Spaces:
Running
Running
Sync from GitHub (tests passed)
Browse files
config/symbol_sets/challenger.json
ADDED
|
@@ -0,0 +1,363 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"run_id": "scr-20260121-01acc8",
|
| 3 |
+
"generated_at": "2026-01-21T17:46:27Z",
|
| 4 |
+
"screener_run_id": "scr-20260121-01acc8",
|
| 5 |
+
"content_fingerprint": "sha256:0ea03719287924228105d1df7a8070c1386bc4a9047a86f8e004624d2e400a6c",
|
| 6 |
+
"output_fingerprint": "sha256:0406e8ce45a8ba00a01ab24be8cfabcb458cc5bdb2429f9af0731c4d526d2ddb",
|
| 7 |
+
"universe_content_fingerprint": "sha256:3c94a3eb2a5e4a75cf7bfb2711542a96af62f6bb8c21511ba475124351cca3f1",
|
| 8 |
+
"selection_rules_version": "3.2.0",
|
| 9 |
+
"target": "HG=F",
|
| 10 |
+
"total_candidates": 141,
|
| 11 |
+
"passed_oos_quality_gate": 73,
|
| 12 |
+
"mandatory_count": 2,
|
| 13 |
+
"screener_selected_count": 15,
|
| 14 |
+
"selected_count": 17,
|
| 15 |
+
"mandatory_symbols": [
|
| 16 |
+
"DX-Y.NYB",
|
| 17 |
+
"CL=F"
|
| 18 |
+
],
|
| 19 |
+
"mandatory_added": [
|
| 20 |
+
"DX-Y.NYB",
|
| 21 |
+
"CL=F"
|
| 22 |
+
],
|
| 23 |
+
"max_selected_total": 20,
|
| 24 |
+
"oos_quality_gates": {
|
| 25 |
+
"min_oos_n_obs": 52,
|
| 26 |
+
"min_oos_abs_pearson": 0.3,
|
| 27 |
+
"max_oos_rolling_std": 0.25,
|
| 28 |
+
"max_target_corr": 0.95
|
| 29 |
+
},
|
| 30 |
+
"category_limits": {
|
| 31 |
+
"etf_copper": 1,
|
| 32 |
+
"etf_miners": 1,
|
| 33 |
+
"etf_metals": 1,
|
| 34 |
+
"miner_major": 4,
|
| 35 |
+
"miner_mid": 2,
|
| 36 |
+
"miner_junior": 2,
|
| 37 |
+
"miner_regional": 1,
|
| 38 |
+
"miner_diversified": 1,
|
| 39 |
+
"macro_currency": 1,
|
| 40 |
+
"macro_china": 1,
|
| 41 |
+
"macro_em": 1,
|
| 42 |
+
"commodity_base": 1,
|
| 43 |
+
"commodity_energy": 1,
|
| 44 |
+
"commodity_precious": 1,
|
| 45 |
+
"index_vol": 1,
|
| 46 |
+
"default": 0
|
| 47 |
+
},
|
| 48 |
+
"category_counts": {
|
| 49 |
+
"etf_copper": 1,
|
| 50 |
+
"etf_miners": 1,
|
| 51 |
+
"miner_major": 4,
|
| 52 |
+
"miner_mid": 2,
|
| 53 |
+
"etf_metals": 1,
|
| 54 |
+
"macro_currency": 1,
|
| 55 |
+
"miner_diversified": 1,
|
| 56 |
+
"macro_china": 1,
|
| 57 |
+
"macro_em": 1,
|
| 58 |
+
"commodity_precious": 1,
|
| 59 |
+
"commodity_base": 1
|
| 60 |
+
},
|
| 61 |
+
"excluded_reasons_summary": {
|
| 62 |
+
"oos_n_obs_too_low": 0,
|
| 63 |
+
"oos_abs_pearson_too_low": 63,
|
| 64 |
+
"oos_rolling_std_too_high": 4,
|
| 65 |
+
"oos_target_redundant": 1,
|
| 66 |
+
"oos_metrics_missing": 0,
|
| 67 |
+
"category_not_whitelisted": 39,
|
| 68 |
+
"category_limit_reached": 19,
|
| 69 |
+
"global_cap_reached": 0
|
| 70 |
+
},
|
| 71 |
+
"tie_break_rule": "alphabetical_ticker_within_same_score",
|
| 72 |
+
