p2-etf-rough-path-kernel-macro-results / rough_path_kernel_20260623_074920.json
P2SAMAPA's picture
Upload rough_path_kernel_20260623_074920.json with huggingface_hub
e4909f8 verified
Raw
History Blame Contribute Delete
47.1 kB
{
"run_date": "2026-06-23 04:48:35",
"windows": [
63,
252,
504,
1008,
2016,
4032,
4536
],
"sig_depth": 4,
"kernel_bandwidth": 1.0,
"alpha": 0.1,
"macro_vars": [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
],
"universes": {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0036828771721001408
},
{
"ticker": "LQD",
"rk_score_norm": 0.7871869174909487,
"raw_score": 0.0015432326953668252
},
{
"ticker": "VCIT",
"rk_score_norm": 0.7214817348023744,
"raw_score": 0.0008826260748768366
}
],
"all_scores_raw": {
"TLT": 0.0036828771721001408,
"VCIT": 0.0008826260748768366,
"LQD": 0.0015432326953668252,
"HYG": 0.0007396007873532902,
"VNQ": -1.4245167576185428e-05,
"GLD": -0.004014867990391614,
"SLV": -0.006371225007648668
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.7214817348023744,
"LQD": 0.7871869174909487,
"HYG": 0.7072561694593414,
"VNQ": 0.6322772263919149,
"GLD": 0.23436772126737274,
"SLV": 0.0
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0021972622758622863
},
{
"ticker": "HYG",
"rk_score_norm": 0.9391900156535942,
"raw_score": 0.0015121463612941116
},
{
"ticker": "VCIT",
"rk_score_norm": 0.9243726129388021,
"raw_score": 0.001345206038556309
}
],
"all_scores_raw": {
"TLT": 0.0021972622758622863,
"VCIT": 0.001345206038556309,
"LQD": 0.0011843651570184344,
"HYG": 0.0015121463612941116,
"VNQ": -0.0006140491851836499,
"GLD": -0.0020628398605068987,
"SLV": -0.009069241439471562
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.9243726129388021,
"LQD": 0.9100965885747424,
"HYG": 0.9391900156535942,
"VNQ": 0.7504717051466724,
"GLD": 0.6218789569499601,
"SLV": 0.0
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0023193427776213825
},
{
"ticker": "HYG",
"rk_score_norm": 0.9276830869558407,
"raw_score": 0.0014430856334353322
},
{
"ticker": "VCIT",
"rk_score_norm": 0.9131922595079662,
"raw_score": 0.0012675016580986978
}
],
"all_scores_raw": {
"TLT": 0.0023193427776213825,
"VCIT": 0.0012675016580986978,
"LQD": 0.0011553446017911785,
"HYG": 0.0014430856334353322,
"VNQ": -0.0013177820873619944,
"GLD": -0.002385129458169495,
"SLV": -0.009797561931114945
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.9131922595079662,
"LQD": 0.903936013048699,
"HYG": 0.9276830869558407,
"VNQ": 0.6998305299569618,
"GLD": 0.6117430689704989,
"SLV": 0.0
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.002714544682280471
},
{
"ticker": "HYG",
"rk_score_norm": 0.8949671501947846,
"raw_score": 0.0012638515647865473
},
{
"ticker": "LQD",
"rk_score_norm": 0.8814502925394501,
"raw_score": 0.0010771593784172015
}
],
"all_scores_raw": {
"TLT": 0.002714544682280471,
"VCIT": 0.0010556641376610054,
"LQD": 0.0010771593784172015,
"HYG": 0.0012638515647865473,
"VNQ": -0.002989755417209323,
"GLD": -0.0026601405317070066,
"SLV": -0.01109725915037045
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.8798939975748936,
"LQD": 0.8814502925394501,
"HYG": 0.8949671501947846,
"VNQ": 0.5869981815116064,
"GLD": 0.6108629054460075,
"SLV": 0.0
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0034754196353158143
},
{
"ticker": "LQD",
"rk_score_norm": 0.8439232209424012,
"raw_score": 0.0014242843379573423
},
{
"ticker": "HYG",
"rk_score_norm": 0.8385414398921908,
"raw_score": 0.0013535578587117146
}
],
"all_scores_raw": {
"TLT": 0.0034754196353158143,
"VCIT": 0.0012651950714493293,
"LQD": 0.0014242843379573423,
"HYG": 0.0013535578587117146,
"VNQ": -0.0007094730647753027,
"GLD": -0.001758735899065042,
"SLV": -0.009666415490596922
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.8318176614840936,
