Upload mobius_transform_20260619_055808.json with huggingface_hub
Browse files
mobius_transform_20260619_055808.json
ADDED
|
@@ -0,0 +1,1419 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"run_date": "2026-06-19 05:58:08",
|
| 3 |
+
"windows": [
|
| 4 |
+
63,
|
| 5 |
+
252,
|
| 6 |
+
504,
|
| 7 |
+
1008,
|
| 8 |
+
2016,
|
| 9 |
+
4032,
|
| 10 |
+
4536
|
| 11 |
+
],
|
| 12 |
+
"mobius_epsilon": 0.01,
|
| 13 |
+
"macro_vars": [
|
| 14 |
+
"VIX",
|
| 15 |
+
"DXY",
|
| 16 |
+
"T10Y2Y",
|
| 17 |
+
"TBILL_3M",
|
| 18 |
+
"DGS1MO",
|
| 19 |
+
"DGS3MO",
|
| 20 |
+
"DGS6MO",
|
| 21 |
+
"DGS1",
|
| 22 |
+
"DGS2",
|
| 23 |
+
"DGS5",
|
| 24 |
+
"DGS7",
|
| 25 |
+
"DGS10",
|
| 26 |
+
"DGS20",
|
| 27 |
+
"DGS30"
|
| 28 |
+
],
|
| 29 |
+
"universes": {
|
| 30 |
+
"FI_COMMODITIES": {
|
| 31 |
+
"best_window_data": {
|
| 32 |
+
"window": 4536,
|
| 33 |
+
"top_etfs": [
|
| 34 |
+
{
|
| 35 |
+
"ticker": "VNQ",
|
| 36 |
+
"mobius_score_norm": 1.0,
|
| 37 |
+
"raw_score": -0.015651177721503203
|
| 38 |
+
},
|
| 39 |
+
{
|
| 40 |
+
"ticker": "SLV",
|
| 41 |
+
"mobius_score_norm": 0.9524113621205661,
|
| 42 |
+
"raw_score": -0.01774285441246433
|
| 43 |
+
},
|
| 44 |
+
{
|
| 45 |
+
"ticker": "GLD",
|
| 46 |
+
"mobius_score_norm": 0.8817525194910715,
|
| 47 |
+
"raw_score": -0.020848542255702134
|
| 48 |
+
}
|
| 49 |
+
],
|
| 50 |
+
"all_scores_raw": {
|
| 51 |
+
"TLT": -0.027293423494485217,
|
| 52 |
+
"VCIT": -0.059604456995022204,
|
| 53 |
+
"LQD": -0.059209449657200396,
|
| 54 |
+
"HYG": -0.02136451146551973,
|
| 55 |
+
"VNQ": -0.015651177721503203,
|
| 56 |
+
"GLD": -0.020848542255702134,
|
| 57 |
+
"SLV": -0.01774285441246433
|
| 58 |
+
},
|
| 59 |
+
"all_scores_norm": {
|
| 60 |
+
"TLT": 0.7351222487739103,
|
| 61 |
+
"VCIT": 0.0,
|
| 62 |
+
"LQD": 0.008986982185417786,
|
| 63 |
+
"HYG": 0.8700134816230038,
|
| 64 |
+
"VNQ": 1.0,
|
| 65 |
+
"GLD": 0.8817525194910715,
|
| 66 |
+
"SLV": 0.9524113621205661
|
| 67 |
+
}
|
| 68 |
+
},
|
| 69 |
+
"all_windows": [
|
| 70 |
+
{
|
| 71 |
+
"window": 63,
|
| 72 |
+
"top_etfs": [
|
| 73 |
+
{
|
| 74 |
+
"ticker": "VNQ",
|
| 75 |
+
"mobius_score_norm": 1.0,
|
| 76 |
+
"raw_score": -0.01776028133280478
|
| 77 |
+
},
|
| 78 |
+
{
|
| 79 |
+
"ticker": "GLD",
|
| 80 |
+
"mobius_score_norm": 0.8025452080070787,
|
| 81 |
+
"raw_score": -0.021992408754861102
|
| 82 |
+
},
|
| 83 |
+
{
|
| 84 |
+
"ticker": "SLV",
|
| 85 |
+
"mobius_score_norm": 0.7045033615057642,
|
| 86 |
+
"raw_score": -0.024093778809744983
|
| 87 |
+
}
|
| 88 |
+
],
|
| 89 |
+
"all_scores_raw": {
|
| 90 |
+
"TLT": -0.030090045436038326,
|
| 91 |
+
"VCIT": -0.039193680742063204,
|
| 92 |
+
"LQD": -0.03772360113540018,
|
| 93 |
+
"HYG": -0.036362743947642405,
|
| 94 |
+
"VNQ": -0.01776028133280478,
|
| 95 |
+
"GLD": -0.021992408754861102,
|
| 96 |
+
"SLV": -0.024093778809744983
|
| 97 |
+
},
|
| 98 |
+
"all_scores_norm": {
|
| 99 |
+
"TLT": 0.4247406177711805,
|
| 100 |
+
"VCIT": 0.0,
|
| 101 |
+
"LQD": 0.06858826164682048,
|
| 102 |
+
"HYG": 0.13208062521328,
|
| 103 |
+
"VNQ": 1.0,
|
| 104 |
+
"GLD": 0.8025452080070787,
|
| 105 |
+
"SLV": 0.7045033615057642
|
| 106 |
+
}
|
| 107 |
+
},
|
| 108 |
+
{
|
| 109 |
+
"window": 252,
|
| 110 |
+
"top_etfs": [
|
| 111 |
+
{
|
| 112 |
+
"ticker": "SLV",
|
| 113 |
+
"mobius_score_norm": 1.0,
|
| 114 |
+
"raw_score": -0.007143286345108241
|
| 115 |
+
},
|
| 116 |
+
{
|
| 117 |
+
"ticker": "GLD",
|
| 118 |
+
"mobius_score_norm": 0.9396008297314123,
|
| 119 |
+
"raw_score": -0.00965383849263825
|
| 120 |
+
},
|
| 121 |
+
{
|
| 122 |
+
"ticker": "VNQ",
|
| 123 |
+
"mobius_score_norm": 0.6547683421670976,
|
| 124 |
+
"raw_score": -0.0214931867843615
|
| 125 |
+
}
|
| 126 |
+
],
|
| 127 |
+
"all_scores_raw": {
|
| 128 |
+
"TLT": -0.03542659597327762,
|
| 129 |
+
"VCIT": -0.048709290254862196,
|
| 130 |
+
"LQD": -0.048034656145587926,
|
| 131 |
+
"HYG": -0.036048582234676024,
|
| 132 |
+
"VNQ": -0.0214931867843615,
|
| 133 |
+
"GLD": -0.00965383849263825,
|
| 134 |
+
"SLV": -0.007143286345108241
|
| 135 |
+
},
|
| 136 |
+
"all_scores_norm": {
|
| 137 |
+
"TLT": 0.319556681715743,
|
| 138 |
+
"VCIT": 0.0,
|
| 139 |
+
"LQD": 0.016230429818055222,
|
| 140 |
+
"HYG": 0.30459286025364557,
|
| 141 |
+
"VNQ": 0.6547683421670976,
|
| 142 |
+
"GLD": 0.9396008297314123,
|
| 143 |
+
"SLV": 1.0
|
| 144 |
+
}
|
| 145 |
+
},
|
| 146 |
+
{
|
| 147 |
+
"window": 504,
|
| 148 |
+
"top_etfs": [
|
| 149 |
+
{
|
| 150 |
+
"ticker": "SLV",
|
| 151 |
+
"mobius_score_norm": 1.0,
|
| 152 |
+
"raw_score": -0.011831220945373751
|
| 153 |
+
},
|
| 154 |
+
{
|
| 155 |
+
"ticker": "GLD",
|
| 156 |
+
"mobius_score_norm": 0.9622310080598798,
|
| 157 |
+
"raw_score": -0.015540267446214628
|
| 158 |
+
},
|
| 159 |
+
{
|
| 160 |
+
"ticker": "VNQ",
|
| 161 |
+
"mobius_score_norm": 0.5367488073716723,
|
| 162 |
+
"raw_score": -0.05732410086529774
|
| 163 |
+
}
|
| 164 |
+
],
|
| 165 |
+
"all_scores_raw": {
|
| 166 |
+
"TLT": -0.08078593320736796,
|
| 167 |
+
"VCIT": -0.10745036058779525,
|
| 168 |
+
"LQD": -0.1100347024341381,
|
| 169 |
+
"HYG": -0.07340431909055933,
|
| 170 |
+
"VNQ": -0.05732410086529774,
|
| 171 |
+
"GLD": -0.015540267446214628,
|
| 172 |
+
"SLV": -0.011831220945373751
|
| 173 |
+
},
|
| 174 |
+
"all_scores_norm": {
|
| 175 |
+
"TLT": 0.2978384145180896,
|
| 176 |
+
"VCIT": 0.026316193755702304,
|
| 177 |
+
"LQD": 0.0,
|
| 178 |
+
"HYG": 0.37300493616175634,
|
| 179 |
+
"VNQ": 0.5367488073716723,
|
| 180 |
+
"GLD": 0.9622310080598798,
|
| 181 |
+
"SLV": 1.0
|
| 182 |
+
}
|
| 183 |
+
},
|
| 184 |
+
{
|
| 185 |
+
"window": 1008,
|
| 186 |
+
"top_etfs": [
|
| 187 |
+
{
|
| 188 |
+
"ticker": "SLV",
|
| 189 |
+
"mobius_score_norm": 1.0,
|
| 190 |
+
"raw_score": -0.013780015725952102
|
| 191 |
+
},
|
| 192 |
+
{
|
| 193 |
+
"ticker": "GLD",
|
| 194 |
+
"mobius_score_norm": 0.9367606456481423,
|
| 195 |
+
"raw_score": -0.017407885470004752
|
| 196 |
+
},
|
| 197 |
+
{
|
| 198 |
+
"ticker": "VNQ",
|
| 199 |
+
"mobius_score_norm": 0.615019115594382,
|
| 200 |
+
"raw_score": -0.035865321891522486
|
| 201 |
+
}
|
| 202 |
+
],
|
| 203 |
+
"all_scores_raw": {
|
| 204 |
+
"TLT": -0.05248915496798236,
