fi dict | equity dict | combined dict |
|---|---|---|
{
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},
"test_start": "2024-08-23... | {
"global": {
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"max_dd": -0.15102050722980626,
"hit_rate": 0.5127272727272727
},
"test_start": "2025-03-... | {
"global": {
"ticker": "XLY",
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"max_dd": -0.15312745866585753,
"hit_rate": 0.5272727272727272
},
"test_start": "2025-03-27T... |
{
"global": {
"ticker": "HYG",
"pred_return": 0.20819683372974396,
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"hit_rate": 0.5221445221445221
},
"test_start": "2024-08-26... | {
"global": {
"ticker": "XLP",
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"metrics": {
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"sharpe": 0.2332829149256338,
"max_dd": -0.09770317001442025,
"hit_rate": 0.4727272727272727
},
"test_start": "2025-03-2... | {
"global": {
"ticker": "XME",
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"metrics": {
"ann_return": 0.6325370979755831,
"ann_vol": 0.34616969844602935,
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"max_dd": -0.2377963249056901,
"hit_rate": 0.5563636363636364
},
"test_start": "2025-03-28T0... |
{
"global": {
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"ann_vol": 0.4906743954588756,
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"max_dd": -0.49561261800795686,
"hit_rate": 0.5477855477855478
},
"test_start": "2024-08-27T0... | {
"global": {
"ticker": "XLE",
"pred_return": 0.044015757739543915,
"metrics": {
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"ann_vol": 0.24928918883245899,
"sharpe": 0.7370710449601312,
"max_dd": -0.19505956646809314,
"hit_rate": 0.5289855072463768
},
"test_start": "2025-03-28T... | {
"global": {
"ticker": "XBI",
"pred_return": 0.1785273253917694,
"metrics": {
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"sharpe": 1.5721678746776866,
"max_dd": -0.17739705607339928,
"hit_rate": 0.532608695652174
},
"test_start": "2025-03-28T00... |
{
"global": {
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"metrics": {
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"ann_vol": 0.15790257173965466,
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"max_dd": -0.1806880059769443,
"hit_rate": 0.5268065268065268
},
"test_start": "2024-08-27... | {
"global": {
"ticker": "GDX",
"pred_return": 0.1282707005739212,
"metrics": {
"ann_return": 0.723487073653845,
"ann_vol": 0.44985855211068937,
"sharpe": 1.608254573041502,
"max_dd": -0.3170350008783996,
"hit_rate": 0.5543478260869565
},
"test_start": "2025-03-28T00:0... | {
"global": {
"ticker": "XLU",
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"max_dd": -0.09370116067745218,
"hit_rate": 0.5471014492753623
},
"test_start": "2025-03-28T0... |
{
"global": {
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"metrics": {
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"ann_vol": 0.11778543752858443,
"sharpe": -0.238506724867696,
"max_dd": -0.15375144612650488,
"hit_rate": 0.4755244755244755
},
"test_start": "2024-08-... | {
"global": {
"ticker": "XBI",
"pred_return": 0.10929295420646667,
"metrics": {
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"max_dd": -0.17739705607339928,
"hit_rate": 0.532608695652174
},
"test_start": "2025-03-28T0... | {
"global": {
"ticker": "XLE",
"pred_return": 0.19546988606452942,
"metrics": {
"ann_return": 0.183743842910004,
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"sharpe": 0.7370710449601312,
"max_dd": -0.19505956646809314,
"hit_rate": 0.5289855072463768
},
"test_start": "2025-03-28T0... |
{
"global": {
"ticker": "VNQ",