"LQD": 0.8439232209424012,
"HYG": 0.8385414398921908,
"VNQ": 0.6815594884583926,
"GLD": 0.6017180641643965,
"SLV": 0.0
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0044861110546114205
},
{
"ticker": "LQD",
"rk_score_norm": 0.8778871466201007,
"raw_score": 0.0017167886705233733
},
{
"ticker": "VCIT",
"rk_score_norm": 0.8512732666378325,
"raw_score": 0.0011132288361377519
}
],
"all_scores_raw": {
"TLT": 0.0044861110546114205,
"VCIT": 0.0011132288361377519,
"LQD": 0.0017167886705233733,
"HYG": 0.0007402652998718343,
"VNQ": 4.41599932141769e-05,
"GLD": -0.006122372577513253,
"SLV": -0.01819227461436107
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.8512732666378325,
"LQD": 0.8778871466201007,
"HYG": 0.8348274956861467,
"VNQ": 0.8041328370442824,
"GLD": 0.5322205122105007,
"SLV": 0.0
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0036707083343079094
},
{
"ticker": "LQD",
"rk_score_norm": 0.7966109476384557,
"raw_score": 0.0015210788055199376
},
{
"ticker": "VCIT",
"rk_score_norm": 0.7365376199598294,
"raw_score": 0.0008861606642967812
}
],
"all_scores_raw": {
"TLT": 0.0036707083343079094,
"VCIT": 0.0008861606642967812,
"LQD": 0.0015210788055199376,
"HYG": 0.0006991885639898573,
"VNQ": -0.00025426574664623143,
"GLD": -0.004086840711338316,
"SLV": -0.0068983439515879486
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.7365376199598294,
"LQD": 0.7966109476384557,
"HYG": 0.7188470933875999,
"VNQ": 0.6286351912373522,
"GLD": 0.266012804572981,
"SLV": 0.0
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "TLT",
"rk_score_norm": 1.0,
"raw_score": 0.0036828771721001408
},
{
"ticker": "LQD",
"rk_score_norm": 0.7871869174909487,
"raw_score": 0.0015432326953668252
},
{
"ticker": "VCIT",
"rk_score_norm": 0.7214817348023744,
"raw_score": 0.0008826260748768366
}
],
"all_scores_raw": {
"TLT": 0.0036828771721001408,
"VCIT": 0.0008826260748768366,
"LQD": 0.0015432326953668252,
"HYG": 0.0007396007873532902,
"VNQ": -1.4245167576185428e-05,
"GLD": -0.004014867990391614,
"SLV": -0.006371225007648668
},
"all_scores_norm": {
"TLT": 1.0,
"VCIT": 0.7214817348023744,
"LQD": 0.7871869174909487,
"HYG": 0.7072561694593414,
"VNQ": 0.6322772263919149,
"GLD": 0.23436772126737274,
"SLV": 0.0
}
}
]
},
"EQUITY_SECTORS": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.014955642708091549
},
{
"ticker": "XLK",
"rk_score_norm": 0.7023061494941819,
"raw_score": 0.009018581524696562
},
{
"ticker": "XBI",
"rk_score_norm": 0.6687207266392009,
"raw_score": 0.008348770206722034
}
],
"all_scores_raw": {
"SPY": 0.0028679421552530344,
"QQQ": 0.006080326438402728,
"XLK": 0.009018581524696562,
"XLF": 0.0024821219995949904,
"XLE": -0.0049878703114323575,
"XLV": 0.00036227505910442145,
"XLI": 0.005440489317822983,
"XLY": 0.0013100021921727736,
"XLP": -0.0032538578929426146,
"XLU": 0.0017317922842073983,
"GDX": -0.004368900005223025,
"XME": 0.0002174459546690152,
"IWF": 0.0027754744104713062,
"XSD": 0.014955642708091549,
"XBI": 0.008348770206722034,
"IWM": 0.005172165223111043,
"IWD": 0.0030300886039917284,
"IWO": 0.006773127791001116
},
"all_scores_norm": {
"SPY": 0.39390314329250137,
"QQQ": 0.5549772870506696,
"XLK": 0.7023061494941819,
"XLF": 0.3745574966513935,
"XLE": 0.0,
"XLV": 0.2682649423549,
"XLI": 0.5228948189341763,
"XLY": 0.3157855136875717,
"XLP": 0.08694618730372196,
"XLU": 0.3369347511173921,
"GDX": 0.031036172293386066,
"XME": 0.2610029768078259,
"IWF": 0.38926666100920426,
"XSD": 1.0,
"XBI": 0.6687207266392009,
"IWM": 0.5094406148303526,
"IWD": 0.40203342849250395,
"IWO": 0.589715467426422
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.03097018253284184
},
{
"ticker": "XLK",
"rk_score_norm": 0.5727856351640509,
"raw_score": 0.013274483663338915
},
{
"ticker": "QQQ",
"rk_score_norm": 0.5157443469387435,
