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2026-05-18 00:00:00
2026-05-26 00:00:00
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2026-05-15 00:00:00
2026-05-25 00:00:00
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2026-05-18T00:00:00
COMBINED
2026-05-15T00:00:00
{ "GDX": { "composite_score": 0.348953, "myopic_demand": 5, "hedging_demand": 0.00019, "rank": 10, "heston": { "kappa": 5.9931, "theta": 0.207851, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603129, "myopic_demand": 5,...
[ { "ticker": "XLU", "composite_score": 0.73195, "myopic_demand": 5, "hedging_demand": 0.000808, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.702185, ...
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[ 1.0001428673474246, 0.7514239720407093, 0.8516309210027778, 0.8444218429704746, 0.8433979468481325, 0.8431040936580713, 0.8429909453678136, 0.8429403743294455, 0.8429162834994328, 0.8429049891816747, 0.84290046825099, 0.8428997558534735, 0.8429012567189597, 0.8429040455139083, 0.84290754...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-18T00:00:00
EQUITY_SECTORS
2026-05-15T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000706, "rank": 8, "heston": { "kappa": 5.9931, "theta": 0.207851, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753993, "myopic_demand": 5, "hedging_demand": 0.002999, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526926,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7165043672597977, 0.8462225344100142, 0.828683183362993, 0.8272169251411376, 0.8268706167646782, 0.8267533750080943, 0.8267070019372702, 0.8266884682323863, 0.8266827540902743, 0.8266836565829649, 0.8266882805499257, 0.8266951422279143, 0.8267034227569173, 0.8267126...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-18T00:00:00
FI_COMMODITIES
2026-05-15T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889161, "myopic_demand": 5, "hedging_demand": -0.115854, "rank": 6, "heston": { "kappa": 3.7567, "theta": 0.081168, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036569, "m...
[ { "ticker": "HYG", "composite_score": 2.036569, "myopic_demand": 5, "hedging_demand": 1.277879, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.8363798873442593, 0.872466295067063, 0.8767357467765665, 0.8779765779345716, 0.8784199312136041, 0.878553842484601, 0.8785356389948973, 0.8784282940844664, 0.878260691806566, 0.8780472841702522, 0.8777956620166875, 0.8775098461245936, 0.8771918565565341, 0.876842517...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-19T00:00:00
COMBINED
2026-05-18T00:00:00
{ "GDX": { "composite_score": 0.348953, "myopic_demand": 5, "hedging_demand": 0.00036, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603129, "myopic_demand": 5,...
[ { "ticker": "XLU", "composite_score": 0.73195, "myopic_demand": 5, "hedging_demand": 0.001527, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.702185, ...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7514240091924448, 0.8516309332528208, 0.8444218406935277, 0.843397945115496, 0.8431040925578751, 0.8429909446293642, 0.8429403737579595, 0.842916282961567, 0.8429049885793287, 0.8429004675053183, 0.8428997548957414, 0.8429012554851485, 0.8429040439413495, 0.84290754...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-19T00:00:00
EQUITY_SECTORS
2026-05-18T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000893, "rank": 8, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753993, "myopic_demand": 5, "hedging_demand": 0.003793, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526926,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7165042627123017, 0.8462226063331364, 0.8286831895432045, 0.8272169271533262, 0.826870617467744, 0.8267533750519468, 0.8267070015661467, 0.8266884675634576, 0.8266827531884867, 0.8266836554880075, 0.8266882792878784, 0.8266951408169432, 0.8267034212103253, 0.8267126...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-19T00:00:00
FI_COMMODITIES
2026-05-18T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889161, "myopic_demand": 5, "hedging_demand": -0.136552, "rank": 6, "heston": { "kappa": 3.7588, "theta": 0.081138, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036569, "m...
[ { "ticker": "HYG", "composite_score": 2.036569, "myopic_demand": 5, "hedging_demand": 1.506173, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.8363763668046649, 0.8724672581727739, 0.8767365106558567, 0.877977228654344, 0.8784205387924255, 0.878554446022435, 0.8785362622752522, 0.8784289532517685, 0.8782613989832251, 0.8780480492659054, 0.8777964936949796, 0.8775107523515087, 0.8771928449280476, 0.87684359...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-20T00:00:00
COMBINED
2026-05-19T00:00:00
{ "GDX": { "composite_score": 0.348953, "myopic_demand": 5, "hedging_demand": 0.000289, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603129, "myopic_demand": 5...
