{ "run_date": "2026-06-21 05:11:38", "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": 0.0032562483281820508 }, { "ticker": "LQD", "rk_score_norm": 0.8788484192757973, "raw_score": 0.0008430467733470809 }, { "ticker": "VCIT", "rk_score_norm": 0.8489026904339347, "raw_score": 0.00024656194855261077 } ], "all_scores_raw": { "TLT": 0.0032562483281820508, "VCIT": 0.00024656194855261077, "LQD": 0.0008430467733470809, "HYG": 0.0001690191799397986, "VNQ": 6.849384623145837e-05, "GLD": -0.010586612243797339, "SLV": -0.016662613154348152 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8489026904339347, "LQD": 0.8788484192757973, "HYG": 0.8450097586676879, "VNQ": 0.8399630177283774, "GLD": 0.3050375602983011, "SLV": 0.0 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.003643963668329102 }, { "ticker": "HYG", "rk_score_norm": 0.9128590824429473, "raw_score": 0.0011513865510018942 }, { "ticker": "LQD", "rk_score_norm": 0.9014706900277342, "raw_score": 0.0008256331950228513 } ], "all_scores_raw": { "TLT": 0.003643963668329102, "VCIT": 0.0007039706657794575, "LQD": 0.0008256331950228513, "HYG": 0.0011513865510018942, "VNQ": -0.007954879542938623, "GLD": -0.009375065927299378, "SLV": -0.02496001695530012 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8972173474302745, "LQD": 0.9014706900277342, "HYG": 0.9128590824429473, "VNQ": 0.5945024797812185, "GLD": 0.5448525236073717, "SLV": 0.0 } }, { "window": 252, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.003484202345218927 }, { "ticker": "HYG", "rk_score_norm": 0.9066088309344672, "raw_score": 0.0007000390941553324 }, { "ticker": "LQD", "rk_score_norm": 0.8985305639654958, "raw_score": 0.00045921103458249415 } ], "all_scores_raw": { "TLT": 0.003484202345218927, "VCIT": 0.00023159217004309687, "LQD": 0.00045921103458249415, "HYG": 0.0007000390941553324, "VNQ": -0.009945529233611791, "GLD": -0.010603365023090797, "SLV": -0.026327644737559774 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8908953824248362, "LQD": 0.8985305639654958, "HYG": 0.9066088309344672, "VNQ": 0.5495169574182935, "GLD": 0.5274507034336817, "SLV": 0.0 } }, { "window": 504, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.0031361373485724407 }, { "ticker": "HYG", "rk_score_norm": 0.9017472185468179, "raw_score": 5.553460937608723e-05 }, { "ticker": "LQD", "rk_score_norm": 0.8961347272833801, "raw_score": -0.00012043858653899148 } ], "all_scores_raw": { "TLT": 0.0031361373485724407, "VCIT": -0.00045775578522761623, "LQD": -0.00012043858653899148, "HYG": 5.553460937608723e-05, "VNQ": -0.009725799459132933, "GLD": -0.011494701059933915, "SLV": -0.028217710284374975 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8853763284215395, "LQD": 0.8961347272833801, "HYG": 0.9017472185468179, "VNQ": 0.589781230097268, "GLD": 0.5333638607999135, "SLV": 0.0 } }, { "window": 1008, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.003134627143297125 }, { "ticker": "LQD", "rk_score_norm": 0.8889389550104011, "raw_score": 1.8096795749593386e-05 }, { "ticker": "HYG", "rk_score_norm": 0.8865421683546179, "raw_score": -4.916043517277924e-05 } ], "all_scores_raw": { "TLT": 0.003134627143297125, "VCIT": -0.0004182959697635602, "LQD": 1.8096795749593386e-05, "HYG": -4.916043517277924e-05, "VNQ": -0.006884731192909346, "GLD": -0.011583107828059339, "SLV": -0.024926790321660106 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8733876106758494, "LQD": 0.8889389550104011, "HYG": 0.8865421683546179, "VNQ": 0.6429489583440134, "GLD": 0.4755170514912228, "SLV": 0.0 } }, { "window": 2016, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.00403169678503798 }, { "ticker": "LQD", "rk_score_norm": 0.8783122561659399, "raw_score": 0.0006890091938683042 }, { "ticker": "VCIT", "rk_score_norm": 