"raw_score": 0.010911769432156243
}
],
"all_scores_raw": {
"SPY": 0.004437493546526838,
"QQQ": 0.010911769432156243,
"XLK": 0.013274483663338915,
"XLF": -0.0040715653322071985,
"XLE": -0.007607589393893707,
"XLV": -0.004133569919814152,
"XLI": 0.003215605547662273,
"XLY": 0.006043754714194972,
"XLP": -0.0023655760075679197,
"XLU": 0.0028119189588249292,
"GDX": -0.010450940739307718,
"XME": -0.00535074779246348,
"IWF": 0.00559730436764113,
"XSD": 0.03097018253284184,
"XBI": 0.004635397594067857,
"IWM": 0.008608501951328701,
"IWD": 0.0031755249730210863,
"IWO": 0.010427081621001047
},
"all_scores_norm": {
"SPY": 0.35944062134705884,
"QQQ": 0.5157443469387435,
"XLK": 0.5727856351640509,
"XLF": 0.15401261248242967,
"XLE": 0.06864495988513676,
"XLV": 0.152515680899972,
"XLI": 0.32994146965007604,
"XLY": 0.3982194144066894,
"XLP": 0.19519906977453166,
"XLU": 0.3201955584591844,
"GDX": 0.0,
"XME": 0.1231302423484365,
"IWF": 0.3874410889706425,
"XSD": 1.0,
"XBI": 0.364218474575247,
"IWM": 0.4601382382947464,
"IWD": 0.3289738335389584,
"IWO": 0.5040428822543928
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030946414695979085
},
{
"ticker": "XLK",
"rk_score_norm": 0.5777180894234475,
"raw_score": 0.01326281098074622
},
{
"ticker": "QQQ",
"rk_score_norm": 0.5174634840007913,
"raw_score": 0.010739571084305496
}
],
"all_scores_raw": {
"SPY": 0.00417838010735784,
"QQQ": 0.010739571084305496,
"XLK": 0.01326281098074622,
"XLF": -0.0041602708910329494,
"XLE": -0.008023257722315338,
"XLV": -0.004360557116401181,
"XLI": 0.00334878100790581,
"XLY": 0.005490117170558986,
"XLP": -0.002988867965228407,
"XLU": 0.0023757300986849243,
"GDX": -0.010929884696265726,
"XME": -0.0052083253827890225,
"IWF": 0.005313664290139707,
"XSD": 0.030946414695979085,
"XBI": 0.005560827597261002,
"IWM": 0.008498014847663576,
"IWD": 0.002951597550952357,
"IWO": 0.0104465993761223
},
"all_scores_norm": {
"SPY": 0.3607831881730578,
"QQQ": 0.5174634840007913,
"XLK": 0.5777180894234475,
"XLF": 0.16165740295778047,
"XLE": 0.06940983363225917,
"XLV": 0.15687459673385412,
"XLI": 0.3409724811265401,
"XLY": 0.39210728037410053,
"XLP": 0.18963033616356126,
"XLU": 0.31773616551740375,
"GDX": 0.0,
"XME": 0.13663001259696542,
"IWF": 0.38789361099595204,
"XSD": 1.0,
"XBI": 0.39379583518262573,
"IWM": 0.4639354438163944,
"IWD": 0.33148779736226724,
"IWO": 0.5104673617924033
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030935065955581265
},
{
"ticker": "XLK",
"rk_score_norm": 0.5442532067730642,
"raw_score": 0.012503323341952616
},
{
"ticker": "IWO",
"rk_score_norm": 0.4929176183171555,
"raw_score": 0.010427160947832775
}
],
"all_scores_raw": {
"SPY": 0.0033353743282268297,
"QQQ": 0.009890198532023553,
"XLK": 0.012503323341952616,
"XLF": -0.0035321334710629038,
"XLE": -0.009507879310411416,
"XLV": -0.005225860966648503,
"XLI": 0.004253674715303003,
"XLY": 0.004151468573946174,
"XLP": -0.005015211929910904,
"XLU": 0.0016394586637144513,
"GDX": -0.009342298285725387,
"XME": -0.004051418982119526,
"IWF": 0.004120815053973548,
"XSD": 0.030935065955581265,
"XBI": 0.00952917179282732,
"IWM": 0.008276236000705844,
"IWD": 0.00250208834770925,
"IWO": 0.010427160947832775
},
"all_scores_norm": {
"SPY": 0.31756474594440015,
"QQQ": 0.47964058292130024,
"XLK": 0.5442532067730642,
"XLF": 0.14775743457965576,
"XLE": 0.0,
"XLV": 0.10587800457162895,
"XLI": 0.34027081695472156,
"XLY": 0.33774364835499127,
"XLP": 0.11108655294396345,
"XLU": 0.2756312108529679,
"GDX": 0.004094188086377115,
"XME": 0.13491748171170095,
"IWF": 0.3369857035571775,
"XSD": 1.0,
"XBI": 0.47071376671585907,
"IWM": 0.43973343667607256,
"IWD": 0.2969607574109966,
"IWO": 0.4929176183171555
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030696428987823765
},
{
"ticker": "XBI",
"rk_score_norm": 0.5160013797537499,