|
| 205 |
+
"VCIT": -0.07042360969948022,
|
| 206 |
+
"LQD": -0.07114729566159998,
|
| 207 |
+
"HYG": -0.05340002909753282,
|
| 208 |
+
"VNQ": -0.035865321891522486,
|
| 209 |
+
"GLD": -0.017407885470004752,
|
| 210 |
+
"SLV": -0.013780015725952102
|
| 211 |
+
},
|
| 212 |
+
"all_scores_norm": {
|
| 213 |
+
"TLT": 0.3252401144789768,
|
| 214 |
+
"VCIT": 0.012614960356000146,
|
| 215 |
+
"LQD": 0.0,
|
| 216 |
+
"HYG": 0.3093621762087252,
|
| 217 |
+
"VNQ": 0.615019115594382,
|
| 218 |
+
"GLD": 0.9367606456481423,
|
| 219 |
+
"SLV": 1.0
|
| 220 |
+
}
|
| 221 |
+
},
|
| 222 |
+
{
|
| 223 |
+
"window": 2016,
|
| 224 |
+
"top_etfs": [
|
| 225 |
+
{
|
| 226 |
+
"ticker": "SLV",
|
| 227 |
+
"mobius_score_norm": 1.0,
|
| 228 |
+
"raw_score": -0.016334370735270803
|
| 229 |
+
},
|
| 230 |
+
{
|
| 231 |
+
"ticker": "GLD",
|
| 232 |
+
"mobius_score_norm": 0.9419198563611441,
|
| 233 |
+
"raw_score": -0.018631700586008416
|
| 234 |
+
},
|
| 235 |
+
{
|
| 236 |
+
"ticker": "TLT",
|
| 237 |
+
"mobius_score_norm": 0.7961403042803084,
|
| 238 |
+
"raw_score": -0.024397934889850766
|
| 239 |
+
}
|
| 240 |
+
],
|
| 241 |
+
"all_scores_raw": {
|
| 242 |
+
"TLT": -0.024397934889850766,
|
| 243 |
+
"VCIT": -0.05560527897748146,
|
| 244 |
+
"LQD": -0.05588885023212738,
|
| 245 |
+
"HYG": -0.03598324844139471,
|
| 246 |
+
"VNQ": -0.02495320724624713,
|
| 247 |
+
"GLD": -0.018631700586008416,
|
| 248 |
+
"SLV": -0.016334370735270803
|
| 249 |
+
},
|
| 250 |
+
"all_scores_norm": {
|
| 251 |
+
"TLT": 0.7961403042803084,
|
| 252 |
+
"VCIT": 0.0071691312400774835,
|
| 253 |
+
"LQD": 0.0,
|
| 254 |
+
"HYG": 0.5032451960925078,
|
| 255 |
+
"VNQ": 0.7821021380988904,
|
| 256 |
+
"GLD": 0.9419198563611441,
|
| 257 |
+
"SLV": 1.0
|
| 258 |
+
}
|
| 259 |
+
},
|
| 260 |
+
{
|
| 261 |
+
"window": 4032,
|
| 262 |
+
"top_etfs": [
|
| 263 |
+
{
|
| 264 |
+
"ticker": "SLV",
|
| 265 |
+
"mobius_score_norm": 1.0,
|
| 266 |
+
"raw_score": -0.01722435842108842
|
| 267 |
+
},
|
| 268 |
+
{
|
| 269 |
+
"ticker": "VNQ",
|
| 270 |
+
"mobius_score_norm": 0.9288632842044869,
|
| 271 |
+
"raw_score": -0.020129183101441194
|
| 272 |
+
},
|
| 273 |
+
{
|
| 274 |
+
"ticker": "GLD",
|
| 275 |
+
"mobius_score_norm": 0.9209812145110383,
|
| 276 |
+
"raw_score": -0.0204510426408049
|
| 277 |
+
}
|
| 278 |
+
],
|
| 279 |
+
"all_scores_raw": {
|
| 280 |
+
"TLT": -0.02598564417588829,
|
| 281 |
+
"VCIT": -0.05704326229807103,
|
| 282 |
+
"LQD": -0.05805875241676958,
|
| 283 |
+
"HYG": -0.02505294016323648,
|
| 284 |
+
"VNQ": -0.020129183101441194,
|
| 285 |
+
"GLD": -0.0204510426408049,
|
| 286 |
+
"SLV": -0.01722435842108842
|
| 287 |
+
},
|
| 288 |
+
"all_scores_norm": {
|
| 289 |
+
"TLT": 0.7854434730750136,
|
| 290 |
+
"VCIT": 0.02486849979470627,
|
| 291 |
+
"LQD": 0.0,
|
| 292 |
+
"HYG": 0.8082846106893116,
|
| 293 |
+
"VNQ": 0.9288632842044869,
|
| 294 |
+
"GLD": 0.9209812145110383,
|
| 295 |
+
"SLV": 1.0
|
| 296 |
+
}
|
| 297 |
+
},
|
| 298 |
+
{
|
| 299 |
+
"window": 4536,
|
| 300 |
+
"top_etfs": [
|
| 301 |
+
{
|
| 302 |
+
"ticker": "VNQ",
|
| 303 |
+
"mobius_score_norm": 1.0,
|
| 304 |
+
"raw_score": -0.015651177721503203
|
| 305 |
+
},
|
| 306 |
+
{
|
| 307 |
+
"ticker": "SLV",
|
| 308 |
+
"mobius_score_norm": 0.9524113621205661,
|
| 309 |
+
"raw_score": -0.01774285441246433
|
| 310 |
+
},
|
| 311 |
+
{
|
| 312 |
+
"ticker": "GLD",
|
| 313 |
+
"mobius_score_norm": 0.8817525194910715,
|
| 314 |
+
"raw_score": -0.020848542255702134
|
| 315 |
+
}
|
| 316 |
+
],
|
| 317 |
+
"all_scores_raw": {
|
| 318 |
+
"TLT": -0.027293423494485217,
|
| 319 |
+
"VCIT": -0.059604456995022204,
|
| 320 |
+
"LQD": -0.059209449657200396,
|
| 321 |
+
"HYG": -0.02136451146551973,
|
| 322 |
+
"VNQ": -0.015651177721503203,
|
| 323 |
+
"GLD": -0.020848542255702134,
|
| 324 |
+
"SLV": -0.01774285441246433
|
| 325 |
+
},
|
| 326 |
+
"all_scores_norm": {
|
| 327 |
+
"TLT": 0.7351222487739103,
|
| 328 |
+
"VCIT": 0.0,
|
| 329 |
+
"LQD": 0.008986982185417786,
|
| 330 |
+
"HYG": 0.8700134816230038,
|
| 331 |
+
"VNQ": 1.0,
|
| 332 |
+
"GLD": 0.8817525194910715,
|
| 333 |
+
"SLV": 0.9524113621205661
|
| 334 |
+
}
|
| 335 |
+
}
|
| 336 |
+
]
|
| 337 |
+
},
|
| 338 |
+
"EQUITY_SECTORS": {
|
| 339 |
+
"best_window_data": {
|
| 340 |
+
"window": 4536,
|
| 341 |
+
"top_etfs": [
|
| 342 |
+
{
|
| 343 |
+
"ticker": "GDX",
|
| 344 |
+
"mobius_score_norm": 1.0,
|
| 345 |
+
"raw_score": -0.0017701809717109147
|
| 346 |
+
},
|
| 347 |
+
{
|
| 348 |
+
"ticker": "XLU",
|
| 349 |
+
"mobius_score_norm": 0.6807816676937384,
|
| 350 |
+
"raw_score": -0.008346473924239383
|
| 351 |
+
},
|
| 352 |
+
{
|
| 353 |
+
"ticker": "XBI",
|
| 354 |
+
"mobius_score_norm": 0.533223523641431,
|
| 355 |
+
"raw_score": -0.011386354421730267
|
| 356 |
+
}
|
| 357 |
+
],
|
| 358 |
+
"all_scores_raw": {
|
| 359 |
+
"SPY": -0.02237141933110156,
|
| 360 |
+
"QQQ": -0.019164538712802128,
|
| 361 |
+
"XLK": -0.01834270980365276,
|
| 362 |
+
"XLF": -0.016226062757174295,
|
| 363 |
+
"XLE": -0.011740583321022813,
|
| 364 |
+
"XLV": -0.014855696108248422,
|
| 365 |
+
"XLI": -0.01948050623639092,
|
| 366 |
+
"XLY": -0.018936320176480153,
|
| 367 |
+
"XLP": -0.011820320022328638,
|
| 368 |
+
"XLU": -0.008346473924239383,
|
| 369 |
+
"GDX": -0.0017701809717109147,
|
| 370 |
+
"XME": -0.012899657870820027,
|
| 371 |
+
"IWF": -0.02046247630136828,
|
| 372 |
+
"XSD": -0.015422257841329062,
|
| 373 |
+
"XBI": -0.011386354421730267,
|
| 374 |
+
"IWM": -0.02036896077692554,
|
| 375 |
+
"IWD": -0.021226474886011953,
|
| 376 |
+
"IWO": -0.020078555249825995
|
| 377 |
+
},
|
| 378 |
+
"all_scores_norm": {
|
| 379 |
+
"SPY": 0.0,
|
| 380 |
+
"QQQ": 0.15566445872597953,
|
| 381 |
+
"XLK": 0.19555666786469636,
|
| 382 |
+
"XLF": 0.2983003481014544,
|
| 383 |
+
"XLE": 0.5160289796478619,
|
| 384 |
+
"XLV": 0.36481900222407027,
|
| 385 |
+
"XLI": 0.14032715142062702,
|
| 386 |
+
"XLY": 0.16674236250732902,
|
| 387 |
+
"XLP": 0.5121584986643982,
|
| 388 |
+
"XLU": 0.6807816676937384,
|
| 389 |
+
"GDX": 1.0,
|
| 390 |
+
"XME": 0.4597666069896244,
|
| 391 |
+
"IWF": 0.09266156705881355,
|
| 392 |
+
"XSD": 0.33731765870302005,