0.8559157596898975, "raw_score": 7.379119000563636e-05 } ], "all_scores_raw": { "TLT": 0.00403169678503798, "VCIT": 7.379119000563636e-05, "LQD": 0.0006890091938683042, "HYG": -0.00030459000748630366, "VNQ": -0.0017431053929642427, "GLD": -0.012781938440148716, "SLV": -0.023437689086130302 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8559157596898975, "LQD": 0.8783122561659399, "HYG": 0.8421411089107883, "VNQ": 0.7897731603798458, "GLD": 0.3879136831073389, "SLV": 0.0 } }, { "window": 4032, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.0033587583739865152 }, { "ticker": "LQD", "rk_score_norm": 0.877174762834216, "raw_score": 0.0008965726379418087 }, { "ticker": "VCIT", "rk_score_norm": 0.8455707271399459, "raw_score": 0.0002630301536488723 } ], "all_scores_raw": { "TLT": 0.0033587583739865152, "VCIT": 0.0002630301536488723, "LQD": 0.0008965726379418087, "HYG": 0.00021580342425300825, "VNQ": 2.428083850531098e-05, "GLD": -0.010750204847328762, "SLV": -0.016687494276202624 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8455707271399459, "LQD": 0.877174762834216, "HYG": 0.8432148389737145, "VNQ": 0.8336608046566877, "GLD": 0.2961795170638959, "SLV": 0.0 } }, { "window": 4536, "top_etfs": [ { "ticker": "TLT", "rk_score_norm": 1.0, "raw_score": 0.0032562483281820508 }, { "ticker": "LQD", "rk_score_norm": 0.8788484192757973, "raw_score": 0.0008430467733470809 }, { "ticker": "VCIT", "rk_score_norm": 0.8489026904339347, "raw_score": 0.00024656194855261077 } ], "all_scores_raw": { "TLT": 0.0032562483281820508, "VCIT": 0.00024656194855261077, "LQD": 0.0008430467733470809, "HYG": 0.0001690191799397986, "VNQ": 6.849384623145837e-05, "GLD": -0.010586612243797339, "SLV": -0.016662613154348152 }, "all_scores_norm": { "TLT": 1.0, "VCIT": 0.8489026904339347, "LQD": 0.8788484192757973, "HYG": 0.8450097586676879, "VNQ": 0.8399630177283774, "GLD": 0.3050375602983011, "SLV": 0.0 } } ] }, "EQUITY_SECTORS": { "best_window_data": { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009817722701607412 }, { "ticker": "XBI", "rk_score_norm": 0.9323107605462478, "raw_score": 0.008187946871961574 }, { "ticker": "XLK", "rk_score_norm": 0.7934682003267887, "raw_score": 0.004844989400465294 } ], "all_scores_raw": { "SPY": 0.0005538252086568635, "QQQ": 0.002940867300827904, "XLK": 0.004844989400465294, "XLF": 0.002417547690773736, "XLE": -0.004869563604233351, "XLV": -0.00018939848551946525, "XLI": 0.004703544936388998, "XLY": -0.003752467993982954, "XLP": -0.0017166907395269014, "XLU": 0.001762934112729278, "GDX": -0.014259602480327357, "XME": -0.00564533532982104, "IWF": -0.0003142208208689323, "XSD": 0.009817722701607412, "XBI": 0.008187946871961574, "IWM": 0.0033457285100270406, "IWD": 0.0017007158954237822, "IWO": 0.004509438724362574 }, "all_scores_norm": { "SPY": 0.6152439100709884, "QQQ": 0.7143845776548627, "XLK": 0.7934682003267887, "XLF": 0.6926496213796194, "XLE": 0.3899951014134808, "XLV": 0.5843757098635182, "XLI": 0.7875936082362013, "XLY": 0.43639126883695173, "XLP": 0.5209429056601108, "XLU": 0.66546165207248, "GDX": 0.0, "XME": 0.35777508861198615, "IWF": 0.5791914821967704, "XSD": 1.0, "XBI": 0.9323107605462478, "IWM": 0.7311996186172577, "IWD": 0.6628775520183685, "IWO": 0.779531823525495 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.04406630013206819 }, { "ticker": "XLK", "rk_score_norm": 0.6242247835691911, "raw_score": 0.018366432000917976 }, { "ticker": "XBI", "rk_score_norm": 0.5787990579440684, "raw_score": 0.015259693963705176 } ], "all_scores_raw": { "SPY": 0.0029480009135954, "QQQ": 0.013036103279709388, "XLK": 0.018366432000917976, "XLF": -0.007467180485219965, "XLE": -0.01456041472791643, "XLV": -0.010096617608232746, "XLI": 