"raw_score": 0.011448520848879415
},
{
"ticker": "XLK",
"rk_score_norm": 0.5121509846169515,
"raw_score": 0.01129539633820617
}
],
"all_scores_raw": {
"SPY": 0.003547089370683605,
"QQQ": 0.009455000541319342,
"XLK": 0.01129539633820617,
"XLF": -0.0015546869304362432,
"XLE": -0.00907208962727342,
"XLV": -0.00288212257206992,
"XLI": 0.006717793258440283,
"XLY": 0.005032823693316056,
"XLP": -0.004054149422184634,
"XLU": 0.0031928858592505972,
"GDX": -0.005995986108591811,
"XME": -0.001514493182235243,
"IWF": 0.0034351499547319447,
"XSD": 0.030696428987823765,
"XBI": 0.011448520848879415,
"IWM": 0.009303775825599686,
"IWD": 0.00397973591482919,
"IWO": 0.011214561338598855
},
"all_scores_norm": {
"SPY": 0.3173157924259831,
"QQQ": 0.46587327901018133,
"XLK": 0.5121509846169515,
"XLF": 0.18902898470005797,
"XLE": 0.0,
"XLV": 0.1556499279018561,
"XLI": 0.39704478405487914,
"XLY": 0.3546753515539519,
"XLP": 0.1261787056655372,
"XLU": 0.3084091616595421,
"GDX": 0.0773502163471042,
"XME": 0.19003967731825727,
"IWF": 0.31450101782914497,
"XSD": 1.0,
"XBI": 0.5160013797537499,
"IWM": 0.4620706552015528,
"IWD": 0.3281949138821528,
"IWO": 0.5101183466806561
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.015609424126416804
},
{
"ticker": "XBI",
"rk_score_norm": 0.8028166262482987,
"raw_score": 0.010461649645941068
},
{
"ticker": "IWO",
"rk_score_norm": 0.7111642359248981,
"raw_score": 0.008068923388120194
}
],
"all_scores_raw": {
"SPY": 0.0018750837692094804,
"QQQ": 0.004628301522126663,
"XLK": 0.006225307664577302,
"XLF": 0.00189220542395091,
"XLE": -0.004445103765750136,
"XLV": -0.0005303590752095094,
"XLI": 0.007119865569684636,
"XLY": 0.0022627547286988223,
"XLP": -0.0036300469532718066,
"XLU": 0.0039611621507086095,
"GDX": -0.010497110022643627,
"XME": -0.0035035153921342405,
"IWF": 0.0012265095641750493,
"XSD": 0.015609424126416804,
"XBI": 0.010461649645941068,
"IWM": 0.006348632003649629,
"IWD": 0.0031031871336864303,
"IWO": 0.008068923388120194
},
"all_scores_norm": {
"SPY": 0.4739117694141863,
"QQQ": 0.5793726374557708,
"XLK": 0.6405452976538736,
"XLF": 0.4745676073221855,
"XLE": 0.23181959820244089,
"XLV": 0.381772275497275,
"XLI": 0.6748109684625561,
"XLY": 0.48876134528189275,
"XLP": 0.2630400125180525,
"XLU": 0.5538181395814499,
"GDX": 0.0,
"XME": 0.26788675166830156,
"IWF": 0.4490684025646739,
"XSD": 1.0,
"XBI": 0.8028166262482987,
"IWM": 0.6452691854885506,
"IWD": 0.5209537611801116,
"IWO": 0.7111642359248981
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.015393265224584923
},
{
"ticker": "XLK",
"rk_score_norm": 0.6864754931328679,
"raw_score": 0.009041368718123763
},
{
"ticker": "XBI",
"rk_score_norm": 0.6485007208030339,
"raw_score": 0.00827201315448435
}
],
"all_scores_raw": {
"SPY": 0.0028001853041825023,
"QQQ": 0.006071442407772416,
"XLK": 0.009041368718123763,
"XLF": 0.0023041517049513134,
"XLE": -0.004866383917142357,
"XLV": 0.00018829751137093044,
"XLI": 0.005518781326947067,
"XLY": 0.0013275342602794508,
"XLP": -0.0034697915081992256,
"XLU": 0.0016951898567601695,
"GDX": -0.004568271030363044,
"XME": 0.00023448169505877565,
"IWF": 0.002712995881332475,
"XSD": 0.015393265224584923,
"XBI": 0.00827201315448435,
"IWM": 0.005197575281734618,
"IWD": 0.002999111257330645,
"IWO": 0.0068401960749357865
},
"all_scores_norm": {
"SPY": 0.37841569553811283,
"QQQ": 0.5398823172306055,
"XLK": 0.6864754931328679,
"XLF": 0.3539318757166952,
"XLE": 0.0,
"XLV": 0.24949501312451355,
"XLI": 0.5126034104262881,
"XLY": 0.3057268235047891,
"XLP": 0.06893467893610629,
"XLU": 0.3238740082812266,
"GDX": 0.014714612513467082,
"XME": 0.25177462731549793,
"IWF": 0.3741120956958801,
"XSD": 1.0,
"XBI": 0.6485007208030339,
"IWM": 0.4967489381713424,
"IWD": 0.38823452071897097,
"IWO": 0.5778273804340954