"selected": [
|
| 73 |
+
{
|
| 74 |
+
"ticker": "DX-Y.NYB",
|
| 75 |
+
"category": "macro_currency",
|
| 76 |
+
"selection_source": "mandatory",
|
| 77 |
+
"rank": 116,
|
| 78 |
+
"score_composite": 0.3296,
|
| 79 |
+
"is_pearson": -0.4365658515972881,
|
| 80 |
+
"is_n_obs": 312,
|
| 81 |
+
"is_best_lag": 0,
|
| 82 |
+
"oos_pearson": -0.25589672032928534,
|
| 83 |
+
"oos_pearson_sign": "negative",
|
| 84 |
+
"oos_n_obs": 107,
|
| 85 |
+
"oos_partial_corr": 0.1820077225456136,
|
| 86 |
+
"oos_rolling_std": 0.09848538068512089,
|
| 87 |
+
"oos_frozen_lag": 0,
|
| 88 |
+
"oos_lag_corr_at_frozen": -0.25589672032928534
|
| 89 |
+
},
|
| 90 |
+
{
|
| 91 |
+
"ticker": "CL=F",
|
| 92 |
+
"category": "commodity_energy",
|
| 93 |
+
"selection_source": "mandatory",
|
| 94 |
+
"rank": 133,
|
| 95 |
+
"score_composite": 0.2723,
|
| 96 |
+
"is_pearson": 0.3464957346484408,
|
| 97 |
+
"is_n_obs": 312,
|
| 98 |
+
"is_best_lag": 0,
|
| 99 |
+
"oos_pearson": 0.15655569439803313,
|
| 100 |
+
"oos_pearson_sign": "positive",
|
| 101 |
+
"oos_n_obs": 107,
|
| 102 |
+
"oos_partial_corr": 0.14952098817008314,
|
| 103 |
+
"oos_rolling_std": 0.19248057705038732,
|
| 104 |
+
"oos_frozen_lag": 0,
|
| 105 |
+
"oos_lag_corr_at_frozen": 0.15655569439803313
|
| 106 |
+
},
|
| 107 |
+
{
|
| 108 |
+
"ticker": "COPX",
|
| 109 |
+
"category": "etf_copper",
|
| 110 |
+
"selection_source": "screener",
|
| 111 |
+
"rank": 2,
|
| 112 |
+
"score_composite": 0.7604,
|
| 113 |
+
"is_pearson": 0.7841779211355742,
|
| 114 |
+
"is_n_obs": 312,
|
| 115 |
+
"is_best_lag": 0,
|
| 116 |
+
"oos_pearson": 0.6956413804263578,
|
| 117 |
+
"oos_pearson_sign": "positive",
|
| 118 |
+
"oos_n_obs": 107,
|
| 119 |
+
"oos_partial_corr": 0.6338861263834715,
|
| 120 |
+
"oos_rolling_std": 0.12942713172730172,
|
| 121 |
+
"oos_frozen_lag": 0,
|
| 122 |
+
"oos_lag_corr_at_frozen": 0.6956413804263578
|
| 123 |
+
},
|
| 124 |
+
{
|
| 125 |
+
"ticker": "PICK",
|
| 126 |
+
"category": "etf_miners",
|
| 127 |
+
"selection_source": "screener",
|
| 128 |
+
"rank": 3,
|
| 129 |
+
"score_composite": 0.7121,
|
| 130 |
+
"is_pearson": 0.7269352585154228,
|
| 131 |
+
"is_n_obs": 312,
|
| 132 |
+
"is_best_lag": 0,
|
| 133 |
+
"oos_pearson": 0.6578612359678409,
|
| 134 |
+
"oos_pearson_sign": "positive",
|
| 135 |
+
"oos_n_obs": 107,
|
| 136 |
+
"oos_partial_corr": 0.5856942833071352,
|
| 137 |
+
"oos_rolling_std": 0.10066353661183235,
|
| 138 |
+
"oos_frozen_lag": 0,
|
| 139 |
+
"oos_lag_corr_at_frozen": 0.6578612359678409
|
| 140 |
+
},
|
| 141 |
+
{
|
| 142 |
+
"ticker": "SCCO",
|
| 143 |
+
"category": "miner_major",
|
| 144 |
+
"selection_source": "screener",
|
| 145 |
+
"rank": 4,
|
| 146 |
+