0.004258918183291237, "XLY": -0.007632971949445719, "XLP": -0.009788127976864847, "XLU": 0.00033363332049897443, "GDX": -0.02432529943975272, "XME": -0.009903681753276883, "IWF": 0.004152214424518921, "XSD": 0.04406630013206819, "XBI": 0.015259693963705176, "IWM": 0.010405695920590041, "IWD": 0.0016377215873593018, "IWO": 0.014132137622062474 }, "all_scores_norm": { "SPY": 0.39878143696152735, "QQQ": 0.5462864292306443, "XLK": 0.6242247835691911, "XLF": 0.2464940001414842, "XLE": 0.14277900755313921, "XLV": 0.2080472151638716, "XLI": 0.4179492481825412, "XLY": 0.24406985060756886, "XLP": 0.21255785145983863, "XLU": 0.3605549938096755, "GDX": 0.0, "XME": 0.21086826125964617, "IWF": 0.4163890600974495, "XSD": 1.0, "XBI": 0.5787990579440684, "IWM": 0.5078254577723433, "IWD": 0.37962295354485975, "IWO": 0.5623122913133419 } }, { "window": 252, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.040043693691710236 }, { "ticker": "XLK", "rk_score_norm": 0.6416821187653826, "raw_score": 0.016524566975857066 }, { "ticker": "XBI", "rk_score_norm": 0.6391172761881726, "raw_score": 0.016356216857878664 } ], "all_scores_raw": { "SPY": 0.0015097241818238655, "QQQ": 0.01102502697425442, "XLK": 0.016524566975857066, "XLF": -0.007611255960412615, "XLE": -0.014177565195523552, "XLV": -0.010499947577105918, "XLI": 0.003529862828828466, "XLY": -0.009390930114440033, "XLP": -0.011137313705616811, "XLU": -0.0013545864130474206, "GDX": -0.02559390897220329, "XME": -0.009443640811543197, "IWF": 0.00254858475885468, "XSD": 0.040043693691710236, "XBI": 0.016356216857878664, "IWM": 0.008699537867389015, "IWD": 0.00035532007650057595, "IWO": 0.012523584858702905 }, "all_scores_norm": { "SPY": 0.41292844427616926, "QQQ": 0.5578956948497785, "XLK": 0.6416821187653826, "XLF": 0.2739687661029893, "XLE": 0.17392993213258007, "XLV": 0.22995905978442724, "XLI": 0.4437055989103564, "XLY": 0.24685512877013388, "XLP": 0.22024867880396365, "XLU": 0.36929018695684707, "GDX": 0.0, "XME": 0.24605207236703733, "IWF": 0.42875566121994046, "XSD": 1.0, "XBI": 0.6391172761881726, "IWM": 0.5224664742127499, "IWD": 0.3953409020980336, "IWO": 0.5807264781756352 } }, { "window": 504, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.029316204402952906 }, { "ticker": "XBI", "rk_score_norm": 0.7777172146814753, "raw_score": 0.017806781259898388 }, { "ticker": "XLK", "rk_score_norm": 0.6434432800159003, "raw_score": 0.010854306155114984 } ], "all_scores_raw": { "SPY": -0.0008170262627653913, "QQQ": 0.006367890001626436, "XLK": 0.010854306155114984, "XLF": -0.005598014976963481, "XLE": -0.01434734955456086, "XLV": -0.00997636448291163, "XLI": 0.004269043353936922, "XLY": -0.010914381568181766, "XLP": -0.011144220259644469, "XLU": -0.0009034100008212254, "GDX": -0.022462088398992365, "XME": -0.00910661231591437, "IWF": -0.0008106725946165627, "XSD": 0.029316204402952906, "XBI": 0.017806781259898388, "IWM": 0.0057711866954192614, "IWD": -0.0006952665076206954, "IWO": 0.008972259199693355 }, "all_scores_norm": { "SPY": 0.4180335226389269, "QQQ": 0.5567966195968455, "XLK": 0.6434432800159003, "XLF": 0.32569774918101035, "XLE": 0.1567208651600549, "XLV": 0.24113819209604484, "XLI": 0.5162613579242037, "XLY": 0.22302216249155207, "XLP": 0.21858326195958883, "XLU": 0.4163651837775771, "GDX": 0.0, "XME": 0.25793581364614326, "IWF": 0.4181562317474163, "XSD": 1.0, "XBI": 0.7777172146814753, "IWM": 0.5452724214451297, "IWD": 0.4203850825022548, "IWO": 0.6070950952153593 } }, { "window": 1008, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.023188274803521924 }, { "ticker": "XBI", "rk_score_norm": 0.8073028884438788, "raw_score": 0.015203641893812785 }, { "ticker": "XLK", "rk_score_norm": 0.623062473849847, "raw_score": 0.0075694222327800376 } ], "all_scores_raw": { "SPY": -0.001052369190894381, "QQQ": 