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.014955642708091549
},
{
"ticker": "XLK",
"rk_score_norm": 0.7023061494941819,
"raw_score": 0.009018581524696562
},
{
"ticker": "XBI",
"rk_score_norm": 0.6687207266392009,
"raw_score": 0.008348770206722034
}
],
"all_scores_raw": {
"SPY": 0.0028679421552530344,
"QQQ": 0.006080326438402728,
"XLK": 0.009018581524696562,
"XLF": 0.0024821219995949904,
"XLE": -0.0049878703114323575,
"XLV": 0.00036227505910442145,
"XLI": 0.005440489317822983,
"XLY": 0.0013100021921727736,
"XLP": -0.0032538578929426146,
"XLU": 0.0017317922842073983,
"GDX": -0.004368900005223025,
"XME": 0.0002174459546690152,
"IWF": 0.0027754744104713062,
"XSD": 0.014955642708091549,
"XBI": 0.008348770206722034,
"IWM": 0.005172165223111043,
"IWD": 0.0030300886039917284,
"IWO": 0.006773127791001116
},
"all_scores_norm": {
"SPY": 0.39390314329250137,
"QQQ": 0.5549772870506696,
"XLK": 0.7023061494941819,
"XLF": 0.3745574966513935,
"XLE": 0.0,
"XLV": 0.2682649423549,
"XLI": 0.5228948189341763,
"XLY": 0.3157855136875717,
"XLP": 0.08694618730372196,
"XLU": 0.3369347511173921,
"GDX": 0.031036172293386066,
"XME": 0.2610029768078259,
"IWF": 0.38926666100920426,
"XSD": 1.0,
"XBI": 0.6687207266392009,
"IWM": 0.5094406148303526,
"IWD": 0.40203342849250395,
"IWO": 0.589715467426422
}
}
]
},
"COMBINED": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.014955642708091549
},
{
"ticker": "XLK",
"rk_score_norm": 0.7216158855332909,
"raw_score": 0.009018581524696562
},
{
"ticker": "XBI",
"rk_score_norm": 0.6902089613237795,
"raw_score": 0.008348770206722034
}
],
"all_scores_raw": {
"TLT": 0.0036828771721001408,
"VCIT": 0.0008826260748768366,
"LQD": 0.0015432326953668252,
"HYG": 0.0007396007873532902,
"VNQ": -1.4245167576185428e-05,
"GLD": -0.004014867990391614,
"SLV": -0.006371225007648668,
"SPY": 0.0028679421552530344,
"QQQ": 0.006080326438402728,
"XLK": 0.009018581524696562,
"XLF": 0.0024821219995949904,
"XLE": -0.0049878703114323575,
"XLV": 0.00036227505910442145,
"XLI": 0.005440489317822983,
"XLY": 0.0013100021921727736,
"XLP": -0.0032538578929426146,
"XLU": 0.0017317922842073983,
"GDX": -0.004368900005223025,
"XME": 0.0002174459546690152,
"IWF": 0.0027754744104713062,
"XSD": 0.014955642708091549,
"XBI": 0.008348770206722034,
"IWM": 0.005172165223111043,
"IWD": 0.0030300886039917284,
"IWO": 0.006773127791001116
},
"all_scores_norm": {
"TLT": 0.47142891838394135,
"VCIT": 0.340127353871653,
"LQD": 0.37110267707874683,
"HYG": 0.3334210109885869,
"VNQ": 0.29807376895673887,
"GLD": 0.11048772134118658,
"SLV": 0.0,
"SPY": 0.4332172584388831,
"QQQ": 0.583843422860525,
"XLK": 0.7216158855332909,
"XLF": 0.41512645575747054,
"XLE": 0.0648644102197591,
"XLV": 0.31572850530617086,
"XLI": 0.5538419651168023,
"XLY": 0.3601666828060428,
"XLP": 0.1461708843631684,
"XLU": 0.3799440874233802,
"GDX": 0.09388743950185585,
"XME": 0.30893758287134393,
"IWF": 0.4288815188443864,
"XSD": 1.0,
"XBI": 0.6902089613237795,
"IWM": 0.5412604600271494,
"IWD": 0.4408201774844691,
"IWO": 0.6163283316540966
}
},
"all_windows": [
{
"window": 63,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.03097018253284184
},
{
"ticker": "XLK",
"rk_score_norm": 0.5727856351640509,
"raw_score": 0.013274483663338915
},
{
"ticker": "QQQ",
"rk_score_norm": 0.5157443469387435,
"raw_score": 0.010911769432156243
}
],
"all_scores_raw": {
"TLT": 0.0021972622758622863,
"VCIT": 0.001345206038556309,
"LQD": 0.0011843651570184344,
"HYG": 0.0015121463612941116,
"VNQ": -0.0006140491851836499,
"GLD": -0.0020628398605068987,
"SLV": -0.009069241439471562,
"SPY": 0.004437493546526838,
"QQQ": 0.010911769432156243,
"XLK": 0.013274483663338915,
"XLF": -0.0040715653322071985,
"XLE": -0.007607589393893707,
"XLV": -0.004133569919814152,
"XLI": 0.003215605547662273,
"XLY": 0.006043754714194972,
