run_date timestamp[s]date 2026-05-08 00:00:00 2026-05-16 00:00:00 | universe stringclasses 2
values | summary dict | latest_weights dict | latest_date timestamp[s]date 2026-05-08 00:00:00 2026-05-15 00:00:00 | rebalances listlengths 252 252 |
|---|---|---|---|---|---|
2026-05-08T00:00:00 | COMBINED | {
"universe": "COMBINED",
"ann_return": 0.09657,
"ann_vol": 0.245195,
"sortino": 0.4899,
"max_drawdown": -0.502517,
"cumulative_return": 4.183674,
"avg_excess_growth_rate": 0.02404187,
"n_rebalances": 4231
} | {
"GDX": 0,
"GLD": 0.16666666666666666,
"HYG": 0.16666666666666666,
"IWF": 0.16666666666666666,
"IWM": 0.16666666666666666,
"LQD": 0,
"QQQ": 0,
"SLV": 0,
"SPY": 0,
"TLT": 0,
"VCIT": 0,
"VNQ": 0,
"XBI": 0,
"XLE": 0,
"XLF": 0,
"XLI": 0,
"XLK": 0,
"XLP": 0,
"XLU": 0,
"XLV": 0,
"XL... | 2026-05-08T00:00:00 | [
{
"date": "2025-05-22T00:00:00",
"assets": [
"GDX",
"IWF",
"QQQ",
"XLK",
"XLY",
"XSD"
],
"weights": [
0.19374815992693037,
0.10676870616874175,
0.10865297586647525,
0.18226278592289105,
0.09451530475834474,
0.31405206735661667
... |
2026-05-08T00:00:00 | EQUITY_SECTORS | {"universe":"EQUITY_SECTORS","ann_return":0.113581,"ann_vol":0.232906,"sortino":0.6216,"max_drawdown(...TRUNCATED) | {"GDX":0.17362861296847365,"GLD":null,"HYG":null,"IWF":0.0,"IWM":0.0,"LQD":null,"QQQ":0.0,"SLV":null(...TRUNCATED) | 2026-05-08T00:00:00 | [{"date":"2025-05-22T00:00:00","assets":["QQQ","XLK","XLY","GDX","IWF","XSD"],"weights":[0.118294180(...TRUNCATED) |
2026-05-09T00:00:00 | COMBINED | {"universe":"COMBINED","ann_return":0.102078,"ann_vol":0.25851,"sortino":0.4964,"max_drawdown":-0.57(...TRUNCATED) | {"GDX":0.0,"GLD":0.19926739926739928,"HYG":0.13406593406593406,"IWF":0.06886446886446888,"IWM":0.003(...TRUNCATED) | 2026-05-08T00:00:00 | [{"date":"2025-05-22T00:00:00","assets":["GDX","IWF","QQQ","XLK","XLY","XSD"],"weights":[0.264468864(...TRUNCATED) |
2026-05-09T00:00:00 | EQUITY_SECTORS | {"universe":"EQUITY_SECTORS","ann_return":0.128345,"ann_vol":0.247122,"sortino":0.6756,"max_drawdown(...TRUNCATED) | {"GDX":0.19926739926739928,"GLD":null,"HYG":null,"IWF":0.0,"IWM":0.0,"LQD":null,"QQQ":0.0,"SLV":null(...TRUNCATED) | 2026-05-08T00:00:00 | [{"date":"2025-05-22T00:00:00","assets":["QQQ","XLK","XLY","GDX","IWF","XSD"],"weights":[0.134065934(...TRUNCATED) |
2026-05-11T00:00:00 | COMBINED | {"universe":"COMBINED","ann_return":0.102078,"ann_vol":0.25851,"sortino":0.4964,"max_drawdown":-0.57(...TRUNCATED) | {"GDX":0.0,"GLD":0.19926739926739928,"HYG":0.13406593406593406,"IWF":0.06886446886446888,"IWM":0.003(...TRUNCATED) | 2026-05-08T00:00:00 | [{"date":"2025-05-22T00:00:00","assets":["GDX","IWF","QQQ","XLK","XLY","XSD"],"weights":[0.264468864(...TRUNCATED) |
2026-05-11T00:00:00 | EQUITY_SECTORS | {"universe":"EQUITY_SECTORS","ann_return":0.128345,"ann_vol":0.247122,"sortino":0.6756,"max_drawdown(...TRUNCATED) | {"GDX":0.19926739926739928,"GLD":null,"HYG":null,"IWF":0.0,"IWM":0.0,"LQD":null,"QQQ":0.0,"SLV":null(...TRUNCATED) | 2026-05-08T00:00:00 | [{"date":"2025-05-22T00:00:00","assets":["QQQ","XLK","XLY","GDX","IWF","XSD"],"weights":[0.134065934(...TRUNCATED) |
2026-05-12T00:00:00 | COMBINED | {"universe":"COMBINED","ann_return":0.102922,"ann_vol":0.258492,"sortino":0.5004,"max_drawdown":-0.5(...TRUNCATED) | {"GDX":0.0,"GLD":0.19926739926739928,"HYG":0.13406593406593406,"IWF":0.06886446886446888,"IWM":0.003(...TRUNCATED) | 2026-05-11T00:00:00 | [{"date":"2025-05-23T00:00:00","assets":["GDX","IWF","QQQ","XLK","XLY","XSD"],"weights":[0.264468864(...TRUNCATED) |
2026-05-12T00:00:00 | EQUITY_SECTORS | {"universe":"EQUITY_SECTORS","ann_return":0.129733,"ann_vol":0.247182,"sortino":0.6828,"max_drawdown(...TRUNCATED) | {"GDX":0.19926739926739928,"GLD":null,"HYG":null,"IWF":0.0,"IWM":0.003663003663003663,"LQD":null,"QQ(...TRUNCATED) | 2026-05-11T00:00:00 | [{"date":"2025-05-23T00:00:00","assets":["QQQ","XLK","XLY","GDX","IWF","XSD"],"weights":[0.134065934(...TRUNCATED) |
2026-05-13T00:00:00 | COMBINED | {"universe":"COMBINED","ann_return":0.102563,"ann_vol":0.25852,"sortino":0.499,"max_drawdown":-0.577(...TRUNCATED) | {"GDX":0.0,"GLD":0.0,"HYG":0.0,"IWF":0.0,"IWM":0.0,"LQD":0.0,"QQQ":0.0,"SLV":0.0,"SPY":0.0,"TLT":0.0(...TRUNCATED) | 2026-05-12T00:00:00 | [{"date":"2025-05-26T00:00:00","assets":["GDX","IWF","QQQ","XLK","XME","XSD"],"weights":[0.264468864(...TRUNCATED) |
2026-05-13T00:00:00 | EQUITY_SECTORS | {"universe":"EQUITY_SECTORS","ann_return":0.128792,"ann_vol":0.247207,"sortino":0.678,"max_drawdown"(...TRUNCATED) | {"GDX":0.19926739926739928,"GLD":null,"HYG":null,"IWF":0.0,"IWM":0.0,"LQD":null,"QQQ":0.0,"SLV":null(...TRUNCATED) | 2026-05-12T00:00:00 | [{"date":"2025-05-26T00:00:00","assets":["QQQ","XLK","GDX","XME","IWF","XSD"],"weights":[0.134065934(...TRUNCATED) |
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