0.004128819438943665, "XLK": 0.0075694222327800376, "XLF": -0.002828267416538209, "XLE": -0.011147242273724461, "XLV": -0.0069022771882607595, "XLI": 0.005763246164418832, "XLY": -0.00991782283065254, "XLP": -0.008091351610826192, "XLU": 0.0006007502187641844, "GDX": -0.01824790887992518, "XME": -0.006725687060681711, "IWF": -0.001946406161126235, "XSD": 0.023188274803521924, "XBI": 0.015203641893812785, "IWM": 0.00507750003762758, "IWD": 0.00030710283779508685, "IWO": 0.007407295883452292 }, "all_scores_norm": { "SPY": 0.4149884994331672, "QQQ": 0.5400286978602202, "XLK": 0.623062473849847, "XLF": 0.37212986555870486, "XLE": 0.17136391373410406, "XLV": 0.27380976439190674, "XLI": 0.5794731297596784, "XLY": 0.20103410374156486, "XLP": 0.24511324080157323, "XLU": 0.45488405116369374, "GDX": 0.0, "XME": 0.2780715016437761, "IWF": 0.3934122612095442, "XSD": 1.0, "XBI": 0.8073028884438788, "IWM": 0.5629236779078856, "IWD": 0.44779731307959736, "IWO": 0.6191497981419123 } }, { "window": 2016, "top_etfs": [ { "ticker": "XBI", "rk_score_norm": 1.0, "raw_score": 0.010457439806152161 }, { "ticker": "XSD", "rk_score_norm": 0.954750501305216, "raw_score": 0.009121465063778533 }, { "ticker": "XLI", "rk_score_norm": 0.8260526810041516, "raw_score": 0.005321709435975715 } ], "all_scores_raw": { "SPY": -0.0008519772088365907, "QQQ": 0.0014271087587862386, "XLK": 0.0026977506616246427, "XLF": 0.0013215924205922241, "XLE": -0.0068316422220360135, "XLV": -0.00183405131051452, "XLI": 0.005321709435975715, "XLY": -0.005610209271736444, "XLP": -0.0032230437201128635, "XLU": 0.0020165035696172173, "GDX": -0.019067190983351533, "XME": -0.008928505846365314, "IWF": -0.0019995737081777154, "XSD": 0.009121465063778533, "XBI": 0.010457439806152161, "IWM": 0.003258960166588498, "IWD": 0.0007785816348983149, "IWO": 0.004872899416608151 }, "all_scores_norm": { "SPY": 0.6169497564382967, "QQQ": 0.6941424564544835, "XLK": 0.7371791302031737, "XLF": 0.6905686153810322, "XLE": 0.41441834949771433, "XLV": 0.583686881495689, "XLI": 0.8260526810041516, "XLY": 0.4557883147652835, "XLP": 0.5366416730559566, "XLU": 0.7141052737724402, "GDX": 0.0, "XME": 0.3433975249096298, "IWF": 0.5780806336532252, "XSD": 0.954750501305216, "XBI": 1.0, "IWM": 0.7561873104905076, "IWD": 0.672176826180845, "IWO": 0.8108514741688363 } }, { "window": 4032, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.01102901400813494 }, { "ticker": "XBI", "rk_score_norm": 0.9097239680800533, "raw_score": 0.00869537418178918 }, { "ticker": "XLK", "rk_score_norm": 0.7845777675843602, "raw_score": 0.005460338797739772 } ], "all_scores_raw": { "SPY": 0.0008217796893565665, "QQQ": 0.0034518033245941326, "XLK": 0.005460338797739772, "XLF": 0.0024321628014960794, "XLE": -0.004850086563198491, "XLV": -0.0003314690740150311, "XLI": 0.005069459574189646, "XLY": -0.003428979074442, "XLP": -0.0018841414295934188, "XLU": 0.0018538453501752289, "GDX": -0.014821034744729428, "XME": -0.0054953605428016, "IWF": 4.071880772971159e-05, "XSD": 0.01102901400813494, "XBI": 0.00869537418178918, "IWM": 0.0037550112263489144, "IWD": 0.0018969466676166044, "IWO": 0.005058291108399643 }, "all_scores_norm": { "SPY": 0.6051367478505301, "QQQ": 0.7068782826685694, "XLK": 0.7845777675843602, "XLF": 0.6674338493970434, "XLE": 0.38572260643903367, "XLV": 0.5605237270242615, "XLI": 0.7694567429670733, "XLY": 0.44069764738935385, "XLP": 0.5004591456990003, "XLU": 0.6450618431834471, "GDX": 0.0, "XME": 0.36076041059282243, "IWF": 0.574921683689759, "XSD": 1.0, "XBI": 0.9097239680800533, "IWM": 0.7186077731872743, "IWD": 0.6467292024156651, "IWO": 0.769024694815181 } }, { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009817722701607412 }, { "ticker": "XBI", "rk_score_norm": 