|
| 393 |
+
"XBI": 0.533223523641431,
|
| 394 |
+
"IWM": 0.09720088274515017,
|
| 395 |
+
"IWD": 0.05557648647697467,
|
| 396 |
+
"IWO": 0.11129739102457453
|
| 397 |
+
}
|
| 398 |
+
},
|
| 399 |
+
"all_windows": [
|
| 400 |
+
{
|
| 401 |
+
"window": 63,
|
| 402 |
+
"top_etfs": [
|
| 403 |
+
{
|
| 404 |
+
"ticker": "XLP",
|
| 405 |
+
"mobius_score_norm": 1.0,
|
| 406 |
+
"raw_score": -0.00021809113715879052
|
| 407 |
+
},
|
| 408 |
+
{
|
| 409 |
+
"ticker": "XLU",
|
| 410 |
+
"mobius_score_norm": 0.9437830992996665,
|
| 411 |
+
"raw_score": -0.0013587203161900257
|
| 412 |
+
},
|
| 413 |
+
{
|
| 414 |
+
"ticker": "XLE",
|
| 415 |
+
"mobius_score_norm": 0.797666919442505,
|
| 416 |
+
"raw_score": -0.004323387101398731
|
| 417 |
+
}
|
| 418 |
+
],
|
| 419 |
+
"all_scores_raw": {
|
| 420 |
+
"SPY": -0.020507882371140318,
|
| 421 |
+
"QQQ": -0.018060805912414643,
|
| 422 |
+
"XLK": -0.014872111291524437,
|
| 423 |
+
"XLF": -0.005751533527321094,
|
| 424 |
+
"XLE": -0.004323387101398731,
|
| 425 |
+
"XLV": -0.004900727383004238,
|
| 426 |
+
"XLI": -0.014796954651006472,
|
| 427 |
+
"XLY": -0.016353075668561177,
|
| 428 |
+
"XLP": -0.00021809113715879052,
|
| 429 |
+
"XLU": -0.0013587203161900257,
|
| 430 |
+
"GDX": -0.012843580903638603,
|
| 431 |
+
"XME": -0.013954804640761816,
|
| 432 |
+
"IWF": -0.01771658796959498,
|
| 433 |
+
"XSD": -0.012674103759319112,
|
| 434 |
+
"XBI": -0.010962912284878997,
|
| 435 |
+
"IWM": -0.02018966154648441,
|
| 436 |
+
"IWD": -0.019260095891536017,
|
| 437 |
+
"IWO": -0.020065576624897184
|
| 438 |
+
},
|
| 439 |
+
"all_scores_norm": {
|
| 440 |
+
"SPY": 0.0,
|
| 441 |
+
"QQQ": 0.1206062906466622,
|
| 442 |
+
"XLK": 0.2777638771451251,
|
| 443 |
+
"XLF": 0.7272794812745612,
|
| 444 |
+
"XLE": 0.797666919442505,
|
| 445 |
+
"XLV": 0.7692122017498669,
|
| 446 |
+
"XLI": 0.28146803751086075,
|
| 447 |
+
"XLY": 0.20477326033895477,
|
| 448 |
+
"XLP": 1.0,
|
| 449 |
+
"XLU": 0.9437830992996665,
|
| 450 |
+
"GDX": 0.37774176082528993,
|
| 451 |
+
"XME": 0.3229741328931639,
|
| 452 |
+
"IWF": 0.1375713712061489,
|
| 453 |
+
"XSD": 0.3860945892188936,
|
| 454 |
+
"XBI": 0.4704321486696876,
|
| 455 |
+
"IWM": 0.01568378999005904,
|
| 456 |
+
"IWD": 0.06149824141682135,
|
| 457 |
+
"IWO": 0.02179942322434329
|
| 458 |
+
}
|
| 459 |
+
},
|
| 460 |
+
{
|
| 461 |
+
"window": 252,
|
| 462 |
+
"top_etfs": [
|
| 463 |
+
{
|
| 464 |
+
"ticker": "XLE",
|
| 465 |
+
"mobius_score_norm": 1.0,
|
| 466 |
+
"raw_score": -3.893150507251945e-05
|
| 467 |
+
},
|
| 468 |
+
{
|
| 469 |
+
"ticker": "XLP",
|
| 470 |
+
"mobius_score_norm": 0.9976748765770935,
|
| 471 |
+
"raw_score": -9.24480485337244e-05
|
| 472 |
+
},
|
| 473 |
+
{
|
| 474 |
+
"ticker": "XLU",
|
| 475 |
+
"mobius_score_norm": 0.9302225191853183,
|
| 476 |
+
"raw_score": -0.0016449751016589978
|
| 477 |
+
}
|
| 478 |
+
],
|
| 479 |
+
"all_scores_raw": {
|
| 480 |
+
"SPY": -0.023055577818972585,
|
| 481 |
+
"QQQ": -0.020056222959223585,
|
| 482 |
+
"XLK": -0.01727385837818902,
|
| 483 |
+
"XLF": -0.009338455728839599,
|
| 484 |
+
"XLE": -3.893150507251945e-05,
|
| 485 |
+
"XLV": -0.004476772823540966,
|
| 486 |
+
"XLI": -0.01678469355896998,
|
| 487 |
+
"XLY": -0.015766385756280633,
|
| 488 |
+
"XLP": -9.24480485337244e-05,
|
| 489 |
+
"XLU": -0.0016449751016589978,
|
| 490 |
+
"GDX": -0.007480067218957166,
|
| 491 |
+
"XME": -0.012887779853949339,
|
| 492 |
+
"IWF": -0.018895509307510737,
|
| 493 |
+
"XSD": -0.016158260098275794,
|
| 494 |
+
"XBI": -0.009838809674867291,
|
| 495 |
+
"IWM": -0.02203962970082985,
|
| 496 |
+
"IWD": -0.020614000730619288,
|
| 497 |
+
"IWO": -0.022415984994787086
|
| 498 |
+
},
|
| 499 |
+
"all_scores_norm": {
|
| 500 |
+
"SPY": 0.0,
|
| 501 |
+
"QQQ": 0.13031241905723032,
|
| 502 |
+
"XLK": 0.2511973013762611,
|
| 503 |
+
"XLF": 0.5959652810865426,
|
| 504 |
+
"XLE": 1.0,
|
| 505 |
+
"XLV": 0.8071899242858691,
|
| 506 |
+
"XLI": 0.27244995532713784,
|
| 507 |
+
"XLY": 0.3166921871797591,
|
| 508 |
+
"XLP": 0.9976748765770935,
|
| 509 |
+
"XLU": 0.9302225191853183,
|
| 510 |
+
"GDX": 0.6767063449469247,
|
| 511 |
+
"XME": 0.4417584484879005,
|
| 512 |
+
"IWF": 0.180741731646175,
|
| 513 |
+
"XSD": 0.29966649470263645,
|
| 514 |
+
"XBI": 0.5742264952007152,
|
| 515 |
+
"IWM": 0.04413971107203353,
|
| 516 |
+
"IWD": 0.10607875078997915,
|
| 517 |
+
"IWO": 0.02778827182130527
|
| 518 |
+
}
|
| 519 |
+
},
|
| 520 |
+
{
|
| 521 |
+
"window": 504,
|
| 522 |
+
"top_etfs": [
|
| 523 |
+
{
|
| 524 |
+
"ticker": "XLP",
|
| 525 |
+
"mobius_score_norm": 1.0,
|
| 526 |
+
"raw_score": -0.00492868039038266
|
| 527 |
+
},
|
| 528 |
+
{
|
| 529 |
+
"ticker": "GDX",
|
| 530 |
+
"mobius_score_norm": 0.9178896104407177,
|
| 531 |
+
"raw_score": -0.008694123034183203
|
| 532 |
+
},
|
| 533 |
+
{
|
| 534 |
+
"ticker": "XLU",
|
| 535 |
+
"mobius_score_norm": 0.9060949470901596,
|
| 536 |
+
"raw_score": -0.009235006210938783
|
| 537 |
+
}
|
| 538 |
+
],
|
| 539 |
+
"all_scores_raw": {
|
| 540 |
+
"SPY": -0.050786977543898854,
|
| 541 |
+
"QQQ": -0.044893662291721544,
|
| 542 |
+
"XLK": -0.04051725066521007,
|
| 543 |
+
"XLF": -0.0330478526253836,
|
| 544 |
+
"XLE": -0.010634868899901897,
|
| 545 |
+
"XLV": -0.017553908006184622,
|
| 546 |
+
"XLI": -0.043685232502160824,
|
| 547 |
+
"XLY": -0.04009064113735376,
|
| 548 |
+
"XLP": -0.00492868039038266,
|
| 549 |
+
"XLU": -0.009235006210938783,
|
| 550 |
+
"GDX": -0.008694123034183203,
|
| 551 |
+
"XME": -0.029544030048325363,
|
| 552 |
+
"IWF": -0.04366609765766414,
|
| 553 |
+
"XSD": -0.038195630049033764,
|
| 554 |
+
"XBI": -0.02663127472916152,
|
| 555 |
+
"IWM": -0.047207228330704745,
|
| 556 |
+
"IWD": -0.047664247614576154,
|
| 557 |
+
"IWO": -0.047806576253811635
|
| 558 |
+
},
|
| 559 |
+
"all_scores_norm": {
|
| 560 |
+
"SPY": 0.0,
|
| 561 |
+
"QQQ": 0.12851142798540305,
|
| 562 |
+
"XLK": 0.2239447933339005,
|
| 563 |
+
"XLF": 0.3868247627933368,
|
| 564 |
+
"XLE": 0.875569114779446,
|
| 565 |
+
"XLV": 0.724690439910198,
|
| 566 |
+
"XLI": 0.15486281616528585,
|
| 567 |
+
"XLY": 0.2332475706792561,
|
| 568 |
+
"XLP": 1.0,
|
| 569 |
+
