run_date
timestamp[s]date
2026-04-22 00:00:00
2026-06-01 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, ...
2026-05-07T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5620569946467905, "is_rough": "False", "vol_forecast": 0.0522523887342068, "expected_return_raw": -0.03358433720382292, "expected_return_rough_adj": -0.00798827016997093, ...
2026-05-08T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5677399746079662, "is_rough": "False", "vol_forecast": 0.04863971195317031, "expected_return_raw": -0.1323973228558464, "expected_return_rough_adj": -0.031949197933622754, ...
2026-05-09T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5495167229980933, "is_rough": "False", "vol_forecast": 0.04996868153130526, "expected_return_raw": -0.04189130003269065, "expected_return_rough_adj": -0.01005517165816094, ...
2026-05-11T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5495167229980934, "is_rough": "False", "vol_forecast": 0.04996868153130526, "expected_return_raw": -0.04189130003269069, "expected_return_rough_adj": -0.010055171658160951, ...
2026-05-12T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5517968707891076, "is_rough": "False", "vol_forecast": 0.0522424488579603, "expected_return_raw": -0.08550128733986931, "expected_return_rough_adj": -0.020337882317662342, ...
2026-05-13T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5422912874832241, "is_rough": "False", "vol_forecast": 0.05547419309049273, "expected_return_raw": -0.20173274546978953, "expected_return_rough_adj": -0.04737842434010534, ...
2026-05-14T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5439145787013713, "is_rough": "False", "vol_forecast": 0.038584054584663324, "expected_return_raw": -0.2920514233856168, "expected_return_rough_adj": -0.07344617155426374, ...
2026-05-15T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5458349635039855, "is_rough": "False", "vol_forecast": 0.03298276962890876, "expected_return_raw": -0.22268128004503954, "expected_return_rough_adj": -0.0573470597159754, ...
2026-05-16T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5580842688700427, "is_rough": "False", "vol_forecast": 0.08065013536986824, "expected_return_raw": -0.3258115365801569, "expected_return_rough_adj": -0.06965502499774757, ...
2026-05-18T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5580842688700427, "is_rough": "False", "vol_forecast": 0.08065013536986824, "expected_return_raw": -0.3258115365801569, "expected_return_rough_adj": -0.06965502499774757, ...
2026-05-19T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.563349399514915, "is_rough": "False", "vol_forecast": 0.03693714065795699, "expected_return_raw": -0.4495397002132268, "expected_return_rough_adj": -0.11383771213703892, ...
2026-05-20T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5621120074081164, "is_rough": "False", "vol_forecast": 0.05156400546649703, "expected_return_raw": -0.5245846838808371, "expected_return_rough_adj": -0.12511758577894816, ...
2026-05-21T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5615202336320985, "is_rough": "False", "vol_forecast": 0.07130129480456758, "expected_return_raw": -0.3302717065650482, "expected_return_rough_adj": -0.07304168012975243, ...
2026-05-22T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5714471937259161, "is_rough": "False", "vol_forecast": 0.052844670596659385, "expected_return_raw": -0.3095618946227297, "expected_return_rough_adj": -0.07345898821412288, ...
2026-05-23T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5714515232486018, "is_rough": "False", "vol_forecast": 0.05108307764133967, "expected_return_raw": -0.21788458378861078, "expected_return_rough_adj": -0.05206673086105356, ...
2026-05-25T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5714512031032186, "is_rough": "False", "vol_forecast": 0.05108307764133967, "expected_return_raw": -0.21788458378861078, "expected_return_rough_adj": -0.05206673086105356, ...
2026-05-26T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5714499569024116, "is_rough": "False", "vol_forecast": 0.05108307764133967, "expected_return_raw": -0.21788458378861078, "expected_return_rough_adj": -0.05206673086105356, ...
2026-05-27T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5748318745656534, "is_rough": "False", "vol_forecast": 0.04768903326704742, "expected_return_raw": -0.12101944224653526, "expected_return_rough_adj": -0.02931565616376501, ...
2026-05-28T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5750272714955985, "is_rough": "False", "vol_forecast": 0.03356899870374536, "expected_return_raw": -0.10536161083187663, "expected_return_rough_adj": -0.027065649486860723, ...
2026-05-29T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5527770978726089, "is_rough": "False", "vol_forecast": 0.04616286445941799, "expected_return_raw": -0.04362225906921752, "expected_return_rough_adj": -0.010632536105317138, ...
2026-05-30T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5812021501003587, "is_rough": "False", "vol_forecast": 0.024208516805628348, "expected_return_raw": 0.06383579073066886, "expected_return_rough_adj": 0.017082970345683065, ...
2026-06-01T00:00:00
{ "lookback_window": 504, "hurst_method": "wavelet", "roughness_threshold": 0.45 }
{ "universes": { "FI_COMMODITIES": { "TLT": { "ticker": "TLT", "hurst_exponent": 0.5812021501003587, "is_rough": "False", "vol_forecast": 0.024208516805628348, "expected_return_raw": 0.06383579073066886, "expected_return_rough_adj": 0.017082970345683065, ...