0.9323107605462478, "raw_score": 0.008187946871961574 }, { "ticker": "XLK", "rk_score_norm": 0.7934682003267887, "raw_score": 0.004844989400465294 } ], "all_scores_raw": { "SPY": 0.0005538252086568635, "QQQ": 0.002940867300827904, "XLK": 0.004844989400465294, "XLF": 0.002417547690773736, "XLE": -0.004869563604233351, "XLV": -0.00018939848551946525, "XLI": 0.004703544936388998, "XLY": -0.003752467993982954, "XLP": -0.0017166907395269014, "XLU": 0.001762934112729278, "GDX": -0.014259602480327357, "XME": -0.00564533532982104, "IWF": -0.0003142208208689323, "XSD": 0.009817722701607412, "XBI": 0.008187946871961574, "IWM": 0.0033457285100270406, "IWD": 0.0017007158954237822, "IWO": 0.004509438724362574 }, "all_scores_norm": { "SPY": 0.6152439100709884, "QQQ": 0.7143845776548627, "XLK": 0.7934682003267887, "XLF": 0.6926496213796194, "XLE": 0.3899951014134808, "XLV": 0.5843757098635182, "XLI": 0.7875936082362013, "XLY": 0.43639126883695173, "XLP": 0.5209429056601108, "XLU": 0.66546165207248, "GDX": 0.0, "XME": 0.35777508861198615, "IWF": 0.5791914821967704, "XSD": 1.0, "XBI": 0.9323107605462478, "IWM": 0.7311996186172577, "IWD": 0.6628775520183685, "IWO": 0.779531823525495 } } ] }, "COMBINED": { "best_window_data": { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009817722701607412 }, { "ticker": "XBI", "rk_score_norm": 0.9384533550287546, "raw_score": 0.008187946871961574 }, { "ticker": "XLK", "rk_score_norm": 0.8122103387135203, "raw_score": 0.004844989400465294 } ], "all_scores_raw": { "TLT": 0.0032562483281820508, "VCIT": 0.00024656194855261077, "LQD": 0.0008430467733470809, "HYG": 0.0001690191799397986, "VNQ": 6.849384623145837e-05, "GLD": -0.010586612243797339, "SLV": -0.016662613154348152, "SPY": 0.0005538252086568635, "QQQ": 0.002940867300827904, "XLK": 0.004844989400465294, "XLF": 0.002417547690773736, "XLE": -0.004869563604233351, "XLV": -0.00018939848551946525, "XLI": 0.004703544936388998, "XLY": -0.003752467993982954, "XLP": -0.0017166907395269014, "XLU": 0.001762934112729278, "GDX": -0.014259602480327357, "XME": -0.00564533532982104, "IWF": -0.0003142208208689323, "XSD": 0.009817722701607412, "XBI": 0.008187946871961574, "IWM": 0.0033457285100270406, "IWD": 0.0017007158954237822, "IWO": 0.004509438724362574 }, "all_scores_norm": { "TLT": 0.752213325045511, "VCIT": 0.6385559154113901, "LQD": 0.6610814916744389, "HYG": 0.6356276002633263, "VNQ": 0.6318313744807244, "GLD": 0.22945331749575562, "SLV": 0.0, "SPY": 0.650159365676359, "QQQ": 0.7403033164614161, "XLK": 0.8122103387135203, "XLF": 0.7205407419645948, "XLE": 0.44535120756266705, "XLV": 0.6220923616089172, "XLI": 0.8068688481506473, "XLY": 0.48753706261854834, "XLP": 0.5644158932168466, "XLU": 0.6958199989345464, "GDX": 0.0907469862577421, "XME": 0.4160550638200939, "IWF": 0.6173785869790009, "XSD": 1.0, "XBI": 0.9384533550287546, "IWM": 0.7555924431326733, "IWD": 0.693470398172534, "IWO": 0.7995386461062963 } }, "all_windows": [ { "window": 63, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.04406630013206819 }, { "ticker": "XLK", "rk_score_norm": 0.6276801484480005, "raw_score": 0.018366432000917976 }, { "ticker": "XBI", "rk_score_norm": 0.5826721258806002, "raw_score": 0.015259693963705176 } ], "all_scores_raw": { "TLT": 0.003643963668329102, "VCIT": 0.0007039706657794575, "LQD": 0.0008256331950228513, "HYG": 0.0011513865510018942, "VNQ": -0.007954879542938623, "GLD": -0.009375065927299378, "SLV": -0.02496001695530012, "SPY": 0.0029480009135954, "QQQ": 0.013036103279709388, "XLK": 0.018366432000917976, "XLF": -0.007467180485219965, "XLE": -0.01456041472791643, "XLV": -0.010096617608232746, "XLI": 0.004258918183291237, "XLY": -0.007632971949445719, "XLP": -0.009788127976864847, "XLU": 