"XLU": 0.9060949470901596,
|
| 570 |
+
"GDX": 0.9178896104407177,
|
| 571 |
+
"XME": 0.4632301854658963,
|
| 572 |
+
"IWF": 0.1552800764144536,
|
| 573 |
+
"XSD": 0.2745707598499358,
|
| 574 |
+
"XBI": 0.526746615424319,
|
| 575 |
+
"IWM": 0.07806110203373809,
|
| 576 |
+
"IWD": 0.06809520028336385,
|
| 577 |
+
"IWO": 0.06499153861099476
|
| 578 |
+
}
|
| 579 |
+
},
|
| 580 |
+
{
|
| 581 |
+
"window": 1008,
|
| 582 |
+
"top_etfs": [
|
| 583 |
+
{
|
| 584 |
+
"ticker": "GDX",
|
| 585 |
+
"mobius_score_norm": 1.0,
|
| 586 |
+
"raw_score": -0.0066844199375076
|
| 587 |
+
},
|
| 588 |
+
{
|
| 589 |
+
"ticker": "XLE",
|
| 590 |
+
"mobius_score_norm": 0.9612346051556079,
|
| 591 |
+
"raw_score": -0.007662308576454266
|
| 592 |
+
},
|
| 593 |
+
{
|
| 594 |
+
"ticker": "XLP",
|
| 595 |
+
"mobius_score_norm": 0.9428524033092327,
|
| 596 |
+
"raw_score": -0.008126014580650822
|
| 597 |
+
}
|
| 598 |
+
],
|
| 599 |
+
"all_scores_raw": {
|
| 600 |
+
"SPY": -0.03191023391082072,
|
| 601 |
+
"QQQ": -0.027165494543047036,
|
| 602 |
+
"XLK": -0.024503006708928018,
|
| 603 |
+
"XLF": -0.02279560730288038,
|
| 604 |
+
"XLE": -0.007662308576454266,
|
| 605 |
+
"XLV": -0.014240040560144529,
|
| 606 |
+
"XLI": -0.027664521618399454,
|
| 607 |
+
"XLY": -0.025313533142132562,
|
| 608 |
+
"XLP": -0.008126014580650822,
|
| 609 |
+
"XLU": -0.009057629123177643,
|
| 610 |
+
"GDX": -0.0066844199375076,
|
| 611 |
+
"XME": -0.019149370311503086,
|
| 612 |
+
"IWF": -0.027310056291403973,
|
| 613 |
+
"XSD": -0.02267703019160945,
|
| 614 |
+
"XBI": -0.01641836612882461,
|
| 615 |
+
"IWM": -0.029449646061690492,
|
| 616 |
+
"IWD": -0.03065965193107273,
|
| 617 |
+
"IWO": -0.029680011079343215
|
| 618 |
+
},
|
| 619 |
+
"all_scores_norm": {
|
| 620 |
+
"SPY": 0.0,
|
| 621 |
+
"QQQ": 0.18809063496596132,
|
| 622 |
+
"XLK": 0.2936367964074005,
|
| 623 |
+
"XLF": 0.3613214074115857,
|
| 624 |
+
"XLE": 0.9612346051556079,
|
| 625 |
+
"XLV": 0.7004806017110026,
|
| 626 |
+
"XLI": 0.16830823762170324,
|
| 627 |
+
"XLY": 0.2615059627279792,
|
| 628 |
+
"XLP": 0.9428524033092327,
|
| 629 |
+
"XLU": 0.9059214030444882,
|
| 630 |
+
"GDX": 1.0,
|
| 631 |
+
"XME": 0.5058652859653052,
|
| 632 |
+
"IWF": 0.18235992798025724,
|
| 633 |
+
"XSD": 0.36602203318312165,
|
| 634 |
+
"XBI": 0.6141275678313198,
|
| 635 |
+
"IWM": 0.09754245598311839,
|
| 636 |
+
"IWD": 0.04957548569378204,
|
| 637 |
+
"IWO": 0.08841034163801023
|
| 638 |
+
}
|
| 639 |
+
},
|
| 640 |
+
{
|
| 641 |
+
"window": 2016,
|
| 642 |
+
"top_etfs": [
|
| 643 |
+
{
|
| 644 |
+
"ticker": "GDX",
|
| 645 |
+
"mobius_score_norm": 1.0,
|
| 646 |
+
"raw_score": -0.002135014919954789
|
| 647 |
+
},
|
| 648 |
+
{
|
| 649 |
+
"ticker": "XLU",
|
| 650 |
+
"mobius_score_norm": 0.6742817672183344,
|
| 651 |
+
"raw_score": -0.008843690247120093
|
| 652 |
+
},
|
| 653 |
+
{
|
| 654 |
+
"ticker": "XLE",
|
| 655 |
+
"mobius_score_norm": 0.6343570762545616,
|
| 656 |
+
"raw_score": -0.009666001564868465
|
| 657 |
+
}
|
| 658 |
+
],
|
| 659 |
+
"all_scores_raw": {
|
| 660 |
+
"SPY": -0.022731575541914944,
|
| 661 |
+
"QQQ": -0.019063563033122607,
|
| 662 |
+
"XLK": -0.01853539720236535,
|
| 663 |
+
"XLF": -0.01745463197707827,
|
| 664 |
+
"XLE": -0.009666001564868465,
|
| 665 |
+
"XLV": -0.014566536928483843,
|
| 666 |
+
"XLI": -0.01960376425415309,
|
| 667 |
+
"XLY": -0.01883439917439383,
|
| 668 |
+
"XLP": -0.010762915708511357,
|
| 669 |
+
"XLU": -0.008843690247120093,
|
| 670 |
+
"GDX": -0.002135014919954789,
|
| 671 |
+
"XME": -0.013309695182066117,
|
| 672 |
+
"IWF": -0.019987038830522212,
|
| 673 |
+
"XSD": -0.016050965652737212,
|
| 674 |
+
"XBI": -0.012139824228921665,
|
| 675 |
+
"IWM": -0.0206637764373411,
|
| 676 |
+
"IWD": -0.021514164658968982,
|
| 677 |
+
"IWO": -0.02031676657907483
|
| 678 |
+
},
|
| 679 |
+
"all_scores_norm": {
|
| 680 |
+
"SPY": 0.0,
|
| 681 |
+
"QQQ": 0.17808859333929197,
|
| 682 |
+
"XLK": 0.203731992761724,
|
| 683 |
+
"XLF": 0.25620508499901534,
|
| 684 |
+
"XLE": 0.6343570762545616,
|
| 685 |
+
"XLV": 0.3964272852781788,
|
| 686 |
+
"XLI": 0.1518608541091548,
|
| 687 |
+
"XLY": 0.18921491015183983,
|
| 688 |
+
"XLP": 0.58109992503518,
|
| 689 |
+
"XLU": 0.6742817672183344,
|
| 690 |
+
"GDX": 1.0,
|
| 691 |
+
"XME": 0.45744920876756345,
|
| 692 |
+
"IWF": 0.13325218524429236,
|
| 693 |
+
"XSD": 0.3243556053749495,
|
| 694 |
+
"XBI": 0.5142485440846032,
|
| 695 |
+
"IWM": 0.10039535932854475,
|
| 696 |
+
"IWD": 0.0591074842684148,
|
| 697 |
+
"IWO": 0.11724331101501641
|
| 698 |
+
}
|
| 699 |
+
},
|
| 700 |
+
{
|
| 701 |
+
"window": 4032,
|
| 702 |
+
"top_etfs": [
|
| 703 |
+
{
|
| 704 |
+
"ticker": "GDX",
|
| 705 |
+
"mobius_score_norm": 1.0,
|
| 706 |
+
"raw_score": -0.0016445016100955928
|
| 707 |
+
},
|
| 708 |
+
{
|
| 709 |
+
"ticker": "XLU",
|
| 710 |
+
"mobius_score_norm": 0.7100338613097715,
|
| 711 |
+
"raw_score": -0.007682114649140336
|
| 712 |
+
},
|
| 713 |
+
{
|
| 714 |
+
"ticker": "XLE",
|
| 715 |
+
"mobius_score_norm": 0.5546281140693031,
|
| 716 |
+
"raw_score": -0.01091793994280992
|
| 717 |
+
}
|
| 718 |
+
],
|
| 719 |
+
"all_scores_raw": {
|
| 720 |
+
"SPY": -0.022466288134261922,
|
| 721 |
+
"QQQ": -0.0190978849245775,
|
| 722 |
+
"XLK": -0.018361973333869363,
|
| 723 |
+
"XLF": -0.017425569903986214,
|
| 724 |
+
"XLE": -0.01091793994280992,
|
| 725 |
+
"XLV": -0.01524916399051903,
|
| 726 |
+
"XLI": -0.01948319885727007,
|
| 727 |
+
"XLY": -0.018772629667891665,
|
| 728 |
+
"XLP": -0.011402269014069169,
|
| 729 |
+
"XLU": -0.007682114649140336,
|
| 730 |
+
"GDX": -0.0016445016100955928,
|
| 731 |
+
"XME": -0.012281422208888363,
|
| 732 |
+
"IWF": -0.020382527426131603,
|
| 733 |
+
"XSD": -0.01555499493060409,
|
| 734 |
+
"XBI": -0.011437234876870463,
|
| 735 |
+
"IWM": -0.020334762355313844,
|
| 736 |
+
"IWD": -0.021351881715058186,
|
| 737 |
+
"IWO": -0.020038118662703
|
| 738 |
+
},
|
| 739 |
+
"all_scores_norm": {
|
| 740 |
+
"SPY": 0.0,
|
| 741 |
+
"QQQ": 0.16177301624790752,
|
| 742 |
+
"XLK": 0.1971163615393415,
|
| 743 |
+
"XLF": 0.24208865192356638,
|
| 744 |
+
"XLE": 0.5546281140693031,
|
| 745 |
+
"XLV": 0.3466140686519143,
