Hugging Face's logo

Datasets:
P2SAMAPA
/
etf-entropy-dataset

Dataset card Files
xet
 Community
P2SAMAPA commited on
Commit
d7dbc5d
·
verified ·
1 Parent(s): 31da900

Model year_2012 option a update [2026-09-09]

Browse files
Files changed (45) hide show
  1. models/year_2012/base_models_GLD_MA10_2026-09-09.pkl +3 -0
  2. models/year_2012/base_models_GLD_MA3_2026-09-09.pkl +3 -0
  3. models/year_2012/base_models_GLD_MA5_2026-09-09.pkl +3 -0
  4. models/year_2012/base_models_HYG_MA10.pkl +2 -2
  5. models/year_2012/base_models_HYG_MA10_2026-09-09.pkl +3 -0
  6. models/year_2012/base_models_HYG_MA3.pkl +2 -2
  7. models/year_2012/base_models_HYG_MA3_2026-09-09.pkl +3 -0
  8. models/year_2012/base_models_HYG_MA5.pkl +2 -2
  9. models/year_2012/base_models_HYG_MA5_2026-09-09.pkl +3 -0
  10. models/year_2012/base_models_LQD_MA10.pkl +2 -2
  11. models/year_2012/base_models_LQD_MA10_2026-09-09.pkl +3 -0
  12. models/year_2012/base_models_LQD_MA3.pkl +2 -2
  13. models/year_2012/base_models_LQD_MA3_2026-09-09.pkl +3 -0
  14. models/year_2012/base_models_LQD_MA5.pkl +2 -2
  15. models/year_2012/base_models_LQD_MA5_2026-09-09.pkl +3 -0
  16. models/year_2012/base_models_SLV_MA10_2026-09-09.pkl +3 -0
  17. models/year_2012/base_models_SLV_MA3_2026-09-09.pkl +3 -0
  18. models/year_2012/base_models_SLV_MA5.pkl +1 -1
  19. models/year_2012/base_models_SLV_MA5_2026-09-09.pkl +3 -0
  20. models/year_2012/base_models_TLT_MA10.pkl +2 -2
  21. models/year_2012/base_models_TLT_MA10_2026-09-09.pkl +3 -0
  22. models/year_2012/base_models_TLT_MA3.pkl +2 -2
  23. models/year_2012/base_models_TLT_MA3_2026-09-09.pkl +3 -0
  24. models/year_2012/base_models_TLT_MA5.pkl +2 -2
  25. models/year_2012/base_models_TLT_MA5_2026-09-09.pkl +3 -0
  26. models/year_2012/base_models_VNQ_MA10.pkl +2 -2
  27. models/year_2012/base_models_VNQ_MA10_2026-09-09.pkl +3 -0
  28. models/year_2012/base_models_VNQ_MA3.pkl +2 -2
  29. models/year_2012/base_models_VNQ_MA3_2026-09-09.pkl +3 -0
  30. models/year_2012/base_models_VNQ_MA5.pkl +2 -2
  31. models/year_2012/base_models_VNQ_MA5_2026-09-09.pkl +3 -0
  32. models/year_2012/best_model.json +7 -7
  33. models/year_2012/best_model_2026-09-09.json +19 -0
  34. models/year_2012/dtw_matrix_MA10.npy +1 -1
  35. models/year_2012/dtw_matrix_MA10_2026-09-09.npy +3 -0
  36. models/year_2012/dtw_matrix_MA3.npy +1 -1
  37. models/year_2012/dtw_matrix_MA3_2026-09-09.npy +3 -0
  38. models/year_2012/dtw_matrix_MA5.npy +1 -1
  39. models/year_2012/dtw_matrix_MA5_2026-09-09.npy +3 -0
  40. models/year_2012/transfer_voting_MA10.pkl +2 -2
  41. models/year_2012/transfer_voting_MA10_2026-09-09.pkl +3 -0
  42. models/year_2012/transfer_voting_MA3.pkl +2 -2
  43. models/year_2012/transfer_voting_MA3_2026-09-09.pkl +3 -0
  44. models/year_2012/transfer_voting_MA5.pkl +2 -2
  45. models/year_2012/transfer_voting_MA5_2026-09-09.pkl +3 -0
models/year_2012/base_models_GLD_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:5ca64857e82f57d24d1fb1e804af9e68cfabcb3c1112b64c3e0b896a3c916bba
3
+ size 2373187
models/year_2012/base_models_GLD_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:d0fe3233b7522e7b6bb8ca7653c650d69667fc7402c1f9c355467a6d55e78d92
3
+ size 1040363
models/year_2012/base_models_GLD_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9d42df517d232140c5d9cc6323c5d363b68adbbc25e016b95a36712123759e5f
3
+ size 1522944