"XLP": -0.0023655760075679197,
"XLU": 0.0028119189588249292,
"GDX": -0.010450940739307718,
"XME": -0.00535074779246348,
"IWF": 0.00559730436764113,
"XSD": 0.03097018253284184,
"XBI": 0.004635397594067857,
"IWM": 0.008608501951328701,
"IWD": 0.0031755249730210863,
"IWO": 0.010427081621001047
},
"all_scores_norm": {
"TLT": 0.30535634999725647,
"VCIT": 0.28478577706257996,
"LQD": 0.2809027128472254,
"HYG": 0.28881609564281147,
"VNQ": 0.23748490569636793,
"GLD": 0.20250780800144913,
"SLV": 0.033357359498871274,
"SPY": 0.35944062134705884,
"QQQ": 0.5157443469387435,
"XLK": 0.5727856351640509,
"XLF": 0.15401261248242967,
"XLE": 0.06864495988513676,
"XLV": 0.152515680899972,
"XLI": 0.32994146965007604,
"XLY": 0.3982194144066894,
"XLP": 0.19519906977453166,
"XLU": 0.3201955584591844,
"GDX": 0.0,
"XME": 0.1231302423484365,
"IWF": 0.3874410889706425,
"XSD": 1.0,
"XBI": 0.364218474575247,
"IWM": 0.4601382382947464,
"IWD": 0.3289738335389584,
"IWO": 0.5040428822543928
}
},
{
"window": 252,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030946414695979085
},
{
"ticker": "XLK",
"rk_score_norm": 0.5777180894234475,
"raw_score": 0.01326281098074622
},
{
"ticker": "QQQ",
"rk_score_norm": 0.5174634840007913,
"raw_score": 0.010739571084305496
}
],
"all_scores_raw": {
"TLT": 0.0023193427776213825,
"VCIT": 0.0012675016580986978,
"LQD": 0.0011553446017911785,
"HYG": 0.0014430856334353322,
"VNQ": -0.0013177820873619944,
"GLD": -0.002385129458169495,
"SLV": -0.009797561931114945,
"SPY": 0.00417838010735784,
"QQQ": 0.010739571084305496,
"XLK": 0.01326281098074622,
"XLF": -0.0041602708910329494,
"XLE": -0.008023257722315338,
"XLV": -0.004360557116401181,
"XLI": 0.00334878100790581,
"XLY": 0.005490117170558986,
"XLP": -0.002988867965228407,
"XLU": 0.0023757300986849243,
"GDX": -0.010929884696265726,
"XME": -0.0052083253827890225,
"IWF": 0.005313664290139707,
"XSD": 0.030946414695979085,
"XBI": 0.005560827597261002,
"IWM": 0.008498014847663576,
"IWD": 0.002951597550952357,
"IWO": 0.0104465993761223
},
"all_scores_norm": {
"TLT": 0.3163896444092376,
"VCIT": 0.29127182992256695,
"LQD": 0.2885935355666839,
"HYG": 0.29546474997244965,
"VNQ": 0.2295356263185907,
"GLD": 0.2040475247838795,
"SLV": 0.02703970459625855,
"SPY": 0.3607831881730578,
"QQQ": 0.5174634840007913,
"XLK": 0.5777180894234475,
"XLF": 0.16165740295778047,
"XLE": 0.06940983363225917,
"XLV": 0.15687459673385412,
"XLI": 0.3409724811265401,
"XLY": 0.39210728037410053,
"XLP": 0.18963033616356126,
"XLU": 0.31773616551740375,
"GDX": 0.0,
"XME": 0.13663001259696542,
"IWF": 0.38789361099595204,
"XSD": 1.0,
"XBI": 0.39379583518262573,
"IWM": 0.4639354438163944,
"IWD": 0.33148779736226724,
"IWO": 0.5104673617924033
}
},
{
"window": 504,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030935065955581265
},
{
"ticker": "XLK",
"rk_score_norm": 0.5614864852903714,
"raw_score": 0.012503323341952616
},
{
"ticker": "IWO",
"rk_score_norm": 0.5120920635236379,
"raw_score": 0.010427160947832775
}
],
"all_scores_raw": {
"TLT": 0.002714544682280471,
"VCIT": 0.0010556641376610054,
"LQD": 0.0010771593784172015,
"HYG": 0.0012638515647865473,
"VNQ": -0.002989755417209323,
"GLD": -0.0026601405317070066,
"SLV": -0.01109725915037045,
"SPY": 0.0033353743282268297,
"QQQ": 0.009890198532023553,
"XLK": 0.012503323341952616,
"XLF": -0.0035321334710629038,
"XLE": -0.009507879310411416,
"XLV": -0.005225860966648503,
"XLI": 0.004253674715303003,
"XLY": 0.004151468573946174,
"XLP": -0.005015211929910904,
"XLU": 0.0016394586637144513,
"GDX": -0.009342298285725387,
"XME": -0.004051418982119526,
"IWF": 0.004120815053973548,
"XSD": 0.030935065955581265,
"XBI": 0.00952917179282732,
"IWM": 0.008276236000705844,
"IWD": 0.00250208834770925,
"IWO": 0.010427160947832775
},
"all_scores_norm": {
"TLT": 0.32859956706737575,