|
| 746 |
+
"XLI": 0.14326769096060016,
|
| 747 |
+
"XLY": 0.17739392640892254,
|
| 748 |
+
"XLP": 0.5313674264862697,
|
| 749 |
+
"XLU": 0.7100338613097715,
|
| 750 |
+
"GDX": 1.0,
|
| 751 |
+
"XME": 0.48914467130631306,
|
| 752 |
+
"IWF": 0.10007598078636766,
|
| 753 |
+
"XSD": 0.3319260427358814,
|
| 754 |
+
"XBI": 0.5296881343294362,
|
| 755 |
+
"IWM": 0.10236997562501045,
|
| 756 |
+
"IWD": 0.0535211720622688,
|
| 757 |
+
"IWO": 0.11661676911060066
|
| 758 |
+
}
|
| 759 |
+
},
|
| 760 |
+
{
|
| 761 |
+
"window": 4536,
|
| 762 |
+
"top_etfs": [
|
| 763 |
+
{
|
| 764 |
+
"ticker": "GDX",
|
| 765 |
+
"mobius_score_norm": 1.0,
|
| 766 |
+
"raw_score": -0.0017701809717109147
|
| 767 |
+
},
|
| 768 |
+
{
|
| 769 |
+
"ticker": "XLU",
|
| 770 |
+
"mobius_score_norm": 0.6807816676937384,
|
| 771 |
+
"raw_score": -0.008346473924239383
|
| 772 |
+
},
|
| 773 |
+
{
|
| 774 |
+
"ticker": "XBI",
|
| 775 |
+
"mobius_score_norm": 0.533223523641431,
|
| 776 |
+
"raw_score": -0.011386354421730267
|
| 777 |
+
}
|
| 778 |
+
],
|
| 779 |
+
"all_scores_raw": {
|
| 780 |
+
"SPY": -0.02237141933110156,
|
| 781 |
+
"QQQ": -0.019164538712802128,
|
| 782 |
+
"XLK": -0.01834270980365276,
|
| 783 |
+
"XLF": -0.016226062757174295,
|
| 784 |
+
"XLE": -0.011740583321022813,
|
| 785 |
+
"XLV": -0.014855696108248422,
|
| 786 |
+
"XLI": -0.01948050623639092,
|
| 787 |
+
"XLY": -0.018936320176480153,
|
| 788 |
+
"XLP": -0.011820320022328638,
|
| 789 |
+
"XLU": -0.008346473924239383,
|
| 790 |
+
"GDX": -0.0017701809717109147,
|
| 791 |
+
"XME": -0.012899657870820027,
|
| 792 |
+
"IWF": -0.02046247630136828,
|
| 793 |
+
"XSD": -0.015422257841329062,
|
| 794 |
+
"XBI": -0.011386354421730267,
|
| 795 |
+
"IWM": -0.02036896077692554,
|
| 796 |
+
"IWD": -0.021226474886011953,
|
| 797 |
+
"IWO": -0.020078555249825995
|
| 798 |
+
},
|
| 799 |
+
"all_scores_norm": {
|
| 800 |
+
"SPY": 0.0,
|
| 801 |
+
"QQQ": 0.15566445872597953,
|
| 802 |
+
"XLK": 0.19555666786469636,
|
| 803 |
+
"XLF": 0.2983003481014544,
|
| 804 |
+
"XLE": 0.5160289796478619,
|
| 805 |
+
"XLV": 0.36481900222407027,
|
| 806 |
+
"XLI": 0.14032715142062702,
|
| 807 |
+
"XLY": 0.16674236250732902,
|
| 808 |
+
"XLP": 0.5121584986643982,
|
| 809 |
+
"XLU": 0.6807816676937384,
|
| 810 |
+
"GDX": 1.0,
|
| 811 |
+
"XME": 0.4597666069896244,
|
| 812 |
+
"IWF": 0.09266156705881355,
|
| 813 |
+
"XSD": 0.33731765870302005,
|
| 814 |
+
"XBI": 0.533223523641431,
|
| 815 |
+
"IWM": 0.09720088274515017,
|
| 816 |
+
"IWD": 0.05557648647697467,
|
| 817 |
+
"IWO": 0.11129739102457453
|
| 818 |
+
}
|
| 819 |
+
}
|
| 820 |
+
]
|
| 821 |
+
},
|
| 822 |
+
"COMBINED": {
|
| 823 |
+
"best_window_data": {
|
| 824 |
+
"window": 4536,
|
| 825 |
+
"top_etfs": [
|
| 826 |
+
{
|
| 827 |
+
"ticker": "GLD",
|
| 828 |
+
"mobius_score_norm": 1.0,
|
| 829 |
+
"raw_score": -0.00038140491358822955
|
| 830 |
+
},
|
| 831 |
+
{
|
| 832 |
+
"ticker": "VCIT",
|
| 833 |
+
"mobius_score_norm": 0.9729450199549913,
|
| 834 |
+
"raw_score": -0.0009139072491612679
|
| 835 |
+
},
|
| 836 |
+
{
|
| 837 |
+
"ticker": "TLT",
|
| 838 |
+
"mobius_score_norm": 0.951761235863919,
|
| 839 |
+
"raw_score": -0.0013308513565309548
|
| 840 |
+
}
|
| 841 |
+
],
|
| 842 |
+
"all_scores_raw": {
|
| 843 |
+
"TLT": -0.0013308513565309548,
|
| 844 |
+
"VCIT": -0.0009139072491612679,
|
| 845 |
+
"LQD": -0.0013440118755190414,
|
| 846 |
+
"HYG": -0.01315418418426005,
|
| 847 |
+
"VNQ": -0.012642663354018582,
|
| 848 |
+
"GLD": -0.00038140491358822955,
|
| 849 |
+
"SLV": -0.0017194281446736655,
|
| 850 |
+
"SPY": -0.020063634753978585,
|
| 851 |
+
"QQQ": -0.01692766499317511,
|
| 852 |
+
"XLK": -0.01618893867516091,
|
| 853 |
+
"XLF": -0.01480735466335572,
|
| 854 |
+
"XLE": -0.010593963486788455,
|
| 855 |
+
"XLV": -0.01320688823012436,
|
| 856 |
+
"XLI": -0.017543662993992407,
|
| 857 |
+
"XLY": -0.016949887898014014,
|
| 858 |
+
"XLP": -0.010795028137909593,
|
| 859 |
+
"XLU": -0.007981756168798414,
|
| 860 |
+
"GDX": -0.0018922827607321805,
|
| 861 |
+
"XME": -0.01183622994076932,
|
| 862 |
+
"IWF": -0.018190774832862956,
|
| 863 |
+
"XSD": -0.013516228766157448,
|
| 864 |
+
"XBI": -0.009978842293988986,
|
| 865 |
+
"IWM": -0.01832734577422436,
|
| 866 |
+
"IWD": -0.019272067917846743,
|
| 867 |
+
"IWO": -0.017919485941526377
|
| 868 |
+
},
|
| 869 |
+
"all_scores_norm": {
|
| 870 |
+
"TLT": 0.951761235863919,
|
| 871 |
+
"VCIT": 0.9729450199549913,
|
| 872 |
+
"LQD": 0.9510925860668783,
|
| 873 |
+
"HYG": 0.3510501922673159,
|
| 874 |
+
"VNQ": 0.3770391596957809,
|
| 875 |
+
"GLD": 1.0,
|
| 876 |
+
"SLV": 0.9320187172929134,
|
| 877 |
+
"SPY": 0.0,
|
| 878 |
+
"QQQ": 0.1593300040815538,
|
| 879 |
+
"XLK": 0.19686265785121168,
|
| 880 |
+
"XLF": 0.26705714409636316,
|
| 881 |
+
"XLE": 0.4811279689335403,
|
| 882 |
+
"XLV": 0.34837244455825517,
|
| 883 |
+
"XLI": 0.12803283878002916,
|
| 884 |
+
"XLY": 0.1582009193681287,
|
| 885 |
+
"XLP": 0.47091242665242494,
|
| 886 |
+
"XLU": 0.6138470428989032,
|
| 887 |
+
"GDX": 0.9232364493557818,
|
| 888 |
+
"XME": 0.4180118248759406,
|
| 889 |
+
"IWF": 0.09515486488590284,
|
| 890 |
+
"XSD": 0.3326557021697336,
|
| 891 |
+
"XBI": 0.5123805860296563,
|
| 892 |
+
"IWM": 0.08821607073153603,
|
| 893 |
+
"IWD": 0.04021733525880533,
|
| 894 |
+
"IWO": 0.10893830779539783
|
| 895 |
+
}
|
| 896 |
+
},
|
| 897 |
+
"all_windows": [
|
| 898 |
+
{
|
| 899 |
+
"window": 63,
|
| 900 |
+
"top_etfs": [
|
| 901 |
+
{
|
| 902 |
+
"ticker": "XLP",
|
| 903 |
+
"mobius_score_norm": 1.0,
|
| 904 |
+
"raw_score": -0.000357136060268279
|
| 905 |
+
},
|
| 906 |
+
{
|
| 907 |
+
"ticker": "XLU",
|
| 908 |
+
"mobius_score_norm": 0.9182859753761833,
|
| 909 |
+
"raw_score": -0.0015296131238327945
|
| 910 |
+
},
|
| 911 |
+
{
|
| 912 |
+
"ticker": "XLE",
|
| 913 |
+
"mobius_score_norm": 0.7747024498794329,
|
| 914 |
+
"raw_score": -0.0035898272807745038
|
| 915 |
+
}
|
| 916 |
+
],
|
| 917 |
+
"all_scores_raw": {
|
| 918 |
+
"TLT": -0.007701695602556111,
|
| 919 |
+
"VCIT": -0.012479232775657392,
|
| 920 |
+
"LQD": -0.011725421568801837,
|
| 921 |
+
"HYG": -0.013655185728807136,
|
| 922 |
+
