run_date timestamp[s]date 2026-04-22 00:00:00 2026-05-19 00:00:00 | config dict | daily_trading dict |
|---|---|---|
2026-04-22T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5716086924589893,
"is_rough": "False",
"vol_forecast": 0.04828406680860733,
"expected_return_raw": 0.07282820479003861,
"expected_return_rough_adj": 0.01759956788032937,
... |
2026-04-23T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.576513980871585,
"is_rough": "False",
"vol_forecast": 0.035655778725487,
"expected_return_raw": 0.14926975462306083,
"expected_return_rough_adj": 0.03800537090930674,
"w... |
2026-04-24T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5759360649332222,
"is_rough": "False",
"vol_forecast": 0.03285446296722366,
"expected_return_raw": 0.007711735707449148,
"expected_return_rough_adj": 0.0019870958733227227,
... |
2026-04-25T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.575339241719324,
"is_rough": "False",
"vol_forecast": 0.02531373508455787,
"expected_return_raw": 0.13117514983791365,
"expected_return_rough_adj": 0.03493133246990513,
... |
2026-04-27T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5753392417193238,
"is_rough": "False",
"vol_forecast": 0.02531373508455787,
"expected_return_raw": 0.13117514983791365,
"expected_return_rough_adj": 0.03493133246990513,
... |
2026-04-28T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5827997404637129,
"is_rough": "False",
"vol_forecast": 0.03741539052261365,
"expected_return_raw": 0.13719572244594655,
"expected_return_rough_adj": 0.0346723240167226,
... |
2026-04-29T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5887980328326665,
"is_rough": "False",
"vol_forecast": 0.02218076637319396,
"expected_return_raw": -0.008977013511453732,
"expected_return_rough_adj": -0.0024242458943656265,
... |
2026-04-30T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5869863143703123,
"is_rough": "False",
"vol_forecast": 0.04520869114802366,
"expected_return_raw": -0.08997747816220654,
"expected_return_rough_adj": -0.022016547066324915,
... |
2026-05-01T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5830631143415013,
"is_rough": "False",
"vol_forecast": 0.024632644107078112,
"expected_return_raw": -0.0893649982700623,
"expected_return_rough_adj": -0.023869637992810264,
... |
2026-05-02T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5772115851129733,
"is_rough": "False",
"vol_forecast": 0.02086351615239171,
"expected_return_raw": -0.16427174785298596,
"expected_return_rough_adj": -0.04462622457019334,
... |
2026-05-04T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5772115851129733,
"is_rough": "False",
"vol_forecast": 0.02086351615239171,
"expected_return_raw": -0.16427174785298596,
"expected_return_rough_adj": -0.04462622457019334,
... |
2026-05-05T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5641897092889284,
"is_rough": "False",
"vol_forecast": 0.047625285886080566,
"expected_return_raw": -0.21150035308221865,
"expected_return_rough_adj": -0.05124687141510714,
... |
2026-05-06T00:00:00 | {
"lookback_window": 504,
"hurst_method": "wavelet",
"roughness_threshold": 0.45
} | {
"universes": {
"FI_COMMODITIES": {
"TLT": {
"ticker": "TLT",
"hurst_exponent": 0.5585653450443543,
"is_rough": "False",
"vol_forecast": 0.04573502565261381,
"expected_return_raw": -0.1259268505464126,
"expected_return_rough_adj": -0.030746984532297943,
... |
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