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"metrics": {
"ann_return": 0.05507959481528259,
"ann_vol": 0.15807439626810318,
"sharpe": 0.34844096270887825,
"max_dd": -0.18068778930320842,
"hit_rate": 0.5280373831775701
},
"test_start": "2024-08-2... | {
"global": {
"ticker": "XSD",
"pred_return": 0.05127181112766266,
"metrics": {
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"ann_vol": 0.4120836948760024,
"sharpe": 1.6460551025750783,
"max_dd": -0.22408221084907015,
"hit_rate": 0.5471014492753623
},
"test_start": "2025-03-31T0... | {
"global": {
"ticker": "IWF",
"pred_return": 0.1096622571349144,
"metrics": {
"ann_return": 0.2546787095091295,
"ann_vol": 0.21543395069234347,
"sharpe": 1.1821660824148865,
"max_dd": -0.16748951957725275,
"hit_rate": 0.5398550724637681
},
"test_start": "2025-03-31T0... |
{
"global": {
"ticker": "VCIT",
"pred_return": 0.12176495790481567,
"metrics": {
"ann_return": 0.04708212809152618,
"ann_vol": 0.047536225778490176,
"sharpe": 0.990447334016798,
"max_dd": -0.04442385725121943,
"hit_rate": 0.49184149184149184
},
"test_start": "2024-08-... | {
"global": {
"ticker": "GDX",
"pred_return": 0.10837940126657486,
"metrics": {
"ann_return": 0.6498489761716064,
"ann_vol": 0.4545007406120556,
"sharpe": 1.4298083987640684,
"max_dd": -0.3170350008783999,
"hit_rate": 0.5507246376811594
},
"test_start": "2025-04-01T00... | {
"global": {
"ticker": "SLV",
"pred_return": 0.02854885160923004,
"metrics": {
"ann_return": 0.7240646185092984,
"ann_vol": 0.5825695436303834,
"sharpe": 1.2428810026647872,
"max_dd": -0.4956126180079571,
"hit_rate": 0.5471014492753623
},
"test_start": "2025-04-01T00... |
{
"global": {
"ticker": "VNQ",
"pred_return": 0.09060340374708176,
"metrics": {
"ann_return": 0.04136109485367023,
"ann_vol": 0.15861255848443695,
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"max_dd": -0.18068786040839244,
"hit_rate": 0.5268065268065268
},
"test_start": "2024-08-30... | {
"global": {
"ticker": "IWF",
"pred_return": 0.198336660861969,
"metrics": {
"ann_return": 0.25418711975394725,
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"max_dd": -0.16748952186175628,
"hit_rate": 0.5362318840579711
},
"test_start": "2025-04-02T0... | {
"global": {
"ticker": "LQD",
"pred_return": 0.07818911969661713,
"metrics": {
"ann_return": 0.05086223868488869,
"ann_vol": 0.06405485795585524,
"sharpe": 0.7940418620542642,
"max_dd": -0.03433339239514278,
"hit_rate": 0.5036231884057971
},
"test_start": "2025-04-02... |
{
"global": {
"ticker": "SLV",
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"metrics": {
"ann_return": 0.5601637243688461,
"ann_vol": 0.4930169375350021,
"sharpe": 1.1361956998263916,
"max_dd": -0.4956126180079571,
"hit_rate": 0.5454545454545454
},
"test_start": "2024-09-02T00... | {
"global": {
"ticker": "XLK",
"pred_return": 0.0934448391199112,
"metrics": {
"ann_return": 0.43389561249020475,
"ann_vol": 0.2517696514901268,
"sharpe": 1.7233832986706106,
"max_dd": -0.16795732283651507,
"hit_rate": 0.6036363636363636
},
"test_start": "2025-04-04T0... | {
"global": {
"ticker": "XLV",
"pred_return": 0.14138945937156677,
"metrics": {
"ann_return": 0.035896801936161855,
"ann_vol": 0.17221582878260772,
"sharpe": 0.20844078148864745,
"max_dd": -0.103026600188472,
"hit_rate": 0.48
},
"test_start": "2025-04-04T00:00:00",
... |
{"global":{"ticker":"SLV","pred_return":0.07384255528450012,"metrics":{"ann_return":0.56367530900792(...TRUNCATED) | {"global":{"ticker":"GDX","pred_return":0.10898520052433014,"metrics":{"ann_return":0.66798797027287(...TRUNCATED) | {"global":{"ticker":"TLT","pred_return":0.04598696157336235,"metrics":{"ann_return":-0.0120619374360(...TRUNCATED) |
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