"VNQ": -0.0054249063378812665,
|
| 923 |
+
"GLD": -0.008711121362047087,
|
| 924 |
+
"SLV": -0.009427257509544337,
|
| 925 |
+
"SPY": -0.014615034890284859,
|
| 926 |
+
"QQQ": -0.012460491583480062,
|
| 927 |
+
"XLK": -0.009972844871689639,
|
| 928 |
+
"XLF": -0.004343672930679349,
|
| 929 |
+
"XLE": -0.0035898272807745038,
|
| 930 |
+
"XLV": -0.00391014855573381,
|
| 931 |
+
"XLI": -0.010620478309081608,
|
| 932 |
+
"XLY": -0.012104522820371057,
|
| 933 |
+
"XLP": -0.000357136060268279,
|
| 934 |
+
"XLU": -0.0015296131238327945,
|
| 935 |
+
"GDX": -0.01036055690716766,
|
| 936 |
+
"XME": -0.010033630510574782,
|
| 937 |
+
"IWF": -0.012564237028865081,
|
| 938 |
+
"XSD": -0.008064276638317817,
|
| 939 |
+
"XBI": -0.008032109868645705,
|
| 940 |
+
"IWM": -0.014705677439330158,
|
| 941 |
+
"IWD": -0.013978111509496906,
|
| 942 |
+
"IWO": -0.014280532266199176
|
| 943 |
+
},
|
| 944 |
+
"all_scores_norm": {
|
| 945 |
+
"TLT": 0.48813197465455366,
|
| 946 |
+
"VCIT": 0.15516871052284845,
|
| 947 |
+
"LQD": 0.20770444826379786,
|
| 948 |
+
"HYG": 0.07321243900484213,
|
| 949 |
+
"VNQ": 0.6468093763866385,
|
| 950 |
+
"GLD": 0.41778156531162336,
|
| 951 |
+
"SLV": 0.36787153413993423,
|
| 952 |
+
"SPY": 0.006317196058518476,
|
| 953 |
+
"QQQ": 0.15647484971025594,
|
| 954 |
+
"XLK": 0.32984764392476223,
|
| 955 |
+
"XLF": 0.7221643116819925,
|
| 956 |
+
"XLE": 0.7747024498794329,
|
| 957 |
+
"XLV": 0.7523781406345409,
|
| 958 |
+
"XLI": 0.28471180605227786,
|
| 959 |
+
"XLY": 0.18128355700007512,
|
| 960 |
+
"XLP": 1.0,
|
| 961 |
+
"XLU": 0.9182859753761833,
|
| 962 |
+
"GDX": 0.3028266370338603,
|
| 963 |
+
"XME": 0.325611280291742,
|
| 964 |
+
"IWF": 0.14924446700833127,
|
| 965 |
+
"XSD": 0.46286243497222723,
|
| 966 |
+
"XBI": 0.46510424958057844,
|
| 967 |
+
"IWM": 0.0,
|
| 968 |
+
"IWD": 0.05070661265227647,
|
| 969 |
+
"IWO": 0.0296298530909473
|
| 970 |
+
}
|
| 971 |
+
},
|
| 972 |
+
{
|
| 973 |
+
"window": 252,
|
| 974 |
+
"top_etfs": [
|
| 975 |
+
{
|
| 976 |
+
"ticker": "XLE",
|
| 977 |
+
"mobius_score_norm": 1.0,
|
| 978 |
+
"raw_score": -0.00010569276515641704
|
| 979 |
+
},
|
| 980 |
+
{
|
| 981 |
+
"ticker": "XLP",
|
| 982 |
+
"mobius_score_norm": 0.9864139892065343,
|
| 983 |
+
"raw_score": -0.00035110540432626533
|
| 984 |
+
},
|
| 985 |
+
{
|
| 986 |
+
"ticker": "XLU",
|
| 987 |
+
"mobius_score_norm": 0.8871535013410414,
|
| 988 |
+
"raw_score": -0.002144109889798423
|
| 989 |
+
}
|
| 990 |
+
],
|
| 991 |
+
"all_scores_raw": {
|
| 992 |
+
"TLT": -0.0029185292580289363,
|
| 993 |
+
"VCIT": -0.00846477537238248,
|
| 994 |
+
"LQD": -0.008101754515008195,
|
| 995 |
+
"HYG": -0.015773551213189626,
|
| 996 |
+
"VNQ": -0.006090897995984658,
|
| 997 |
+
"GLD": -0.004236726577006181,
|
| 998 |
+
"SLV": -0.004212718511395011,
|
| 999 |
+
"SPY": -0.018169320337709214,
|
| 1000 |
+
"QQQ": -0.015244917039655876,
|
| 1001 |
+
"XLK": -0.01266535016953422,
|
| 1002 |
+
"XLF": -0.007401622155630074,
|
| 1003 |
+
"XLE": -0.00010569276515641704,
|
| 1004 |
+
"XLV": -0.004467583758955243,
|
| 1005 |
+
"XLI": -0.013783390250527354,
|
| 1006 |
+
"XLY": -0.01287133918870786,
|
| 1007 |
+
"XLP": -0.00035110540432626533,
|
| 1008 |
+
"XLU": -0.002144109889798423,
|
| 1009 |
+
"GDX": -0.007361798277400094,
|
| 1010 |
+
"XME": -0.010807414807765408,
|
| 1011 |
+
"IWF": -0.01436017258639966,
|
| 1012 |
+
"XSD": -0.011960434229779866,
|
| 1013 |
+
"XBI": -0.00849958637770278,
|
| 1014 |
+
"IWM": -0.01798422074379314,
|
| 1015 |
+
"IWD": -0.01737200742190556,
|
| 1016 |
+
"IWO": -0.017870534997279863
|
| 1017 |
+
},
|
| 1018 |
+
"all_scores_norm": {
|
| 1019 |
+
"TLT": 0.8442817489690416,
|
| 1020 |
+
"VCIT": 0.5372423078558447,
|
| 1021 |
+
"LQD": 0.5573390938372987,
|
| 1022 |
+
"HYG": 0.13262945744961527,
|
| 1023 |
+
"VNQ": 0.6686598410652244,
|
| 1024 |
+
"GLD": 0.7713065221668565,
|
| 1025 |
+
"SLV": 0.7726356054594976,
|
| 1026 |
+
"SPY": 0.0,
|
| 1027 |
+
"QQQ": 0.16189457440414082,
|
| 1028 |
+
"XLK": 0.30469905040215345,
|
| 1029 |
+
"XLF": 0.5960983273614637,
|
| 1030 |
+
"XLE": 1.0,
|
| 1031 |
+
"XLV": 0.7585262995331788,
|
| 1032 |
+
"XLI": 0.24280450145275168,
|
| 1033 |
+
"XLY": 0.29329552592478686,
|
| 1034 |
+
"XLP": 0.9864139892065343,
|
| 1035 |
+
"XLU": 0.8871535013410414,
|
| 1036 |
+
"GDX": 0.598302971919708,
|
| 1037 |
+
"XME": 0.40755410287189636,
|
| 1038 |
+
"IWF": 0.21087390868805625,
|
| 1039 |
+
"XSD": 0.34372310229444647,
|
| 1040 |
+
"XBI": 0.5353151752696307,
|
| 1041 |
+
"IWM": 0.010247088696476869,
|
| 1042 |
+
"IWD": 0.04413913609551766,
|
| 1043 |
+
"IWO": 0.016540716377664202
|
| 1044 |
+
}
|
| 1045 |
+
},
|
| 1046 |
+
{
|
| 1047 |
+
"window": 504,
|
| 1048 |
+
"top_etfs": [
|
| 1049 |
+
{
|
| 1050 |
+
"ticker": "TLT",
|
| 1051 |
+
"mobius_score_norm": 1.0,
|
| 1052 |
+
"raw_score": -0.0025954096832882145
|
| 1053 |
+
},
|
| 1054 |
+
{
|
| 1055 |
+
"ticker": "GLD",
|
| 1056 |
+
"mobius_score_norm": 0.9599424431491401,
|
| 1057 |
+
"raw_score": -0.004208830763858914
|
| 1058 |
+
},
|
| 1059 |
+
{
|
| 1060 |
+
"ticker": "XLP",
|
| 1061 |
+
"mobius_score_norm": 0.9191625149193021,
|
| 1062 |
+
"raw_score": -0.005851347208762085
|
| 1063 |
+
}
|
| 1064 |
+
],
|
| 1065 |
+
"all_scores_raw": {
|
| 1066 |
+
"TLT": -0.0025954096832882145,
|
| 1067 |
+
"VCIT": -0.010663500314108352,
|
| 1068 |
+
"LQD": -0.012241141957748943,
|
| 1069 |
+
"HYG": -0.03703225371285127,
|
| 1070 |
+
"VNQ": -0.022178359314118972,
|
| 1071 |
+
"GLD": -0.004208830763858914,
|
| 1072 |
+
"SLV": -0.006617510201918652,
|
| 1073 |
+
"SPY": -0.042872980444223566,
|
| 1074 |
+
"QQQ": -0.03686278237639258,
|
| 1075 |
+
"XLK": -0.032705049042554515,
|
| 1076 |
+
"XLF": -0.027825201481955553,
|
| 1077 |
+
"XLE": -0.008437840517504047,
|
| 1078 |
+
"XLV": -0.016868312235935753,
|
| 1079 |
+
"XLI": -0.03723787828058343,
|
| 1080 |
+
"XLY": -0.034232444636587665,
|
| 1081 |
+
"XLP": -0.005851347208762085,
|
| 1082 |
+
"XLU": -0.010077366162180138,
|
| 1083 |
+
"GDX": -0.009215542285788308,
|
| 1084 |
+
"XME": -0.02524464469360609,
|
| 1085 |
+
"IWF": -0.03588990543146156,
|
| 1086 |
+
"XSD": -0.030925604245843154,
|
