P2SAMAPA commited on
Commit
f410bec
·
verified ·
1 Parent(s): ca7420d

Upload rough_path_kernel_20260720_042520.json with huggingface_hub

Browse files
Files changed (1) hide show
  1. rough_path_kernel_20260720_042520.json +1517 -0
rough_path_kernel_20260720_042520.json ADDED
@@ -0,0 +1,1517 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "run_date": "2026-07-20 00:59:53",
3
+ "windows": [
4
+ 63,
5
+ 252,
6
+ 504,
7
+ 1008,
8
+ 2016,
9
+ 4032,
10
+ 4536
11
+ ],
12
+ "sig_depth": 4,
13
+ "kernel_bandwidth": 1.0,
14
+ "alpha": 0.1,
15
+ "macro_vars": [
16
+ "VIX",
17
+ "DXY",
18
+ "T10Y2Y",
19
+ "TBILL_3M",
20
+ "DGS1MO",
21
+ "DGS3MO",
22
+ "DGS6MO",
23
+ "DGS1",
24
+ "DGS2",
25
+ "DGS5",
26
+ "DGS7",
27
+ "DGS10",
28
+ "DGS20",
29
+ "DGS30"
30
+ ],
31
+ "universes": {
32
+ "FI_COMMODITIES": {
33
+ "best_window_data": {
34
+ "window": 4536,
35
+ "top_etfs": [
36
+ {
37
+ "ticker": "VNQ",
38
+ "rk_score_norm": 1.0,
39
+ "raw_score": 0.0012957187025825299
40
+ },
41
+ {
42
+ "ticker": "HYG",
43
+ "rk_score_norm": 0.8595211631244525,
44
+ "raw_score": -0.0004464245976162264
45
+ },
46
+ {
47
+ "ticker": "VCIT",
48
+ "rk_score_norm": 0.8306597085083496,
49
+ "raw_score": -0.0008043489007479414
50
+ }
51
+ ],
52
+ "all_scores_raw": {
53
+ "TLT": -0.0020402541862130016,
54
+ "VCIT": -0.0008043489007479414,
55
+ "LQD": -0.0011891232602818588,
56
+ "HYG": -0.0004464245976162264,
57
+ "VNQ": 0.0012957187025825299,
58
+ "GLD": -0.004578603833640171,
59
+ "SLV": -0.011105745738229644
60
+ },
61
+ "all_scores_norm": {
62
+ "TLT": 0.7310016970401394,
63
+ "VCIT": 0.8306597085083496,
64
+ "LQD": 0.7996331824581149,
65
+ "HYG": 0.8595211631244525,
66
+ "VNQ": 1.0,
67
+ "GLD": 0.5263202532040651,
68
+ "SLV": 0.0
69
+ }
70
+ },
71
+ "all_windows": [
72
+ {
73
+ "window": 63,
74
+ "top_etfs": [
75
+ {
76
+ "ticker": "VNQ",
77
+ "rk_score_norm": 1.0,
78
+ "raw_score": 0.004083093733504975
79
+ },
80
+ {
81
+ "ticker": "GLD",
82
+ "rk_score_norm": 0.8333371094175059,
83
+ "raw_score": 0.003168704416597355
84
+ },
85
+ {
86
+ "ticker": "TLT",
87
+ "rk_score_norm": 0.7464338531284952,
88
+ "raw_score": 0.0026919131592428947
89
+ }
90
+ ],
91
+ "all_scores_raw": {
92
+ "TLT": 0.0026919131592428947,
93
+ "VCIT": 0.0005259070160644991,
94
+ "LQD": 0.00028992030848550704,
95
+ "HYG": -0.0014033664719540167,
96
+ "VNQ": 0.004083093733504975,
97
+ "GLD": 0.003168704416597355,
98
+ "SLV": -0.0008827145770880784
99
+ },
100
+ "all_scores_norm": {
101
+ "TLT": 0.7464338531284952,
102
+ "VCIT": 0.35164266499170105,
103
+ "LQD": 0.3086301033870098,
104
+ "HYG": 0.0,
105
+ "VNQ": 1.0,
106
+ "GLD": 0.8333371094175059,
107
+ "SLV": 0.09489759797180213
108
+ }
109
+ },
110
+ {
111
+ "window": 252,
112
+ "top_etfs": [
113
+ {
114
+ "ticker": "VNQ",
115
+ "rk_score_norm": 1.0,
116
+ "raw_score": 0.0035304904048365435
117
+ },
118
+ {
119
+ "ticker": "GLD",
120
+ "rk_score_norm": 0.9748055510239342,
121
+ "raw_score": 0.0034179236098527757
122
+ },
123
+ {
124
+ "ticker": "TLT",
125
+ "rk_score_norm": 0.7460535062420612,
126
+ "raw_score": 0.002395877660304895
127
+ }
128
+ ],
129
+ "all_scores_raw": {
130
+ "TLT": 0.002395877660304895,
131
+ "VCIT": 0.000680084071400372,
132
+ "LQD": 0.0003766660704285236,
133
+ "HYG": -0.0009374300918849367,
134
+ "VNQ": 0.0035304904048365435,
135
+ "GLD": 0.0034179236098527757,
136
+ "SLV": -0.0009235340475352294
137
+ },
138
+ "all_scores_norm": {
139
+ "TLT": 0.7460535062420612,
140
+ "VCIT": 0.36202841220478876,
141
+ "LQD": 0.29411807199293993,
142
+ "HYG": 0.0,
143
+ "VNQ": 1.0,
144
+ "GLD": 0.9748055510239342,
145
+ "SLV": 0.003110181651599235
146
+ }
147
+ },
148
+ {
149
+ "window": 504,
150
+ "top_etfs": [
151
+ {
152
+ "ticker": "VNQ",
153
+ "rk_score_norm": 1.0,
154
+ "raw_score": 0.0027728415231956065
155
+ },
156
+ {
157
+ "ticker": "TLT",
158
+ "rk_score_norm": 0.8185788505175754,
159
+ "raw_score": 0.00019005689260889747
160
+ },
161
+ {
162
+ "ticker": "VCIT",
163
+ "rk_score_norm": 0.8023164333819105,
164
+ "raw_score": -4.14614345211721e-05
165
+ }
166
+ ],
167
+ "all_scores_raw": {
168
+ "TLT": 0.00019005689260889747,
169
+ "VCIT": -4.14614345211721e-05,
170
+ "LQD": -0.0003650675771194427,
171
+ "HYG": -0.0008240228209477011,
172
+ "VNQ": 0.0027728415231956065,
173
+ "GLD": -0.0015289899081236125,
174
+ "SLV": -0.011463561663285798
175
+ },
176
+ "all_scores_norm": {
177
+ "TLT": 0.8185788505175754,
178
+ "VCIT": 0.8023164333819105,
179
+ "LQD": 0.7795855414312273,
180
+ "HYG": 0.7473473954742434,
181
+ "VNQ": 1.0,
182
+ "GLD": 0.6978287721294555,
183
+ "SLV": 0.0
184
+ }
185
+ },
186
+ {
187
+ "window": 1008,
188
+ "top_etfs": [
189
+ {
190
+ "ticker": "VNQ",
191
+ "rk_score_norm": 1.0,
192
+ "raw_score": 0.003536031716634809
193
+ },
194
+ {
195
+ "ticker": "VCIT",
196
+ "rk_score_norm": 0.7563474043360778,
197
+ "raw_score": -0.00038913785819534585
198
+ },
199
+ {
200
+ "ticker": "HYG",
201
+ "rk_score_norm": 0.752066177974262,
202
+ "raw_score": -0.00045810711917354356
203
+ }
204
+ ],
205
+ "all_scores_raw": {
206
+ "TLT": -0.0014730479078146133,
207
+ "VCIT": -0.00038913785819534585,
208
+ "LQD": -0.0007970334787804415,
209
+ "HYG": -0.00045810711917354356,
210
+ "VNQ": 0.003536031716634809,
211
+ "GLD": -0.0033052716351808925,
212
+ "SLV": -0.012573665633949821
213
+ },
214
+ "all_scores_norm": {
215
+ "TLT": 0.6890643247082702,
216
+ "VCIT": 0.7563474043360778,
217
+ "LQD": 0.7310275232912429,
218
+ "HYG": 0.752066177974262,
