P2SAMAPA commited on
Commit
79fede0
·
verified ·
1 Parent(s): 2ed004b

Upload prismatic_factor_2026-08-01.json with huggingface_hub

Browse files
Files changed (1) hide show
  1. prismatic_factor_2026-08-01.json +449 -0
prismatic_factor_2026-08-01.json ADDED
@@ -0,0 +1,449 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "run_date": "2026-08-01",
3
+ "universes": {
4
+ "FI_COMMODITIES": {
5
+ "top_buys": [
6
+ {
7
+ "ticker": "SLV",
8
+ "z_score": 2.3594090756703237
9
+ },
10
+ {
11
+ "ticker": "HYG",
12
+ "z_score": 2.0263483486647953
13
+ },
14
+ {
15
+ "ticker": "VNQ",
16
+ "z_score": 0.41973767748424357
17
+ },
18
+ {
19
+ "ticker": "TLT",
20
+ "z_score": 0.279433867568642
21
+ },
22
+ {
23
+ "ticker": "GLD",
24
+ "z_score": 0.11896943545103002
25
+ }
26
+ ],
27
+ "top_sells": [
28
+ {
29
+ "ticker": "VCIT",
30
+ "z_score": -0.3521966652187369
31
+ },
32
+ {
33
+ "ticker": "LQD",
34
+ "z_score": -0.16048826005909964
35
+ },
36
+ {
37
+ "ticker": "GLD",
38
+ "z_score": 0.11896943545103002
39
+ },
40
+ {
41
+ "ticker": "TLT",
42
+ "z_score": 0.279433867568642
43
+ },
44
+ {
45
+ "ticker": "VNQ",
46
+ "z_score": 0.41973767748424357
47
+ }
48
+ ],
49
+ "full_scores": {
50
+ "TLT": {
51
+ "z_score": 0.279433867568642,
52
+ "best_window": 63,
53
+ "action": "HOLD"
54
+ },
55
+ "VCIT": {
56
+ "z_score": -0.3521966652187369,
57
+ "best_window": 63,
58
+ "action": "HOLD"
59
+ },
60
+ "LQD": {
61
+ "z_score": -0.16048826005909964,
62
+ "best_window": 63,
63
+ "action": "HOLD"
64
+ },
65
+ "HYG": {
66
+ "z_score": 2.0263483486647953,
67
+ "best_window": 63,
68
+ "action": "BUY"
69
+ },
70
+ "VNQ": {
71
+ "z_score": 0.41973767748424357,
72
+ "best_window": 63,
73
+ "action": "HOLD"
74
+ },
75
+ "GLD": {
76
+ "z_score": 0.11896943545103002,
77
+ "best_window": 4536,
78
+ "action": "HOLD"
79
+ },
80
+ "SLV": {
81
+ "z_score": 2.3594090756703237,
82
+ "best_window": 2016,
83
+ "action": "BUY"
84
+ }
85
+ }
86
+ },
87
+ "EQUITY_SECTORS": {
88
+ "top_buys": [
89
+ {
90
+ "ticker": "IWM",
91
+ "z_score": 1.987829652933356
92
+ },
93
+ {
94
+ "ticker": "XLI",
95
+ "z_score": 1.736461406647061
96
+ },
97
+ {
98
+ "ticker": "XLF",
99
+ "z_score": 1.5713637497501112
100
+ },
101
+ {
102
+ "ticker": "URA",
103
+ "z_score": 1.3761171917837085
104
+ },
105
+ {
106
+ "ticker": "XLY",
107
+ "z_score": 1.303880610986153
108
+ }
109
+ ],
110
+ "top_sells": [
111
+ {
112
+ "ticker": "IWF",
113
+ "z_score": -0.9282242953091566
114
+ },
115
+ {
116
+ "ticker": "XLB",
117
+ "z_score": -0.8873170668423384
118
+ },
119
+ {
120
+ "ticker": "XLP",
121
+ "z_score": -0.5109380982392302
122
+ },
123
+ {
124
+ "ticker": "XLE",
125
+ "z_score": -0.4511310872484054
126
+ },
127
+ {
128
+ "ticker": "XLRE",
129
+ "z_score": 0.04689267679371911
130
+ }
131
+ ],
132
+ "full_scores": {
133
+ "SPY": {
134
+ "z_score": 0.8320559499610524,
135
+ "best_window": 504,
136
+ "action": "BUY"
137
+ },
138
+ "QQQ": {
139
+ "z_score": 0.7173691703811494,
140
+ "best_window": 504,
141
+ "action": "BUY"
142
+ },
143
+ "XLK": {
144
+ "z_score": 1.2712692615221155,
145
+ "best_window": 504,
146
+ "action": "BUY"
147
+ },
148
+ "XLF": {
149
+ "z_score": 1.5713637497501112,
150