0.00033363332049897443, "GDX": -0.02432529943975272, "XME": -0.009903681753276883, "IWF": 0.004152214424518921, "XSD": 0.04406630013206819, "XBI": 0.015259693963705176, "IWM": 0.010405695920590041, "IWD": 0.0016377215873593018, "IWO": 0.014132137622062474 }, "all_scores_norm": { "TLT": 0.4143923916355621, "VCIT": 0.3718000424185465, "LQD": 0.37356259522995316, "HYG": 0.3782818583997777, "VNQ": 0.24635730442981152, "GLD": 0.22578274034633028, "SLV": 0.0, "SPY": 0.40430982046415215, "QQQ": 0.5504584604581595, "XLK": 0.6276801484480005, "XLF": 0.2534227119192675, "XLE": 0.1506614095348685, "XLV": 0.21532945656443472, "XLI": 0.42330137796006456, "XLY": 0.2510208531613114, "XLP": 0.21979861621809893, "XLU": 0.36643488082645775, "GDX": 0.009195297421764835, "XME": 0.21812456230231814, "IWF": 0.4217555362684492, "XSD": 1.0, "XBI": 0.5826721258806002, "IWM": 0.5123511490715477, "IWD": 0.38532750500065077, "IWO": 0.5663369599725665 } }, { "window": 252, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.040043693691710236 }, { "ticker": "XLK", "rk_score_norm": 0.6456433262843296, "raw_score": 0.016524566975857066 }, { "ticker": "XBI", "rk_score_norm": 0.6431068380657319, "raw_score": 0.016356216857878664 } ], "all_scores_raw": { "TLT": 0.003484202345218927, "VCIT": 0.00023159217004309687, "LQD": 0.00045921103458249415, "HYG": 0.0007000390941553324, "VNQ": -0.009945529233611791, "GLD": -0.010603365023090797, "SLV": -0.026327644737559774, "SPY": 0.0015097241818238655, "QQQ": 0.01102502697425442, "XLK": 0.016524566975857066, "XLF": -0.007611255960412615, "XLE": -0.014177565195523552, "XLV": -0.010499947577105918, "XLI": 0.003529862828828466, "XLY": -0.009390930114440033, "XLP": -0.011137313705616811, "XLU": -0.0013545864130474206, "GDX": -0.02559390897220329, "XME": -0.009443640811543197, "IWF": 0.00254858475885468, "XSD": 0.040043693691710236, "XBI": 0.016356216857878664, "IWM": 0.008699537867389015, "IWD": 0.00035532007650057595, "IWO": 0.012523584858702905 }, "all_scores_norm": { "TLT": 0.44916748386125005, "VCIT": 0.40016123730736985, "LQD": 0.40359071258881174, "HYG": 0.40721920743722406, "VNQ": 0.2468251491026646, "GLD": 0.2369137053221532, "SLV": 0.0, "SPY": 0.4194185258000953, "QQQ": 0.5627831620665574, "XLK": 0.6456433262843296, "XLF": 0.28199504816514537, "XLE": 0.18306214443730415, "XLV": 0.2384718695603972, "XLI": 0.44985543870275435, "XLY": 0.2551811523458835, "XLP": 0.22886883693223775, "XLU": 0.3762626898224361, "GDX": 0.011055009326629844, "XME": 0.25438697373881297, "IWF": 0.43507077271293854, "XSD": 1.0, "XBI": 0.6431068380657319, "IWM": 0.5277456117941064, "IWD": 0.4020254140647714, "IWO": 0.5853615508698126 } }, { "window": 504, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.029316204402952906 }, { "ticker": "XBI", "rk_score_norm": 0.7999541104476674, "raw_score": 0.017806781259898388 }, { "ticker": "XLK", "rk_score_norm": 0.6791127746448262, "raw_score": 0.010854306155114984 } ], "all_scores_raw": { "TLT": 0.0031361373485724407, "VCIT": -0.00045775578522761623, "LQD": -0.00012043858653899148, "HYG": 5.553460937608723e-05, "VNQ": -0.009725799459132933, "GLD": -0.011494701059933915, "SLV": -0.028217710284374975, "SPY": -0.0008170262627653913, "QQQ": 0.006367890001626436, "XLK": 0.010854306155114984, "XLF": -0.005598014976963481, "XLE": -0.01434734955456086, "XLV": -0.00997636448291163, "XLI": 0.004269043353936922, "XLY": -0.010914381568181766, "XLP": -0.011144220259644469, "XLU": -0.0009034100008212254, "GDX": -0.022462088398992365, "XME": -0.00910661231591437, "IWF": -0.0008106725946165627, "XSD": 0.029316204402952906, "XBI": 0.017806781259898388, "IWM": 0.0057711866954192614, "IWD": -0.0006952665076206954, "IWO": 0.008972259199693355 }, "all_scores_norm": { "TLT": 0.544962876302475, "VCIT": 0.48249723054672694, "LQD": 