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Browse files- config/symbol_sets/challenger.json +125 -125
config/symbol_sets/challenger.json
CHANGED
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@@ -1,10 +1,10 @@
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{
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"run_id": "scr-
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"generated_at": "2026-09-
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"screener_run_id": "scr-
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"content_fingerprint": "sha256:
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"output_fingerprint": "sha256:
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"universe_content_fingerprint": "sha256:
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"selection_rules_version": "3.2.0",
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"target": "HG=F",
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"total_candidates": 141,
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@@ -75,17 +75,17 @@
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"category": "macro_currency",
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"selection_source": "mandatory",
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"rank": 113,
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| 78 |
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"score_composite": 0.
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"is_pearson": -0.4365658515972885,
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| 80 |
"is_n_obs": 312,
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| 81 |
"is_best_lag": 0,
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| 82 |
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"oos_pearson": -0.
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"oos_pearson_sign": "negative",
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"oos_n_obs":
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| 85 |
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"oos_partial_corr": 0.
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| 86 |
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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| 88 |
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"oos_lag_corr_at_frozen": -0.
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},
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{
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"ticker": "CL=F",
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@@ -96,200 +96,200 @@
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"is_pearson": 0.34649573464844113,
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": -0.
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"oos_pearson_sign": "negative",
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| 101 |
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"oos_n_obs":
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| 102 |
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"oos_partial_corr": 0.
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| 103 |
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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| 105 |
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"oos_lag_corr_at_frozen": -0.
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},
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{
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"ticker": "COPX",
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"category": "etf_copper",
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"selection_source": "screener",
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"rank": 2,
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| 112 |
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"score_composite": 0.
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| 113 |
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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| 119 |
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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| 122 |
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "PICK",
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"category": "etf_miners",
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"selection_source": "screener",
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"rank": 3,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "FCX",
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"category": "miner_major",
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"selection_source": "screener",
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"rank": 4,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "SCCO",
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"category": "miner_major",
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"selection_source": "screener",
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"rank": 5,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "
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"category": "
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"selection_source": "screener",
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"rank": 6,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "
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"category": "
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"selection_source": "screener",
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"rank": 7,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "BHP",
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"category": "miner_major",
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"selection_source": "screener",
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"rank": 8,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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-
"oos_n_obs":
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-
"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "LUN.TO",
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"category": "miner_mid",
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"selection_source": "screener",
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"rank": 9,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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-
"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "XME",
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"category": "etf_metals",
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"selection_source": "screener",
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"rank": 12,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "FXA",
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"category": "macro_currency",
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"selection_source": "screener",
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"rank": 17,
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "VALE",
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"category": "miner_diversified",
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"selection_source": "screener",
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"rank": 25,
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-
"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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"oos_n_obs":
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"oos_partial_corr": 0.
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"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "GXC",
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@@ -297,67 +297,67 @@
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"selection_source": "screener",
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"rank": 35,
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"score_composite": 0.5124,
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-
"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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-
"oos_n_obs":
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-
"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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-
"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "CEW",
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"category": "macro_em",
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"selection_source": "screener",
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"rank":
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"score_composite": 0.
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"is_pearson": 0.
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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-
"oos_n_obs":
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-
"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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-
"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "PL=F",
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"category": "commodity_precious",
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"selection_source": "screener",
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"rank": 44,
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-
"score_composite": 0.
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"is_pearson": 0.48368775603200487,
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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-
"oos_n_obs":
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-
"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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-
"oos_lag_corr_at_frozen": 0.
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},
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{
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"ticker": "ALI=F",
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"category": "commodity_base",
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"selection_source": "screener",
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-
"rank":
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-
"score_composite": 0.
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"is_pearson": 0.5018667089390725,
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"is_n_obs": 312,
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"is_best_lag": 0,
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-
"oos_pearson": 0.
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"oos_pearson_sign": "positive",
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-
"oos_n_obs":
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"oos_partial_corr": 0.
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-
"oos_rolling_std": 0.
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"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.