| 1087 |
+
"XBI": -0.023620079105165646,
|
| 1088 |
+
"IWM": -0.04063620373122201,
|
| 1089 |
+
"IWD": -0.04191458784441955,
|
| 1090 |
+
"IWO": -0.040632137045704474
|
| 1091 |
+
},
|
| 1092 |
+
"all_scores_norm": {
|
| 1093 |
+
"TLT": 1.0,
|
| 1094 |
+
"VCIT": 0.7996877547877028,
|
| 1095 |
+
"LQD": 0.7605185195573914,
|
| 1096 |
+
"HYG": 0.14501189175582388,
|
| 1097 |
+
"VNQ": 0.5138001309199118,
|
| 1098 |
+
"GLD": 0.9599424431491401,
|
| 1099 |
+
"SLV": 0.9001404393898697,
|
| 1100 |
+
"SPY": 0.0,
|
| 1101 |
+
"QQQ": 0.1492194775971989,
|
| 1102 |
+
"XLK": 0.2524464909271734,
|
| 1103 |
+
"XLF": 0.3736019496206222,
|
| 1104 |
+
"XLE": 0.8549457992664661,
|
| 1105 |
+
"XLV": 0.6456364601191236,
|
| 1106 |
+
"XLI": 0.1399067038349181,
|
| 1107 |
+
"XLY": 0.21452475023682996,
|
| 1108 |
+
"XLP": 0.9191625149193021,
|
| 1109 |
+
"XLU": 0.8142401257687427,
|
| 1110 |
+
"GDX": 0.8356372423303923,
|
| 1111 |
+
"XME": 0.43767127504409853,
|
| 1112 |
+
"IWF": 0.17337378796277336,
|
| 1113 |
+
"XSD": 0.29662603708881086,
|
| 1114 |
+
"XBI": 0.47800552454695305,
|
| 1115 |
+
"IWM": 0.05553405209757523,
|
| 1116 |
+
"IWD": 0.02379469718996921,
|
| 1117 |
+
"IWO": 0.0556350186017786
|
| 1118 |
+
}
|
| 1119 |
+
},
|
| 1120 |
+
{
|
| 1121 |
+
"window": 1008,
|
| 1122 |
+
"top_etfs": [
|
| 1123 |
+
{
|
| 1124 |
+
"ticker": "TLT",
|
| 1125 |
+
"mobius_score_norm": 1.0,
|
| 1126 |
+
"raw_score": -0.0027804441078183905
|
| 1127 |
+
},
|
| 1128 |
+
{
|
| 1129 |
+
"ticker": "GLD",
|
| 1130 |
+
"mobius_score_norm": 0.9836034071801922,
|
| 1131 |
+
"raw_score": -0.003166895318600006
|
| 1132 |
+
},
|
| 1133 |
+
{
|
| 1134 |
+
"ticker": "SLV",
|
| 1135 |
+
"mobius_score_norm": 0.9321081997554551,
|
| 1136 |
+
"raw_score": -0.004380585594222377
|
| 1137 |
+
}
|
| 1138 |
+
],
|
| 1139 |
+
"all_scores_raw": {
|
| 1140 |
+
"TLT": -0.0027804441078183905,
|
| 1141 |
+
"VCIT": -0.00878427082349032,
|
| 1142 |
+
"LQD": -0.009405096734766602,
|
| 1143 |
+
"HYG": -0.021052222515713145,
|
| 1144 |
+
"VNQ": -0.01714390596552342,
|
| 1145 |
+
"GLD": -0.003166895318600006,
|
| 1146 |
+
"SLV": -0.004380585594222377,
|
| 1147 |
+
"SPY": -0.026349438900124793,
|
| 1148 |
+
"QQQ": -0.02213322515015856,
|
| 1149 |
+
"XLK": -0.019600311286955028,
|
| 1150 |
+
"XLF": -0.018638239346061396,
|
| 1151 |
+
"XLE": -0.005894242093631452,
|
| 1152 |
+
"XLV": -0.012566262878665179,
|
| 1153 |
+
"XLI": -0.022847129585362454,
|
| 1154 |
+
"XLY": -0.02131429961132118,
|
| 1155 |
+
"XLP": -0.007733342042212525,
|
| 1156 |
+
"XLU": -0.009131165704994034,
|
| 1157 |
+
"GDX": -0.007288881316684624,
|
| 1158 |
+
"XME": -0.01620124960954621,
|
| 1159 |
+
"IWF": -0.022210332739832847,
|
| 1160 |
+
"XSD": -0.01819014102004851,
|
| 1161 |
+
"XBI": -0.014369573454609534,
|
| 1162 |
+
"IWM": -0.02485222334584736,
|
| 1163 |
+
"IWD": -0.02605587231660586,
|
| 1164 |
+
"IWO": -0.024781600544687803
|
| 1165 |
+
},
|
| 1166 |
+
"all_scores_norm": {
|
| 1167 |
+
"TLT": 1.0,
|
| 1168 |
+
"VCIT": 0.7452658983304732,
|
| 1169 |
+
"LQD": 0.7189251096482618,
|
| 1170 |
+
"HYG": 0.2247535981526379,
|
| 1171 |
+
"VNQ": 0.39057808853207115,
|
| 1172 |
+
"GLD": 0.9836034071801922,
|
| 1173 |
+
"SLV": 0.9321081997554551,
|
| 1174 |
+
"SPY": 0.0,
|
| 1175 |
+
"QQQ": 0.178888144662942,
|
| 1176 |
+
"XLK": 0.2863561926439423,
|
| 1177 |
+
"XLF": 0.3271755805462079,
|
| 1178 |
+
"XLE": 0.8678858384393426,
|
| 1179 |
+
"XLV": 0.5848011823549997,
|
| 1180 |
+
"XLI": 0.14859816235801426,
|
| 1181 |
+
"XLY": 0.21363402780534485,
|
| 1182 |
+
"XLP": 0.7898553596349852,
|
| 1183 |
+
"XLU": 0.7305476261020388,
|
| 1184 |
+
"GDX": 0.8087132162998348,
|
| 1185 |
+
"XME": 0.4305736998970887,
|
| 1186 |
+
"IWF": 0.17561657579232312,
|
| 1187 |
+
"XSD": 0.34618777559150343,
|
| 1188 |
+
"XBI": 0.5082891973579556,
|
| 1189 |
+
"IWM": 0.06352479464954384,
|
| 1190 |
+
"IWD": 0.012455625965633531,
|
| 1191 |
+
"IWO": 0.06652122287153198
|
| 1192 |
+
}
|
| 1193 |
+
},
|
| 1194 |
+
{
|
| 1195 |
+
"window": 2016,
|
| 1196 |
+
"top_etfs": [
|
| 1197 |
+
{
|
| 1198 |
+
"ticker": "TLT",
|
| 1199 |
+
"mobius_score_norm": 1.0,
|
| 1200 |
+
"raw_score": -7.593043803631212e-05
|
| 1201 |
+
},
|
| 1202 |
+
{
|
| 1203 |
+
"ticker": "GLD",
|
| 1204 |
+
"mobius_score_norm": 0.9560192671493357,
|
| 1205 |
+
"raw_score": -0.0009405451091724345
|
| 1206 |
+
},
|
| 1207 |
+
{
|
| 1208 |
+
"ticker": "SLV",
|
| 1209 |
+
"mobius_score_norm": 0.8893975350582211,
|
| 1210 |
+
"raw_score": -0.00225025786857699
|
| 1211 |
+
}
|
| 1212 |
+
],
|
| 1213 |
+
"all_scores_raw": {
|
| 1214 |
+
"TLT": -7.593043803631212e-05,
|
| 1215 |
+
"VCIT": -0.003504559951016079,
|
| 1216 |
+
"LQD": -0.0038434213868896237,
|
| 1217 |
+
"HYG": -0.0148914171481871,
|
| 1218 |
+
"VNQ": -0.013911095041401403,
|
| 1219 |
+
"GLD": -0.0009405451091724345,
|
| 1220 |
+
"SLV": -0.00225025786857699,
|
| 1221 |
+
"SPY": -0.019734872322245176,
|
| 1222 |
+
"QQQ": -0.016327426924230313,
|
| 1223 |
+
"XLK": -0.015824711301442272,
|
| 1224 |
+
"XLF": -0.015085776513382129,
|
| 1225 |
+
"XLE": -0.008280975324479842,
|
| 1226 |
+
"XLV": -0.012814309107607941,
|
| 1227 |
+
"XLI": -0.01706999603995735,
|
| 1228 |
+
"XLY": -0.01638912119576231,
|
| 1229 |
+
"XLP": -0.009765010201183647,
|
| 1230 |
+
"XLU": -0.008553839174370364,
|
| 1231 |
+
"GDX": -0.002418558735090225,
|
| 1232 |
+
"XME": -0.011706539842900453,
|
| 1233 |
+
"IWF": -0.017226564139439474,
|
| 1234 |
+
"XSD": -0.01359583655148806,
|
| 1235 |
+
"XBI": -0.010542916363664471,
|
| 1236 |
+
"IWM": -0.01806156703107486,
|
| 1237 |
+
"IWD": -0.018922710035416256,
|
| 1238 |
+
"IWO": -0.017650857715772055
|
| 1239 |
+
},
|
| 1240 |
+
"all_scores_norm": {
|
| 1241 |
+
"TLT": 1.0,
|
| 1242 |
+
"VCIT": 0.8255944021212133,
|
| 1243 |
+
"LQD": 0.8083573891695784,
|
| 1244 |
+
"HYG": 0.2463741539390074,
|
| 1245 |
+
"VNQ": 0.29624062755492186,
|
| 1246 |
+
"GLD": 0.9560192671493357,
|
| 1247 |
+
"SLV": 0.8893975350582211,
|
| 1248 |
+
"SPY": 0.0,
|
| 1249 |
+
"QQQ": 0.1733280162322423,
|
| 1250 |
+
"XLK": 0.19889987181577448,
|
| 1251 |
+
"XLF": 0.23648759105379186,
|
| 1252 |
+
