P2SAMAPA/p2-etf-particle-filter-results · Datasets at Hugging Face

run_date timestamp[s]date 2026-04-20 00:00:00 2026-05-20 00:00:00	config dict	daily_trading dict	shrinking_windows dict
2026-04-20T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.0001677375043154683, "forecast_lower": -0.34042284964947933, "forecast_upper": 0.3079730343532078, "forecast_std": 0.1654071132659916 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.010751911324152296 }, "EQUITY_SECTORS": { "ticker": "XLY", "forecast_mean": 0.019964057552996097 }, "COMBINED": { "ticker": "XSD", ...
2026-04-21T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0027822061227059376, "forecast_lower": -0.3042780768666808, "forecast_upper": 0.32942219786691807, "forecast_std": 0.16165823335040788 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "HYG", "forecast_mean": 0.016777423568865163 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.01671889629348748 }, "COMBINED": { "ticker": "IWF", ...
2026-04-22T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.005026442966145748, "forecast_lower": -0.30049858720794703, "forecast_upper": 0.31826058043745875, "forecast_std": 0.15784672644015454 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "TLT", "forecast_mean": 0.008767861461505929 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.019523329137096358 }, "COMBINED": { "ticker": "XSD", ...
2026-04-23T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0040956499513676616, "forecast_lower": -0.3163614926736966, "forecast_upper": 0.3309001897989699, "forecast_std": 0.16511777614098636 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.010014638104933625 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.029781236942586626 }, "COMBINED": { "ticker": "XSD", ...
2026-04-24T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.0006273295459559452, "forecast_lower": -0.3244689415859783, "forecast_upper": 0.30824601643995214, "forecast_std": 0.16140687704743123 }, "VCIT": { "ticker": "VCIT",...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.008405039298444696 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.02457482224099295 }, "COMBINED": { "ticker": "XSD", ...
2026-04-25T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0061738764384375346, "forecast_lower": -0.32141298759747383, "forecast_upper": 0.31843159765603524, "forecast_std": 0.1632256595034462 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.004079661514086637 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.02432624696953001 }, "COMBINED": { "ticker": "XSD", ...
2026-04-27T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0016475670408352624, "forecast_lower": -0.3315154408680034, "forecast_upper": 0.34105459726742554, "forecast_std": 0.1715739893202625 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VCIT", "forecast_mean": 0.007865743863541509 }, "EQUITY_SECTORS": { "ticker": "IWF", "forecast_mean": 0.015679011341079033 }, "COMBINED": { "ticker": "XSD", ...
2026-04-28T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0024740267355179996, "forecast_lower": -0.33092716221583535, "forecast_upper": 0.35759313701759227, "forecast_std": 0.1756429334779152 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.006261515242029047 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.015003904898141383 }, "COMBINED": { "ticker": "QQQ", ...
2026-04-29T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.007619946517687185, "forecast_lower": -0.36456224807472926, "forecast_upper": 0.2851364659277509, "forecast_std": 0.16573946785777555 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.007947772253832475 }, "EQUITY_SECTORS": { "ticker": "SPY", "forecast_mean": 0.008487796189439222 }, "COMBINED": { "ticker": "XSD", ...
2026-04-30T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.007391732862791316, "forecast_lower": -0.29930430838386207, "forecast_upper": 0.3510541354757115, "forecast_std": 0.16590776629070753 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.008594816792226682 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.011229096460828234 }, "COMBINED": { "ticker": "XSD", ...
2026-05-01T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.006140716927463332, "forecast_lower": -0.3169750921143977, "forecast_upper": 0.29374425757549666, "forecast_std": 0.15579575247191182 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "TLT", "forecast_mean": 0.01067250714445625 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.017549194591876673 }, "COMBINED": { "ticker": "XSD", ...
2026-05-02T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.00011597286318092347, "forecast_lower": -0.30626469177704563, "forecast_upper": 0.33129336509563034, "forecast_std": 0.16264236144711122 }, "VCIT": { "ticker": "VCIT...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "SLV", "forecast_mean": 0.00724712168177137 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.0205137291838181 }, "COMBINED": { "ticker": "XSD", ...
2026-05-04T00:00:00	{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }	{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.01025087580508047, "forecast_lower": -0.3376018460618987, "forecast_upper": 0.29920115786290497, "forecast_std": 0.1624497458991846 }, "VCIT": { "ticker": "VCIT", ...	{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VCIT", "forecast_mean": 0.003792357803179591 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.022575101901692277 }, "COMBINED": { "ticker": "XSD", ...

