run_date timestamp[s]date 2026-08-31 00:00:00 2026-09-11 00:00:00 | algorithm stringclasses 1
value | top_picks dict | backtest_results dict | best_window dict | universes dict | window_picks dict | diagnostics dict |
|---|---|---|---|---|---|---|---|
2026-08-31T00:00:00 | POLYCHAOS-ETF | {
"FI_COMMODITIES": [
{
"ticker": "SLV",
"expected_return": 1.21,
"std": 5.51,
"skew": -0.02,
"p05": -8.41,
"p95": 9.53,
"prob_loss": 46.2,
"explained_variance_fraction": 0.035,
"confidence": "Low",
"recommended_hold_days": 5
},
{
"ticker":... | {
"FI_COMMODITIES": {
"126": {
"window": 126,
"hold_days": 5,
"n_predictions": 827,
"correlation": -0.07410298605358351,
"mse": 0.0011744817928678437,
"directional_accuracy": 0.5230609777163586,
"sharpe": -0.18638276899284875,
"sharpe_gross": 0.10546887277986867,
... | {
"FI_COMMODITIES": {
"window": 1008,
"metrics": {
"window": 1008,
"hold_days": 5,
"n_predictions": 669,
"correlation": 0.13409539440586665,
"mse": 0.0005695408908698688,
"directional_accuracy": 0.5406790518898142,
"sharpe": 0.0666584841024737,
"sharpe_gross": 0... | {
"FI_COMMODITIES": {
"tickers": [
"TLT",
"VCIT",
"LQD",
"HYG",
"VNQ",
"GLD",
"SLV"
],
"best_window": 1008,
"diagnostics": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 0.1,
"hold_days_used": 5,
"avg_explained_v... | {
"FI_COMMODITIES": {
"126": [
{
"ticker": "SLV",
"expected_return": 2.32,
"std": 7.12,
"skew": -0.06,
"p05": -12.7,
"p95": 10.63,
"prob_loss": 55,
"explained_variance_fraction": 0.153,
"confidence": "Medium",
"recommended_hold_... | {
"FI_COMMODITIES": {
"126": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_used": 5,
"avg_explained_variance_fraction": 0.1454
},
"252": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_use... |
2026-09-01T00:00:00 | POLYCHAOS-ETF | {
"FI_COMMODITIES": [
{
"ticker": "SLV",
"expected_return": 0.71,
"std": 5.52,
"skew": -0.02,
"p05": -8.49,
"p95": 9.5,
"prob_loss": 46.5,
"explained_variance_fraction": 0.037,
"confidence": "Low",
"recommended_hold_days": 5
},
{
"ticker": ... | {
"FI_COMMODITIES": {
"126": {
"window": 126,
"hold_days": 5,
"n_predictions": 827,
"correlation": -0.07428854903323184,
"mse": 0.0011766711046523664,
"directional_accuracy": 0.5235792019347038,
"sharpe": -0.17584852535968037,
"sharpe_gross": 0.1160332915967417,
... | {
"FI_COMMODITIES": {
"window": 1008,
"metrics": {
"window": 1008,
"hold_days": 5,
"n_predictions": 669,
"correlation": 0.13144103317306324,
"mse": 0.0005684386681015275,
"directional_accuracy": 0.5393978219090326,
"sharpe": 0.06802033024441542,
"sharpe_gross": ... | {
"FI_COMMODITIES": {
"tickers": [
"TLT",
"VCIT",
"LQD",
"HYG",
"VNQ",
"GLD",
"SLV"
],
"best_window": 1008,
"diagnostics": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 0.1,
"hold_days_used": 5,
"avg_explained_v... | {
"FI_COMMODITIES": {
"126": [
{
"ticker": "SLV",
"expected_return": 0.66,
"std": 7.06,
"skew": -0.05,
"p05": -12.73,
"p95": 10.54,
"prob_loss": 55.3,
"explained_variance_fraction": 0.158,
"confidence": "Medium",
"recommended_ho... | {
"FI_COMMODITIES": {
"126": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_used": 5,
"avg_explained_variance_fraction": 0.1393
},
"252": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_use... |
2026-09-02T00:00:00 | POLYCHAOS-ETF | {
"FI_COMMODITIES": [
{
"ticker": "SLV",
"expected_return": 1.3,
"std": 5.51,
"skew": -0.02,
"p05": -8.43,
"p95": 9.52,
"prob_loss": 46.4,
"explained_variance_fraction": 0.036,
"confidence": "Low",
"recommended_hold_days": 5
},
{
"ticker": ... | {
"FI_COMMODITIES": {
"126": {
"window": 126,
"hold_days": 5,
"n_predictions": 827,
"correlation": -0.07384776285703293,
"mse": 0.0011743139009100984,
"directional_accuracy": 0.5240974261530489,
"sharpe": -0.1704782273993381,
"sharpe_gross": 0.12175799571877628,
... | {
"FI_COMMODITIES": {
"window": 1008,
"metrics": {
"window": 1008,
"hold_days": 5,
"n_predictions": 669,
"correlation": 0.13570222298520593,