219
+ "VNQ": 1.0,
220
+ "GLD": 0.5753301131031225,
221
+ "SLV": 0.0
222
+ }
223
+ },
224
+ {
225
+ "window": 2016,
226
+ "top_etfs": [
227
+ {
228
+ "ticker": "VNQ",
229
+ "rk_score_norm": 1.0,
230
+ "raw_score": 0.002211486929542379
231
+ },
232
+ {
233
+ "ticker": "HYG",
234
+ "rk_score_norm": 0.8376414685381682,
235
+ "raw_score": -0.00030302089609685404
236
+ },
237
+ {
238
+ "ticker": "VCIT",
239
+ "rk_score_norm": 0.8227094204574952,
240
+ "raw_score": -0.000534279157757717
241
+ }
242
+ ],
243
+ "all_scores_raw": {
244
+ "TLT": -0.0016158467522003547,
245
+ "VCIT": -0.000534279157757717,
246
+ "LQD": -0.0009386480616816687,
247
+ "HYG": -0.00030302089609685404,
248
+ "VNQ": 0.002211486929542379,
249
+ "GLD": -0.004132583003679774,
250
+ "SLV": -0.01327589031512283
251
+ },
252
+ "all_scores_norm": {
253
+ "TLT": 0.7528739940094699,
254
+ "VCIT": 0.8227094204574952,
255
+ "LQD": 0.7965998411829772,
256
+ "HYG": 0.8376414685381682,
257
+ "VNQ": 1.0,
258
+ "GLD": 0.5903715759614859,
259
+ "SLV": 0.0
260
+ }
261
+ },
262
+ {
263
+ "window": 4032,
264
+ "top_etfs": [
265
+ {
266
+ "ticker": "VNQ",
267
+ "rk_score_norm": 1.0,
268
+ "raw_score": 0.001283635103244125
269
+ },
270
+ {
271
+ "ticker": "HYG",
272
+ "rk_score_norm": 0.861909494373975,
273
+ "raw_score": -0.00044493474070876615
274
+ },
275
+ {
276
+ "ticker": "VCIT",
277
+ "rk_score_norm": 0.8335355130220664,
278
+ "raw_score": -0.0008001105603311354
279
+ }
280
+ ],
281
+ "all_scores_raw": {
282
+ "TLT": -0.0019998754389013024,
283
+ "VCIT": -0.0008001105603311354,
284
+ "LQD": -0.0011796949583478024,
285
+ "HYG": -0.00044493474070876615,
286
+ "VNQ": 0.001283635103244125,
287
+ "GLD": -0.0045768721999193684,
288
+ "SLV": -0.011234023776463237
289
+ },
290
+ "all_scores_norm": {
291
+ "TLT": 0.7376897250756373,
292
+ "VCIT": 0.8335355130220664,
293
+ "LQD": 0.8032116000871949,
294
+ "HYG": 0.861909494373975,
295
+ "VNQ": 1.0,
296
+ "GLD": 0.5318208173363723,
297
+ "SLV": 0.0
298
+ }
299
+ },
300
+ {
301
+ "window": 4536,
302
+ "top_etfs": [
303
+ {
304
+ "ticker": "VNQ",
305
+ "rk_score_norm": 1.0,
306
+ "raw_score": 0.0012957187025825299
307
+ },
308
+ {
309
+ "ticker": "HYG",
310
+ "rk_score_norm": 0.8595211631244525,
311
+ "raw_score": -0.0004464245976162264
312
+ },
313
+ {
314
+ "ticker": "VCIT",
315
+ "rk_score_norm": 0.8306597085083496,
316
+ "raw_score": -0.0008043489007479414
317
+ }
318
+ ],
319
+ "all_scores_raw": {
320
+ "TLT": -0.0020402541862130016,
321
+ "VCIT": -0.0008043489007479414,
322
+ "LQD": -0.0011891232602818588,
323
+ "HYG": -0.0004464245976162264,
324
+ "VNQ": 0.0012957187025825299,
325
+ "GLD": -0.004578603833640171,
326
+ "SLV": -0.011105745738229644
327
+ },
328
+ "all_scores_norm": {
329
+ "TLT": 0.7310016970401394,
330
+ "VCIT": 0.8306597085083496,
331
+ "LQD": 0.7996331824581149,
332
+ "HYG": 0.8595211631244525,
333
+ "VNQ": 1.0,
334
+ "GLD": 0.5263202532040651,
335
+ "SLV": 0.0
336
+ }
337
+ }
338
+ ]
339
+ },
340
+ "EQUITY_SECTORS": {
341
+ "best_window_data": {
342
+ "window": 4536,
343
+ "top_etfs": [
344
+ {
345
+ "ticker": "XLE",
346
+ "rk_score_norm": 1.0,
347
+ "raw_score": 0.0047108275630289645
348
+ },
349
+ {
350
+ "ticker": "XLV",
351
+ "rk_score_norm": 0.8044985777265244,
352
+ "raw_score": 0.0016801814703319706
353
+ },
354
+ {
355
+ "ticker": "XLF",
356
+ "rk_score_norm": 0.7277113912462958,
357
+ "raw_score": 0.0004898331650906446
358
+ }
359
+ ],
360
+ "all_scores_raw": {
361
+ "SPY": -0.001789117326579187,
362
+ "QQQ": -0.004156809818421897,
363
+ "XLK": -0.00468539684503784,
364
+ "XLF": 0.0004898331650906446,
365
+ "XLE": 0.0047108275630289645,
366
+ "XLV": 0.0016801814703319706,
367
+ "XLI": -0.002956558833024977,
368
+ "XLY": -0.003195681136335865,
369
+ "SMH": -0.008638519838942815,
370
+ "SOXX": -0.01079108570928268,
371
+ "XLB": -0.0034640027794541894,
372
+ "XLP": 0.00037452287169996434,
373
+ "XLU": 0.0004574386107135814,
374
+ "GDX": -0.010627094617129379,
375
+ "XME": -0.008125035116889646,
376
+ "IWF": -0.003924912006104259,
377
+ "XSD": -0.00952227702128397,
378
+ "XBI": -0.0009872487071068692,
379
+ "IWM": -0.0019038220616992493,
380
+ "IWD": 0.0003478444031808012,
381
+ "IWO": -0.002874578250807787
382
+ },
383
+ "all_scores_norm": {
384
+ "SPY": 0.5807004738429374,
385
+ "QQQ": 0.4279649727308454,
386
+ "XLK": 0.3938667928913242,
387
+ "XLF": 0.7277113912462958,
388
+ "XLE": 1.0,
389
+ "XLV": 0.8044985777265244,
390
+ "XLI": 0.5053909629497895,
391
+ "XLY": 0.4899656216315671,
392
+ "SMH": 0.13885807722744886,
393
+ "SOXX": 0.0,
394
+ "XLB": 0.4726566844439503,
395
+ "XLP": 0.7202729356592271,
396
+ "XLU": 0.7256216779439434,
397
+ "GDX": 0.010578764651342082,
398
+ "XME": 0.17198203509207688,
399
+ "IWF": 0.44292427538233403,
400
+ "XSD": 0.08184852190245193,
401
+ "XBI": 0.6324275481328289,
402
+ "IWM": 0.57330108170952,
403
+ "IWD": 0.7185519565742251,
404
+ "IWO": 0.5106793799843252
405
+ }
406
+ },
407
+ "all_windows": [
408
+ {
409
+ "window": 63,
410
+ "top_etfs": [
411
+ {
412
+ "ticker": "XLE",
413
+ "rk_score_norm": 1.0,
414
+ "raw_score": 0.010380829956932418
415
+ },
416
+ {
417
+ "ticker": "XBI",
418
+ "rk_score_norm": 0.857037411889085,
419
+ "raw_score": 0.0055542475076361675
420
+ },
421
+ {
422
+ "ticker": "XLV",
423
+ "rk_score_norm": 0.7199905025975813,
424
+ "raw_score": 0.0009273852224942827
425
+ }
426
+ ],
427
+ "all_scores_raw": {
428
+ "SPY": -0.00843473546248295,
429
+ "QQQ": -0.014355623663487138,
430