models/year_2012/base_models_HYG_MA10.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:b95c88b6b606638d218c05860ddbcc2ec330e5d4a038e733148908182acb5e43
3
- size 13539197
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:17b4765e73f03b23be35b1f6ddad49b2c13614251406cfec1478034a5c4d723f
3
+ size 13542613
models/year_2012/base_models_HYG_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:17b4765e73f03b23be35b1f6ddad49b2c13614251406cfec1478034a5c4d723f
3
+ size 13542613
models/year_2012/base_models_HYG_MA3.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:c0d9d63370674e6dd897c76e8ca79882a1af5e601b906caf84c4e1c83c69e38d
3
- size 586083
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:76c800752e72c173a5303ec514132cdf326dd88699bc56d5c81ad8f3d72455fb
3
+ size 585598
models/year_2012/base_models_HYG_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:76c800752e72c173a5303ec514132cdf326dd88699bc56d5c81ad8f3d72455fb
3
+ size 585598
models/year_2012/base_models_HYG_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:0832d931eaaa9e9c64318fbde31bcce95660165fe5a4705c615e67fab7fafa75
3
- size 13482029
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b5a4b23681b62e705b0a632b5decd1f7a7c8539897276058d1503e32bda86023
3
+ size 13519334
models/year_2012/base_models_HYG_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b5a4b23681b62e705b0a632b5decd1f7a7c8539897276058d1503e32bda86023
3
+ size 13519334
models/year_2012/base_models_LQD_MA10.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:eccefb0da3e744e5a7a4978dbdd16f51a9bcb81fd7731a422099053745b033dc
3
- size 13562643
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c21b598294bea3b58d5feb13143e7690af04269bda3beb45fa5102af70bbbc45
3
+ size 1368320
models/year_2012/base_models_LQD_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c21b598294bea3b58d5feb13143e7690af04269bda3beb45fa5102af70bbbc45
3
+ size 1368320
models/year_2012/base_models_LQD_MA3.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:c1881551406acc7b503e54532cf853b72fa1bfcfaf2179c4e746d94275ad0036
3
- size 509962
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ce9294ef60113aaafda15ad843b93156ad983884fac20b6b461763bae46c8978
3
+ size 508655
models/year_2012/base_models_LQD_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ce9294ef60113aaafda15ad843b93156ad983884fac20b6b461763bae46c8978
3
+ size 508655
models/year_2012/base_models_LQD_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:7fca4f6b46ce769d46189ef7f072955a183cde7388471b2c01848dde6e9647fc
3
- size 13480297
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9d38b28d86b3528d5828e985b7896686dfb5bf51a344f5400f6c3eefa428fc5e
3
+ size 612204
models/year_2012/base_models_LQD_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9d38b28d86b3528d5828e985b7896686dfb5bf51a344f5400f6c3eefa428fc5e
3
+ size 612204
models/year_2012/base_models_SLV_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:98a54e86589e1a7246b1afca3885b5fd7371bfced8fa7c1ea0c00f3d4e06ab52
3
+ size 2572065
models/year_2012/base_models_SLV_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:f05036cea321ebe40fa27e5b17570efbbfffc7af9273ee1b12f498fb58532470
3
+ size 1026388
models/year_2012/base_models_SLV_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:12c6440427c271a5a8bd263534783ccb4ab5561c36713f88dcacfb940397b1e1
3
  size 1495981
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:54821cb93b538230df6a7bc84e88f25d6ee73d17fa2d09ae56c1416ad53ecd8e
3
