{ "study": "usd_impact_score_v2_robustness_battery", "generated_at_utc": "2026-08-25T15:35:42.263110+00:00", "production_methodology_changed": false, "predictive_claim": false, "as_published_vintage": false, "purpose": "Descriptive robustness diagnostics for the production v2 specification. Results are current-vintage recalculations and do not change the production score.", "data": { "production_start_date": "2015-01-01", "first_complete_week": "2015-01-02", "latest_complete_week": "2026-08-21", "complete_weeks": 608, "latest_production_recalculated_score": -0.7124595351204911, "latest_production_recalculated_regime": "Soft dollar regime", "source_provenance": { "DXY": { "driver": "DXY", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "DX-Y.NYB", "source_url": "https://finance.yahoo.com/quote/DX-Y.NYB/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 3, "status": "fresh", "retrieval_mode": "live" }, "WTI": { "driver": "WTI", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "CL=F", "source_url": "https://finance.yahoo.com/quote/CL%3DF/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 3, "status": "fresh", "retrieval_mode": "live" }, "SPX": { "driver": "SPX", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "^GSPC", "source_url": "https://finance.yahoo.com/quote/%5EGSPC/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 3, "status": "fresh", "retrieval_mode": "live" }, "VIX": { "driver": "VIX", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "^VIX", "source_url": "https://finance.yahoo.com/quote/%5EVIX/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 3, "status": "fresh", "retrieval_mode": "live" }, "BTC": { "driver": "BTC", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "BTC-USD", "source_url": "https://finance.yahoo.com/quote/BTC-USD/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 2, "status": "fresh", "retrieval_mode": "live" }, "GOLD": { "driver": "GOLD", "provider": "Yahoo Finance via yfinance", "provider_code": "yahoo", "series": "GC=F", "source_url": "https://finance.yahoo.com/quote/GC%3DF/history", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 3, "status": "fresh", "retrieval_mode": "live" }, "UST_2Y": { "driver": "UST_2Y", "provider": "Federal Reserve Bank of St. Louis (FRED)", "provider_code": "fred", "series": "DGS2", "source_url": "https://fred.stlouisfed.org/series/DGS2", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 4, "status": "fresh", "retrieval_mode": "live" }, "UST_10Y": { "driver": "UST_10Y", "provider": "Federal Reserve Bank of St. Louis (FRED)", "provider_code": "fred", "series": "DGS10", "source_url": "https://fred.stlouisfed.org/series/DGS10", "observation_date": "2026-08-21", "score_week": "2026-08-21", "age_days": 0, "max_age_days": 4, "status": "fresh", "retrieval_mode": "live" } } }, "point_in_time_normalization": { "min_prior_weeks": 52, "first_evaluated_week": "2016-01-01", "last_evaluated_week": "2026-08-21", "evaluated_weeks": 556, "summary": { "mean_absolute_score_difference": 0.5124447629543464, "max_absolute_score_difference": 1.430024191599606, "regime_label_agreement_rate": 0.4010791366906475 }, "anchor_windows": [ { "name": "2015-16 oil/EM stress", "start": "2015-07-01", "end": "2016-02-01", "expected_sign": 1, "weeks": 5, "pit_sign_hit_rate": 1.0, "full_sample_sign_hit_rate": 1.0, "pit_mean_score": 0.9217073053784783, "full_sample_mean_score": 0.5240667591189786, "regime_label_agreement_rate": 0.6 }, { "name": "2018 Fed tightening", "start": "2018-06-01", "end": "2018-12-31", "expected_sign": 1, "weeks": 31, "pit_sign_hit_rate": 0.41935483870967744, "full_sample_sign_hit_rate": 1.0, "pit_mean_score": 0.06629411067689628, "full_sample_mean_score": 0.2163344237117944, "regime_label_agreement_rate": 0.9354838709677419 }, { "name": "2020 COVID funding stress (phase 1)", "start": "2020-03-01", "end": "2020-03-23", "expected_sign": 1, "weeks": 3, "pit_sign_hit_rate": 0.3333333333333333, "full_sample_sign_hit_rate": 1.0, "pit_mean_score": -0.15256585079832363, "full_sample_mean_score": 0.5714625974846937, "regime_label_agreement_rate": 0.3333333333333333 }, { "name": "2020-21 post-Fed liquidity (phase 2)", "start": "2020-04-01", "end": "2021-10-01", "expected_sign": -1, "weeks": 79, "pit_sign_hit_rate": 1.0, "full_sample_sign_hit_rate": 0.7974683544303798, "pit_mean_score": -1.2765503578558173, "full_sample_mean_score": -0.25864998253970034, "regime_label_agreement_rate": 0.0 }, { "name": "2022 tightening cycle", "start": "2022-02-01", "end": "2023-03-01", "expected_sign": 1, "weeks": 56, "pit_sign_hit_rate": 0.6964285714285714, "full_sample_sign_hit_rate": 0.75, "pit_mean_score": 0.14586694551691584, "full_sample_mean_score": 0.21334558877675375, "regime_label_agreement_rate": 0.8035714285714286 } ] }, "leave_one_driver_out": [ { "omitted_driver": "DXY", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.827184805214506, "latest_score_difference": -0.1147252700940149, "mean_absolute_score_difference": 0.11165902033806492, "max_absolute_score_difference": 0.340998398534637, "sign_agreement_rate": 0.8486842105263158, "regime_label_agreement_rate": 0.875, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "WTI", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.6245265746596187, "latest_score_difference": 0.0879329604608724, "mean_absolute_score_difference": 0.11121991072789089, "max_absolute_score_difference": 0.4647557597491504, "sign_agreement_rate": 0.8618421052631579, "regime_label_agreement_rate": 0.8338815789473685, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "SPX", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.45318851480682665, "latest_score_difference": 0.25927102031366445, "mean_absolute_score_difference": 0.10522615877833259, "max_absolute_score_difference": 0.2896706949367346, "sign_agreement_rate": 0.8042763157894737, "regime_label_agreement_rate": 0.8930921052631579, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "VIX", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.7512032644508739, "latest_score_difference": -0.03874372933038284, "mean_absolute_score_difference": 0.10730966325380834, "max_absolute_score_difference": 0.44885940005459923, "sign_agreement_rate": 0.8914473684210527, "regime_label_agreement_rate": 0.8388157894736842, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "BTC", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.6020188623118785, "latest_score_difference": 0.11044067280861258, "mean_absolute_score_difference": 0.09624704134999315, "max_absolute_score_difference": 0.3170321438832522, "sign_agreement_rate": 0.805921052631579, "regime_label_agreement_rate": 0.9046052631578947, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "GOLD", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.39230643333224413, "latest_score_difference": 0.32015310178824696, "mean_absolute_score_difference": 0.09421481320550462, "max_absolute_score_difference": 0.42282209475204635, "sign_agreement_rate": 0.837171052631579, "regime_label_agreement_rate": 0.881578947368421, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "UST_2Y", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -0.9914107041267223, "latest_score_difference": -0.2789511690062312, "mean_absolute_score_difference": 0.12908688980111768, "max_absolute_score_difference": 0.2800543557121703, "sign_agreement_rate": 0.8667763157894737, "regime_label_agreement_rate": 0.84375, "latest_regime": "Soft dollar regime" }, { "omitted_driver": "UST_10Y", "remaining_absolute_weight_sum": 0.9999999999999998, "latest_score": -1.0578371220612581, "latest_score_difference": -0.34537758694076703, "mean_absolute_score_difference": 0.12588250159476086, "max_absolute_score_difference": 0.34537758694076703, "sign_agreement_rate": 0.8634868421052632, "regime_label_agreement_rate": 0.8552631578947368, "latest_regime": "Weak dollar regime" } ], "sign_sensitivity": [ { "flipped_driver": "DXY", "production_weight": 0.125, "diagnostic_weight": -0.125, "latest_score": -0.7351138740048947, "latest_score_difference": -0.022654338884403602, "mean_absolute_score_difference": 0.19925594666771063, "max_absolute_score_difference": 0.7875104646418831, "sign_agreement_rate": 