+ "XLK": -0.012316225207438827,
431
+ "XLF": -0.005747534043735767,
432
+ "XLE": 0.010380829956932418,
433
+ "XLV": 0.0009273852224942827,
434
+ "XLI": -0.002923355705513853,
435
+ "XLY": -0.011563691152374073,
436
+ "SMH": -0.02338032751142307,
437
+ "SOXX": -0.02067005481054069,
438
+ "XLB": -0.0037293401422789155,
439
+ "XLP": -0.0001238161401114768,
440
+ "XLU": -0.0038407648611216635,
441
+ "GDX": -0.00749487304211971,
442
+ "XME": -0.012842024764636653,
443
+ "IWF": -0.01495790806460893,
444
+ "XSD": -0.020641410477021463,
445
+ "XBI": 0.0055542475076361675,
446
+ "IWM": -0.003932087477395723,
447
+ "IWD": -0.002576693612951958,
448
+ "IWO": -0.003516607933416554
449
+ },
450
+ "all_scores_norm": {
451
+ "SPY": 0.44268600870537994,
452
+ "QQQ": 0.26731026198953145,
453
+ "XLK": 0.3277169129747606,
454
+ "XLF": 0.5222804782156718,
455
+ "XLE": 1.0,
456
+ "XLV": 0.7199905025975813,
457
+ "XLI": 0.6059321818300705,
458
+ "XLY": 0.3500068494430262,
459
+ "SMH": 0.0,
460
+ "SOXX": 0.08027783713940295,
461
+ "XLB": 0.5820590537384013,
462
+ "XLP": 0.6888540889959133,
463
+ "XLU": 0.5787586716662764,
464
+ "GDX": 0.4705245809238881,
465
+ "XME": 0.31214281550222395,
466
+ "IWF": 0.24947069586427892,
467
+ "XSD": 0.08112627764521428,
468
+ "XBI": 0.857037411889085,
469
+ "IWM": 0.5760537106068205,
470
+ "IWD": 0.6162002566994472,
471
+ "IWO": 0.5883601472083677
472
+ }
473
+ },
474
+ {
475
+ "window": 252,
476
+ "top_etfs": [
477
+ {
478
+ "ticker": "XLE",
479
+ "rk_score_norm": 1.0,
480
+ "raw_score": 0.008804822306675036
481
+ },
482
+ {
483
+ "ticker": "XBI",
484
+ "rk_score_norm": 0.7796031697980024,
485
+ "raw_score": 0.0032434009331880898
486
+ },
487
+ {
488
+ "ticker": "XLV",
489
+ "rk_score_norm": 0.6312768730401049,
490
+ "raw_score": -0.0004994162220472997
491
+ }
492
+ ],
493
+ "all_scores_raw": {
494
+ "SPY": -0.0062072246143821674,
495
+ "QQQ": -0.010349726866280329,
496
+ "XLK": -0.00848319786802124,
497
+ "XLF": -0.004093249218626936,
498
+ "XLE": 0.008804822306675036,
499
+ "XLV": -0.0004994162220472997,
500
+ "XLI": -0.0017954911009267008,
501
+ "XLY": -0.009148494859901865,
502
+ "SMH": -0.01642884992168598,
503
+ "SOXX": -0.014741719770666923,
504
+ "XLB": -0.002674625485527382,
505
+ "XLP": -0.0006111562590947056,
506
+ "XLU": -0.0031252738532689187,
507
+ "GDX": -0.004518772037631701,
508
+ "XME": -0.009147699089211283,
509
+ "IWF": -0.010846694544270258,
510
+ "XSD": -0.016080938450720703,
511
+ "XBI": 0.0032434009331880898,
512
+ "IWM": -0.002790107461928433,
513
+ "IWD": -0.002035100170851019,
514
+ "IWO": -0.0026735407786631117
515
+ },
516
+ "all_scores_norm": {
517
+ "SPY": 0.40507878579065343,
518
+ "QQQ": 0.24091313386297813,
519
+ "XLK": 0.31488290652893325,
520
+ "XLF": 0.48885475690671076,
521
+ "XLE": 1.0,
522
+ "XLV": 0.6312768730401049,
523
+ "XLI": 0.5799139613263395,
524
+ "XLY": 0.2885174617431016,
525
+ "SMH": 0.0,
526
+ "SOXX": 0.06686027050485469,
527
+ "XLB": 0.5450742290573046,
528
+ "XLP": 0.6268486615599773,
529
+ "XLU": 0.5272152205204877,
530
+ "GDX": 0.4719914634806155,
531
+ "XME": 0.2885489978066353,
532
+ "IWF": 0.22121851020723574,
533
+ "XSD": 0.01378758778416114,
534
+ "XBI": 0.7796031697980024,
535
+ "IWM": 0.5404977260673333,
536
+ "IWD": 0.5704183529283271,
537
+ "IWO": 0.5451172155419689
538
+ }
539
+ },
540
+ {
541
+ "window": 504,
542
+ "top_etfs": [
543
+ {
544
+ "ticker": "XLE",
545
+ "rk_score_norm": 1.0,
546
+ "raw_score": 0.009312055145650925
547
+ },
548
+ {
549
+ "ticker": "XLP",
550
+ "rk_score_norm": 0.7439399859945149,
551
+ "raw_score": 0.0011084422765427343
552
+ },
553
+ {
554
+ "ticker": "XLV",
555
+ "rk_score_norm": 0.7397622692993057,
556
+ "raw_score": 0.0009745972067554121
557
+ }
558
+ ],
559
+ "all_scores_raw": {
560
+ "SPY": -0.004724856051894481,
561
+ "QQQ": -0.009134347812041033,
562
+ "XLK": -0.009237915544778093,
563
+ "XLF": -0.002166307905613535,
564
+ "XLE": 0.009312055145650925,
565
+ "XLV": 0.0009745972067554121,
566
+ "XLI": -0.003347823037019271,
567
+ "XLY": -0.006991331523507838,
568
+ "SMH": -0.017786062588702176,
569
+ "SOXX": -0.020507288639692284,
570
+ "XLB": -0.0038853585592807313,
571
+ "XLP": 0.0011084422765427343,
572
+ "XLU": -0.003598002526558595,
573
+ "GDX": -0.012207791799104653,
574
+ "XME": -0.012966138257480352,
575
+ "IWF": -0.008818723664141936,
576
+ "XSD": -0.022725796999949824,
577
+ "XBI": -0.002002381982852769,
578
+ "IWM": -0.003289212201242366,
579
+ "IWD": -0.0009647448549482546,
580
+ "IWO": -0.004858607281396442
581
+ },
582
+ "all_scores_norm": {
583
+ "SPY": 0.5618647862611829,
584
+ "QQQ": 0.4242309729797255,
585
+ "XLK": 0.4209983051883148,
586
+ "XLF": 0.6417249508768771,
587
+ "XLE": 1.0,
588
+ "XLV": 0.7397622692993057,
589
+ "XLI": 0.6048462261098058,
590
+ "XLY": 0.4911211090223648,
591
+ "SMH": 0.15418431887375897,
592
+ "SOXX": 0.06924647601765567,
593
+ "XLB": 0.5880680875561177,
594
+ "XLP": 0.7439399859945149,
595
+ "XLU": 0.5970373540168094,
596
+ "GDX": 0.3282993239698012,
597
+ "XME": 0.30462899629211293,
598
+ "IWF": 0.4340825743437838,
599
+ "XSD": 0.0,
600
+ "XBI": 0.6468415836029344,
601
+ "IWM": 0.606675650738852,
602
+ "IWD": 0.6792294329253178,
603
+ "IWO": 0.5576899986101846
604
+ }
605
+ },
606
+ {
607
+ "window": 1008,
608
+ "top_etfs": [
609
+ {
610
+ "ticker": "XLE",
611
+ "rk_score_norm": 1.0,
612
+ "raw_score": 0.008684567733063111
613
+ },
614
+ {
615
+ "ticker": "XLV",
616
+ "rk_score_norm": 0.781734477402014,
