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Browse files- particle_filter_2026-06-11.json +661 -0
particle_filter_2026-06-11.json
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| 1 |
+
{
|
| 2 |
+
"run_date": "2026-06-11",
|
| 3 |
+
"config": {
|
| 4 |
+
"num_particles": 5000,
|
| 5 |
+
"state_noise_scale": 0.01,
|
| 6 |
+
"obs_noise_scale": 0.1,
|
| 7 |
+
"obs_df": 3,
|
| 8 |
+
"state_noise_type": "t"
|
| 9 |
+
},
|
| 10 |
+
"daily_trading": {
|
| 11 |
+
"universes": {
|
| 12 |
+
"FI_COMMODITIES": {
|
| 13 |
+
"TLT": {
|
| 14 |
+
"ticker": "TLT",
|
| 15 |
+
"forecast_mean": -0.00023277806260137035,
|
| 16 |
+
"forecast_lower": -0.30347702504702234,
|
| 17 |
+
"forecast_upper": 0.3356421892647712,
|
| 18 |
+
"forecast_std": 0.1630406158958657
|
| 19 |
+
},
|
| 20 |
+
"VCIT": {
|
| 21 |
+
"ticker": "VCIT",
|
| 22 |
+
"forecast_mean": -0.005407883898459973,
|
| 23 |
+
"forecast_lower": -0.3481107314124143,
|
| 24 |
+
"forecast_upper": 0.3151376208240341,
|
| 25 |
+
"forecast_std": 0.16919600822358377
|
| 26 |
+
},
|
| 27 |
+
"LQD": {
|
| 28 |
+
"ticker": "LQD",
|
| 29 |
+
"forecast_mean": 0.0009366900845485948,
|
| 30 |
+
"forecast_lower": -0.3554782382371929,
|
| 31 |
+
"forecast_upper": 0.3407727815595784,
|
| 32 |
+
"forecast_std": 0.17761505607060493
|
| 33 |
+
},
|
| 34 |
+
"HYG": {
|
| 35 |
+
"ticker": "HYG",
|
| 36 |
+
"forecast_mean": -0.0062870066823803245,
|
| 37 |
+
"forecast_lower": -0.3417364333052544,
|
| 38 |
+
"forecast_upper": 0.29860872748649275,
|
| 39 |
+
"forecast_std": 0.16335335734483347
|
| 40 |
+
},
|
| 41 |
+
"VNQ": {
|
| 42 |
+
"ticker": "VNQ",
|
| 43 |
+
"forecast_mean": 0.007865544350076772,
|
| 44 |
+
"forecast_lower": -0.34872159902985417,
|
| 45 |
+
"forecast_upper": 0.3750437607369422,
|
| 46 |
+
"forecast_std": 0.18463402034867255
|
| 47 |
+
},
|
| 48 |
+
"GLD": {
|
| 49 |
+
"ticker": "GLD",
|
| 50 |
+
"forecast_mean": -0.012512759933294383,
|
| 51 |
+
"forecast_lower": -0.3395715193441663,
|
| 52 |
+
"forecast_upper": 0.3296901624929927,
|
| 53 |
+
"forecast_std": 0.1707300208768263
|
| 54 |
+
},
|
| 55 |
+
"SLV": {
|
| 56 |
+
"ticker": "SLV",
|
| 57 |
+
"forecast_mean": -0.015171979781979554,
|
| 58 |
+
"forecast_lower": -0.31260190103242,
|
| 59 |
+
"forecast_upper": 0.30074141587761416,
|
| 60 |
+
"forecast_std": 0.15646513186480465
|
| 61 |
+
}
|
| 62 |
+
},
|
| 63 |
+
"EQUITY_SECTORS": {
|
| 64 |
+
"SPY": {
|
| 65 |
+
"ticker": "SPY",
|
| 66 |
+
"forecast_mean": -0.0031124382526772345,
|
| 67 |
+
"forecast_lower": -0.33761764137042133,
|
| 68 |
+
"forecast_upper": 0.3103441508971694,
|
| 69 |
+
"forecast_std": 0.16529637557846702
|
| 70 |
+
},
|
| 71 |
+
"QQQ": {
|
| 72 |
+
"ticker": "QQQ",
|
| 73 |
+
"forecast_mean": -0.00550834840675755,
|
| 74 |
+
"forecast_lower": -0.3446378735487176,
|
| 75 |
+
"forecast_upper": 0.32723218772613644,
|
| 76 |
+
"forecast_std": 0.17139542379460562
|
| 77 |
+
},
|
| 78 |
+
"XLK": {
|
| 79 |
+
"ticker": "XLK",
|
| 80 |
+
"forecast_mean": -0.0072152825099943965,
|
| 81 |
+
"forecast_lower": -0.3251229794488966,
|
| 82 |
+
"forecast_upper": 0.3114296569425922,
|
| 83 |
+
"forecast_std": 0.16238587663048185
|
| 84 |
+
},
|
| 85 |
+
"XLF": {
|
| 86 |
+
"ticker": "XLF",
|
| 87 |
+
"forecast_mean": 0.008255631697161106,
|
| 88 |
+
"forecast_lower": -0.2790751123273514,
|
| 89 |
+
"forecast_upper": 0.3361967259529179,
|
| 90 |
+
"forecast_std": 0.15695710160210952
|
| 91 |
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