run_date timestamp[s]date 2026-09-08 00:00:00 2026-09-26 00:00:00 | algorithm stringclasses 1
value | top_picks dict | backtest_results dict | best_window dict | universes dict | window_picks dict | diagnostics dict |
|---|---|---|---|---|---|---|---|
2026-09-08T00:00:00 | WAVE-SYNCHRO | {
"FI_COMMODITIES": [
{
"ticker": "VNQ",
"expected_return": 1.08,
"dominant_driver": "HY_SPREAD",
"modulation_index": 0.0079,
"confidence": "Low",
"recommended_hold_days": 5
},
{
"ticker": "LQD",
"expected_return": 0.44,
"dominant_driver": "HY_SPREAD",... | {
"FI_COMMODITIES": {
"252": {
"window": 252,
"hold_days": 3,
"signal_direction": 1,
"n_predictions": 1376,
"correlation": 0.024004108291358246,
"mse": 0.00036727990758331577,
"directional_accuracy": 0.5126661129568106,
"sharpe": -0.0382194187478875,
"sharpe_g... | {
"FI_COMMODITIES": {
"window": 1008,
"metrics": {
"window": 1008,
"hold_days": 5,
"signal_direction": 1,
"n_predictions": 674,
"correlation": 0.026320348205346875,
"mse": 0.0005403003820360415,
"directional_accuracy": 0.5417549809241204,
"sharpe": 0.02095311302... | {
"FI_COMMODITIES": {
"tickers": [
"TLT",
"VCIT",
"LQD",
"HYG",
"VNQ",
"GLD",
"SLV"
],
"best_window": 1008,
"diagnostics": {
"all_tickers_dominant_drivers": {
"TLT": "VIX",
"VCIT": "HY_SPREAD",
"LQD": "HY_SPREAD",
"HYG": "... | {
"FI_COMMODITIES": {
"252": [
{
"ticker": "VNQ",
"expected_return": 0.23,
"dominant_driver": "VIX",
"modulation_index": 0.0246,
"confidence": "Medium",
"recommended_hold_days": 3
},
{
"ticker": "TLT",
"expected_return": 0.13,
... | {
"FI_COMMODITIES": {
"252": {
"all_tickers_dominant_drivers": {
"TLT": "T10Y2Y",
"VCIT": "T10Y2Y",
"LQD": "T10Y2Y",
"HYG": "HY_SPREAD",
"VNQ": "VIX",
"GLD": "VIX",
"SLV": "HY_SPREAD"
},
"all_tickers_mi": {
"TLT": 0.0237,
"V... |
2026-09-09T00:00:00 | WAVE-SYNCHRO | {
"FI_COMMODITIES": [
{
"ticker": "VNQ",
"expected_return": 1.08,
"dominant_driver": "HY_SPREAD",
"modulation_index": 0.0079,
"confidence": "Low",
"recommended_hold_days": 5
},
{
"ticker": "LQD",
"expected_return": 0.44,
"dominant_driver": "HY_SPREAD",... | {
"FI_COMMODITIES": {
"252": {
"window": 252,
"hold_days": 3,
"signal_direction": 1,
"n_predictions": 1376,
"correlation": 0.02355402232780734,
"mse": 0.0003672782916594626,
"directional_accuracy": 0.5126661129568106,
"sharpe": -0.03958265129686507,
"sharpe_gr... | {
"FI_COMMODITIES": {
"window": 1008,
"metrics": {
"window": 1008,
"hold_days": 5,
"signal_direction": 1,
"n_predictions": 674,
"correlation": 0.026320348205346875,
"mse": 0.0005403003820360415,
"directional_accuracy": 0.5417549809241204,
"sharpe": 0.02095311302... | {
"FI_COMMODITIES": {
"tickers": [
"TLT",
"VCIT",
"LQD",
"HYG",
"VNQ",
"GLD",
"SLV"
],
"best_window": 1008,
"diagnostics": {
"all_tickers_dominant_drivers": {
"TLT": "VIX",
"VCIT": "HY_SPREAD",
"LQD": "HY_SPREAD",
"HYG": "... | {
"FI_COMMODITIES": {
"252": [
{
"ticker": "VNQ",
"expected_return": 0.24,
"dominant_driver": "VIX",
"modulation_index": 0.0246,
"confidence": "Medium",
"recommended_hold_days": 3
},
{
"ticker": "TLT",
"expected_return": 0.13,
... | {
"FI_COMMODITIES": {
"252": {
"all_tickers_dominant_drivers": {
"TLT": "T10Y2Y",
"VCIT": "T10Y2Y",
"LQD": "T10Y2Y",
"HYG": "HY_SPREAD",
"VNQ": "VIX",
"GLD": "VIX",
"SLV": "HY_SPREAD"
},
"all_tickers_mi": {
"TLT": 0.0237,
"V... |
2026-09-10T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.55,"dominant_driver":"HY_SPREAD","modulation_(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1376,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"signal_direction":1,"n_pred(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.62,"dominant_driver":"VIX","modulation(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"T10Y2Y","VCIT":"T10Y2Y","LQD":"T10Y(...TRUNCATED) |