0.48836015853488485, "HYG": 0.49141875791703044, "VNQ": 0.32140887554301906, "GLD": 0.29066350369731375, "SLV": 0.0, "SPY": 0.4762527314631819, "QQQ": 0.6011341392978262, "XLK": 0.6791127746448262, "XLF": 0.3931541149309903, "XLE": 0.24108147003716973, "XLV": 0.31705379167395836, "XLI": 0.5646539752225005, "XLY": 0.300750067333839, "XLP": 0.29675522893788114, "XLU": 0.47475129116444176, "GDX": 0.10003876698920877, "XME": 0.3321709998758335, "IWF": 0.4763631649037597, "XSD": 1.0, "XBI": 0.7999541104476674, "IWM": 0.5907628077197474, "IWD": 0.4783690441772812, "IWO": 0.6464008174340273 } }, { "window": 1008, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.023188274803521924 }, { "ticker": "XBI", "rk_score_norm": 0.8340512916498118, "raw_score": 0.015203641893812785 }, { "ticker": "XLK", "rk_score_norm": 0.6753854010151297, "raw_score": 0.0075694222327800376 } ], "all_scores_raw": { "TLT": 0.003134627143297125, "VCIT": -0.0004182959697635602, "LQD": 1.8096795749593386e-05, "HYG": -4.916043517277924e-05, "VNQ": -0.006884731192909346, "GLD": -0.011583107828059339, "SLV": -0.024926790321660106, "SPY": -0.001052369190894381, "QQQ": 0.004128819438943665, "XLK": 0.0075694222327800376, "XLF": -0.002828267416538209, "XLE": -0.011147242273724461, "XLV": -0.0069022771882607595, "XLI": 0.005763246164418832, "XLY": -0.00991782283065254, "XLP": -0.008091351610826192, "XLU": 0.0006007502187641844, "GDX": -0.01824790887992518, "XME": -0.006725687060681711, "IWF": -0.001946406161126235, "XSD": 0.023188274803521924, "XBI": 0.015203641893812785, "IWM": 0.00507750003762758, "IWD": 0.00030710283779508685, "IWO": 0.007407295883452292 }, "all_scores_norm": { "TLT": 0.5832147871347408, "VCIT": 0.5093725694464354, "LQD": 0.51844234342217, "HYG": 0.5170445020029101, "VNQ": 0.3749773398791072, "GLD": 0.27732857596439314, "SLV": 0.0, "SPY": 0.4961943014864703, "QQQ": 0.6038775939512738, "XLK": 0.6753854010151297, "XLF": 0.4592849006361662, "XLE": 0.2863873926406436, "XLV": 0.3746126724863527, "XLI": 0.6378467202783991, "XLY": 0.31193904553508145, "XLP": 0.3498995307817371, "XLU": 0.5305519274266537, "GDX": 0.13881060795321237, "XME": 0.37828283539935326, "IWF": 0.4776130740080118, "XSD": 1.0, "XBI": 0.8340512916498118, "IWM": 0.623594507899446, "IWD": 0.5244489037644159, "IWO": 0.672015846200937 } }, { "window": 2016, "top_etfs": [ { "ticker": "XBI", "rk_score_norm": 1.0, "raw_score": 0.010457439806152161 }, { "ticker": "XSD", "rk_score_norm": 0.960585052010886, "raw_score": 0.009121465063778533 }, { "ticker": "XLI", "rk_score_norm": 0.8484817571723176, "raw_score": 0.005321709435975715 } ], "all_scores_raw": { "TLT": 0.00403169678503798, "VCIT": 7.379119000563636e-05, "LQD": 0.0006890091938683042, "HYG": -0.00030459000748630366, "VNQ": -0.0017431053929642427, "GLD": -0.012781938440148716, "SLV": -0.023437689086130302, "SPY": -0.0008519772088365907, "QQQ": 0.0014271087587862386, "XLK": 0.0026977506616246427, "XLF": 0.0013215924205922241, "XLE": -0.0068316422220360135, "XLV": -0.00183405131051452, "XLI": 0.005321709435975715, "XLY": -0.005610209271736444, "XLP": -0.0032230437201128635, "XLU": 0.0020165035696172173, "GDX": -0.019067190983351533, "XME": -0.008928505846365314, "IWF": -0.0019995737081777154, "XSD": 0.009121465063778533, "XBI": 0.010457439806152161, "IWM": 0.003258960166588498, "IWD": 0.0007785816348983149, "IWO": 0.004872899416608151 }, "all_scores_norm": { "TLT": 0.8104228179354334, "VCIT": 0.693653661883234, "LQD": 0.7118042936692293, "HYG": 0.6824903705827517, "VNQ": 0.6400501901648077, "GLD": 0.31437410017956235, "SLV": 0.0, "SPY": 0.6663409349783066, "QQQ": 0.7335802711928312, "XLK": 0.7710677198134416, "XLF": 0.7304672475330204, "XLE": 0.48992428725873044, "XLV": 0.637367034191591, "XLI": 