+ "best_window": 63,
151
+ "action": "BUY"
152
+ },
153
+ "XLE": {
154
+ "z_score": -0.4511310872484054,
155
+ "best_window": 4536,
156
+ "action": "HOLD"
157
+ },
158
+ "XLV": {
159
+ "z_score": 0.8695163942623867,
160
+ "best_window": 63,
161
+ "action": "BUY"
162
+ },
163
+ "XLI": {
164
+ "z_score": 1.736461406647061,
165
+ "best_window": 2016,
166
+ "action": "BUY"
167
+ },
168
+ "XLY": {
169
+ "z_score": 1.303880610986153,
170
+ "best_window": 63,
171
+ "action": "BUY"
172
+ },
173
+ "XLP": {
174
+ "z_score": -0.5109380982392302,
175
+ "best_window": 63,
176
+ "action": "SELL"
177
+ },
178
+ "XLU": {
179
+ "z_score": 0.12308277264752214,
180
+ "best_window": 1008,
181
+ "action": "HOLD"
182
+ },
183
+ "GDX": {
184
+ "z_score": 0.8224707110805781,
185
+ "best_window": 4536,
186
+ "action": "BUY"
187
+ },
188
+ "XME": {
189
+ "z_score": 1.0111247038901243,
190
+ "best_window": 4536,
191
+ "action": "BUY"
192
+ },
193
+ "IWF": {
194
+ "z_score": -0.9282242953091566,
195
+ "best_window": 63,
196
+ "action": "SELL"
197
+ },
198
+ "XSD": {
199
+ "z_score": 0.2736719454291007,
200
+ "best_window": 504,
201
+ "action": "HOLD"
202
+ },
203
+ "SOXX": {
204
+ "z_score": 0.8322435595401652,
205
+ "best_window": 1008,
206
+ "action": "BUY"
207
+ },
208
+ "SMH": {
209
+ "z_score": 0.5164542802325149,
210
+ "best_window": 1008,
211
+ "action": "BUY"
212
+ },
213
+ "URA": {
214
+ "z_score": 1.3761171917837085,
215
+ "best_window": 4032,
216
+ "action": "BUY"
217
+ },
218
+ "XBI": {
219
+ "z_score": 0.4262030386411768,
220
+ "best_window": 2016,
221
+ "action": "HOLD"
222
+ },
223
+ "IWM": {
224
+ "z_score": 1.987829652933356,
225
+ "best_window": 63,
226
+ "action": "BUY"
227
+ },
228
+ "IWD": {
229
+ "z_score": 0.2621313508358526,
230
+ "best_window": 63,
231
+ "action": "HOLD"
232
+ },
233
+ "IWO": {
234
+ "z_score": 0.5122654334585175,
235
+ "best_window": 63,
236
+ "action": "BUY"
237
+ },
238
+ "XLB": {
239
+ "z_score": -0.8873170668423384,
240
+ "best_window": 63,
241
+ "action": "SELL"
242
+ },
243
+ "XLRE": {
244
+ "z_score": 0.04689267679371911,
245
+ "best_window": 63,
246
+ "action": "HOLD"
247
+ }
248
+ }
249
+ },
250
+ "COMBINED": {
251
+ "top_buys": [
252
+ {
253
+ "ticker": "SLV",
254
+ "z_score": 5.101005092470773
255
+ },
256
+ {
257
+ "ticker": "HYG",
258
+ "z_score": 2.3789399453224727
259
+ },
260
+ {
261
+ "ticker": "IWM",
262
+ "z_score": 1.8636642689227612
263
+ },
264
+ {
265
+ "ticker": "XLI",
266
+ "z_score": 1.505754905784069
267
+ },
268
+ {
269
+ "ticker": "XLF",
270
+ "z_score": 1.4608403180160239
271
+ }
272
+ ],
273
+ "top_sells": [
274
+ {
275
+ "ticker": "XLB",
276
+ "z_score": -0.5752171860669101
277
+ },
278
+ {
279
+ "ticker": "XLP",
280
+ "z_score": -0.5532526748943576
281
+ },
282
+ {
283
+ "ticker": "IWF",
284
+ "z_score": -0.5371459680083097
285
+ },
286
+ {
287
+ "ticker": "XLE",
288
+ "z_score": -0.33249267708061614
289
+ },
290
+ {
291
+ "ticker": "VCIT",
292
+ "z_score": -0.18573182786354753
293
+ }
294
+ ],
295
+ "full_scores": {
296
+ "TLT": {
297
+ "z_score": 0.4953252843906916,
298
+ "best_window": 63,
299
+ "action": "HOLD"
300
+ },
301
+ "VCIT": {
302
+ "z_score": -0.18573182786354753,