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}
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]
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}
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{
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+
"run_id": "scr-20260921-f0f445",
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"generated_at": "2026-09-21T08:30:23Z",
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"screener_run_id": "scr-20260921-f0f445",
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"content_fingerprint": "sha256:725856eb720d3f7dae7c32c7ba0db5bcf0c27cc3fbc7d7e5abaabea24dd6abc2",
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| 6 |
+
"output_fingerprint": "sha256:9f3ddf2752d72a8a0f8cc83c57b0231488f053587d85665e59343b58999dc6bc",
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| 7 |
+
"universe_content_fingerprint": "sha256:a03a777a6bfa03267baa7e913f2538e254faeeb3df5645a4c5a7bf33e71825a5",
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"selection_rules_version": "3.2.0",
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"target": "HG=F",
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"total_candidates": 141,
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"category": "macro_currency",
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"selection_source": "mandatory",
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"rank": 113,
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+
"score_composite": 0.3303,
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| 79 |
"is_pearson": -0.4365658515972885,
|
| 80 |
"is_n_obs": 312,
|
| 81 |
"is_best_lag": 0,
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| 82 |
+
"oos_pearson": -0.25822598290713766,
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| 83 |
"oos_pearson_sign": "negative",
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| 84 |
+
"oos_n_obs": 142,
|
| 85 |
+
"oos_partial_corr": 0.12957397559867345,
|
| 86 |
+
"oos_rolling_std": 0.09112256588158137,
|
| 87 |
"oos_frozen_lag": 0,
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+
"oos_lag_corr_at_frozen": -0.25822598290713766
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},
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{
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"ticker": "CL=F",
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"is_pearson": 0.34649573464844113,
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| 97 |
"is_n_obs": 312,
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| 98 |
"is_best_lag": 0,
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| 99 |
+
"oos_pearson": -0.016203737498957694,
|
| 100 |
"oos_pearson_sign": "negative",
|
| 101 |
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"oos_n_obs": 142,
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| 102 |
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"oos_partial_corr": 0.01926440639239241,
|
| 103 |
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"oos_rolling_std": 0.29296506982872167,
|
| 104 |
"oos_frozen_lag": 0,
|
| 105 |
+
"oos_lag_corr_at_frozen": -0.016203737498957694
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},
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{
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"ticker": "COPX",
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| 109 |
"category": "etf_copper",
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"selection_source": "screener",
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| 111 |
"rank": 2,
|
| 112 |
+
"score_composite": 0.7523,
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+
"is_pearson": 0.7841778744799264,
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| 114 |
"is_n_obs": 312,
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| 115 |
"is_best_lag": 0,
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| 116 |
+
"oos_pearson": 0.6687415846180866,
|
| 117 |
"oos_pearson_sign": "positive",
|
| 118 |
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"oos_n_obs": 142,
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| 119 |
+
"oos_partial_corr": 0.588704565526299,
|
| 120 |
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"oos_rolling_std": 0.11457133557296617,
|
| 121 |
"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.6687415846180866
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| 123 |
},
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{
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"ticker": "PICK",
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| 126 |
"category": "etf_miners",
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| 127 |
"selection_source": "screener",
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"rank": 3,
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| 129 |
+
"score_composite": 0.7073,
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| 130 |
+
"is_pearson": 0.7269351369960422,
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| 131 |
"is_n_obs": 312,
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| 132 |
"is_best_lag": 0,
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| 133 |
+
"oos_pearson": 0.6420738268908731,
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| 134 |
"oos_pearson_sign": "positive",
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| 135 |
+
"oos_n_obs": 142,
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| 136 |
+
"oos_partial_corr": 0.5446916190978214,
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| 137 |
+
"oos_rolling_std": 0.09994292211957181,
|
| 138 |
"oos_frozen_lag": 0,
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| 139 |
+
"oos_lag_corr_at_frozen": 0.6420738268908731
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},
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{
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"ticker": "FCX",
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"category": "miner_major",
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"selection_source": "screener",
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"rank": 4,
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+
"score_composite": 0.6996,
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+
"is_pearson": 0.6989203253461322,
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| 148 |
"is_n_obs": 312,
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| 149 |
"is_best_lag": 0,
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+
"oos_pearson": 0.6119222492682564,
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| 151 |
"oos_pearson_sign": "positive",
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| 152 |
+
"oos_n_obs": 142,
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| 153 |
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"oos_partial_corr": 0.5049153755328663,
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| 154 |
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"oos_rolling_std": 0.16444391498785862,
|
| 155 |
"oos_frozen_lag": 0,
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"oos_lag_corr_at_frozen": 0.6119222492682564
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},
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{
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"ticker": "SCCO",
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"category": "miner_major",
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