617
+ "raw_score": 0.002143906661751155
618
+ },
619
+ {
620
+ "ticker": "XLP",
621
+ "rk_score_norm": 0.7777124986524507,
622
+ "raw_score": 0.002023381901249399
623
+ }
624
+ ],
625
+ "all_scores_raw": {
626
+ "SPY": -0.0027466158306702626,
627
+ "QQQ": -0.006809440963488428,
628
+ "XLK": -0.008040171144730296,
629
+ "XLF": 0.00013993325247078914,
630
+ "XLE": 0.008684567733063111,
631
+ "XLV": 0.002143906661751155,
632
+ "XLI": -0.003640713158448213,
633
+ "XLY": -0.003948281686486227,
634
+ "SMH": -0.015544851213836725,
635
+ "SOXX": -0.01950287740607789,
636
+ "XLB": -0.002814445610232953,
637
+ "XLP": 0.002023381901249399,
638
+ "XLU": -0.00214970394061631,
639
+ "GDX": -0.011578590206949124,
640
+ "XME": -0.010341415990056606,
641
+ "IWF": -0.006384950114304927,
642
+ "XSD": -0.021281965659198397,
643
+ "XBI": -0.002421963364432428,
644
+ "IWM": -0.0021029145122497157,
645
+ "IWD": 0.0007244893996094376,
646
+ "IWO": -0.00432301320503185
647
+ },
648
+ "all_scores_norm": {
649
+ "SPY": 0.6185350032284569,
650
+ "QQQ": 0.4829562534399565,
651
+ "XLK": 0.4418860981059502,
652
+ "XLF": 0.7148607625465657,
653
+ "XLE": 1.0,
654
+ "XLV": 0.781734477402014,
655
+ "XLI": 0.5886984747226659,
656
+ "XLY": 0.5784347407093936,
657
+ "SMH": 0.19145072171888966,
658
+ "SOXX": 0.05936917126289745,
659
+ "XLB": 0.6162714855010375,
660
+ "XLP": 0.7777124986524507,
661
+ "XLU": 0.6384542872590915,
662
+ "GDX": 0.3238070725509762,
663
+ "XME": 0.3650922689631846,
664
+ "IWF": 0.49712175078417453,
665
+ "XSD": 0.0,
666
+ "XBI": 0.6293688378261443,
667
+ "IWM": 0.6400156766848927,
668
+ "IWD": 0.7343677285171308,
669
+ "IWO": 0.5659297400928593
670
+ }
671
+ },
672
+ {
673
+ "window": 2016,
674
+ "top_etfs": [
675
+ {
676
+ "ticker": "XLE",
677
+ "rk_score_norm": 1.0,
678
+ "raw_score": 0.00518101815222486
679
+ },
680
+ {
681
+ "ticker": "XLV",
682
+ "rk_score_norm": 0.8240283692032869,
683
+ "raw_score": 0.0016630489144735666
684
+ },
685
+ {
686
+ "ticker": "XLP",
687
+ "rk_score_norm": 0.8035497841671658,
688
+ "raw_score": 0.00125364751344334
689
+ }
690
+ ],
691
+ "all_scores_raw": {
692
+ "SPY": -0.0023306930099521173,
693
+ "QQQ": -0.005395600292692426,
694
+ "XLK": -0.0067962336560268705,
695
+ "XLF": 0.0007477294927569211,
696
+ "XLE": 0.00518101815222486,
697
+ "XLV": 0.0016630489144735666,
698
+ "XLI": -0.0030327760306295207,
699
+ "XLY": -0.0029037340739138107,
700
+ "SMH": -0.011939252361516967,
701
+ "SOXX": -0.014810665858565164,
702
+ "XLB": -0.0030008720336164446,
703
+ "XLP": 0.00125364751344334,
704
+ "XLU": 0.00071073664165551,
705
+ "GDX": -0.010321182748597557,
706
+ "XME": -0.008821635664334058,
707
+ "IWF": -0.004944575675507323,
708
+ "XSD": -0.013869118705576229,
709
+ "XBI": -0.0007379237138052663,
710
+ "IWM": -0.0018214893861613207,
711
+ "IWD": 0.0004404115128631633,
712
+ "IWO": -0.003434831934537457
713
+ },
714
+ "all_scores_norm": {
715
+ "SPY": 0.6242582086570239,
716
+ "QQQ": 0.47094909867478824,
717
+ "XLK": 0.40088829926546954,
718
+ "XLF": 0.7782433607356349,
719
+ "XLE": 1.0,
720
+ "XLV": 0.8240283692032869,
721
+ "XLI": 0.5891394552644397,
722
+ "XLY": 0.5955942369949864,
723
+ "SMH": 0.14363039629370003,
724
+ "SOXX": 0.0,
725
+ "XLB": 0.5907353186742383,
726
+ "XLP": 0.8035497841671658,
727
+ "XLU": 0.7763929487802717,
728
+ "GDX": 0.22456753055643125,
729
+ "XME": 0.299576073281204,
730
+ "IWF": 0.49350971022415413,
731
+ "XSD": 0.04709694053191106,
732
+ "XBI": 0.7039298008694254,
733
+ "IWM": 0.6497289805797877,
734
+ "IWD": 0.7628710699507321,
735
+ "IWO": 0.5690282978606443
736
+ }
737
+ },
738
+ {
739
+ "window": 4032,
740
+ "top_etfs": [
741
+ {
742
+ "ticker": "XLE",
743
+ "rk_score_norm": 1.0,
744
+ "raw_score": 0.004745968895265636
745
+ },
746
+ {
747
+ "ticker": "XLV",
748
+ "rk_score_norm": 0.8005588189449572,
749
+ "raw_score": 0.0016622191353306004
750
+ },
751
+ {
752
+ "ticker": "XLU",
753
+ "rk_score_norm": 0.7252002490071642,
754
+ "raw_score": 0.000497028622892845
755
+ }
756
+ ],
757
+ "all_scores_raw": {
758
+ "SPY": -0.0017925284324721708,
759
+ "QQQ": -0.004154572597655171,
760
+ "XLK": -0.00465557685189992,
761
+ "XLF": 0.000460954177063419,
762
+ "XLE": 0.004745968895265636,
763
+ "XLV": 0.0016622191353306004,
764
+ "XLI": -0.002906772515409937,
765
+ "XLY": -0.00320270537264139,
766
+ "SMH": -0.00856819369632364,
767
+ "SOXX": -0.010715982060008566,
768
+ "XLB": -0.0034295369196575484,
769
+ "XLP": 0.00033760501744303784,
770
+ "XLU": 0.000497028622892845,
771
+ "GDX": -0.010567994129505279,
772
+ "XME": -0.008055802010823586,
773
+ "IWF": -0.003938025070946857,
774
+ "XSD": -0.009370244971690977,
775
+ "XBI": -0.0008520055055348252,
776
+ "IWM": -0.0018482251078680081,
777
+ "IWD": 0.00037057856575398174,
778
+ "IWO": -0.0027885430865195356
779
+ },
780
+ "all_scores_norm": {
781
+ "SPY": 0.5771233949291845,
782
+ "QQQ": 0.4243584448905035,
783
+ "XLK": 0.39195604911949294,
784
+ "XLF": 0.7228671381381816,
785
+ "XLE": 1.0,
786
+ "XLV": 0.8005588189449572,
787
+ "XLI": 0.5050597797902626,
788
+ "XLY": 0.4859203543653936,
789
+ "SMH": 0.13890797932923843,
790
+ "SOXX": 0.0,
791
+ "XLB": 0.4712500486793712,
792
+ "XLP": 0.7148895446263935,
793
+ "XLU": 0.7252002490071642,
794
+ "GDX": 0.00957110334467901,
795
+ "XME": 0.172046855980847,
796
+ "IWF": 0.43836363267920536,
797
+ "XSD": 0.08703540013872225,
798
+ "XBI": 0.6379516131571389,
799
+ "IWM": 0.5735212184925274,
800
+ "IWD": 0.717022105284898,