303
+ "best_window": 63,
304
+ "action": "HOLD"
305
+ },
306
+ "LQD": {
307
+ "z_score": 0.020978212318818294,
308
+ "best_window": 63,
309
+ "action": "HOLD"
310
+ },
311
+ "HYG": {
312
+ "z_score": 2.3789399453224727,
313
+ "best_window": 63,
314
+ "action": "BUY"
315
+ },
316
+ "VNQ": {
317
+ "z_score": 0.6466081984665905,
318
+ "best_window": 63,
319
+ "action": "BUY"
320
+ },
321
+ "GLD": {
322
+ "z_score": 0.9451288208832426,
323
+ "best_window": 252,
324
+ "action": "BUY"
325
+ },
326
+ "SLV": {
327
+ "z_score": 5.101005092470773,
328
+ "best_window": 2016,
329
+ "action": "BUY"
330
+ },
331
+ "SPY": {
332
+ "z_score": 0.44032638845736694,
333
+ "best_window": 63,
334
+ "action": "HOLD"
335
+ },
336
+ "QQQ": {
337
+ "z_score": 0.3624206335120521,
338
+ "best_window": 63,
339
+ "action": "HOLD"
340
+ },
341
+ "XLK": {
342
+ "z_score": 0.5289351521145654,
343
+ "best_window": 63,
344
+ "action": "BUY"
345
+ },
346
+ "XLF": {
347
+ "z_score": 1.4608403180160239,
348
+ "best_window": 63,
349
+ "action": "BUY"
350
+ },
351
+ "XLE": {
352
+ "z_score": -0.33249267708061614,
353
+ "best_window": 4536,
354
+ "action": "HOLD"
355
+ },
356
+ "XLV": {
357
+ "z_score": 0.7819830033834417,
358
+ "best_window": 63,
359
+ "action": "BUY"
360
+ },
361
+ "XLI": {
362
+ "z_score": 1.505754905784069,
363
+ "best_window": 63,
364
+ "action": "BUY"
365
+ },
366
+ "XLY": {
367
+ "z_score": 1.202118982285393,
368
+ "best_window": 63,
369
+ "action": "BUY"
370
+ },
371
+ "XLP": {
372
+ "z_score": -0.5532526748943576,
373
+ "best_window": 63,
374
+ "action": "SELL"
375
+ },
376
+ "XLU": {
377
+ "z_score": -0.18312203434905158,
378
+ "best_window": 4536,
379
+ "action": "HOLD"
380
+ },
381
+ "GDX": {
382
+ "z_score": 0.017509632073389077,
383
+ "best_window": 4536,
384
+ "action": "HOLD"
385
+ },
386
+ "XME": {
387
+ "z_score": 0.06935419856277171,
388
+ "best_window": 4536,
389
+ "action": "HOLD"
390
+ },
391
+ "IWF": {
392
+ "z_score": -0.5371459680083097,
393
+ "best_window": 252,
394
+ "action": "SELL"
395
+ },
396
+ "XSD": {
397
+ "z_score": -0.1606979263274399,
398
+ "best_window": 504,
399
+ "action": "HOLD"
400
+ },
401
+ "SOXX": {
402
+ "z_score": -0.03814979706061369,
403
+ "best_window": 1008,
404
+ "action": "HOLD"
405
+ },
406
+ "SMH": {
407
+ "z_score": -0.10818080218211401,
408
+ "best_window": 1008,
409
+ "action": "HOLD"
410
+ },
411
+ "URA": {
412
+ "z_score": 0.14163560074252632,
413
+ "best_window": 4032,
414
+ "action": "HOLD"
415
+ },
416
+ "XBI": {
417
+ "z_score": -0.11352924252490376,
418
+ "best_window": 4536,
419
+ "action": "HOLD"
420
+ },
421
+ "IWM": {
422
+ "z_score": 1.8636642689227612,
423
+ "best_window": 63,
424
+ "action": "BUY"
425
+ },
426
+ "IWD": {
427
+ "z_score": 0.1944937490540609,
428
+ "best_window": 63,
429
+ "action": "HOLD"
430
+ },
431
+ "IWO": {
432
+ "z_score": 0.43643432245596014,
433
+ "best_window": 63,
434
+ "action": "HOLD"
435
+ },
436
+ "XLB": {
437
+ "z_score": -0.5752171860669101,
438
+ "best_window": 4536,
439
+ "action": "SELL"
440
+ },
441
+ "XLRE": {
442
+ "z_score": -0.013694466122417056,
443
+ "best_window": 63,
444
+ "action": "HOLD"
445
+ }
446
+ }
447
+ }
448
+ }
449
+ }