0.7697368421052632, "regime_label_agreement_rate": 0.694078947368421, "latest_regime": "Soft dollar regime" }, { "flipped_driver": "WTI", "production_weight": -0.125, "diagnostic_weight": 0.125, "latest_score": -0.38046197053384156, "latest_score_difference": 0.33199756458664953, "mean_absolute_score_difference": 0.19936166883345818, "max_absolute_score_difference": 0.8043262737621673, "sign_agreement_rate": 0.7286184210526315, "regime_label_agreement_rate": 0.7319078947368421, "latest_regime": "Soft dollar regime" }, { "flipped_driver": "SPX", "production_weight": -0.125, "diagnostic_weight": 0.125, "latest_score": -0.08062036579145554, "latest_score_difference": 0.6318391693290355, "mean_absolute_score_difference": 0.208545755440065, "max_absolute_score_difference": 0.6500635079048269, "sign_agreement_rate": 0.6480263157894737, "regime_label_agreement_rate": 0.7351973684210527, "latest_regime": "Neutral / transitional" }, { "flipped_driver": "VIX", "production_weight": 0.125, "diagnostic_weight": -0.125, "latest_score": -0.6021461776685383, "latest_score_difference": 0.11031335745195281, "mean_absolute_score_difference": 0.17519016159585166, "max_absolute_score_difference": 0.8750000000000001, "sign_agreement_rate": 0.8388157894736842, "regime_label_agreement_rate": 0.7039473684210527, "latest_regime": "Soft dollar regime" }, { "flipped_driver": "BTC", "production_weight": -0.125, "diagnostic_weight": 0.125, "latest_score": -0.3410734739252962, "latest_score_difference": 0.3713860611951949, "mean_absolute_score_difference": 0.2078317143781904, "max_absolute_score_difference": 0.7087398637020832, "sign_agreement_rate": 0.6365131578947368, "regime_label_agreement_rate": 0.7417763157894737, "latest_regime": "Soft dollar regime" }, { "flipped_driver": "GOLD", "production_weight": -0.125, "diagnostic_weight": 0.125, "latest_score": 0.025923276789063865, "latest_score_difference": 0.738382811909555, "mean_absolute_score_difference": 0.17536291969484666, "max_absolute_score_difference": 0.8750000000000001, "sign_agreement_rate": 0.6299342105263158, "regime_label_agreement_rate": 0.805921052631579, "latest_regime": "Neutral / transitional" }, { "flipped_driver": "UST_2Y", "production_weight": 0.125, "diagnostic_weight": -0.125, "latest_score": -1.022509197101273, "latest_score_difference": -0.3100496619807819, "mean_absolute_score_difference": 0.2238386002313181, "max_absolute_score_difference": 0.44477141378947715, "sign_agreement_rate": 0.7664473684210527, "regime_label_agreement_rate": 0.631578947368421, "latest_regime": "Weak dollar regime" }, { "flipped_driver": "UST_10Y", "production_weight": 0.125, "diagnostic_weight": -0.125, "latest_score": -1.1387554284867112, "latest_score_difference": -0.4262958933662201, "mean_absolute_score_difference": 0.21585628170759408, "max_absolute_score_difference": 0.46741136680389134, "sign_agreement_rate": 0.7944078947368421, "regime_label_agreement_rate": 0.6595394736842105, "latest_regime": "Weak dollar regime" } ], "rolling_normalization": [ { "prior_window_weeks": 104, "evaluated_weeks": 504, "first_evaluated_week": "2016-12-30", "last_evaluated_week": "2026-08-21", "latest_score": -0.2507540560724118, "latest_full_sample_score": -0.7124595351204911, "mean_absolute_score_difference_vs_full_sample": 0.5181606005004817, "max_absolute_score_difference_vs_full_sample": 1.2828633096434043, "sign_agreement_rate_vs_full_sample": 0.6309523809523809, "regime_label_agreement_rate_vs_full_sample": 0.3948412698412698 }, { "prior_window_weeks": 156, "evaluated_weeks": 452, "first_evaluated_week": "2017-12-29", "last_evaluated_week": "2026-08-21", "latest_score": -0.5114739831732458, "latest_full_sample_score": -0.7124595351204911, "mean_absolute_score_difference_vs_full_sample": 0.48245439412709284, "max_absolute_score_difference_vs_full_sample": 1.1557367102815117, "sign_agreement_rate_vs_full_sample": 0.6836283185840708, "regime_label_agreement_rate_vs_full_sample": 0.3915929203539823 }, { "prior_window_weeks": 260, "evaluated_weeks": 348, "first_evaluated_week": "2019-12-27", "last_evaluated_week": "2026-08-21", "latest_score": -0.6859020787185416, "latest_full_sample_score": -0.7124595351204911, "mean_absolute_score_difference_vs_full_sample": 0.4666661631637299, "max_absolute_score_difference_vs_full_sample": 1.2306951714312526, "sign_agreement_rate_vs_full_sample": 0.7844827586206896, "regime_label_agreement_rate_vs_full_sample": 0.4339080459770115 } ], "correlation_concentration": { "diagnostic": "Pearson correlation of production weekly level inputs", "caution": "Level correlations may reflect common trends and are not return correlations.", "window_weeks": 52, "window_start": "2025-08-29", "window_end": "2026-08-21", "mean_absolute_pair_correlation": 0.43570536971403756, "max_absolute_pair_correlation": 0.955631114677663, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.955631114677663 }, "top_pairs": [ { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.955631114677663 }, { "left": "SPX", "right": "UST_2Y", "correlation": 0.7922171029916869 }, { "left": "SPX", "right": "UST_10Y", "correlation": 0.7833793545794122 }, { "left": "DXY", "right": "UST_2Y", "correlation": 0.6627738766920784 }, { "left": "WTI", "right": "UST_10Y", "correlation": 0.6485159756097665 }, { "left": "WTI", "right": "UST_2Y", "correlation": 0.6392630405094302 }, { "left": "BTC", "right": "UST_10Y", "correlation": -0.6363746185211286 }, { "left": "BTC", "right": "UST_2Y", "correlation": -0.6281487737605327 }, { "left": "SPX", "right": "BTC", "correlation": -0.596869473550424 }, { "left": "WTI", "right": "BTC", "correlation": -0.589417493334874 } ] }, "rolling_component_correlations": { "diagnostic": "Rolling Pearson correlation of clipped production component z-scores", "caution": "Current-vintage component correlations are descriptive and can change when the full-sample normalization history is recalculated.", "window_weeks": 52, "observations": 557, "first_date": "2015-12-25", "latest_date": "2026-08-21", "latest": { "date": "2026-08-21", "window_start": "2025-08-29", "window_end": "2026-08-21", "mean_absolute_pair_correlation": 0.4359837661151263, "max_absolute_pair_correlation": 0.9556311146776633, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9556311146776633 } }, "history": [ { "date": "2015-12-25", "window_start": "2015-01-02", "window_end": "2015-12-25", "mean_absolute_pair_correlation": 0.3940034424184909, "max_absolute_pair_correlation": 0.919732829525651, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.919732829525651 } }, { "date": "2016-01-01", "window_start": "2015-01-09", "window_end": "2016-01-01", "mean_absolute_pair_correlation": 0.4078845261908456, "max_absolute_pair_correlation": 0.9204337358284655, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9204337358284655 } }, { "date": "2016-01-08", "window_start": "2015-01-16", "window_end": "2016-01-08", "mean_absolute_pair_correlation": 0.4277743273696806, "max_absolute_pair_correlation": 0.9291250238807862, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9291250238807862 } }, { "date": "2016-01-15", "window_start": "2015-01-23", "window_end": "2016-01-15", "mean_absolute_pair_correlation": 0.43953622500700007, "max_absolute_pair_correlation": 0.9335229265439337, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9335229265439337 } }, { "date": "2016-01-22", "window_start": "2015-01-30", "window_end": "2016-01-22", "mean_absolute_pair_correlation": 0.454746217775983, "max_absolute_pair_correlation": 0.9253785315439128, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9253785315439128 } }, { "date": "2016-01-29", "window_start": "2015-02-06", "window_end": "2016-01-29", "mean_absolute_pair_correlation": 0.4631392824077406, "max_absolute_pair_correlation": 0.9170284771573841, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9170284771573841 } }, { "date": "2016-02-05", "window_start": "2015-02-13", "window_end": "2016-02-05", "mean_absolute_pair_correlation": 0.46473047824773844, "max_absolute_pair_correlation": 0.9116244534311982, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9116244534311982 } }, { "date": "2016-02-12", "window_start": "2015-02-20", "window_end": "2016-02-12", "mean_absolute_pair_correlation": 0.44957012920585127, "max_absolute_pair_correlation": 0.9132159011519698, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9132159011519698 } }, { "date": "2016-02-19", "window_start": "2015-02-27", "window_end": "2016-02-19", "mean_absolute_pair_correlation": 0.4401949402739952, "max_absolute_pair_correlation": 0.9063000541388897, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9063000541388897 } }, { "date": "2016-02-26", "window_start": "2015-03-06", "window_end": "2016-02-26", "mean_absolute_pair_correlation": 0.4360231643056878, "max_absolute_pair_correlation": 0.9017756167981037, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9017756167981037 } }, { "date": "2016-03-04", "window_start": "2015-03-13", "window_end": "2016-03-04", "mean_absolute_pair_correlation": 0.4248048538267302, "max_absolute_pair_correlation": 0.8980182321753849, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8980182321753849 } }, { "date": "2016-03-11", "window_start": "2015-03-20", "window_end": "2016-03-11", "mean_absolute_pair_correlation": 0.4166305095288684, "max_absolute_pair_correlation": 0.8965787962336993, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8965787962336993 } }, { "date": "2016-03-18", "window_start": "2015-03-27", "window_end": "2016-03-18", "mean_absolute_pair_correlation": 0.40820189238577703, "max_absolute_pair_correlation": 0.8926291729118108, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8926291729118108 } }, { "date": "2016-03-25", "window_start": "2015-04-03", "window_end": "2016-03-25", "mean_absolute_pair_correlation": 0.4008135674155325, "max_absolute_pair_correlation": 0.8898599921487699, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8898599921487699 } }, { "date": "2016-04-01", "window_start": "2015-04-10", "window_end": "2016-04-01", "mean_absolute_pair_correlation": 0.39438460525733726, "max_absolute_pair_correlation": 0.8891696110746717, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8891696110746717 } }, { "date": "2016-04-08", "window_start": "2015-04-17", "window_end": "2016-04-08", "mean_absolute_pair_correlation": 0.39765380951528956, "max_absolute_pair_correlation": 0.8868613828936499, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8868613828936499 } }, { "date": "2016-04-15", "window_start": "2015-04-24", "window_end": "2016-04-15", "mean_absolute_pair_correlation": 0.3944308458883333, "max_absolute_pair_correlation": 0.8867778967418126, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8867778967418126 } }, { "date": "2016-04-22", "window_start": "2015-05-01", "window_end": "2016-04-22", "mean_absolute_pair_correlation": 0.3905518751603635, "max_absolute_pair_correlation": 0.8855140278514805, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8855140278514805 } }, { "date": "2016-04-29", "window_start": "2015-05-08", "window_end": "2016-04-29", "mean_absolute_pair_correlation": 0.38245676358185127, "max_absolute_pair_correlation": 0.883523932789042, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.883523932789042 } }, { "date": "2016-05-06", "window_start": "2015-05-15", "window_end": "2016-05-06", "mean_absolute_pair_correlation": 0.3728053010466269, "max_absolute_pair_correlation": 0.8810074047895547, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8810074047895547 } }, { "date": "2016-05-13", "window_start": "2015-05-22", "window_end": "2016-05-13", "mean_absolute_pair_correlation": 0.3570668196918212, "max_absolute_pair_correlation": 0.877252663354686, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.877252663354686 } }, { "date": "2016-05-20", "window_start": "2015-05-29", "window_end": "2016-05-20", "mean_absolute_pair_correlation": 0.347513788597019, "max_absolute_pair_correlation": 0.8736113359951758, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8736113359951758 } }, { "date": "2016-05-27", "window_start": "2015-06-05", "window_end": "2016-05-27", "mean_absolute_pair_correlation": 0.34457624881813004, "max_absolute_pair_correlation": 0.8744740979431683, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8744740979431683 } }, { "date": "2016-06-03", "window_start": "2015-06-12", "window_end": "2016-06-03", "mean_absolute_pair_correlation": 0.3396535123971381, "max_absolute_pair_correlation": 0.8751933195805645, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8751933195805645 } }, { "date": "2016-06-10", "window_start": "2015-06-19", "window_end": "2016-06-10", "mean_absolute_pair_correlation": 0.33916816293642127, "max_absolute_pair_correlation": 0.8680018223037627, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8680018223037627 } }, { "date": "2016-06-17", "window_start": "2015-06-26", "window_end": "2016-06-17", "mean_absolute_pair_correlation": 0.3362126081430178, "max_absolute_pair_correlation": 0.8579093634746553, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8579093634746553 } }, { "date": "2016-06-24", "window_start": "2015-07-03", "window_end": "2016-06-24", "mean_absolute_pair_correlation": 0.3293739437804671, "max_absolute_pair_correlation": 0.8422456998458631, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.8422456998458631 } }, { "date": "2016-07-01", "window_start": "2015-07-10", "window_end": "2016-07-01", "mean_absolute_pair_correlation": 0.3318646426962025, "max_absolute_pair_correlation": 0.8774914417969414, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.8774914417969414 } }, { "date": "2016-07-08", "window_start": "2015-07-17", "window_end": "2016-07-08", "mean_absolute_pair_correlation": 0.3426293490837873, "max_absolute_pair_correlation": 0.9107467539596167, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9107467539596167 } }, { "date": "2016-07-15", "window_start": "2015-07-24", "window_end": "2016-07-15", "mean_absolute_pair_correlation": 0.36597178372720585, "max_absolute_pair_correlation": 0.9222208550516565, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9222208550516565 } }, { "date": "2016-07-22", "window_start": "2015-07-31", "window_end": "2016-07-22", "mean_absolute_pair_correlation": 0.37882750521395625, "max_absolute_pair_correlation": 0.9243910647401744, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9243910647401744 } }, { "date": "2016-07-29", "window_start": "2015-08-07", "window_end": "2016-07-29", "mean_absolute_pair_correlation": 0.39927086300647335, "max_absolute_pair_correlation": 0.9280486563084184, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9280486563084184 } }, { "date": "2016-08-05", "window_start": "2015-08-14", "window_end": "2016-08-05", "mean_absolute_pair_correlation": 0.4120939957588125, "max_absolute_pair_correlation": 0.929272862140823, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.929272862140823 } }, { "date": "2016-08-12", "window_start": "2015-08-21", "window_end": "2016-08-12", "mean_absolute_pair_correlation": 0.429298150232141, "max_absolute_pair_correlation": 0.9316319668979552, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9316319668979552 } }, { "date": "2016-08-19", "window_start": "2015-08-28", "window_end": "2016-08-19", "mean_absolute_pair_correlation": 0.44760738363217867, "max_absolute_pair_correlation": 0.9335470327996074, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9335470327996074 } }, { "date": "2016-08-26", "window_start": "2015-09-04", "window_end": "2016-08-26", "mean_absolute_pair_correlation": 0.45604886941843165, "max_absolute_pair_correlation": 0.9352690108297466, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9352690108297466 } }, { "date": "2016-09-02", "window_start": "2015-09-11", "window_end": "2016-09-02", "mean_absolute_pair_correlation": 0.4666377765907509, "max_absolute_pair_correlation": 0.9358858916567807, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9358858916567807 } }, { "date": "2016-09-09", "window_start": "2015-09-18", "window_end": "2016-09-09", "mean_absolute_pair_correlation": 0.47546777189733197, "max_absolute_pair_correlation": 0.9338147306442256, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9338147306442256 } }, { "date": "2016-09-16", "window_start": "2015-09-25", "window_end": "2016-09-16", "mean_absolute_pair_correlation": 0.48615879378530596, "max_absolute_pair_correlation": 0.9332625328903794, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9332625328903794 } }, { "date": "2016-09-23", "window_start": "2015-10-02", "window_end": "2016-09-23", "mean_absolute_pair_correlation": 0.4985056629855394, "max_absolute_pair_correlation": 0.9347587844074625, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9347587844074625 } }, { "date": "2016-09-30", "window_start": "2015-10-09", "window_end": "2016-09-30", "mean_absolute_pair_correlation": 0.5189473703705284, "max_absolute_pair_correlation": 0.936396167041579, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.936396167041579 } }, { "date": "2016-10-07", "window_start": "2015-10-16", "window_end": "2016-10-07", "mean_absolute_pair_correlation": 0.5343861748624433, "max_absolute_pair_correlation": 0.9365459820233302, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9365459820233302 } }, { "date": "2016-10-14", "window_start": "2015-10-23", "window_end": "2016-10-14", "mean_absolute_pair_correlation": 0.5439367582780269, "max_absolute_pair_correlation": 0.9371804700598781, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9371804700598781 } }, { "date": "2016-10-21", "window_start": "2015-10-30", "window_end": "2016-10-21", "mean_absolute_pair_correlation": 0.5486716862291184, "max_absolute_pair_correlation": 0.9376791893519848, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9376791893519848 } }, { "date": "2016-10-28", "window_start": "2015-11-06", "window_end": "2016-10-28", "mean_absolute_pair_correlation": 0.5494552761169025, "max_absolute_pair_correlation": 0.9342924349421557, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9342924349421557 } }, { "date": "2016-11-04", "window_start": "2015-11-13", "window_end": "2016-11-04", "mean_absolute_pair_correlation": 0.5494421196414542, "max_absolute_pair_correlation": 0.9301145463698113, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.9301145463698113 } }, { "date": "2016-11-11", "window_start": "2015-11-20", "window_end": "2016-11-11", "mean_absolute_pair_correlation": 0.5288392412469315, "max_absolute_pair_correlation": 0.8973595358886353, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "GOLD", "right": "UST_10Y", "correlation": -0.8973595358886353 } }, { "date": "2016-11-18", "window_start": "2015-11-27", "window_end": "2016-11-18", "mean_absolute_pair_correlation": 0.4950691168648146, "max_absolute_pair_correlation": 0.8844192140722836, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8844192140722836 } }, { "date": "2016-11-25", "window_start": "2015-12-04", "window_end": "2016-11-25", "mean_absolute_pair_correlation": 0.467917356394214, "max_absolute_pair_correlation": 0.8970203187176621, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8970203187176621 } }, { "date": "2016-12-02", "window_start": "2015-12-11", "window_end": "2016-12-02", "mean_absolute_pair_correlation": 0.4448979468036445, "max_absolute_pair_correlation": 0.9078422239097313, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9078422239097313 } }, { "date": "2016-12-09", "window_start": "2015-12-18", "window_end": "2016-12-09", "mean_absolute_pair_correlation": 0.4243572011977554, "max_absolute_pair_correlation": 0.922909318480409, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.922909318480409 } }, { "date": "2016-12-16", "window_start": "2015-12-25", "window_end": "2016-12-16", "mean_absolute_pair_correlation": 0.4238324831495624, "max_absolute_pair_correlation": 0.9331406536946416, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9331406536946416 } }, { "date": "2016-12-23", "window_start": "2016-01-01", "window_end": "2016-12-23", "mean_absolute_pair_correlation": 0.4422994848871334, "max_absolute_pair_correlation": 0.9390048114498991, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9390048114498991 } }, { "date": "2016-12-30", "window_start": "2016-01-08", "window_end": "2016-12-30", "mean_absolute_pair_correlation": 0.46037635877671185, "max_absolute_pair_correlation": 0.9414314367722456, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9414314367722456 } }, { "date": "2017-01-06", "window_start": "2016-01-15", "window_end": "2017-01-06", "mean_absolute_pair_correlation": 0.4829205932400142, "max_absolute_pair_correlation": 0.9446943213707022, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9446943213707022 } }, { "date": "2017-01-13", "window_start": "2016-01-22", "window_end": "2017-01-13", "mean_absolute_pair_correlation": 0.5000377359390783, "max_absolute_pair_correlation": 0.9499477737662411, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9499477737662411 } }, { "date": "2017-01-20", "window_start": "2016-01-29", "window_end": "2017-01-20", "mean_absolute_pair_correlation": 0.5227910734749236, "max_absolute_pair_correlation": 0.9557565702695755, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9557565702695755 } }, { "date": "2017-01-27", "window_start": "2016-02-05", "window_end": "2017-01-27", "mean_absolute_pair_correlation": 0.5609745605451706, "max_absolute_pair_correlation": 0.9641348818758415, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9641348818758415 } }, { "date": "2017-02-03", "window_start": "2016-02-12", "window_end": "2017-02-03", "mean_absolute_pair_correlation": 0.5897268712241681, "max_absolute_pair_correlation": 0.9698552259839606, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9698552259839606 } }, { "date": "2017-02-10", "window_start": "2016-02-19", "window_end": "2017-02-10", "mean_absolute_pair_correlation": 0.6019560703036229, "max_absolute_pair_correlation": 0.9724115458100555, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9724115458100555 } }, { "date": "2017-02-17", "window_start": "2016-02-26", "window_end": "2017-02-17", "mean_absolute_pair_correlation": 0.6161774066975764, "max_absolute_pair_correlation": 0.9736408596933077, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9736408596933077 } }, { "date": "2017-02-24", "window_start": "2016-03-04", "window_end": "2017-02-24", "mean_absolute_pair_correlation": 0.628902842113897, "max_absolute_pair_correlation": 0.9741601886943493, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9741601886943493 } }, { "date": "2017-03-03", "window_start": "2016-03-11", "window_end": "2017-03-03", "mean_absolute_pair_correlation": 0.6420148388470057, "max_absolute_pair_correlation": 0.9732658191331975, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9732658191331975 } }, { "date": "2017-03-10", "window_start": "2016-03-18", "window_end": "2017-03-10", "mean_absolute_pair_correlation": 0.6509499105635427, "max_absolute_pair_correlation": 0.973851257715306, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.973851257715306 } }, { "date": "2017-03-17", "window_start": "2016-03-25", "window_end": "2017-03-17", "mean_absolute_pair_correlation": 0.6550194918240104, "max_absolute_pair_correlation": 0.973603292758337, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.973603292758337 } }, { "date": "2017-03-24", "window_start": "2016-04-01", "window_end": "2017-03-24", "mean_absolute_pair_correlation": 0.6588992665057954, "max_absolute_pair_correlation": 0.9732849021817304, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9732849021817304 } }, { "date": "2017-03-31", "window_start": "2016-04-08", "window_end": "2017-03-31", "mean_absolute_pair_correlation": 0.6687198371630975, "max_absolute_pair_correlation": 0.9733791980258968, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9733791980258968 } }, { "date": "2017-04-07", "window_start": "2016-04-15", "window_end": "2017-04-07", "mean_absolute_pair_correlation": 0.6689475664945022, "max_absolute_pair_correlation": 0.9728822791949915, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9728822791949915 } }, { "date": "2017-04-14", "window_start": "2016-04-22", "window_end": "2017-04-14", "mean_absolute_pair_correlation": 0.6647510240259714, "max_absolute_pair_correlation": 0.9717549208748929, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9717549208748929 } }, { "date": "2017-04-21", "window_start": "2016-04-29", "window_end": "2017-04-21", "mean_absolute_pair_correlation": 0.661335288466674, "max_absolute_pair_correlation": 0.9708872845358377, "pairs_at_or_above_abs_0_70": 15, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9708872845358377 } }, { "date": "2017-04-28", "window_start": "2016-05-06", "window_end": "2017-04-28", "mean_absolute_pair_correlation": 0.6543653120689191, "max_absolute_pair_correlation": 0.9691745567009482, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9691745567009482 } }, { "date": "2017-05-05", "window_start": "2016-05-13", "window_end": "2017-05-05", "mean_absolute_pair_correlation": 0.6395216719187068, "max_absolute_pair_correlation": 0.9682227881901472, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9682227881901472 } }, { "date": "2017-05-12", "window_start": "2016-05-20", "window_end": "2017-05-12", "mean_absolute_pair_correlation": 0.6288482415876412, "max_absolute_pair_correlation": 0.9662715528408768, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9662715528408768 } }, { "date": "2017-05-19", "window_start": "2016-05-27", "window_end": "2017-05-19", "mean_absolute_pair_correlation": 0.6140803794878609, "max_absolute_pair_correlation": 0.9622415447372147, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9622415447372147 } }, { "date": "2017-05-26", "window_start": "2016-06-03", "window_end": "2017-05-26", "mean_absolute_pair_correlation": 0.6060051065943018, "max_absolute_pair_correlation": 0.9582509394690132, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9582509394690132 } }, { "date": "2017-06-02", "window_start": "2016-06-10", "window_end": "2017-06-02", "mean_absolute_pair_correlation": 0.5888793892827271, "max_absolute_pair_correlation": 0.9514294111986905, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9514294111986905 } }, { "date": "2017-06-09", "window_start": "2016-06-17", "window_end": "2017-06-09", "mean_absolute_pair_correlation": 0.5663172098237502, "max_absolute_pair_correlation": 0.9426716379911336, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9426716379911336 } }, { "date": "2017-06-16", "window_start": "2016-06-24", "window_end": "2017-06-16", "mean_absolute_pair_correlation": 0.5460192716956065, "max_absolute_pair_correlation": 0.9336440732307014, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9336440732307014 } }, { "date": "2017-06-23", "window_start": "2016-07-01", "window_end": "2017-06-23", "mean_absolute_pair_correlation": 0.521431294914683, "max_absolute_pair_correlation": 0.9224304379274845, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9224304379274845 } }, { "date": "2017-06-30", "window_start": "2016-07-08", "window_end": "2017-06-30", "mean_absolute_pair_correlation": 0.5101657550658237, "max_absolute_pair_correlation": 0.9138344750659655, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9138344750659655 } }, { "date": "2017-07-07", "window_start": "2016-07-15", "window_end": "2017-07-07", "mean_absolute_pair_correlation": 0.4997761671613522, "max_absolute_pair_correlation": 0.9052217811105011, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9052217811105011 } }, { "date": "2017-07-14", "window_start": "2016-07-22", "window_end": "2017-07-14", "mean_absolute_pair_correlation": 0.49117586428897403, "max_absolute_pair_correlation": 0.8990653361022867, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8990653361022867 } }, { "date": "2017-07-21", "window_start": "2016-07-29", "window_end": "2017-07-21", "mean_absolute_pair_correlation": 0.4804382766263316, "max_absolute_pair_correlation": 0.8920902321167603, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8920902321167603 } }, { "date": "2017-07-28", "window_start": "2016-08-05", "window_end": "2017-07-28", "mean_absolute_pair_correlation": 0.464992209161684, "max_absolute_pair_correlation": 0.8953052737553212, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8953052737553212 } }, { "date": "2017-08-04", "window_start": "2016-08-12", "window_end": "2017-08-04", "mean_absolute_pair_correlation": 0.46015296266444056, "max_absolute_pair_correlation": 0.8990325909132801, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8990325909132801 } }, { "date": "2017-08-11", "window_start": "2016-08-19", "window_end": "2017-08-11", "mean_absolute_pair_correlation": 0.44560706629602237, "max_absolute_pair_correlation": 0.9038018269923231, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9038018269923231 } }, { "date": "2017-08-18", "window_start": "2016-08-26", "window_end": "2017-08-18", "mean_absolute_pair_correlation": 0.44096319122156996, "max_absolute_pair_correlation": 0.9079134411528832, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9079134411528832 } }, { "date": "2017-08-25", "window_start": "2016-09-02", "window_end": "2017-08-25", "mean_absolute_pair_correlation": 0.43152670511470176, "max_absolute_pair_correlation": 0.9070132038818476, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9070132038818476 } }, { "date": "2017-09-01", "window_start": "2016-09-09", "window_end": "2017-09-01", "mean_absolute_pair_correlation": 0.4273267259786534, "max_absolute_pair_correlation": 0.907498965433437, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.907498965433437 } }, { "date": "2017-09-08", "window_start": "2016-09-16", "window_end": "2017-09-08", "mean_absolute_pair_correlation": 0.42364103387418656, "max_absolute_pair_correlation": 0.8977210290767624, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8977210290767624 } }, { "date": "2017-09-15", "window_start": "2016-09-23", "window_end": "2017-09-15", "mean_absolute_pair_correlation": 0.42136773079417855, "max_absolute_pair_correlation": 0.8951474818070658, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8951474818070658 } }, { "date": "2017-09-22", "window_start": "2016-09-30", "window_end": "2017-09-22", "mean_absolute_pair_correlation": 0.4300324815811658, "max_absolute_pair_correlation": 0.9006513471665194, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9006513471665194 } }, { "date": "2017-09-29", "window_start": "2016-10-07", "window_end": "2017-09-29", "mean_absolute_pair_correlation": 0.43969044803359986, "max_absolute_pair_correlation": 0.9094157964644297, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9094157964644297 } }, { "date": "2017-10-06", "window_start": "2016-10-14", "window_end": "2017-10-06", "mean_absolute_pair_correlation": 0.44914075321878694, "max_absolute_pair_correlation": 0.9133153911461114, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9133153911461114 } }, { "date": "2017-10-13", "window_start": "2016-10-21", "window_end": "2017-10-13", "mean_absolute_pair_correlation": 0.4484904637243122, "max_absolute_pair_correlation": 0.9131719649122693, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9131719649122693 } }, { "date": "2017-10-20", "window_start": "2016-10-28", "window_end": "2017-10-20", "mean_absolute_pair_correlation": 0.4554255831813848, "max_absolute_pair_correlation": 0.9156693726023983, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9156693726023983 } }, { "date": "2017-10-27", "window_start": "2016-11-04", "window_end": "2017-10-27", "mean_absolute_pair_correlation": 0.46035548636284085, "max_absolute_pair_correlation": 0.9147936145907569, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9147936145907569 } }, { "date": "2017-11-03", "window_start": "2016-11-11", "window_end": "2017-11-03", "mean_absolute_pair_correlation": 0.4710973770723215, "max_absolute_pair_correlation": 0.9091401855105008, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9091401855105008 } }, { "date": "2017-11-10", "window_start": "2016-11-18", "window_end": "2017-11-10", "mean_absolute_pair_correlation": 0.47812725099592696, "max_absolute_pair_correlation": 0.9043833966706494, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9043833966706494 } }, { "date": "2017-11-17", "window_start": "2016-11-25", "window_end": "2017-11-17", "mean_absolute_pair_correlation": 0.4739978655099674, "max_absolute_pair_correlation": 0.8930342175282424, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.8930342175282424 } }, { "date": "2017-11-24", "window_start": "2016-12-02", "window_end": "2017-11-24", "mean_absolute_pair_correlation": 0.4727674023124064, "max_absolute_pair_correlation": 0.9072815190426898, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_2Y", "correlation": 0.9072815190426898 } }, { "date": "2017-12-01", "window_start": "2016-12-09", "window_end": "2017-12-01", "mean_absolute_pair_correlation": 0.4582886674958629, "max_absolute_pair_correlation": 0.918533756172019, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_2Y", "correlation": 0.918533756172019 } }, { "date": "2017-12-08", "window_start": "2016-12-16", "window_end": "2017-12-08", "mean_absolute_pair_correlation": 0.43857022905690063, "max_absolute_pair_correlation": 0.9026329543315834, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9026329543315834 } }, { "date": "2017-12-15", "window_start": "2016-12-23", "window_end": "2017-12-15", "mean_absolute_pair_correlation": 0.4287448198715125, "max_absolute_pair_correlation": 0.9207214485170697, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9207214485170697 } }, { "date": "2017-12-22", "window_start": "2016-12-30", "window_end": "2017-12-22", "mean_absolute_pair_correlation": 0.4261419100566321, "max_absolute_pair_correlation": 0.9290172719642938, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9290172719642938 } }, { "date": "2017-12-29", "window_start": "2017-01-06", "window_end": "2017-12-29", "mean_absolute_pair_correlation": 0.4343876966563093, "max_absolute_pair_correlation": 0.9380562574951341, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9380562574951341 } }, { "date": "2018-01-05", "window_start": "2017-01-13", "window_end": "2018-01-05", "mean_absolute_pair_correlation": 0.45801515685879574, "max_absolute_pair_correlation": 0.947754070457343, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.947754070457343 } }, { "date": "2018-01-12", "window_start": "2017-01-20", "window_end": "2018-01-12", "mean_absolute_pair_correlation": 0.48158906464061574, "max_absolute_pair_correlation": 0.9563439209711235, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9563439209711235 } }, { "date": "2018-01-19", "window_start": "2017-01-27", "window_end": "2018-01-19", "mean_absolute_pair_correlation": 0.494536114727573, "max_absolute_pair_correlation": 0.9640986421562214, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9640986421562214 } }, { "date": "2018-01-26", "window_start": "2017-02-03", "window_end": "2018-01-26", "mean_absolute_pair_correlation": 0.5088502839063842, "max_absolute_pair_correlation": 0.9702131945095885, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9702131945095885 } }, { "date": "2018-02-02", "window_start": "2017-02-10", "window_end": "2018-02-02", "mean_absolute_pair_correlation": 0.5071932222116285, "max_absolute_pair_correlation": 0.9704690998790727, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9704690998790727 } }, { "date": "2018-02-09", "window_start": "2017-02-17", "window_end": "2018-02-09", "mean_absolute_pair_correlation": 0.5203500005369441, "max_absolute_pair_correlation": 0.9581554966194447, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9581554966194447 } }, { "date": "2018-02-16", "window_start": "2017-02-24", "window_end": "2018-02-16", "mean_absolute_pair_correlation": 0.5536815148996809, "max_absolute_pair_correlation": 0.9540729970513323, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9540729970513323 } }, { "date": "2018-02-23", "window_start": "2017-03-03", "window_end": "2018-02-23", "mean_absolute_pair_correlation": 0.5769034632883733, "max_absolute_pair_correlation": 0.9517638061119432, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9517638061119432 } }, { "date": "2018-03-02", "window_start": "2017-03-10", "window_end": "2018-03-02", "mean_absolute_pair_correlation": 0.6017637126290626, "max_absolute_pair_correlation": 0.9438563969507081, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9438563969507081 } }, { "date": "2018-03-09", "window_start": "2017-03-17", "window_end": "2018-03-09", "mean_absolute_pair_correlation": 0.6191051191303989, "max_absolute_pair_correlation": 0.948042692907544, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.948042692907544 } }, { "date": "2018-03-16", "window_start": "2017-03-24", "window_end": "2018-03-16", "mean_absolute_pair_correlation": 0.6286801614384966, "max_absolute_pair_correlation": 0.9474858325034622, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9474858325034622 } }, { "date": "2018-03-23", "window_start": "2017-03-31", "window_end": "2018-03-23", "mean_absolute_pair_correlation": 0.6435036628070988, "max_absolute_pair_correlation": 0.9236545873532183, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "SPX", "right": "UST_2Y", "correlation": 0.9236545873532183 } }, { "date": "2018-03-30", "window_start": "2017-04-07", "window_end": "2018-03-30", "mean_absolute_pair_correlation": 0.6506916042865549, "max_absolute_pair_correlation": 0.9249599553366606, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9249599553366606 } }, { "date": "2018-04-06", "window_start": "2017-04-14", "window_end": "2018-04-06", "mean_absolute_pair_correlation": 0.6589595521236558, "max_absolute_pair_correlation": 0.9296070719611457, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9296070719611457 } }, { "date": "2018-04-13", "window_start": "2017-04-21", "window_end": "2018-04-13", "mean_absolute_pair_correlation": 0.6741234670418113, "max_absolute_pair_correlation": 0.9443990899683686, "pairs_at_or_above_abs_0_70": 15, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9443990899683686 } }, { "date": "2018-04-20", "window_start": "2017-04-28", "window_end": "2018-04-20", "mean_absolute_pair_correlation": 0.6842387922080091, "max_absolute_pair_correlation": 0.9507721096321368, "pairs_at_or_above_abs_0_70": 16, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9507721096321368 } }, { "date": "2018-04-27", "window_start": "2017-05-05", "window_end": "2018-04-27", "mean_absolute_pair_correlation": 0.682089778221531, "max_absolute_pair_correlation": 0.9540727316486551, "pairs_at_or_above_abs_0_70": 15, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9540727316486551 } }, { "date": "2018-05-04", "window_start": "2017-05-12", "window_end": "2018-05-04", "mean_absolute_pair_correlation": 0.6751540604061088, "max_absolute_pair_correlation": 0.9564193521366985, "pairs_at_or_above_abs_0_70": 15, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9564193521366985 } }, { "date": "2018-05-11", "window_start": "2017-05-19", "window_end": "2018-05-11", "mean_absolute_pair_correlation": 0.6657064520726327, "max_absolute_pair_correlation": 0.9586483037606052, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9586483037606052 } }, { "date": "2018-05-18", "window_start": "2017-05-26", "window_end": "2018-05-18", "mean_absolute_pair_correlation": 0.6503427311006121, "max_absolute_pair_correlation": 0.9626981222883269, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9626981222883269 } }, { "date": "2018-05-25", "window_start": "2017-06-02", "window_end": "2018-05-25", "mean_absolute_pair_correlation": 0.6362347092426097, "max_absolute_pair_correlation": 0.9644714672673504, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9644714672673504 } }, { "date": "2018-06-01", "window_start": "2017-06-09", "window_end": "2018-06-01", "mean_absolute_pair_correlation": 0.6213911319438704, "max_absolute_pair_correlation": 0.9632680846210769, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9632680846210769 } }, { "date": "2018-06-08", "window_start": "2017-06-16", "window_end": "2018-06-08", "mean_absolute_pair_correlation": 0.6064685511227526, "max_absolute_pair_correlation": 0.9629567407942067, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9629567407942067 } }, { "date": "2018-06-15", "window_start": "2017-06-23", "window_end": "2018-06-15", "mean_absolute_pair_correlation": 0.5803901340170763, "max_absolute_pair_correlation": 0.9627719738940952, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9627719738940952 } }, { "date": "2018-06-22", "window_start": "2017-06-30", "window_end": "2018-06-22", "mean_absolute_pair_correlation": 