"mse": 0.0005674493112655203,
"directional_accuracy": 0.5413196668802049,
"sharpe": 0.07105444701105869,
"sharpe_gross": ... | {
"FI_COMMODITIES": {
"tickers": [
"TLT",
"VCIT",
"LQD",
"HYG",
"VNQ",
"GLD",
"SLV"
],
"best_window": 1008,
"diagnostics": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 0.1,
"hold_days_used": 5,
"avg_explained_v... | {
"FI_COMMODITIES": {
"126": [
{
"ticker": "SLV",
"expected_return": 2.57,
"std": 7.04,
"skew": -0.05,
"p05": -12.74,
"p95": 10.5,
"prob_loss": 55.2,
"explained_variance_fraction": 0.151,
"confidence": "Medium",
"recommended_hol... | {
"FI_COMMODITIES": {
"126": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_used": 5,
"avg_explained_variance_fraction": 0.1507
},
"252": {
"n_basis_terms": 15,
"poly_order_used": 2,
"ridge_alpha_used": 5,
"hold_days_use... |
2026-09-03T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"GLD","expected_return":0.11,"std":2.63,"skew":-0.02,"p05":-3.88,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":827,"correlation":-0.0738438737(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":669,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.1,"std":1.98,"skew":-0.05,"p05":-3.04,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-04T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.62,"std":5.52,"skew":-0.02,"p05":-8.46,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":-0.0739607857(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":669,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.32,"std":2.0,"skew":-0.05,"p05":-3.09,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-05T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.44,"std":5.53,"skew":-0.02,"p05":-8.56,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":-0.0743463290(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":670,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.15,"std":2.02,"skew":-0.05,"p05":-3.12(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-06T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.54,"std":5.53,"skew":-0.02,"p05":-8.56,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":-0.0743463290(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":670,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.2,"std":2.02,"skew":-0.05,"p05":-3.12,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-08T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.54,"std":5.53,"skew":-0.02,"p05":-8.56,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":-0.0743463290(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":670,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.2,"std":2.02,"skew":-0.05,"p05":-3.12,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-09T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.73,"std":5.51,"skew":-0.02,"p05":-8.47,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":0.07831954030(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":670,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.11,"std":1.93,"skew":0.06,"p05":-2.92,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
2026-09-10T00:00:00 | POLYCHAOS-ETF | {"FI_COMMODITIES":[{"ticker":"SLV","expected_return":0.59,"std":5.51,"skew":-0.02,"p05":-8.47,"p95":(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"window":126,"hold_days":5,"n_predictions":828,"correlation":0.07831954030(...TRUNCATED) | {"FI_COMMODITIES":{"window":1008,"metrics":{"window":1008,"hold_days":5,"n_predictions":670,"correla(...TRUNCATED) | {"FI_COMMODITIES":{"tickers":["TLT","VCIT","LQD","HYG","VNQ","GLD","SLV"],"best_window":1008,"diagno(...TRUNCATED) | {"FI_COMMODITIES":{"126":[{"ticker":"VNQ","expected_return":0.08,"std":1.93,"skew":0.06,"p05":-2.92,(...TRUNCATED) | {"FI_COMMODITIES":{"126":{"n_basis_terms":15,"poly_order_used":2,"ridge_alpha_used":5.0,"hold_days_u(...TRUNCATED) |
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