0.8484817571723176, "XLY": 0.5259599357491446, "XLP": 0.596387918460463, "XLU": 0.7509690474002932, "GDX": 0.1289417755768995, "XME": 0.42806101389596907, "IWF": 0.6324836659002586, "XSD": 0.960585052010886, "XBI": 1.0, "IWM": 0.7876249515840408, "IWD": 0.7144469282883413, "IWO": 0.8352406209372595 } }, { "window": 4032, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.01102901400813494 }, { "ticker": "XBI", "rk_score_norm": 0.9158032533389321, "raw_score": 0.00869537418178918 }, { "ticker": "XLK", "rk_score_norm": 0.7990845328254428, "raw_score": 0.005460338797739772 } ], "all_scores_raw": { "TLT": 0.0033587583739865152, "VCIT": 0.0002630301536488723, "LQD": 0.0008965726379418087, "HYG": 0.00021580342425300825, "VNQ": 2.428083850531098e-05, "GLD": -0.010750204847328762, "SLV": -0.016687494276202624, "SPY": 0.0008217796893565665, "QQQ": 0.0034518033245941326, "XLK": 0.005460338797739772, "XLF": 0.0024321628014960794, "XLE": -0.004850086563198491, "XLV": -0.0003314690740150311, "XLI": 0.005069459574189646, "XLY": -0.003428979074442, "XLP": -0.0018841414295934188, "XLU": 0.0018538453501752289, "GDX": -0.014821034744729428, "XME": -0.0054953605428016, "IWF": 4.071880772971159e-05, "XSD": 0.01102901400813494, "XBI": 0.00869537418178918, "IWM": 0.0037550112263489144, "IWD": 0.0018969466676166044, "IWO": 0.005058291108399643 }, "all_scores_norm": { "TLT": 0.7232603921294501, "VCIT": 0.6115678156844214, "LQD": 0.6344257629335325, "HYG": 0.6098638950854999, "VNQ": 0.6029538404789488, "GLD": 0.2142149136523445, "SLV": 0.0, "SPY": 0.631727264702155, "QQQ": 0.7266174149424642, "XLK": 0.7990845328254428, "XLF": 0.6898292123074936, "XLE": 0.42708870798466997, "XLV": 0.5901185327673575, "XLI": 0.7849817742982796, "XLY": 0.4783616704436371, "XLP": 0.5340987650661065, "XLU": 0.6689637610974054, "GDX": 0.06734107746638206, "XME": 0.40380749330266946, "IWF": 0.6035469155176862, "XSD": 1.0, "XBI": 0.9158032533389321, "IWM": 0.7375570289315079, "IWD": 0.6705188385624024, "IWO": 0.7845788207344531 } }, { "window": 4536, "top_etfs": [ { "ticker": "XSD", "rk_score_norm": 1.0, "raw_score": 0.009817722701607412 }, { "ticker": "XBI", "rk_score_norm": 0.9384533550287546, "raw_score": 0.008187946871961574 }, { "ticker": "XLK", "rk_score_norm": 0.8122103387135203, "raw_score": 0.004844989400465294 } ], "all_scores_raw": { "TLT": 0.0032562483281820508, "VCIT": 0.00024656194855261077, "LQD": 0.0008430467733470809, "HYG": 0.0001690191799397986, "VNQ": 6.849384623145837e-05, "GLD": -0.010586612243797339, "SLV": -0.016662613154348152, "SPY": 0.0005538252086568635, "QQQ": 0.002940867300827904, "XLK": 0.004844989400465294, "XLF": 0.002417547690773736, "XLE": -0.004869563604233351, "XLV": -0.00018939848551946525, "XLI": 0.004703544936388998, "XLY": -0.003752467993982954, "XLP": -0.0017166907395269014, "XLU": 0.001762934112729278, "GDX": -0.014259602480327357, "XME": -0.00564533532982104, "IWF": -0.0003142208208689323, "XSD": 0.009817722701607412, "XBI": 0.008187946871961574, "IWM": 0.0033457285100270406, "IWD": 0.0017007158954237822, "IWO": 0.004509438724362574 }, "all_scores_norm": { "TLT": 0.752213325045511, "VCIT": 0.6385559154113901, "LQD": 0.6610814916744389, "HYG": 0.6356276002633263, "VNQ": 0.6318313744807244, "GLD": 0.22945331749575562, "SLV": 0.0, "SPY": 0.650159365676359, "QQQ": 0.7403033164614161, "XLK": 0.8122103387135203, "XLF": 0.7205407419645948, "XLE": 0.44535120756266705, "XLV": 0.6220923616089172, "XLI": 0.8068688481506473, "XLY": 0.48753706261854834, "XLP": 0.5644158932168466, "XLU": 0.6958199989345464, "GDX": 0.0907469862577421, "XME": 0.4160550638200939, "IWF": 0.6173785869790009, "XSD": 1.0, "XBI": 0.9384533550287546, "IWM": 0.7555924431326733, "IWD": 0.693470398172534, "IWO": 0.7995386461062963 } } ] } } }