe": 2.2455710170749255,
"max_dd": -0.23779632490569025,
"hit_rate": 0.5631768953068592,
"cum_return": 1.0930674435537... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.0005274629802443087,
"metrics": {
"ann_return": 0.5989438992821245,
"ann_vol": 0.4970521226748418,
"sharpe": 1.2049921365569494,
"max_dd": -0.495612618007957,
"hit_rate": 0.541860465116279,
"cum_return": 1.206959841011383,... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003486291680019349,
"metrics": {
"ann_return": 0.31631058096848697,
"ann_vol": 0.15483534344058614,
"sharpe": 2.0428835816149595,
"max_dd": -0.1236335853850159,
"hit_rate": 0.5487364620938628,
"cum_return": 0.397086111329... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003402978181838989,
"metrics": {
"ann_return": 0.31631058096848697,
"ann_vol": 0.15483534344058614,
"sharpe": 2.0428835816149595,
"max_dd": -0.1236335853850159,
"hit_rate": 0.5487364620938628,
"cum_return": 0.397086111329... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.0000865887850522995,
"metrics": {
"ann_return": 0.025683377536380968,
"ann_vol": 0.15868223982835267,
"sharpe": 0.16185414047698596,
"max_dd": -0.18068802611415813,
"hit_rate": 0.5243619489559165,
"cum_return": 0.022647030... | {
"global": {
"ticker": "XLE",
"pred_return": 0.0006608366966247559,
"metrics": {
"ann_return": 0.3431073217243693,
"ann_vol": 0.20000495591517262,
"sharpe": 1.7154940994056675,
"max_dd": -0.12263956305077066,
"hit_rate": 0.5379061371841155,
"cum_return": 0.426131876491... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0003402233123779297,
"metrics": {
"ann_return": 0.052935861317283055,
"ann_vol": 0.12317435884078233,
"sharpe": 0.42976364411775847,
"max_dd": -0.09770317001442073,
"hit_rate": 0.4729241877256318,
"cum_return": 0.051141025... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.0003676488995552063,
"metrics": {
"ann_return": 0.024916167674918353,
"ann_vol": 0.15871977950397306,
"sharpe": 0.1569821212755317,
"max_dd": -0.18068779038081145,
"hit_rate": 0.5243619489559165,
"cum_return": 0.0212956936... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0007508113048970699,
"metrics": {
"ann_return": 0.32953465666833925,
"ann_vol": 0.15329887746542623,
"sharpe": 2.149622111503457,
"max_dd": -0.12363358538501586,
"hit_rate": 0.5487364620938628,
"cum_return": 0.417889154460... | {
"global": {
"ticker": "XLE",
"pred_return": 0.0004232460632920265,
"metrics": {
"ann_return": 0.36814742240088255,
"ann_vol": 0.1982213827923322,
"sharpe": 1.8572538301106212,
"max_dd": -0.12263956305077058,
"hit_rate": 0.5415162454873647,
"cum_return": 0.466452860532... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00018988572992384434,
"metrics": {
"ann_return": 0.056209590476377275,
"ann_vol": 0.049284004557011006,
"sharpe": 1.1405240093944649,
"max_dd": -0.04592295623666149,
"hit_rate": 0.5150812064965197,
"cum_return": 0.09862208... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0006219148635864258,
"metrics": {
"ann_return": 0.3184295136689497,
"ann_vol": 0.15257520762228194,
"sharpe": 2.0870331335695105,
"max_dd": -0.12363358538501559,
"hit_rate": 0.5487364620938628,
"cum_return": 0.400875860911... | {
"global": {
"ticker": "XLE",
"pred_return": 0.0009587371023371816,
"metrics": {
"ann_return": 0.3522031055695143,
"ann_vol": 0.197011661939636,
"sharpe": 1.7877271939233152,
"max_dd": -0.1226395630507707,
"hit_rate": 0.5415162454873647,
"cum_return": 0.441381748034064... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.00015716860070824623,
"metrics": {
"ann_return": 0.051593826392983336,
"ann_vol": 0.04939304103698881,
"sharpe": 1.0445565875230567,
"max_dd": -0.04592295623666227,
"hit_rate": 0.5127610208816705,
"cum_return": 0.089975028... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003594905138015747,
"metrics": {