0.5526779834008807, "max_absolute_pair_correlation": 0.9618489089176974, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9618489089176974 } }, { "date": "2018-06-29", "window_start": "2017-07-07", "window_end": "2018-06-29", "mean_absolute_pair_correlation": 0.5222020310524398, "max_absolute_pair_correlation": 0.9616673602451098, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9616673602451098 } }, { "date": "2018-07-06", "window_start": "2017-07-14", "window_end": "2018-07-06", "mean_absolute_pair_correlation": 0.4910763695621613, "max_absolute_pair_correlation": 0.9627921253132972, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9627921253132972 } }, { "date": "2018-07-13", "window_start": "2017-07-21", "window_end": "2018-07-13", "mean_absolute_pair_correlation": 0.4518879849577385, "max_absolute_pair_correlation": 0.9621048388100626, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9621048388100626 } }, { "date": "2018-07-20", "window_start": "2017-07-28", "window_end": "2018-07-20", "mean_absolute_pair_correlation": 0.41663131529977443, "max_absolute_pair_correlation": 0.9627434803374386, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.9627434803374386 } }, { "date": "2018-07-27", "window_start": "2017-08-04", "window_end": "2018-07-27", "mean_absolute_pair_correlation": 0.3881267604416898, "max_absolute_pair_correlation": 0.9622375642193417, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9622375642193417 } }, { "date": "2018-08-03", "window_start": "2017-08-11", "window_end": "2018-08-03", "mean_absolute_pair_correlation": 0.37502376783024144, "max_absolute_pair_correlation": 0.9625634985352842, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9625634985352842 } }, { "date": "2018-08-10", "window_start": "2017-08-18", "window_end": "2018-08-10", "mean_absolute_pair_correlation": 0.3696822465386439, "max_absolute_pair_correlation": 0.9598640317624596, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9598640317624596 } }, { "date": "2018-08-17", "window_start": "2017-08-25", "window_end": "2018-08-17", "mean_absolute_pair_correlation": 0.375005401039094, "max_absolute_pair_correlation": 0.9567532506171768, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9567532506171768 } }, { "date": "2018-08-24", "window_start": "2017-09-01", "window_end": "2018-08-24", "mean_absolute_pair_correlation": 0.3731931679813945, "max_absolute_pair_correlation": 0.9505350735926558, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9505350735926558 } }, { "date": "2018-08-31", "window_start": "2017-09-08", "window_end": "2018-08-31", "mean_absolute_pair_correlation": 0.36985654877988855, "max_absolute_pair_correlation": 0.9455673290177417, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9455673290177417 } }, { "date": "2018-09-07", "window_start": "2017-09-15", "window_end": "2018-09-07", "mean_absolute_pair_correlation": 0.3691517024203587, "max_absolute_pair_correlation": 0.9400557930289959, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9400557930289959 } }, { "date": "2018-09-14", "window_start": "2017-09-22", "window_end": "2018-09-14", "mean_absolute_pair_correlation": 0.3744734180109249, "max_absolute_pair_correlation": 0.9359702432974335, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9359702432974335 } }, { "date": "2018-09-21", "window_start": "2017-09-29", "window_end": "2018-09-21", "mean_absolute_pair_correlation": 0.3864408328633683, "max_absolute_pair_correlation": 0.934018449074428, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.934018449074428 } }, { "date": "2018-09-28", "window_start": "2017-10-06", "window_end": "2018-09-28", "mean_absolute_pair_correlation": 0.40519538979060465, "max_absolute_pair_correlation": 0.9328935028689419, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9328935028689419 } }, { "date": "2018-10-05", "window_start": "2017-10-13", "window_end": "2018-10-05", "mean_absolute_pair_correlation": 0.4315443590321612, "max_absolute_pair_correlation": 0.9332016371229281, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9332016371229281 } }, { "date": "2018-10-12", "window_start": "2017-10-20", "window_end": "2018-10-12", "mean_absolute_pair_correlation": 0.445399904391011, "max_absolute_pair_correlation": 0.9307308665250602, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9307308665250602 } }, { "date": "2018-10-19", "window_start": "2017-10-27", "window_end": "2018-10-19", "mean_absolute_pair_correlation": 0.46026311747514254, "max_absolute_pair_correlation": 0.9312189168176874, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9312189168176874 } }, { "date": "2018-10-26", "window_start": "2017-11-03", "window_end": "2018-10-26", "mean_absolute_pair_correlation": 0.47121273310696943, "max_absolute_pair_correlation": 0.9312800400393139, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9312800400393139 } }, { "date": "2018-11-02", "window_start": "2017-11-10", "window_end": "2018-11-02", "mean_absolute_pair_correlation": 0.47768009987483395, "max_absolute_pair_correlation": 0.9290682765510598, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9290682765510598 } }, { "date": "2018-11-09", "window_start": "2017-11-17", "window_end": "2018-11-09", "mean_absolute_pair_correlation": 0.48124978467110757, "max_absolute_pair_correlation": 0.9278403605942562, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9278403605942562 } }, { "date": "2018-11-16", "window_start": "2017-11-24", "window_end": "2018-11-16", "mean_absolute_pair_correlation": 0.47361445098181837, "max_absolute_pair_correlation": 0.9230775491556994, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9230775491556994 } }, { "date": "2018-11-23", "window_start": "2017-12-01", "window_end": "2018-11-23", "mean_absolute_pair_correlation": 0.45451060377592306, "max_absolute_pair_correlation": 0.9166794549943735, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9166794549943735 } }, { "date": "2018-11-30", "window_start": "2017-12-08", "window_end": "2018-11-30", "mean_absolute_pair_correlation": 0.437170675161578, "max_absolute_pair_correlation": 0.907990812587692, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.907990812587692 } }, { "date": "2018-12-07", "window_start": "2017-12-15", "window_end": "2018-12-07", "mean_absolute_pair_correlation": 0.42424996043159297, "max_absolute_pair_correlation": 0.8963356043965277, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8963356043965277 } }, { "date": "2018-12-14", "window_start": "2017-12-22", "window_end": "2018-12-14", "mean_absolute_pair_correlation": 0.4130097544295261, "max_absolute_pair_correlation": 0.8900159560230823, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8900159560230823 } }, { "date": "2018-12-21", "window_start": "2017-12-29", "window_end": "2018-12-21", "mean_absolute_pair_correlation": 0.41493209039150647, "max_absolute_pair_correlation": 0.8814249200647737, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8814249200647737 } }, { "date": "2018-12-28", "window_start": "2018-01-05", "window_end": "2018-12-28", "mean_absolute_pair_correlation": 0.4180484931022767, "max_absolute_pair_correlation": 0.8663393802078465, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8663393802078465 } }, { "date": "2019-01-04", "window_start": "2018-01-12", "window_end": "2019-01-04", "mean_absolute_pair_correlation": 0.418899981663217, "max_absolute_pair_correlation": 0.8575337448102486, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8575337448102486 } }, { "date": "2019-01-11", "window_start": "2018-01-19", "window_end": "2019-01-11", "mean_absolute_pair_correlation": 0.4191830949413923, "max_absolute_pair_correlation": 0.8607483179676517, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8607483179676517 } }, { "date": "2019-01-18", "window_start": "2018-01-26", "window_end": "2019-01-18", "mean_absolute_pair_correlation": 0.41784714617644114, "max_absolute_pair_correlation": 0.8580875321793797, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8580875321793797 } }, { "date": "2019-01-25", "window_start": "2018-02-02", "window_end": "2019-01-25", "mean_absolute_pair_correlation": 