801
+ "IWO": 0.5127062552727161
802
+ }
803
+ },
804
+ {
805
+ "window": 4536,
806
+ "top_etfs": [
807
+ {
808
+ "ticker": "XLE",
809
+ "rk_score_norm": 1.0,
810
+ "raw_score": 0.0047108275630289645
811
+ },
812
+ {
813
+ "ticker": "XLV",
814
+ "rk_score_norm": 0.8044985777265244,
815
+ "raw_score": 0.0016801814703319706
816
+ },
817
+ {
818
+ "ticker": "XLF",
819
+ "rk_score_norm": 0.7277113912462958,
820
+ "raw_score": 0.0004898331650906446
821
+ }
822
+ ],
823
+ "all_scores_raw": {
824
+ "SPY": -0.001789117326579187,
825
+ "QQQ": -0.004156809818421897,
826
+ "XLK": -0.00468539684503784,
827
+ "XLF": 0.0004898331650906446,
828
+ "XLE": 0.0047108275630289645,
829
+ "XLV": 0.0016801814703319706,
830
+ "XLI": -0.002956558833024977,
831
+ "XLY": -0.003195681136335865,
832
+ "SMH": -0.008638519838942815,
833
+ "SOXX": -0.01079108570928268,
834
+ "XLB": -0.0034640027794541894,
835
+ "XLP": 0.00037452287169996434,
836
+ "XLU": 0.0004574386107135814,
837
+ "GDX": -0.010627094617129379,
838
+ "XME": -0.008125035116889646,
839
+ "IWF": -0.003924912006104259,
840
+ "XSD": -0.00952227702128397,
841
+ "XBI": -0.0009872487071068692,
842
+ "IWM": -0.0019038220616992493,
843
+ "IWD": 0.0003478444031808012,
844
+ "IWO": -0.002874578250807787
845
+ },
846
+ "all_scores_norm": {
847
+ "SPY": 0.5807004738429374,
848
+ "QQQ": 0.4279649727308454,
849
+ "XLK": 0.3938667928913242,
850
+ "XLF": 0.7277113912462958,
851
+ "XLE": 1.0,
852
+ "XLV": 0.8044985777265244,
853
+ "XLI": 0.5053909629497895,
854
+ "XLY": 0.4899656216315671,
855
+ "SMH": 0.13885807722744886,
856
+ "SOXX": 0.0,
857
+ "XLB": 0.4726566844439503,
858
+ "XLP": 0.7202729356592271,
859
+ "XLU": 0.7256216779439434,
860
+ "GDX": 0.010578764651342082,
861
+ "XME": 0.17198203509207688,
862
+ "IWF": 0.44292427538233403,
863
+ "XSD": 0.08184852190245193,
864
+ "XBI": 0.6324275481328289,
865
+ "IWM": 0.57330108170952,
866
+ "IWD": 0.7185519565742251,
867
+ "IWO": 0.5106793799843252
868
+ }
869
+ }
870
+ ]
871
+ },
872
+ "COMBINED": {
873
+ "best_window_data": {
874
+ "window": 4536,
875
+ "top_etfs": [
876
+ {
877
+ "ticker": "XLE",
878
+ "rk_score_norm": 1.0,
879
+ "raw_score": 0.0047108275630289645
880
+ },
881
+ {
882
+ "ticker": "XLV",
883
+ "rk_score_norm": 0.8083879463033987,
884
+ "raw_score": 0.0016801814703319706
885
+ },
886
+ {
887
+ "ticker": "VNQ",
888
+ "rk_score_norm": 0.7840803570154683,
889
+ "raw_score": 0.0012957187025825299
890
+ }
891
+ ],
892
+ "all_scores_raw": {
893
+ "TLT": -0.0020402541862130016,
894
+ "VCIT": -0.0008043489007479414,
895
+ "LQD": -0.0011891232602818588,
896
+ "HYG": -0.0004464245976162264,
897
+ "VNQ": 0.0012957187025825299,
898
+ "GLD": -0.004578603833640171,
899
+ "SLV": -0.011105745738229644,
900
+ "SPY": -0.001789117326579187,
901
+ "QQQ": -0.004156809818421897,
902
+ "XLK": -0.00468539684503784,
903
+ "XLF": 0.0004898331650906446,
904
+ "XLE": 0.0047108275630289645,
905
+ "XLV": 0.0016801814703319706,
906
+ "XLI": -0.002956558833024977,
907
+ "XLY": -0.003195681136335865,
908
+ "SMH": -0.008638519838942815,
909
+ "SOXX": -0.01079108570928268,
910
+ "XLB": -0.0034640027794541894,
911
+ "XLP": 0.00037452287169996434,
912
+ "XLU": 0.0004574386107135814,
913
+ "GDX": -0.010627094617129379,
914
+ "XME": -0.008125035116889646,
915
+ "IWF": -0.003924912006104259,
916
+ "XSD": -0.00952227702128397,
917
+ "XBI": -0.0009872487071068692,
918
+ "IWM": -0.0019038220616992493,
919
+ "IWD": 0.0003478444031808012,
920
+ "IWO": -0.002874578250807787
921
+ },
922
+ "all_scores_norm": {
923
+ "TLT": 0.5731640715941457,
924
+ "VCIT": 0.6513039608055916,
925
+ "LQD": 0.6269766711831739,
926
+ "HYG": 0.6739336604449713,
927
+ "VNQ": 0.7840803570154683,
928
+ "GLD": 0.412677372036715,
929
+ "SLV": 0.0,
930
+ "SPY": 0.5890421543400355,
931
+ "QQQ": 0.4393452227262642,
932
+ "XLK": 0.4059254031137644,
933
+ "XLF": 0.7331283889663741,
934
+ "XLE": 1.0,
935
+ "XLV": 0.8083879463033987,
936
+ "XLI": 0.5152308752336509,
937
+ "XLY": 0.5001124106486664,
938
+ "SMH": 0.15598991338348228,
939
+ "SOXX": 0.0198943236915878,
940
+ "XLB": 0.48314782306021753,
941
+ "XLP": 0.72583791642252,
942
+ "XLU": 0.7310802490968813,
943
+ "GDX": 0.030262630974698956,
944
+ "XME": 0.1884548925084049,
945
+ "IWF": 0.45400692016860367,
946
+ "XSD": 0.10011452460563433,
947
+ "XBI": 0.6397401534703849,
948
+ "IWM": 0.5817899681088412,
949
+ "IWD": 0.7241511750525016,
950
+ "IWO": 0.5204140827878855
951
+ }
952
+ },
953
+ "all_windows": [
954
+ {
955
+ "window": 63,
956
+ "top_etfs": [
957
+ {
958
+ "ticker": "XLE",
959
+ "rk_score_norm": 1.0,
960
+ "raw_score": 0.010380829956932418
961
+ },
962
+ {
963
+ "ticker": "XBI",
964
+ "rk_score_norm": 0.857037411889085,
965
+ "raw_score": 0.0055542475076361675
966
+ },
967
+ {
968
+ "ticker": "VNQ",
969
+ "rk_score_norm": 0.8134620760757286,
970
+ "raw_score": 0.004083093733504975
971
+ }
972
+ ],
973
+ "all_scores_raw": {
974
+ "TLT": 0.0026919131592428947,
975
+ "VCIT": 0.0005259070160644991,
976
+ "LQD": 0.00028992030848550704,
977
+ "HYG": -0.0014033664719540167,
978
+ "VNQ": 0.004083093733504975,
979
+ "GLD": 0.003168704416597355,
980
+ "SLV": -0.0008827145770880784,
981
+ "SPY": -0.00843473546248295,
982
+ "QQQ": -0.014355623663487138,
983
+ "XLK": -0.012316225207438827,
984
+ "XLF": -0.005747534043735767,
985
+ "XLE": 0.010380829956932418,
986
+ "XLV": 0.0009273852224942827,
987
+ "XLI": -0.002923355705513853,
988
+ "XLY": -0.011563691152374073,
989
