run_date timestamp[s]date 2026-06-07 09:19:12 2026-06-11 05:50:13 | windows listlengths 7 7 | macro_vars listlengths 14 14 | lag int64 1 1 | rf_estimators int64 50 50 | rf_max_depth int64 5 5 | universes dict |
|---|---|---|---|---|---|---|
2026-06-07T09:19:12 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | 50 | 5 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "HYG",
"granger_score_norm": 1,
"raw_score": 0.049821691244268274
},
{
"ticker": "VCIT",
"granger_score_norm": 0.4689481746771829,
"... |
2026-06-08T05:50:22 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | 50 | 5 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "HYG",
"granger_score_norm": 1,
"raw_score": 0.049821691244268274
},
{
"ticker": "VCIT",
"granger_score_norm": 0.4689481746771829,
"... |
2026-06-09T05:37:20 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | 50 | 5 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "HYG",
"granger_score_norm": 1,
"raw_score": 0.049821691244268274
},
{
"ticker": "VCIT",
"granger_score_norm": 0.46420974263480674,
... |
2026-06-10T05:46:25 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | 50 | 5 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "HYG",
"granger_score_norm": 1,
"raw_score": 0.05140095216102103
},
{
"ticker": "VCIT",
"granger_score_norm": 0.42219450774813494,
"... |
2026-06-11T05:50:13 | [
63,
252,
504,
1008,
2016,
4032,
4536
] | [
"VIX",
"DXY",
"T10Y2Y",
"TBILL_3M",
"DGS1MO",
"DGS3MO",
"DGS6MO",
"DGS1",
"DGS2",
"DGS5",
"DGS7",
"DGS10",
"DGS20",
"DGS30"
] | 1 | 50 | 5 | {
"FI_COMMODITIES": {
"best_window_data": {
"window": 4536,
"top_etfs": [
{
"ticker": "HYG",
"granger_score_norm": 1,
"raw_score": 0.04563205692456085
},
{
"ticker": "LQD",
"granger_score_norm": 0.6293839455399785,
"ra... |
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