  size 1495981
models/year_2012/base_models_SLV_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:54821cb93b538230df6a7bc84e88f25d6ee73d17fa2d09ae56c1416ad53ecd8e
3
+ size 1495981
models/year_2012/base_models_TLT_MA10.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:19f1d536c8027dc362bf0b699da19632642debc8d301b78ab81ca3fdd43bf5a6
3
- size 13587317
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:93d2938a56be33c8ad66befab35fac7ae71efa8ea03b34b455443e47ef537cb9
3
+ size 2006710
models/year_2012/base_models_TLT_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:93d2938a56be33c8ad66befab35fac7ae71efa8ea03b34b455443e47ef537cb9
3
+ size 2006710
models/year_2012/base_models_TLT_MA3.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:de8184530a899b9afb905acfcb3569c89f28343889f4cf8bb9e510fffe7bcee8
3
- size 925857
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2f189cfd24c64d46f90a5a25c8b9953bce95a35621d3e9f8e4f89ee3acd41da6
3
+ size 13488491
models/year_2012/base_models_TLT_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:2f189cfd24c64d46f90a5a25c8b9953bce95a35621d3e9f8e4f89ee3acd41da6
3
+ size 13488491
models/year_2012/base_models_TLT_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:08d8ceec9dd1d94081c360d82d35b13a31d0b64431b45e5aad225c161fd4232f
3
- size 1324046
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6c08ce44a67baadc9a1810a4a6d679ec9dd8519cc75a6cfd2d3bf14f0636363d
3
+ size 1325450
models/year_2012/base_models_TLT_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6c08ce44a67baadc9a1810a4a6d679ec9dd8519cc75a6cfd2d3bf14f0636363d
3
+ size 1325450
models/year_2012/base_models_VNQ_MA10.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:422bc513070c7f04a1c3af0c79d75a792c647ebb35036a3370e444be39ae0bcf
3
- size 1125939
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b8bfac1191cf160d1da0efb323f34980721874ebabd08108ea4d636d61d46e75
3
+ size 13494803
models/year_2012/base_models_VNQ_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:b8bfac1191cf160d1da0efb323f34980721874ebabd08108ea4d636d61d46e75
3
+ size 13494803
models/year_2012/base_models_VNQ_MA3.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:9425bae6f76eaf565b4ce340d19541eb3ff17126382440349f436712d5477d60
3
- size 484136
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9a84cc2bcb636eca2541dadfd2e8d771905cfd183d562ecdb2bdc6f54d750a32
3
+ size 484636
models/year_2012/base_models_VNQ_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9a84cc2bcb636eca2541dadfd2e8d771905cfd183d562ecdb2bdc6f54d750a32
3
+ size 484636
models/year_2012/base_models_VNQ_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:74fa87310af5225059322fd2b11f1d14eba7a65e071bb3de02fd3004fb1f7a64
3
- size 13478876
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1023e4aee2ccdf5e7f10233055102b14b824c30c13de8aa576072ead0d906ff1
3
+ size 572869
models/year_2012/base_models_VNQ_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:1023e4aee2ccdf5e7f10233055102b14b824c30c13de8aa576072ead0d906ff1
3
+ size 572869
models/year_2012/best_model.json CHANGED
@@ -6,14 +6,14 @@
6
  "10": 0.110124
7
  },
8
  "oos_returns": {
9
- "3": -0.021178,
10
- "5": -0.021178,
11
- "10": -0.021178
12
  },
13
- "ma3_val_ann_return": 0.09104513836846029,
14
- "ma5_val_ann_return": 0.09104513836846029,
15
  "start_year": 2012,
16
- "run_date": "2026-09-05",
17
- "last_trained": "2026-09-05",
18
  "option": "a"
19
  }
 
6