+ "SMH": -0.02338032751142307,
990
+ "SOXX": -0.02067005481054069,
991
+ "XLB": -0.0037293401422789155,
992
+ "XLP": -0.0001238161401114768,
993
+ "XLU": -0.0038407648611216635,
994
+ "GDX": -0.00749487304211971,
995
+ "XME": -0.012842024764636653,
996
+ "IWF": -0.01495790806460893,
997
+ "XSD": -0.020641410477021463,
998
+ "XBI": 0.0055542475076361675,
999
+ "IWM": -0.003932087477395723,
1000
+ "IWD": -0.002576693612951958,
1001
+ "IWO": -0.003516607933416554
1002
+ },
1003
+ "all_scores_norm": {
1004
+ "TLT": 0.7722555334515298,
1005
+ "VCIT": 0.7080987833398488,
1006
+ "LQD": 0.7011088953953912,
1007
+ "HYG": 0.6509540160187984,
1008
+ "VNQ": 0.8134620760757286,
1009
+ "GLD": 0.7863780130436872,
1010
+ "SLV": 0.6663756405692585,
1011
+ "SPY": 0.44268600870537994,
1012
+ "QQQ": 0.26731026198953145,
1013
+ "XLK": 0.3277169129747606,
1014
+ "XLF": 0.5222804782156718,
1015
+ "XLE": 1.0,
1016
+ "XLV": 0.7199905025975813,
1017
+ "XLI": 0.6059321818300705,
1018
+ "XLY": 0.3500068494430262,
1019
+ "SMH": 0.0,
1020
+ "SOXX": 0.08027783713940295,
1021
+ "XLB": 0.5820590537384013,
1022
+ "XLP": 0.6888540889959133,
1023
+ "XLU": 0.5787586716662764,
1024
+ "GDX": 0.4705245809238881,
1025
+ "XME": 0.31214281550222395,
1026
+ "IWF": 0.24947069586427892,
1027
+ "XSD": 0.08112627764521428,
1028
+ "XBI": 0.857037411889085,
1029
+ "IWM": 0.5760537106068205,
1030
+ "IWD": 0.6162002566994472,
1031
+ "IWO": 0.5883601472083677
1032
+ }
1033
+ },
1034
+ {
1035
+ "window": 252,
1036
+ "top_etfs": [
1037
+ {
1038
+ "ticker": "XLE",
1039
+ "rk_score_norm": 1.0,
1040
+ "raw_score": 0.008804822306675036
1041
+ },
1042
+ {
1043
+ "ticker": "VNQ",
1044
+ "rk_score_norm": 0.7909804068901837,
1045
+ "raw_score": 0.0035304904048365435
1046
+ },
1047
+ {
1048
+ "ticker": "GLD",
1049
+ "rk_score_norm": 0.7865194313347807,
1050
+ "raw_score": 0.0034179236098527757
1051
+ }
1052
+ ],
1053
+ "all_scores_raw": {
1054
+ "TLT": 0.002395877660304895,
1055
+ "VCIT": 0.000680084071400372,
1056
+ "LQD": 0.0003766660704285236,
1057
+ "HYG": -0.0009374300918849367,
1058
+ "VNQ": 0.0035304904048365435,
1059
+ "GLD": 0.0034179236098527757,
1060
+ "SLV": -0.0009235340475352294,
1061
+ "SPY": -0.0062072246143821674,
1062
+ "QQQ": -0.010349726866280329,
1063
+ "XLK": -0.00848319786802124,
1064
+ "XLF": -0.004093249218626936,
1065
+ "XLE": 0.008804822306675036,
1066
+ "XLV": -0.0004994162220472997,
1067
+ "XLI": -0.0017954911009267008,
1068
+ "XLY": -0.009148494859901865,
1069
+ "SMH": -0.01642884992168598,
1070
+ "SOXX": -0.014741719770666923,
1071
+ "XLB": -0.002674625485527382,
1072
+ "XLP": -0.0006111562590947056,
1073
+ "XLU": -0.0031252738532689187,
1074
+ "GDX": -0.004518772037631701,
1075
+ "XME": -0.009147699089211283,
1076
+ "IWF": -0.010846694544270258,
1077
+ "XSD": -0.016080938450720703,
1078
+ "XBI": 0.0032434009331880898,
1079
+ "IWM": -0.002790107461928433,
1080
+ "IWD": -0.002035100170851019,
1081
+ "IWO": -0.0026735407786631117
1082
+ },
1083
+ "all_scores_norm": {
1084
+ "TLT": 0.7460161728197887,
1085
+ "VCIT": 0.6780199821196463,
1086
+ "LQD": 0.6659956521598227,
1087
+ "HYG": 0.6139185644327142,
1088
+ "VNQ": 0.7909804068901837,
1089
+ "GLD": 0.7865194313347807,
1090
+ "SLV": 0.6144692589263238,
1091
+ "SPY": 0.40507878579065343,
1092
+ "QQQ": 0.24091313386297813,
1093
+ "XLK": 0.31488290652893325,
1094
+ "XLF": 0.48885475690671076,
1095
+ "XLE": 1.0,
1096
+ "XLV": 0.6312768730401049,
1097
+ "XLI": 0.5799139613263395,
1098
+ "XLY": 0.2885174617431016,
1099
+ "SMH": 0.0,
1100
+ "SOXX": 0.06686027050485469,
1101
+ "XLB": 0.5450742290573046,
1102
+ "XLP": 0.6268486615599773,
1103
+ "XLU": 0.5272152205204877,
1104
+ "GDX": 0.4719914634806155,
1105
+ "XME": 0.2885489978066353,
1106
+ "IWF": 0.22121851020723574,
1107
+ "XSD": 0.01378758778416114,
1108
+ "XBI": 0.7796031697980024,
1109
+ "IWM": 0.5404977260673333,
1110
+ "IWD": 0.5704183529283271,
1111
+ "IWO": 0.5451172155419689
1112
+ }
1113
+ },
1114
+ {
1115
+ "window": 504,
1116
+ "top_etfs": [
1117
+ {
1118
+ "ticker": "XLE",
1119
+ "rk_score_norm": 1.0,
1120
+ "raw_score": 0.009312055145650925
1121
+ },
1122
+ {
1123
+ "ticker": "VNQ",
1124
+ "rk_score_norm": 0.7958910106477521,
1125
+ "raw_score": 0.0027728415231956065
1126
+ },
1127
+ {
1128
+ "ticker": "XLP",
1129
+ "rk_score_norm": 0.7439399859945149,
1130
+ "raw_score": 0.0011084422765427343
1131
+ }
1132
+ ],
1133
+ "all_scores_raw": {
1134
+ "TLT": 0.00019005689260889747,
1135
+ "VCIT": -4.14614345211721e-05,
1136
+ "LQD": -0.0003650675771194427,
1137
+ "HYG": -0.0008240228209477011,
1138
+ "VNQ": 0.0027728415231956065,
1139
+ "GLD": -0.0015289899081236125,
1140
+ "SLV": -0.011463561663285798,
1141
+ "SPY": -0.004724856051894481,
1142
+ "QQQ": -0.009134347812041033,
1143
+ "XLK": -0.009237915544778093,
1144
+ "XLF": -0.002166307905613535,
1145
+ "XLE": 0.009312055145650925,
1146
+ "XLV": 0.0009745972067554121,
1147
+ "XLI": -0.003347823037019271,
1148
+ "XLY": -0.006991331523507838,
1149
+ "SMH": -0.017786062588702176,
1150
+ "SOXX": -0.020507288639692284,
1151
+ "XLB": -0.0038853585592807313,
1152
+ "XLP": 0.0011084422765427343,
1153
+ "XLU": -0.003598002526558595,
1154
+ "GDX": -0.012207791799104653,
1155
+ "XME": -0.012966138257480352,
1156
+ "IWF": -0.008818723664141936,
1157
+ "XSD": -0.022725796999949824,
1158
+ "XBI": -0.002002381982852769,
1159
+ "IWM": -0.003289212201242366,
1160
+ "IWD": -0.0009647448549482546,
1161
+ "IWO": -0.004858607281396442
1162
+ },
1163
+ "all_scores_norm": {