"ann_return": 0.30098381315601813,
"ann_vol": 0.15339787313007416,
"sharpe": 1.9621120359393645,
"max_dd": -0.12363358538501559,
"hit_rate": 0.5467625899280576,
"cum_return": 0.37568524875... | {
"global": {
"ticker": "XLI",
"pred_return": 0.00034766318276524544,
"metrics": {
"ann_return": 0.30098381315601813,
"ann_vol": 0.15339787313007416,
"sharpe": 1.9621120359393645,
"max_dd": -0.12363358538501559,
"hit_rate": 0.5467625899280576,
"cum_return": 0.3756852487... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.0003459034487605095,
"metrics": {
"ann_return": 0.5257926872364479,
"ann_vol": 0.5020783962526012,
"sharpe": 1.0472322473160462,
"max_dd": -0.4956126180079569,
"hit_rate": 0.54292343387471,
"cum_return": 0.9427031272567385... | {
"global": {
"ticker": "XLP",
"pred_return": 0.00031264207791537046,
"metrics": {
"ann_return": 0.05080249462681802,
"ann_vol": 0.12201375780581379,
"sharpe": 0.4163669371422093,
"max_dd": -0.09770317001442053,
"hit_rate": 0.4748201438848921,
"cum_return": 0.0490227147... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0002482086420059204,
"metrics": {
"ann_return": 0.05080249462681802,
"ann_vol": 0.12201375780581379,
"sharpe": 0.4163669371422093,
"max_dd": -0.09770317001442053,
"hit_rate": 0.4748201438848921,
"cum_return": 0.04902271474... |
{
"global": {
"ticker": "SLV",
"pred_return": 0.00042669475078582764,
"metrics": {
"ann_return": 0.5257926872364479,
"ann_vol": 0.5020783962526012,
"sharpe": 1.0472322473160462,
"max_dd": -0.4956126180079569,
"hit_rate": 0.54292343387471,
"cum_return": 0.942703127256738... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003025830665137619,
"metrics": {
"ann_return": 0.30098381315601813,
"ann_vol": 0.15339787313007416,
"sharpe": 1.9621120359393645,
"max_dd": -0.12363358538501559,
"hit_rate": 0.5467625899280576,
"cum_return": 0.37568524875... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0002730349078774452,
"metrics": {
"ann_return": 0.05080249462681802,
"ann_vol": 0.12201375780581379,
"sharpe": 0.4163669371422093,
"max_dd": -0.09770317001442053,
"hit_rate": 0.4748201438848921,
"cum_return": 0.04902271474... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.00018652703147381544,
"metrics": {
"ann_return": 0.016715739513830683,
"ann_vol": 0.1594227775877032,
"sharpe": 0.1048516389361919,
"max_dd": -0.1806878690726316,
"hit_rate": 0.5232558139534884,
"cum_return": 0.00686370154... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0003959906753152609,
"metrics": {
"ann_return": 0.06939270918420436,
"ann_vol": 0.12266712440905071,
"sharpe": 0.5656993226058242,
"max_dd": -0.09770317001442035,
"hit_rate": 0.4784172661870504,
"cum_return": 0.07066035075... | {
"global": {
"ticker": "XLF",
"pred_return": 0.0003602728247642517,
"metrics": {
"ann_return": 0.08720692750776501,
"ann_vol": 0.14273040943358511,
"sharpe": 0.6109905229995426,
"max_dd": -0.15102050722980648,
"hit_rate": 0.5143884892086331,
"cum_return": 0.08868019581... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.00028683245182037354,
"metrics": {
"ann_return": 0.01833614525546352,
"ann_vol": 0.159251394725084,
"sharpe": 0.11513962114502822,
"max_dd": -0.1806878690726316,
"hit_rate": 0.5243619489559165,
"cum_return": 0.009720919480... | {
"global": {
"ticker": "XLP",
"pred_return": 0.0002710600383579731,
"metrics": {
"ann_return": 0.0794123629506967,
"ann_vol": 0.12237061840147585,
"sharpe": 0.6489495925415618,
"max_dd": -0.09770317001442037,
"hit_rate": 0.48201438848920863,
"cum_return": 0.08260041600... | {
"global": {
"ticker": "XLI",
"pred_return": 0.0003688063006848097,
"metrics": {
"ann_return": 0.2554252516165534,
"ann_vol": 0.15226386420714486,
"sharpe": 1.6775172030907106,
"max_dd": -0.12363358538501595,
"hit_rate": 0.539568345323741,
"cum_return": 0.3085689330590... |
No dataset card yet
- Downloads last month
- 195