  "10": 0.110124
7
  },
8
  "oos_returns": {
9
+ "3": -0.021202,
10
+ "5": -0.021202,
11
+ "10": -0.021202
12
  },
13
+ "ma3_val_ann_return": 0.09104499531906529,
14
+ "ma5_val_ann_return": 0.09104499531906529,
15
  "start_year": 2012,
16
+ "run_date": "2026-09-09",
17
+ "last_trained": "2026-09-09",
18
  "option": "a"
19
  }
models/year_2012/best_model_2026-09-09.json ADDED
@@ -0,0 +1,19 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "best_ma_window": 10,
3
+ "val_returns": {
4
+ "3": 0.091045,
5
+ "5": 0.091045,
6
+ "10": 0.110124
7
+ },
8
+ "oos_returns": {
9
+ "3": -0.021202,
10
+ "5": -0.021202,
11
+ "10": -0.021202
12
+ },
13
+ "ma3_val_ann_return": 0.09104499531906529,
14
+ "ma5_val_ann_return": 0.09104499531906529,
15
+ "start_year": 2012,
16
+ "run_date": "2026-09-09",
17
+ "last_trained": "2026-09-09",
18
+ "option": "a"
19
+ }
models/year_2012/dtw_matrix_MA10.npy CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:45ee8c5f41875b49341965c808e71861810ef88da2a961ae6920b1e8f248ebd8
3
  size 416
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
  size 416
models/year_2012/dtw_matrix_MA10_2026-09-09.npy ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
+ size 416
models/year_2012/dtw_matrix_MA3.npy CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:45ee8c5f41875b49341965c808e71861810ef88da2a961ae6920b1e8f248ebd8
3
  size 416
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
  size 416
models/year_2012/dtw_matrix_MA3_2026-09-09.npy ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
+ size 416
models/year_2012/dtw_matrix_MA5.npy CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:45ee8c5f41875b49341965c808e71861810ef88da2a961ae6920b1e8f248ebd8
3
  size 416
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
  size 416
models/year_2012/dtw_matrix_MA5_2026-09-09.npy ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7f6fbcb0c7e96efd827072e7002a6a3561a7bba403a08aaa594f3ce2570ea071
3
+ size 416
models/year_2012/transfer_voting_MA10.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:118ef0288e4424c2fd444f9a30cb5cd745d55341de4a33da0bcdf30c675ea1c1
3
- size 46749000
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:492cc5d3d57ee003c271e65ea42eca0684db86d27fd672d808ddff07402ab6c9
3
+ size 35346376
models/year_2012/transfer_voting_MA10_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:492cc5d3d57ee003c271e65ea42eca0684db86d27fd672d808ddff07402ab6c9
3
+ size 35346376
models/year_2012/transfer_voting_MA3.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:11965c6c704f273417a2b5f21a3d26f76487864098b6e592c075cf3fe4e6afd2
3
- size 4561400
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7c203bb00b851882bfdb6301c40ddc91b2bdd02f50ceeebcf1627c2184e41775
3
+ size 17122744
models/year_2012/transfer_voting_MA3_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:7c203bb00b851882bfdb6301c40ddc91b2bdd02f50ceeebcf1627c2184e41775
3
+ size 17122744
models/year_2012/transfer_voting_MA5.pkl CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:0cf22939acbf88884ab00174ca9b9adaadb40f59ecd4afaf3d0987876ff63ef2
3
- size 44772792
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:e37ffa7344831de07ba75d78b8a1f19e18f3448a28478588bbb9861b9184fc77
3
+ size 19037384
models/year_2012/transfer_voting_MA5_2026-09-09.pkl ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:e37ffa7344831de07ba75d78b8a1f19e18f3448a28478588bbb9861b9184fc77
3
+ size 19037384