1164
+ "TLT": 0.7152743507403131,
1165
+ "VCIT": 0.7080479509779976,
1166
+ "LQD": 0.6979472069853107,
1167
+ "HYG": 0.6836218008456459,
1168
+ "VNQ": 0.7958910106477521,
1169
+ "GLD": 0.6616176076815073,
1170
+ "SLV": 0.35152903776074423,
1171
+ "SPY": 0.5618647862611829,
1172
+ "QQQ": 0.4242309729797255,
1173
+ "XLK": 0.4209983051883148,
1174
+ "XLF": 0.6417249508768771,
1175
+ "XLE": 1.0,
1176
+ "XLV": 0.7397622692993057,
1177
+ "XLI": 0.6048462261098058,
1178
+ "XLY": 0.4911211090223648,
1179
+ "SMH": 0.15418431887375897,
1180
+ "SOXX": 0.06924647601765567,
1181
+ "XLB": 0.5880680875561177,
1182
+ "XLP": 0.7439399859945149,
1183
+ "XLU": 0.5970373540168094,
1184
+ "GDX": 0.3282993239698012,
1185
+ "XME": 0.30462899629211293,
1186
+ "IWF": 0.4340825743437838,
1187
+ "XSD": 0.0,
1188
+ "XBI": 0.6468415836029344,
1189
+ "IWM": 0.606675650738852,
1190
+ "IWD": 0.6792294329253178,
1191
+ "IWO": 0.5576899986101846
1192
+ }
1193
+ },
1194
+ {
1195
+ "window": 1008,
1196
+ "top_etfs": [
1197
+ {
1198
+ "ticker": "XLE",
1199
+ "rk_score_norm": 1.0,
1200
+ "raw_score": 0.008684567733063111
1201
+ },
1202
+ {
1203
+ "ticker": "VNQ",
1204
+ "rk_score_norm": 0.8281904700475682,
1205
+ "raw_score": 0.003536031716634809
1206
+ },
1207
+ {
1208
+ "ticker": "XLV",
1209
+ "rk_score_norm": 0.781734477402014,
1210
+ "raw_score": 0.002143906661751155
1211
+ }
1212
+ ],
1213
+ "all_scores_raw": {
1214
+ "TLT": -0.0014730479078146133,
1215
+ "VCIT": -0.00038913785819534585,
1216
+ "LQD": -0.0007970334787804415,
1217
+ "HYG": -0.00045810711917354356,
1218
+ "VNQ": 0.003536031716634809,
1219
+ "GLD": -0.0033052716351808925,
1220
+ "SLV": -0.012573665633949821,
1221
+ "SPY": -0.0027466158306702626,
1222
+ "QQQ": -0.006809440963488428,
1223
+ "XLK": -0.008040171144730296,
1224
+ "XLF": 0.00013993325247078914,
1225
+ "XLE": 0.008684567733063111,
1226
+ "XLV": 0.002143906661751155,
1227
+ "XLI": -0.003640713158448213,
1228
+ "XLY": -0.003948281686486227,
1229
+ "SMH": -0.015544851213836725,
1230
+ "SOXX": -0.01950287740607789,
1231
+ "XLB": -0.002814445610232953,
1232
+ "XLP": 0.002023381901249399,
1233
+ "XLU": -0.00214970394061631,
1234
+ "GDX": -0.011578590206949124,
1235
+ "XME": -0.010341415990056606,
1236
+ "IWF": -0.006384950114304927,
1237
+ "XSD": -0.021281965659198397,
1238
+ "XBI": -0.002421963364432428,
1239
+ "IWM": -0.0021029145122497157,
1240
+ "IWD": 0.0007244893996094376,
1241
+ "IWO": -0.00432301320503185
1242
+ },
1243
+ "all_scores_norm": {
1244
+ "TLT": 0.6610346779884522,
1245
+ "VCIT": 0.6972053633136748,
1246
+ "LQD": 0.6835936580408043,
1247
+ "HYG": 0.6949038204533314,
1248
+ "VNQ": 0.8281904700475682,
1249
+ "GLD": 0.599892346195098,
1250
+ "SLV": 0.2906008483282684,
1251
+ "SPY": 0.6185350032284569,
1252
+ "QQQ": 0.4829562534399565,
1253
+ "XLK": 0.4418860981059502,
1254
+ "XLF": 0.7148607625465657,
1255
+ "XLE": 1.0,
1256
+ "XLV": 0.781734477402014,
1257
+ "XLI": 0.5886984747226659,
1258
+ "XLY": 0.5784347407093936,
1259
+ "SMH": 0.19145072171888966,
1260
+ "SOXX": 0.05936917126289745,
1261
+ "XLB": 0.6162714855010375,
1262
+ "XLP": 0.7777124986524507,
1263
+ "XLU": 0.6384542872590915,
1264
+ "GDX": 0.3238070725509762,
1265
+ "XME": 0.3650922689631846,
1266
+ "IWF": 0.49712175078417453,
1267
+ "XSD": 0.0,
1268
+ "XBI": 0.6293688378261443,
1269
+ "IWM": 0.6400156766848927,
1270
+ "IWD": 0.7343677285171308,
1271
+ "IWO": 0.5659297400928593
1272
+ }
1273
+ },
1274
+ {
1275
+ "window": 2016,
1276
+ "top_etfs": [
1277
+ {
1278
+ "ticker": "XLE",
1279
+ "rk_score_norm": 1.0,
1280
+ "raw_score": 0.00518101815222486
1281
+ },
1282
+ {
1283
+ "ticker": "VNQ",
1284
+ "rk_score_norm": 0.8514616767111891,
1285
+ "raw_score": 0.002211486929542379
1286
+ },
1287
+ {
1288
+ "ticker": "XLV",
1289
+ "rk_score_norm": 0.8240283692032869,
1290
+ "raw_score": 0.0016630489144735666
1291
+ }
1292
+ ],
1293
+ "all_scores_raw": {
1294
+ "TLT": -0.0016158467522003547,
1295
+ "VCIT": -0.000534279157757717,
1296
+ "LQD": -0.0009386480616816687,
1297
+ "HYG": -0.00030302089609685404,
1298
+ "VNQ": 0.002211486929542379,
1299
+ "GLD": -0.004132583003679774,
1300
+ "SLV": -0.01327589031512283,
1301
+ "SPY": -0.0023306930099521173,
1302
+ "QQQ": -0.005395600292692426,
1303
+ "XLK": -0.0067962336560268705,
1304
+ "XLF": 0.0007477294927569211,
1305
+ "XLE": 0.00518101815222486,
1306
+ "XLV": 0.0016630489144735666,
1307
+ "XLI": -0.0030327760306295207,
1308
+ "XLY": -0.0029037340739138107,
1309
+ "SMH": -0.011939252361516967,
1310
+ "SOXX": -0.014810665858565164,
1311
+ "XLB": -0.0030008720336164446,
1312
+ "XLP": 0.00125364751344334,
1313
+ "XLU": 0.00071073664165551,
1314
+ "GDX": -0.010321182748597557,
1315
+ "XME": -0.008821635664334058,
1316
+ "IWF": -0.004944575675507323,
1317
+ "XSD": -0.013869118705576229,
1318
+ "XBI": -0.0007379237138052663,
1319
+ "IWM": -0.0018214893861613207,
1320
+ "IWD": 0.0004404115128631633,
1321
+ "IWO": -0.003434831934537457
1322
+ },
1323
+ "all_scores_norm": {
1324
+ "TLT": 0.6600153893610576,
1325
+ "VCIT": 0.7141162641977592,
1326
+ "LQD": 0.6938894086859522,
1327
+ "HYG": 0.7256839871337584,
1328
+ "VNQ": 0.8514616767111891,
1329
+ "GLD": 0.534126232143433,
1330
+ "SLV": 0.07677069838708821,
1331
+ "SPY": 0.6242582086570239,
1332
+ "QQQ": 0.47094909867478824,
1333
+ "XLK": 0.40088829926546954,
1334
+ "XLF": 0.7782433607356349,
1335
+ "XLE": 1.0,
1336
+ "XLV": 0.8240283692032869,
1337
+ "XLI": 0.5891394552644397,
1338
+ "XLY": 0.5955942369949864,