[ { "ticker": "XLU", "composite_score": 0.73195, "myopic_demand": 5, "hedging_demand": 0.001228, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.702185, ...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7514240091924448, 0.8516309332528208, 0.8444218406935277, 0.843397945115496, 0.8431040925578751, 0.8429909446293642, 0.8429403737579595, 0.842916282961567, 0.8429049885793287, 0.8429004675053183, 0.8428997548957414, 0.8429012554851485, 0.8429040439413495, 0.84290754...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-20T00:00:00
EQUITY_SECTORS
2026-05-19T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000809, "rank": 8, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753993, "myopic_demand": 5, "hedging_demand": 0.003436, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526926,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7165042627123017, 0.8462226063331364, 0.8286831895432045, 0.8272169271533262, 0.826870617467744, 0.8267533750519468, 0.8267070015661467, 0.8266884675634576, 0.8266827531884867, 0.8266836554880075, 0.8266882792878784, 0.8266951408169432, 0.8267034212103253, 0.8267126...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-20T00:00:00
FI_COMMODITIES
2026-05-19T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889161, "myopic_demand": 5, "hedging_demand": -0.125701, "rank": 6, "heston": { "kappa": 3.7567, "theta": 0.081168, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036569, "m...
[ { "ticker": "HYG", "composite_score": 2.036569, "myopic_demand": 5, "hedging_demand": 1.386485, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
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[ 1.0001428673474246, 0.8363798873442593, 0.872466295067063, 0.8767357467765665, 0.8779765779345716, 0.8784199312136041, 0.878553842484601, 0.8785356389948973, 0.8784282940844664, 0.878260691806566, 0.8780472841702522, 0.8777956620166875, 0.8775098461245936, 0.8771918565565341, 0.876842517...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-21T00:00:00
COMBINED
2026-05-20T00:00:00
{ "GDX": { "composite_score": 0.34895, "myopic_demand": 5, "hedging_demand": 0.000326, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603134, "myopic_demand": 5,...
[ { "ticker": "XLU", "composite_score": 0.731959, "myopic_demand": 5, "hedging_demand": 0.001383, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.7022, ...
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[ 1.0001428673474246, 0.7514212824525587, 0.8516335951237973, 0.8444221239593604, 0.8433980239531665, 0.8431041288043164, 0.8429909681734294, 0.8429403927378419, 0.8429163001784145, 0.8429050051794706, 0.8429004840373128, 0.8428997716696648, 0.8429012727110297, 0.8429040617881084, 0.842907...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-21T00:00:00
EQUITY_SECTORS
2026-05-20T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000849, "rank": 8, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753989, "myopic_demand": 5, "hedging_demand": 0.003603, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526932,...
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{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-21T00:00:00
FI_COMMODITIES
2026-05-20T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889156, "myopic_demand": 5, "hedging_demand": -0.129969, "rank": 6, "heston": { "kappa": 3.7567, "theta": 0.081168, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036576, "m...
[ { "ticker": "HYG", "composite_score": 2.036576, "myopic_demand": 5, "hedging_demand": 1.433524, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.8363801251447159, 0.8724662577784166, 0.8767357247959704, 0.877976565907946, 0.8784199248686558, 0.8785538395243329, 0.8785356381090645, 0.8784282944624032, 0.8782606929069765, 0.878047285605746, 0.877795663491952, 0.8775098474013, 0.8771918574323821, 0.876842517939...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-22T00:00:00
COMBINED
2026-05-21T00:00:00
{ "GDX": { "composite_score": 0.34895, "myopic_demand": 5, "hedging_demand": 0.000233, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603134, "myopic_demand": 5,...
[ { "ticker": "XLU", "composite_score": 0.731959, "myopic_demand": 5, "hedging_demand": 0.000989, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.7022, ...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7514212824525587, 0.8516335951237973, 0.8444221239593604, 0.8433980239531665, 0.8431041288043164, 0.8429909681734294, 0.8429403927378419, 0.8429163001784145, 0.8429050051794706, 0.8429004840373128, 0.8428997716696648, 0.8429012727110297, 0.8429040617881084, 0.842907...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-22T00:00:00
EQUITY_SECTORS
2026-05-21T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000748, "rank": 8, "heston": { "kappa": 5.9931, "theta": 0.207851, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753989, "myopic_demand": 5, "hedging_demand": 0.003175, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526932,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7165035320940873, 0.8462236144256833, 0.8286831394136116, 0.8272169037104583, 0.8268706099127355, 0.8267533753547701, 0.8267070061185635, 0.8266884746240606, 0.8266827618375674, 0.8266836652007099, 0.8266882897449637, 0.8266951518137586, 0.8267034326097878, 0.826712...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-22T00:00:00
FI_COMMODITIES
2026-05-21T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889156, "myopic_demand": 5, "hedging_demand": -0.119061, "rank": 6, "heston": { "kappa": 3.7567, "theta": 0.081168, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036576, "m...