"VCIT": 0.28913278666829256,
"LQD": 0.28964418451987495,
"HYG": 0.29408581809352924,
"VNQ": 0.19288734831405072,
"GLD": 0.20072928626707734,
"SLV": 0.0,
"SPY": 0.34336985741846676,
"QQQ": 0.4993170763094952,
"XLK": 0.5614864852903714,
"XLF": 0.1799835165015969,
"XLE": 0.03781327432999848,
"XLV": 0.1396876848692476,
"XLI": 0.3652173375367185,
"XLY": 0.3627857294565279,
"XLP": 0.14469928097311793,
"XLU": 0.3030219665930734,
"GDX": 0.04175264775910681,
"XME": 0.16762908429382234,
"IWF": 0.3620564450332809,
"XSD": 1.0,
"XBI": 0.4907278122541239,
"IWM": 0.46091894993296567,
"IWD": 0.3235449731557689,
"IWO": 0.5120920635236379
}
},
{
"window": 1008,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.030696428987823765
},
{
"ticker": "XBI",
"rk_score_norm": 0.5231280553273464,
"raw_score": 0.011448520848879415
},
{
"ticker": "XLK",
"rk_score_norm": 0.5193343556351676,
"raw_score": 0.01129539633820617
}
],
"all_scores_raw": {
"TLT": 0.0034754196353158143,
"VCIT": 0.0012651950714493293,
"LQD": 0.0014242843379573423,
"HYG": 0.0013535578587117146,
"VNQ": -0.0007094730647753027,
"GLD": -0.001758735899065042,
"SLV": -0.009666415490596922,
"SPY": 0.003547089370683605,
"QQQ": 0.009455000541319342,
"XLK": 0.01129539633820617,
"XLF": -0.0015546869304362432,
"XLE": -0.00907208962727342,
"XLV": -0.00288212257206992,
"XLI": 0.006717793258440283,
"XLY": 0.005032823693316056,
"XLP": -0.004054149422184634,
"XLU": 0.0031928858592505972,
"GDX": -0.005995986108591811,
"XME": -0.001514493182235243,
"IWF": 0.0034351499547319447,
"XSD": 0.030696428987823765,
"XBI": 0.011448520848879415,
"IWM": 0.009303775825599686,
"IWD": 0.00397973591482919,
"IWO": 0.011214561338598855
},
"all_scores_norm": {
"TLT": 0.3255923930965469,
"VCIT": 0.2708335030225794,
"LQD": 0.2747749810963823,
"HYG": 0.27302271412512263,
"VNQ": 0.2219105848848264,
"GLD": 0.19591482448070743,
"SLV": 0.0,
"SPY": 0.3273680294842675,
"QQQ": 0.4737380697274496,
"XLK": 0.5193343556351676,
"XLF": 0.20097019090162185,
"XLE": 0.014724578284893895,
"XLV": 0.16808262663832102,
"XLI": 0.40592304533434814,
"XLY": 0.3641774848591674,
"XLP": 0.13904535572097232,
"XLU": 0.31859254509980156,
"GDX": 0.0909358453160417,
"XME": 0.2019660014972425,
"IWF": 0.3245947012563348,
"XSD": 1.0,
"XBI": 0.5231280553273464,
"IWM": 0.46999143795077925,
"IWD": 0.3380869604648849,
"IWO": 0.5173316474352901
}
},
{
"window": 2016,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.015609424126416804
},
{
"ticker": "XBI",
"rk_score_norm": 0.8477066339193913,
"raw_score": 0.010461649645941068
},
{
"ticker": "IWO",
"rk_score_norm": 0.7769194738961489,
"raw_score": 0.008068923388120194
}
],
"all_scores_raw": {
"TLT": 0.0044861110546114205,
"VCIT": 0.0011132288361377519,
"LQD": 0.0017167886705233733,
"HYG": 0.0007402652998718343,
"VNQ": 4.41599932141769e-05,
"GLD": -0.006122372577513253,
"SLV": -0.01819227461436107,
"SPY": 0.0018750837692094804,
"QQQ": 0.004628301522126663,
"XLK": 0.006225307664577302,
"XLF": 0.00189220542395091,
"XLE": -0.004445103765750136,
"XLV": -0.0005303590752095094,
"XLI": 0.007119865569684636,
"XLY": 0.0022627547286988223,
"XLP": -0.0036300469532718066,
"XLU": 0.0039611621507086095,
"GDX": -0.010497110022643627,
"XME": -0.0035035153921342405,
"IWF": 0.0012265095641750493,
"XSD": 0.015609424126416804,
"XBI": 0.010461649645941068,
"IWM": 0.006348632003649629,
"IWD": 0.0031031871336864303,
"IWO": 0.008068923388120194
},
"all_scores_norm": {
"TLT": 0.67092443616195,
"VCIT": 0.5711400364387291,
"LQD": 0.5889959388599142,
"HYG": 0.5601061668357207,
"VNQ": 0.5395123702932444,
"GLD": 0.35707974706865436,
"SLV": 0.0,
"SPY": 0.5936789904396604,
"QQQ": 0.6751310433092915,
"XLK": 0.7223773712142272,
"XLF": 0.5941855228146377,
"XLE": 0.40670059082050064,
"XLV": 0.5225156189515554,
"XLI": 0.7488422513366025,