2026-09-11T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"TLT","expected_return":0.37,"dominant_driver":"VIX","modulation_index"(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1376,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"signal_direction":1,"n_pred(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"TLT","expected_return":0.78,"dominant_driver":"T10Y2Y","modulat(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"T10Y2Y","VCIT":"DXY","LQD":"T10Y2Y"(...TRUNCATED) |
2026-09-12T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.8,"dominant_driver":"DXY","modulation_index":(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1377,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":252,"metrics":{"window":252,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":252,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.8,"dominant_driver":"DXY","modulation_(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"VIX","VCIT":"T10Y2Y","LQD":"T10Y2Y"(...TRUNCATED) |
2026-09-13T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.8,"dominant_driver":"DXY","modulation_index":(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1377,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":252,"metrics":{"window":252,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":252,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.8,"dominant_driver":"DXY","modulation_(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"VIX","VCIT":"T10Y2Y","LQD":"T10Y2Y"(...TRUNCATED) |
2026-09-15T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"TLT","expected_return":0.37,"dominant_driver":"DXY","modulation_index"(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":5,"signal_direction":1,"n_predictions":826,"corre(...TRUNCATED) | {"FI_COMMODITIES":{"window":504,"metrics":{"window":504,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":504,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"TLT","expected_return":0.37,"dominant_driver":"HY_SPREAD","modu(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"HY_SPREAD","VCIT":"DXY","LQD":"HY_S(...TRUNCATED) |
2026-09-16T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.68,"dominant_driver":"T10Y2Y","modulation_ind(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1377,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":252,"metrics":{"window":252,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":252,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.68,"dominant_driver":"T10Y2Y","modulat(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"VIX","VCIT":"DXY","LQD":"T10Y2Y","H(...TRUNCATED) |
2026-09-17T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.92,"dominant_driver":"T10Y2Y","modulation_ind(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1377,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":252,"metrics":{"window":252,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":252,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.92,"dominant_driver":"T10Y2Y","modulat(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"VIX","VCIT":"DXY","LQD":"DXY","HYG"(...TRUNCATED) |
2026-09-18T00:00:00 | WAVE-SYNCHRO | {"FI_COMMODITIES":[{"ticker":"VNQ","expected_return":0.97,"dominant_driver":"T10Y2Y","modulation_ind(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"window":252,"hold_days":3,"signal_direction":1,"n_predictions":1378,"corr(...TRUNCATED) | {"FI_COMMODITIES":{"window":252,"metrics":{"window":252,"hold_days":3,"signal_direction":1,"n_predic(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":252,"diagnos(...TRUNCATED) | {"FI_COMMODITIES":{"252":[{"ticker":"VNQ","expected_return":0.97,"dominant_driver":"T10Y2Y","modulat(...TRUNCATED) | {"FI_COMMODITIES":{"252":{"all_tickers_dominant_drivers":{"TLT":"T10Y2Y","VCIT":"DXY","LQD":"DXY","H(...TRUNCATED) |
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