2026-04-20T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.0001677375043154683, "forecast_lower": -0.34042284964947933, "forecast_upper": 0.3079730343532078, "forecast_std": 0.1654071132659916 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.010751911324152296 }, "EQUITY_SECTORS": { "ticker": "XLY", "forecast_mean": 0.019964057552996097 }, "COMBINED": { "ticker": "XSD", ...

2026-04-21T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0027822061227059376, "forecast_lower": -0.3042780768666808, "forecast_upper": 0.32942219786691807, "forecast_std": 0.16165823335040788 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "HYG", "forecast_mean": 0.016777423568865163 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.01671889629348748 }, "COMBINED": { "ticker": "IWF", ...

2026-04-22T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.005026442966145748, "forecast_lower": -0.30049858720794703, "forecast_upper": 0.31826058043745875, "forecast_std": 0.15784672644015454 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "TLT", "forecast_mean": 0.008767861461505929 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.019523329137096358 }, "COMBINED": { "ticker": "XSD", ...

2026-04-23T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0040956499513676616, "forecast_lower": -0.3163614926736966, "forecast_upper": 0.3309001897989699, "forecast_std": 0.16511777614098636 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.010014638104933625 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.029781236942586626 }, "COMBINED": { "ticker": "XSD", ...

2026-04-24T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.0006273295459559452, "forecast_lower": -0.3244689415859783, "forecast_upper": 0.30824601643995214, "forecast_std": 0.16140687704743123 }, "VCIT": { "ticker": "VCIT",...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.008405039298444696 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.02457482224099295 }, "COMBINED": { "ticker": "XSD", ...

2026-04-25T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0061738764384375346, "forecast_lower": -0.32141298759747383, "forecast_upper": 0.31843159765603524, "forecast_std": 0.1632256595034462 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.004079661514086637 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.02432624696953001 }, "COMBINED": { "ticker": "XSD", ...

2026-04-27T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0016475670408352624, "forecast_lower": -0.3315154408680034, "forecast_upper": 0.34105459726742554, "forecast_std": 0.1715739893202625 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VCIT", "forecast_mean": 0.007865743863541509 }, "EQUITY_SECTORS": { "ticker": "IWF", "forecast_mean": 0.015679011341079033 }, "COMBINED": { "ticker": "XSD", ...

2026-04-28T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.0024740267355179996, "forecast_lower": -0.33092716221583535, "forecast_upper": 0.35759313701759227, "forecast_std": 0.1756429334779152 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.006261515242029047 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.015003904898141383 }, "COMBINED": { "ticker": "QQQ", ...

2026-04-29T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.007619946517687185, "forecast_lower": -0.36456224807472926, "forecast_upper": 0.2851364659277509, "forecast_std": 0.16573946785777555 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.007947772253832475 }, "EQUITY_SECTORS": { "ticker": "SPY", "forecast_mean": 0.008487796189439222 }, "COMBINED": { "ticker": "XSD", ...

2026-04-30T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.007391732862791316, "forecast_lower": -0.29930430838386207, "forecast_upper": 0.3510541354757115, "forecast_std": 0.16590776629070753 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VNQ", "forecast_mean": 0.008594816792226682 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.011229096460828234 }, "COMBINED": { "ticker": "XSD", ...

2026-05-01T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": 0.006140716927463332, "forecast_lower": -0.3169750921143977, "forecast_upper": 0.29374425757549666, "forecast_std": 0.15579575247191182 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "TLT", "forecast_mean": 0.01067250714445625 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.017549194591876673 }, "COMBINED": { "ticker": "XSD", ...

2026-05-02T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.00011597286318092347, "forecast_lower": -0.30626469177704563, "forecast_upper": 0.33129336509563034, "forecast_std": 0.16264236144711122 }, "VCIT": { "ticker": "VCIT...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "SLV", "forecast_mean": 0.00724712168177137 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.0205137291838181 }, "COMBINED": { "ticker": "XSD", ...

2026-05-04T00:00:00

{ "num_particles": 5000, "state_noise_scale": 0.01, "obs_noise_scale": 0.1, "obs_df": 3, "state_noise_type": "t" }

{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "forecast_mean": -0.01025087580508047, "forecast_lower": -0.3376018460618987, "forecast_upper": 0.29920115786290497, "forecast_std": 0.1624497458991846 }, "VCIT": { "ticker": "VCIT", ...

{ "2010-2026": { "start_year": 2010, "top_picks": { "FI_COMMODITIES": { "ticker": "VCIT", "forecast_mean": 0.003792357803179591 }, "EQUITY_SECTORS": { "ticker": "XSD", "forecast_mean": 0.022575101901692277 }, "COMBINED": { "ticker": "XSD", ...