"score_composite": 0.7025,
|
| 147 |
+
"is_pearson": 0.7085866126559941,
|
| 148 |
+
"is_n_obs": 312,
|
| 149 |
+
"is_best_lag": 0,
|
| 150 |
+
"oos_pearson": 0.6087163075965507,
|
| 151 |
+
"oos_pearson_sign": "positive",
|
| 152 |
+
"oos_n_obs": 107,
|
| 153 |
+
"oos_partial_corr": 0.5334391644308702,
|
| 154 |
+
"oos_rolling_std": 0.15529979141258105,
|
| 155 |
+
"oos_frozen_lag": 0,
|
| 156 |
+
"oos_lag_corr_at_frozen": 0.6087163075965507
|
| 157 |
+
},
|
| 158 |
+
{
|
| 159 |
+
"ticker": "FCX",
|
| 160 |
+
"category": "miner_major",
|
| 161 |
+
"selection_source": "screener",
|
| 162 |
+
"rank": 5,
|
| 163 |
+
"score_composite": 0.702,
|
| 164 |
+
"is_pearson": 0.6989201642564743,
|
| 165 |
+
"is_n_obs": 312,
|
| 166 |
+
"is_best_lag": 0,
|
| 167 |
+
"oos_pearson": 0.6201687537962907,
|
| 168 |
+
"oos_pearson_sign": "positive",
|
| 169 |
+
"oos_n_obs": 107,
|
| 170 |
+
"oos_partial_corr": 0.5324484075842124,
|
| 171 |
+
"oos_rolling_std": 0.14759110938554468,
|
| 172 |
+
"oos_frozen_lag": 0,
|
| 173 |
+
"oos_lag_corr_at_frozen": 0.6201687537962907
|
| 174 |
+
},
|
| 175 |
+
{
|
| 176 |
+
"ticker": "RIO",
|
| 177 |
+
"category": "miner_major",
|
| 178 |
+
"selection_source": "screener",
|
| 179 |
+
"rank": 6,
|
| 180 |
+
"score_composite": 0.6706,
|
| 181 |
+
"is_pearson": 0.6828595893612273,
|
| 182 |
+
"is_n_obs": 312,
|
| 183 |
+
"is_best_lag": 0,
|
| 184 |
+
"oos_pearson": 0.5994364710809708,
|
| 185 |
+
"oos_pearson_sign": "positive",
|
| 186 |
+
"oos_n_obs": 107,
|
| 187 |
+
"oos_partial_corr": 0.48517950608454813,
|
| 188 |
+
"oos_rolling_std": 0.15700147666323397,
|
| 189 |
+
"oos_frozen_lag": 0,
|
| 190 |
+
"oos_lag_corr_at_frozen": 0.5994364710809708
|
| 191 |
+
},
|
| 192 |
+
{
|
| 193 |
+
"ticker": "HBM.TO",
|
| 194 |
+
"category": "miner_mid",
|
| 195 |
+
"selection_source": "screener",
|
| 196 |
+
"rank": 7,
|
| 197 |
+
"score_composite": 0.6653,
|
| 198 |
+
"is_pearson": 0.6560511147782789,
|
| 199 |
+
"is_n_obs": 312,
|
| 200 |
+
"is_best_lag": 0,
|
| 201 |
+
"oos_pearson": 0.5648592455438034,
|
| 202 |
+
"oos_pearson_sign": "positive",
|
| 203 |
+
"oos_n_obs": 107,
|
| 204 |
+
"oos_partial_corr": 0.4775168986074405,
|
| 205 |
+
"oos_rolling_std": 0.14001446897643596,
|
| 206 |
+
"oos_frozen_lag": 0,
|
| 207 |
+
"oos_lag_corr_at_frozen": 0.5648592455438034
|
| 208 |
+
},
|
| 209 |
+
{
|
| 210 |
+
"ticker": "BHP",
|
| 211 |
+
"category": "miner_major",
|
| 212 |
+
"selection_source": "screener",
|
| 213 |
+
"rank": 8,
|
| 214 |
+
"score_composite": 0.6527,
|
| 215 |
+
"is_pearson": 0.6635623320785133,
|
| 216 |
+
"is_n_obs": 312,
|
| 217 |
+
"is_best_lag": 0,
|
| 218 |
+
"oos_pearson": 0.5559001722822761,