[ { "ticker": "HYG", "composite_score": 2.036576, "myopic_demand": 5, "hedging_demand": 1.313211, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.8363801251447159, 0.8724662577784166, 0.8767357247959704, 0.877976565907946, 0.8784199248686558, 0.8785538395243329, 0.8785356381090645, 0.8784282944624032, 0.8782606929069765, 0.878047285605746, 0.877795663491952, 0.8775098474013, 0.8771918574323821, 0.876842517939...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-23T00:00:00
COMBINED
2026-05-22T00:00:00
{ "GDX": { "composite_score": 0.34895, "myopic_demand": 5, "hedging_demand": 0.000065, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603134, "myopic_demand": 5,...
[ { "ticker": "XLU", "composite_score": 0.731959, "myopic_demand": 5, "hedging_demand": 0.000275, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.7022, ...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7514212824525587, 0.8516335951237973, 0.8444221239593604, 0.8433980239531665, 0.8431041288043164, 0.8429909681734294, 0.8429403927378419, 0.8429163001784145, 0.8429050051794706, 0.8429004840373128, 0.8428997716696648, 0.8429012727110297, 0.8429040617881084, 0.842907...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-23T00:00:00
EQUITY_SECTORS
2026-05-22T00:00:00
{ "GDX": { "composite_score": 0.076826, "myopic_demand": 5, "hedging_demand": 0.000585, "rank": 8, "heston": { "kappa": 5.9931, "theta": 0.207851, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": null, "HYG": null, "IWF": { "composite_score": 0.3...
[ { "ticker": "XLU", "composite_score": 1.753989, "myopic_demand": 5, "hedging_demand": 0.002486, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "XLE", "composite_score": 1.526932,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7165035320940873, 0.8462236144256833, 0.8286831394136116, 0.8272169037104583, 0.8268706099127355, 0.8267533753547701, 0.8267070061185635, 0.8266884746240606, 0.8266827618375674, 0.8266836652007099, 0.8266882897449637, 0.8266951518137586, 0.8267034326097878, 0.826712...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-23T00:00:00
FI_COMMODITIES
2026-05-22T00:00:00
{ "GDX": null, "GLD": { "composite_score": -0.889156, "myopic_demand": 5, "hedging_demand": -0.107037, "rank": 6, "heston": { "kappa": 3.7588, "theta": 0.081138, "xi": 1.0159, "rho": -0.3606, "mu": 0.3323 } }, "HYG": { "composite_score": 2.036576, "m...
[ { "ticker": "HYG", "composite_score": 2.036576, "myopic_demand": 5, "hedging_demand": 1.180587, "rank": 1, "heston": { "kappa": 2.0053, "theta": 0.001903, "xi": 0.075, "rho": 0.0812, "mu": 0.0777 } }, { "ticker": "VCIT", "composite_score": 0.7869...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.8363820057502664, 0.8724661026639192, 0.8767357269158126, 0.8779766809158581, 0.8784201200652826, 0.8785540985426863, 0.8785359527450178, 0.8784286607122458, 0.8782611090983036, 0.8780477514591915, 0.8777961796183518, 0.8775104150163053, 0.8771924781864401, 0.876843...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
2026-05-25T00:00:00
COMBINED
2026-05-22T00:00:00
{ "GDX": { "composite_score": 0.348953, "myopic_demand": 5, "hedging_demand": 0.000065, "rank": 10, "heston": { "kappa": 5.9944, "theta": 0.207832, "xi": 1.1585, "rho": -0.3137, "mu": 0.6457 } }, "GLD": { "composite_score": 0.603148, "myopic_demand": 5...
[ { "ticker": "XLU", "composite_score": 0.731977, "myopic_demand": 5, "hedging_demand": 0.000275, "rank": 1, "heston": { "kappa": 20, "theta": 0.019338, "xi": 0.3028, "rho": -0.1297, "mu": 0.1624 } }, { "ticker": "VNQ", "composite_score": 0.702219,...
[ 0.000001, 0.0025262424242424243, 0.0050514848484848485, 0.007576727272727272, 0.010101969696969696, 0.01262721212121212, 0.015152454545454544, 0.01767769696969697, 0.020202939393939395, 0.022728181818181818, 0.025253424242424244, 0.027778666666666667, 0.03030390909090909, 0.032829151515151...
[ 1.0001428673474246, 0.7514244255493808, 0.8516305240387169, 0.8444217987534841, 0.8433979345298501, 0.8431040884398688, 0.8429909424161388, 0.8429403722211827, 0.8429162816860738, 0.8429049874001597, 0.8429004663471056, 0.8428997537185502, 0.8429012542638301, 0.8429040426568756, 0.842907...
{ "gamma": 3, "horizon_days": 63, "nv": 100, "nt": 63, "v_max": 0.25, "heston_window": 252, "heston_refit_freq": 21, "myopic_wt": 0.6, "hedging_wt": 0.4, "vix_stress_threshold": 25, "cash_threshold": -0.4, "top_n": 6, "oos_start": "2010-01-01T00:00:00" }
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