"XLE": 0.5826303910570959,
|
| 1253 |
+
"XLV": 0.35203131762631684,
|
| 1254 |
+
"XLI": 0.13555542805833304,
|
| 1255 |
+
"XLY": 0.17018978672348367,
|
| 1256 |
+
"XLP": 0.5071413395382112,
|
| 1257 |
+
"XLU": 0.5687505061936231,
|
| 1258 |
+
"GDX": 0.880836501229212,
|
| 1259 |
+
"XME": 0.4083807015978575,
|
| 1260 |
+
"IWF": 0.12759121002440685,
|
| 1261 |
+
"XSD": 0.31227701912524214,
|
| 1262 |
+
"XBI": 0.46757124634282504,
|
| 1263 |
+
"IWM": 0.08511675252035854,
|
| 1264 |
+
"IWD": 0.04131261446381776,
|
| 1265 |
+
"IWO": 0.10600848299709938
|
| 1266 |
+
}
|
| 1267 |
+
},
|
| 1268 |
+
{
|
| 1269 |
+
"window": 4032,
|
| 1270 |
+
"top_etfs": [
|
| 1271 |
+
{
|
| 1272 |
+
"ticker": "GLD",
|
| 1273 |
+
"mobius_score_norm": 1.0,
|
| 1274 |
+
"raw_score": -0.00038656620741935206
|
| 1275 |
+
},
|
| 1276 |
+
{
|
| 1277 |
+
"ticker": "TLT",
|
| 1278 |
+
"mobius_score_norm": 0.966735177179885,
|
| 1279 |
+
"raw_score": -0.0010394420413019792
|
| 1280 |
+
},
|
| 1281 |
+
{
|
| 1282 |
+
"ticker": "VCIT",
|
| 1283 |
+
"mobius_score_norm": 0.95323931938649,
|
| 1284 |
+
"raw_score": -0.0013043200314380393
|
| 1285 |
+
}
|
| 1286 |
+
],
|
| 1287 |
+
"all_scores_raw": {
|
| 1288 |
+
"TLT": -0.0010394420413019792,
|
| 1289 |
+
"VCIT": -0.0013043200314380393,
|
| 1290 |
+
"LQD": -0.0016195836514262274,
|
| 1291 |
+
"HYG": -0.013806067524410109,
|
| 1292 |
+
"VNQ": -0.013066405036979893,
|
| 1293 |
+
"GLD": -0.00038656620741935206,
|
| 1294 |
+
"SLV": -0.0016519610821293597,
|
| 1295 |
+
"SPY": -0.02001318010562541,
|
| 1296 |
+
"QQQ": -0.01676086322088242,
|
| 1297 |
+
"XLK": -0.016122156096751383,
|
| 1298 |
+
"XLF": -0.015523809630228064,
|
| 1299 |
+
"XLE": -0.009784404314293187,
|
| 1300 |
+
"XLV": -0.01359513193674195,
|
| 1301 |
+
"XLI": -0.017394919645950684,
|
| 1302 |
+
"XLY": -0.016682688928113747,
|
| 1303 |
+
"XLP": -0.010502346609316118,
|
| 1304 |
+
"XLU": -0.00755211309883012,
|
| 1305 |
+
"GDX": -0.001827491327710047,
|
| 1306 |
+
"XME": -0.011164140394440745,
|
| 1307 |
+
"IWF": -0.018031576880543843,
|
| 1308 |
+
"XSD": -0.013539400178723746,
|
| 1309 |
+
"XBI": -0.01000881855166399,
|
| 1310 |
+
"IWM": -0.018182959716475974,
|
| 1311 |
+
"IWD": -0.01923744544546835,
|
| 1312 |
+
"IWO": -0.01778676251360653
|
| 1313 |
+
},
|
| 1314 |
+
"all_scores_norm": {
|
| 1315 |
+
"TLT": 0.966735177179885,
|
| 1316 |
+
"VCIT": 0.95323931938649,
|
| 1317 |
+
"LQD": 0.9371762520829139,
|
| 1318 |
+
"HYG": 0.31625998317430865,
|
| 1319 |
+
"VNQ": 0.3539466922147216,
|
| 1320 |
+
"GLD": 1.0,
|
| 1321 |
+
"SLV": 0.9355265823604106,
|
| 1322 |
+
"SPY": 0.0,
|
| 1323 |
+
"QQQ": 0.16570952593306285,
|
| 1324 |
+
"XLK": 0.19825243564961958,
|
| 1325 |
+
"XLF": 0.22873892046185768,
|
| 1326 |
+
"XLE": 0.5211686460223874,
|
| 1327 |
+
"XLV": 0.3270074095394566,
|
| 1328 |
+
"XLI": 0.1334035750259521,
|
| 1329 |
+
"XLY": 0.16969260183062354,
|
| 1330 |
+
"XLP": 0.48458860736943604,
|
| 1331 |
+
"XLU": 0.6349066156508166,
|
| 1332 |
+
"GDX": 0.9265831015087935,
|
| 1333 |
+
"XME": 0.4508694040184638,
|
| 1334 |
+
"IWF": 0.10096510969030129,
|
| 1335 |
+
"XSD": 0.32984701082306356,
|
| 1336 |
+
"XBI": 0.5097344659577704,
|
| 1337 |
+
"IWM": 0.09325196891536772,
|
| 1338 |
+
"IWD": 0.03952463039118357,
|
| 1339 |
+
"IWO": 0.11343870132495866
|
| 1340 |
+
}
|
| 1341 |
+
},
|
| 1342 |
+
{
|
| 1343 |
+
"window": 4536,
|
| 1344 |
+
"top_etfs": [
|
| 1345 |
+
{
|
| 1346 |
+
"ticker": "GLD",
|
| 1347 |
+
"mobius_score_norm": 1.0,
|
| 1348 |
+
"raw_score": -0.00038140491358822955
|
| 1349 |
+
},
|
| 1350 |
+
{
|
| 1351 |
+
"ticker": "VCIT",
|
| 1352 |
+
"mobius_score_norm": 0.9729450199549913,
|
| 1353 |
+
"raw_score": -0.0009139072491612679
|
| 1354 |
+
},
|
| 1355 |
+
{
|
| 1356 |
+
"ticker": "TLT",
|
| 1357 |
+
"mobius_score_norm": 0.951761235863919,
|
| 1358 |
+
"raw_score": -0.0013308513565309548
|
| 1359 |
+
}
|
| 1360 |
+
],
|
| 1361 |
+
"all_scores_raw": {
|
| 1362 |
+
"TLT": -0.0013308513565309548,
|
| 1363 |
+
"VCIT": -0.0009139072491612679,
|
| 1364 |
+
"LQD": -0.0013440118755190414,
|
| 1365 |
+
"HYG": -0.01315418418426005,
|
| 1366 |
+
"VNQ": -0.012642663354018582,
|
| 1367 |
+
"GLD": -0.00038140491358822955,
|
| 1368 |
+
"SLV": -0.0017194281446736655,
|
| 1369 |
+
"SPY": -0.020063634753978585,
|
| 1370 |
+
"QQQ": -0.01692766499317511,
|
| 1371 |
+
"XLK": -0.01618893867516091,
|
| 1372 |
+
"XLF": -0.01480735466335572,
|
| 1373 |
+
"XLE": -0.010593963486788455,
|
| 1374 |
+
"XLV": -0.01320688823012436,
|
| 1375 |
+
"XLI": -0.017543662993992407,
|
| 1376 |
+
"XLY": -0.016949887898014014,
|
| 1377 |
+
"XLP": -0.010795028137909593,
|
| 1378 |
+
"XLU": -0.007981756168798414,
|
| 1379 |
+
"GDX": -0.0018922827607321805,
|
| 1380 |
+
"XME": -0.01183622994076932,
|
| 1381 |
+
"IWF": -0.018190774832862956,
|
| 1382 |
+
"XSD": -0.013516228766157448,
|
| 1383 |
+
"XBI": -0.009978842293988986,
|
| 1384 |
+
"IWM": -0.01832734577422436,
|
| 1385 |
+
"IWD": -0.019272067917846743,
|
| 1386 |
+
"IWO": -0.017919485941526377
|
| 1387 |
+
},
|
| 1388 |
+
"all_scores_norm": {
|
| 1389 |
+
"TLT": 0.951761235863919,
|
| 1390 |
+
"VCIT": 0.9729450199549913,
|
| 1391 |
+
"LQD": 0.9510925860668783,
|
| 1392 |
+
"HYG": 0.3510501922673159,
|
| 1393 |
+
"VNQ": 0.3770391596957809,
|
| 1394 |
+
"GLD": 1.0,
|
| 1395 |
+
"SLV": 0.9320187172929134,
|
| 1396 |
+
"SPY": 0.0,
|
| 1397 |
+
"QQQ": 0.1593300040815538,
|
| 1398 |
+
"XLK": 0.19686265785121168,
|
| 1399 |
+
"XLF": 0.26705714409636316,
|
| 1400 |
+
"XLE": 0.4811279689335403,
|
| 1401 |
+
"XLV": 0.34837244455825517,
|
| 1402 |
+
"XLI": 0.12803283878002916,
|
| 1403 |
+
"XLY": 0.1582009193681287,
|
| 1404 |
+
"XLP": 0.47091242665242494,
|
| 1405 |
+
"XLU": 0.6138470428989032,
|
| 1406 |
+
"GDX": 0.9232364493557818,
|
| 1407 |
+
"XME": 0.4180118248759406,
|
| 1408 |
+
"IWF": 0.09515486488590284,
|
| 1409 |
+
"XSD": 0.3326557021697336,
|
| 1410 |
+
"XBI": 0.5123805860296563,
|
| 1411 |
+
"IWM": 0.08821607073153603,
|
| 1412 |
+
"IWD": 0.04021733525880533,
|
| 1413 |
+
"IWO": 0.10893830779539783
|
| 1414 |
+
}
|
| 1415 |
+
}
|
| 1416 |
+
]
|
| 1417 |
+
}
|
| 1418 |
+
}
|
| 1419 |
+
}
|