|
| 219 |
+
"oos_pearson_sign": "positive",
|
| 220 |
+
"oos_n_obs": 107,
|
| 221 |
+
"oos_partial_corr": 0.44239989298799065,
|
| 222 |
+
"oos_rolling_std": 0.20336423420854333,
|
| 223 |
+
"oos_frozen_lag": 0,
|
| 224 |
+
"oos_lag_corr_at_frozen": 0.5559001722822761
|
| 225 |
+
},
|
| 226 |
+
{
|
| 227 |
+
"ticker": "LUN.TO",
|
| 228 |
+
"category": "miner_mid",
|
| 229 |
+
"selection_source": "screener",
|
| 230 |
+
"rank": 10,
|
| 231 |
+
"score_composite": 0.6281,
|
| 232 |
+
"is_pearson": 0.6287675265797077,
|
| 233 |
+
"is_n_obs": 312,
|
| 234 |
+
"is_best_lag": 0,
|
| 235 |
+
"oos_pearson": 0.4691591604291037,
|
| 236 |
+
"oos_pearson_sign": "positive",
|
| 237 |
+
"oos_n_obs": 107,
|
| 238 |
+
"oos_partial_corr": 0.37582943200137664,
|
| 239 |
+
"oos_rolling_std": 0.22842925132202532,
|
| 240 |
+
"oos_frozen_lag": 0,
|
| 241 |
+
"oos_lag_corr_at_frozen": 0.4691591604291037
|
| 242 |
+
},
|
| 243 |
+
{
|
| 244 |
+
"ticker": "XME",
|
| 245 |
+
"category": "etf_metals",
|
| 246 |
+
"selection_source": "screener",
|
| 247 |
+
"rank": 12,
|
| 248 |
+
"score_composite": 0.6115,
|
| 249 |
+
"is_pearson": 0.5943772119915407,
|
| 250 |
+
"is_n_obs": 312,
|
| 251 |
+
"is_best_lag": 0,
|
| 252 |
+
"oos_pearson": 0.46443515550885744,
|
| 253 |
+
"oos_pearson_sign": "positive",
|
| 254 |
+
"oos_n_obs": 107,
|
| 255 |
+
"oos_partial_corr": 0.3362533803829553,
|
| 256 |
+
"oos_rolling_std": 0.18804813880332064,
|
| 257 |
+
"oos_frozen_lag": 0,
|
| 258 |
+
"oos_lag_corr_at_frozen": 0.46443515550885744
|
| 259 |
+
},
|
| 260 |
+
{
|
| 261 |
+
"ticker": "FXA",
|
| 262 |
+
"category": "macro_currency",
|
| 263 |
+
"selection_source": "screener",
|
| 264 |
+
"rank": 15,
|
| 265 |
+
"score_composite": 0.5827,
|
| 266 |
+
"is_pearson": 0.555466611120134,
|
| 267 |
+
"is_n_obs": 312,
|
| 268 |
+
"is_best_lag": 0,
|
| 269 |
+
"oos_pearson": 0.5091830531812065,
|
| 270 |
+
"oos_pearson_sign": "positive",
|
| 271 |
+
"oos_n_obs": 107,
|
| 272 |
+
"oos_partial_corr": 0.3625125275585919,
|
| 273 |
+
"oos_rolling_std": 0.12894669685695853,
|
| 274 |
+
"oos_frozen_lag": 0,
|
| 275 |
+
"oos_lag_corr_at_frozen": 0.5091830531812065
|
| 276 |
+
},
|
| 277 |
+
{
|
| 278 |
+
"ticker": "VALE",
|
| 279 |
+
"category": "miner_diversified",
|
| 280 |
+
"selection_source": "screener",
|
| 281 |
+
"rank": 27,
|
| 282 |
+
"score_composite": 0.5598,
|
| 283 |
+
"is_pearson": 0.601255642994768,
|
| 284 |
+
"is_n_obs": 312,
|
| 285 |
+
"is_best_lag": 0,
|
| 286 |
+
"oos_pearson": 0.4425764243529336,
|
| 287 |
+
"oos_pearson_sign": "positive",
|
| 288 |
+
"oos_n_obs": 107,
|
| 289 |
+
"oos_partial_corr": 0.29346039914390826,
|
| 290 |
+