1339
+ "SMH": 0.14363039629370003,
1340
+ "SOXX": 0.0,
1341
+ "XLB": 0.5907353186742383,
1342
+ "XLP": 0.8035497841671658,
1343
+ "XLU": 0.7763929487802717,
1344
+ "GDX": 0.22456753055643125,
1345
+ "XME": 0.299576073281204,
1346
+ "IWF": 0.49350971022415413,
1347
+ "XSD": 0.04709694053191106,
1348
+ "XBI": 0.7039298008694254,
1349
+ "IWM": 0.6497289805797877,
1350
+ "IWD": 0.7628710699507321,
1351
+ "IWO": 0.5690282978606443
1352
+ }
1353
+ },
1354
+ {
1355
+ "window": 4032,
1356
+ "top_etfs": [
1357
+ {
1358
+ "ticker": "XLE",
1359
+ "rk_score_norm": 1.0,
1360
+ "raw_score": 0.004745968895265636
1361
+ },
1362
+ {
1363
+ "ticker": "XLV",
1364
+ "rk_score_norm": 0.8070243320329755,
1365
+ "raw_score": 0.0016622191353306004
1366
+ },
1367
+ {
1368
+ "ticker": "VNQ",
1369
+ "rk_score_norm": 0.7833332052681773,
1370
+ "raw_score": 0.001283635103244125
1371
+ }
1372
+ ],
1373
+ "all_scores_raw": {
1374
+ "TLT": -0.0019998754389013024,
1375
+ "VCIT": -0.0008001105603311354,
1376
+ "LQD": -0.0011796949583478024,
1377
+ "HYG": -0.00044493474070876615,
1378
+ "VNQ": 0.001283635103244125,
1379
+ "GLD": -0.0045768721999193684,
1380
+ "SLV": -0.011234023776463237,
1381
+ "SPY": -0.0017925284324721708,
1382
+ "QQQ": -0.004154572597655171,
1383
+ "XLK": -0.00465557685189992,
1384
+ "XLF": 0.000460954177063419,
1385
+ "XLE": 0.004745968895265636,
1386
+ "XLV": 0.0016622191353306004,
1387
+ "XLI": -0.002906772515409937,
1388
+ "XLY": -0.00320270537264139,
1389
+ "SMH": -0.00856819369632364,
1390
+ "SOXX": -0.010715982060008566,
1391
+ "XLB": -0.0034295369196575484,
1392
+ "XLP": 0.00033760501744303784,
1393
+ "XLU": 0.000497028622892845,
1394
+ "GDX": -0.010567994129505279,
1395
+ "XME": -0.008055802010823586,
1396
+ "IWF": -0.003938025070946857,
1397
+ "XSD": -0.009370244971690977,
1398
+ "XBI": -0.0008520055055348252,
1399
+ "IWM": -0.0018482251078680081,
1400
+ "IWD": 0.00037057856575398174,
1401
+ "IWO": -0.0027885430865195356
1402
+ },
1403
+ "all_scores_norm": {
1404
+ "TLT": 0.5778568568368995,
1405
+ "VCIT": 0.6529360451204298,
1406
+ "LQD": 0.6291823172048838,
1407
+ "HYG": 0.6751623268790399,
1408
+ "VNQ": 0.7833332052681773,
1409
+ "GLD": 0.4165929054724424,
1410
+ "SLV": 0.0,
1411
+ "SPY": 0.5908322699480683,
1412
+ "QQQ": 0.44301967618124954,
1413
+ "XLK": 0.4116677059684531,
1414
+ "XLF": 0.731851271384931,
1415
+ "XLE": 1.0,
1416
+ "XLV": 0.8070243320329755,
1417
+ "XLI": 0.5211048235200708,
1418
+ "XLY": 0.5025858627601573,
1419
+ "SMH": 0.16682298514791383,
1420
+ "SOXX": 0.03241814480748591,
1421
+ "XLB": 0.4883911411682345,
1422
+ "XLP": 0.7241322966548234,
1423
+ "XLU": 0.734108747127911,
1424
+ "GDX": 0.0416789707379697,
1425
+ "XME": 0.19888756089747314,
1426
+ "IWF": 0.45657084176416124,
1427
+ "XSD": 0.11663201874113359,
1428
+ "XBI": 0.6496885501891274,
1429
+ "IWM": 0.5873468693887568,
1430
+ "IWD": 0.7261957236530897,
1431
+ "IWO": 0.5285034144530673
1432
+ }
1433
+ },
1434
+ {
1435
+ "window": 4536,
1436
+ "top_etfs": [
1437
+ {
1438
+ "ticker": "XLE",
1439
+ "rk_score_norm": 1.0,
1440
+ "raw_score": 0.0047108275630289645
1441
+ },
1442
+ {
1443
+ "ticker": "XLV",
1444
+ "rk_score_norm": 0.8083879463033987,
1445
+ "raw_score": 0.0016801814703319706
1446
+ },
1447
+ {
1448
+ "ticker": "VNQ",
1449
+ "rk_score_norm": 0.7840803570154683,
1450
+ "raw_score": 0.0012957187025825299
1451
+ }
1452
+ ],
1453
+ "all_scores_raw": {
1454
+ "TLT": -0.0020402541862130016,
1455
+ "VCIT": -0.0008043489007479414,
1456
+ "LQD": -0.0011891232602818588,
1457
+ "HYG": -0.0004464245976162264,
1458
+ "VNQ": 0.0012957187025825299,
1459
+ "GLD": -0.004578603833640171,
1460
+ "SLV": -0.011105745738229644,
1461
+ "SPY": -0.001789117326579187,
1462
+ "QQQ": -0.004156809818421897,
1463
+ "XLK": -0.00468539684503784,
1464
+ "XLF": 0.0004898331650906446,
1465
+ "XLE": 0.0047108275630289645,
1466
+ "XLV": 0.0016801814703319706,
1467
+ "XLI": -0.002956558833024977,
1468
+ "XLY": -0.003195681136335865,
1469
+ "SMH": -0.008638519838942815,
1470
+ "SOXX": -0.01079108570928268,
1471
+ "XLB": -0.0034640027794541894,
1472
+ "XLP": 0.00037452287169996434,
1473
+ "XLU": 0.0004574386107135814,
1474
+ "GDX": -0.010627094617129379,
1475
+ "XME": -0.008125035116889646,
1476
+ "IWF": -0.003924912006104259,
1477
+ "XSD": -0.00952227702128397,
1478
+ "XBI": -0.0009872487071068692,
1479
+ "IWM": -0.0019038220616992493,
1480
+ "IWD": 0.0003478444031808012,
1481
+ "IWO": -0.002874578250807787
1482
+ },
1483
+ "all_scores_norm": {
1484
+ "TLT": 0.5731640715941457,
1485
+ "VCIT": 0.6513039608055916,
1486
+ "LQD": 0.6269766711831739,
1487
+ "HYG": 0.6739336604449713,
1488
+ "VNQ": 0.7840803570154683,
1489
+ "GLD": 0.412677372036715,
1490
+ "SLV": 0.0,
1491
+ "SPY": 0.5890421543400355,
1492
+ "QQQ": 0.4393452227262642,
1493
+ "XLK": 0.4059254031137644,
1494
+ "XLF": 0.7331283889663741,
1495
+ "XLE": 1.0,
1496
+ "XLV": 0.8083879463033987,
1497
+ "XLI": 0.5152308752336509,
1498
+ "XLY": 0.5001124106486664,
1499
+ "SMH": 0.15598991338348228,
1500
+ "SOXX": 0.0198943236915878,
1501
+ "XLB": 0.48314782306021753,
1502
+ "XLP": 0.72583791642252,
1503
+ "XLU": 0.7310802490968813,
1504
+ "GDX": 0.030262630974698956,
1505
+ "XME": 0.1884548925084049,
1506
+ "IWF": 0.45400692016860367,
1507
+ "XSD": 0.10011452460563433,
1508
+ "XBI": 0.6397401534703849,
1509
+ "IWM": 0.5817899681088412,
1510
+ "IWD": 0.7241511750525016,
1511
+ "IWO": 0.5204140827878855
1512
+ }
1513
+ }
1514
+ ]
1515
+ }
1516
+ }
1517
+ }