"XLY": 0.605147969039297,
"XLP": 0.4308134858181434,
"XLU": 0.6553941840308782,
"GDX": 0.22765614979090118,
"XME": 0.43455683499440595,
"IWF": 0.5744913688349509,
"XSD": 1.0,
"XBI": 0.8477066339193913,
"IWM": 0.7260258369324175,
"IWD": 0.63001158348166,
"IWO": 0.7769194738961489
}
},
{
"window": 4032,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.015393265224584923
},
{
"ticker": "XLK",
"rk_score_norm": 0.7150543751121119,
"raw_score": 0.009041368718123763
},
{
"ticker": "XBI",
"rk_score_norm": 0.680541139321949,
"raw_score": 0.00827201315448435
}
],
"all_scores_raw": {
"TLT": 0.0036707083343079094,
"VCIT": 0.0008861606642967812,
"LQD": 0.0015210788055199376,
"HYG": 0.0006991885639898573,
"VNQ": -0.00025426574664623143,
"GLD": -0.004086840711338316,
"SLV": -0.0068983439515879486,
"SPY": 0.0028001853041825023,
"QQQ": 0.006071442407772416,
"XLK": 0.009041368718123763,
"XLF": 0.0023041517049513134,
"XLE": -0.004866383917142357,
"XLV": 0.00018829751137093044,
"XLI": 0.005518781326947067,
"XLY": 0.0013275342602794508,
"XLP": -0.0034697915081992256,
"XLU": 0.0016951898567601695,
"GDX": -0.004568271030363044,
"XME": 0.00023448169505877565,
"IWF": 0.002712995881332475,
"XSD": 0.015393265224584923,
"XBI": 0.00827201315448435,
"IWM": 0.005197575281734618,
"IWD": 0.002999111257330645,
"IWO": 0.0068401960749357865
},
"all_scores_norm": {
"TLT": 0.47412693280092766,
"VCIT": 0.3492123226440492,
"LQD": 0.3776947052394614,
"HYG": 0.34082476754072477,
"VNQ": 0.29805287507209044,
"GLD": 0.12612383511796005,
"SLV": 0.0,
"SPY": 0.43507533166950757,
"QQQ": 0.5818236923525266,
"XLK": 0.7150543751121119,
"XLF": 0.41282329973628173,
"XLE": 0.09115358242587168,
"XLV": 0.31790623130669593,
"XLI": 0.5570313556280841,
"XLY": 0.36901231072451707,
"XLP": 0.15380461842357462,
"XLU": 0.38550531459763804,
"GDX": 0.10452690529472769,
"XME": 0.31997805049762323,
"IWF": 0.43116402037022183,
"XSD": 1.0,
"XBI": 0.680541139321949,
"IWM": 0.5426220753166484,
"IWD": 0.4439991357599171,
"IWO": 0.6163099271096423
}
},
{
"window": 4536,
"top_etfs": [
{
"ticker": "XSD",
"rk_score_norm": 1.0,
"raw_score": 0.014955642708091549
},
{
"ticker": "XLK",
"rk_score_norm": 0.7216158855332909,
"raw_score": 0.009018581524696562
},
{
"ticker": "XBI",
"rk_score_norm": 0.6902089613237795,
"raw_score": 0.008348770206722034
}
],
"all_scores_raw": {
"TLT": 0.0036828771721001408,
"VCIT": 0.0008826260748768366,
"LQD": 0.0015432326953668252,
"HYG": 0.0007396007873532902,
"VNQ": -1.4245167576185428e-05,
"GLD": -0.004014867990391614,
"SLV": -0.006371225007648668,
"SPY": 0.0028679421552530344,
"QQQ": 0.006080326438402728,
"XLK": 0.009018581524696562,
"XLF": 0.0024821219995949904,
"XLE": -0.0049878703114323575,
"XLV": 0.00036227505910442145,
"XLI": 0.005440489317822983,
"XLY": 0.0013100021921727736,
"XLP": -0.0032538578929426146,
"XLU": 0.0017317922842073983,
"GDX": -0.004368900005223025,
"XME": 0.0002174459546690152,
"IWF": 0.0027754744104713062,
"XSD": 0.014955642708091549,
"XBI": 0.008348770206722034,
"IWM": 0.005172165223111043,
"IWD": 0.0030300886039917284,
"IWO": 0.006773127791001116
},
"all_scores_norm": {
"TLT": 0.47142891838394135,
"VCIT": 0.340127353871653,
"LQD": 0.37110267707874683,
"HYG": 0.3334210109885869,
"VNQ": 0.29807376895673887,
"GLD": 0.11048772134118658,
"SLV": 0.0,
"SPY": 0.4332172584388831,
"QQQ": 0.583843422860525,
"XLK": 0.7216158855332909,
"XLF": 0.41512645575747054,
"XLE": 0.0648644102197591,
"XLV": 0.31572850530617086,
"XLI": 0.5538419651168023,
"XLY": 0.3601666828060428,
"XLP": 0.1461708843631684,
"XLU": 0.3799440874233802,
"GDX": 0.09388743950185585,
"XME": 0.30893758287134393,
"IWF": 0.4288815188443864,
"XSD": 1.0,
"XBI": 0.6902089613237795,
"IWM": 0.5412604600271494,
"IWD": 0.4408201774844691,
"IWO": 0.6163283316540966
}
}
]
}
}
}