"oos_rolling_std": 0.20032867069171392,
|
| 291 |
+
"oos_frozen_lag": 0,
|
| 292 |
+
"oos_lag_corr_at_frozen": 0.4425764243529336
|
| 293 |
+
},
|
| 294 |
+
{
|
| 295 |
+
"ticker": "GXC",
|
| 296 |
+
"category": "macro_china",
|
| 297 |
+
"selection_source": "screener",
|
| 298 |
+
"rank": 38,
|
| 299 |
+
"score_composite": 0.5041,
|
| 300 |
+
"is_pearson": 0.5168835094918269,
|
| 301 |
+
"is_n_obs": 312,
|
| 302 |
+
"is_best_lag": 0,
|
| 303 |
+
"oos_pearson": 0.4082885051741739,
|
| 304 |
+
"oos_pearson_sign": "positive",
|
| 305 |
+
"oos_n_obs": 107,
|
| 306 |
+
"oos_partial_corr": 0.2939353746154297,
|
| 307 |
+
"oos_rolling_std": 0.09201890516974226,
|
| 308 |
+
"oos_frozen_lag": 0,
|
| 309 |
+
"oos_lag_corr_at_frozen": 0.4082885051741739
|
| 310 |
+
},
|
| 311 |
+
{
|
| 312 |
+
"ticker": "CEW",
|
| 313 |
+
"category": "macro_em",
|
| 314 |
+
"selection_source": "screener",
|
| 315 |
+
"rank": 41,
|
| 316 |
+
"score_composite": 0.4977,
|
| 317 |
+
"is_pearson": 0.5536226976964501,
|
| 318 |
+
"is_n_obs": 312,
|
| 319 |
+
"is_best_lag": 0,
|
| 320 |
+
"oos_pearson": 0.37194491590167394,
|
| 321 |
+
"oos_pearson_sign": "positive",
|
| 322 |
+
"oos_n_obs": 107,
|
| 323 |
+
"oos_partial_corr": 0.13178363722975933,
|
| 324 |
+
"oos_rolling_std": 0.13395906273656685,
|
| 325 |
+
"oos_frozen_lag": 0,
|
| 326 |
+
"oos_lag_corr_at_frozen": 0.37194491590167394
|
| 327 |
+
},
|
| 328 |
+
{
|
| 329 |
+
"ticker": "PL=F",
|
| 330 |
+
"category": "commodity_precious",
|
| 331 |
+
"selection_source": "screener",
|
| 332 |
+
"rank": 44,
|
| 333 |
+
"score_composite": 0.4915,
|
| 334 |
+
"is_pearson": 0.4836877560320039,
|
| 335 |
+
"is_n_obs": 312,
|
| 336 |
+
"is_best_lag": 0,
|
| 337 |
+
"oos_pearson": 0.5105685707176206,
|
| 338 |
+
"oos_pearson_sign": "positive",
|
| 339 |
+
"oos_n_obs": 107,
|
| 340 |
+
"oos_partial_corr": 0.4435428754676094,
|
| 341 |
+
"oos_rolling_std": 0.11808532274711148,
|
| 342 |
+
"oos_frozen_lag": 0,
|
| 343 |
+
"oos_lag_corr_at_frozen": 0.5105685707176206
|
| 344 |
+
},
|
| 345 |
+
{
|
| 346 |
+
"ticker": "ALI=F",
|
| 347 |
+
"category": "commodity_base",
|
| 348 |
+
"selection_source": "screener",
|
| 349 |
+
"rank": 73,
|
| 350 |
+
"score_composite": 0.4095,
|
| 351 |
+
"is_pearson": 0.5018667089390717,
|
| 352 |
+
"is_n_obs": 312,
|
| 353 |
+
"is_best_lag": 0,
|
| 354 |
+
"oos_pearson": 0.49570612185061425,
|
| 355 |
+
"oos_pearson_sign": "positive",
|
| 356 |
+
"oos_n_obs": 107,
|
| 357 |
+
"oos_partial_corr": 0.4252316927738504,
|
| 358 |
+
"oos_rolling_std": 0.09163426478282909,
|
| 359 |
+
"oos_frozen_lag": 0,
|
| 360 |
+
"oos_lag_corr_at_frozen": 0.49570612185061425
|
| 361 |
+
}
|
| 362 |
+
]
|
| 363 |
+
}
|