0.4257436821907515, "max_absolute_pair_correlation": 0.8453799433009368, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8453799433009368 } }, { "date": "2019-02-01", "window_start": "2018-02-09", "window_end": "2019-02-01", "mean_absolute_pair_correlation": 0.424326682602374, "max_absolute_pair_correlation": 0.8268070479155558, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8268070479155558 } }, { "date": "2019-02-08", "window_start": "2018-02-16", "window_end": "2019-02-08", "mean_absolute_pair_correlation": 0.41868876201810734, "max_absolute_pair_correlation": 0.8348478310670808, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8348478310670808 } }, { "date": "2019-02-15", "window_start": "2018-02-23", "window_end": "2019-02-15", "mean_absolute_pair_correlation": 0.4116795170525445, "max_absolute_pair_correlation": 0.8204267271118613, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8204267271118613 } }, { "date": "2019-02-22", "window_start": "2018-03-02", "window_end": "2019-02-22", "mean_absolute_pair_correlation": 0.4031526511431983, "max_absolute_pair_correlation": 0.8178087908407443, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8178087908407443 } }, { "date": "2019-03-01", "window_start": "2018-03-09", "window_end": "2019-03-01", "mean_absolute_pair_correlation": 0.3999066552083141, "max_absolute_pair_correlation": 0.8191849167119905, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8191849167119905 } }, { "date": "2019-03-08", "window_start": "2018-03-16", "window_end": "2019-03-08", "mean_absolute_pair_correlation": 0.3955038690561045, "max_absolute_pair_correlation": 0.8184964142723175, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8184964142723175 } }, { "date": "2019-03-15", "window_start": "2018-03-23", "window_end": "2019-03-15", "mean_absolute_pair_correlation": 0.38696802133496905, "max_absolute_pair_correlation": 0.820768755924908, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.820768755924908 } }, { "date": "2019-03-22", "window_start": "2018-03-30", "window_end": "2019-03-22", "mean_absolute_pair_correlation": 0.38873045527347777, "max_absolute_pair_correlation": 0.8236965301451182, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "BTC", "correlation": 0.8236965301451182 } }, { "date": "2019-03-29", "window_start": "2018-04-06", "window_end": "2019-03-29", "mean_absolute_pair_correlation": 0.38647500699574516, "max_absolute_pair_correlation": 0.8212522244404021, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "BTC", "correlation": 0.8212522244404021 } }, { "date": "2019-04-05", "window_start": "2018-04-13", "window_end": "2019-04-05", "mean_absolute_pair_correlation": 0.3834870301159895, "max_absolute_pair_correlation": 0.828581101406427, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.828581101406427 } }, { "date": "2019-04-12", "window_start": "2018-04-20", "window_end": "2019-04-12", "mean_absolute_pair_correlation": 0.38534119440472164, "max_absolute_pair_correlation": 0.8449698983796127, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8449698983796127 } }, { "date": "2019-04-19", "window_start": "2018-04-27", "window_end": "2019-04-19", "mean_absolute_pair_correlation": 0.38834634679429475, "max_absolute_pair_correlation": 0.8681330189200963, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8681330189200963 } }, { "date": "2019-04-26", "window_start": "2018-05-04", "window_end": "2019-04-26", "mean_absolute_pair_correlation": 0.39760316753129654, "max_absolute_pair_correlation": 0.8888010608924628, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8888010608924628 } }, { "date": "2019-05-03", "window_start": "2018-05-11", "window_end": "2019-05-03", "mean_absolute_pair_correlation": 0.41523668328158136, "max_absolute_pair_correlation": 0.9031945276791562, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9031945276791562 } }, { "date": "2019-05-10", "window_start": "2018-05-18", "window_end": "2019-05-10", "mean_absolute_pair_correlation": 0.4244813982817512, "max_absolute_pair_correlation": 0.9169315313260479, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9169315313260479 } }, { "date": "2019-05-17", "window_start": "2018-05-25", "window_end": "2019-05-17", "mean_absolute_pair_correlation": 0.42225459344665756, "max_absolute_pair_correlation": 0.9381426808929116, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9381426808929116 } }, { "date": "2019-05-24", "window_start": "2018-06-01", "window_end": "2019-05-24", "mean_absolute_pair_correlation": 0.41883585434767634, "max_absolute_pair_correlation": 0.9537156303476567, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9537156303476567 } }, { "date": "2019-05-31", "window_start": "2018-06-08", "window_end": "2019-05-31", "mean_absolute_pair_correlation": 0.4067733612455386, "max_absolute_pair_correlation": 0.9668455563605006, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9668455563605006 } }, { "date": "2019-06-07", "window_start": "2018-06-15", "window_end": "2019-06-07", "mean_absolute_pair_correlation": 0.4070504053683422, "max_absolute_pair_correlation": 0.9762528957390874, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9762528957390874 } }, { "date": "2019-06-14", "window_start": "2018-06-22", "window_end": "2019-06-14", "mean_absolute_pair_correlation": 0.4076125721802053, "max_absolute_pair_correlation": 0.9808745824878429, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9808745824878429 } }, { "date": "2019-06-21", "window_start": "2018-06-29", "window_end": "2019-06-21", "mean_absolute_pair_correlation": 0.4035132887911605, "max_absolute_pair_correlation": 0.9823955438039934, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9823955438039934 } }, { "date": "2019-06-28", "window_start": "2018-07-06", "window_end": "2019-06-28", "mean_absolute_pair_correlation": 0.408164427007256, "max_absolute_pair_correlation": 0.985058776852797, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.985058776852797 } }, { "date": "2019-07-05", "window_start": "2018-07-13", "window_end": "2019-07-05", "mean_absolute_pair_correlation": 0.42231073140503367, "max_absolute_pair_correlation": 0.9867643194257538, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9867643194257538 } }, { "date": "2019-07-12", "window_start": "2018-07-20", "window_end": "2019-07-12", "mean_absolute_pair_correlation": 0.4344477700534789, "max_absolute_pair_correlation": 0.9868695206789023, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9868695206789023 } }, { "date": "2019-07-19", "window_start": "2018-07-27", "window_end": "2019-07-19", "mean_absolute_pair_correlation": 0.4411438791406534, "max_absolute_pair_correlation": 0.9878481289337339, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9878481289337339 } }, { "date": "2019-07-26", "window_start": "2018-08-03", "window_end": "2019-07-26", "mean_absolute_pair_correlation": 0.4551320864437925, "max_absolute_pair_correlation": 0.9887350713461336, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9887350713461336 } }, { "date": "2019-08-02", "window_start": "2018-08-10", "window_end": "2019-08-02", "mean_absolute_pair_correlation": 0.46471059477737237, "max_absolute_pair_correlation": 0.990169113183951, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.990169113183951 } }, { "date": "2019-08-09", "window_start": "2018-08-17", "window_end": "2019-08-09", "mean_absolute_pair_correlation": 0.4696852921067842, "max_absolute_pair_correlation": 0.9908723752331907, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9908723752331907 } }, { "date": "2019-08-16", "window_start": "2018-08-24", "window_end": "2019-08-16", "mean_absolute_pair_correlation": 0.4753967439100153, "max_absolute_pair_correlation": 0.9915133697559505, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9915133697559505 } }, { "date": "2019-08-23", "window_start": "2018-08-31", "window_end": "2019-08-23", "mean_absolute_pair_correlation": 0.4728462507163741, "max_absolute_pair_correlation": 0.9913687590485643, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9913687590485643 } }, { "date": "2019-08-30", "window_start": "2018-09-07", "window_end": "2019-08-30", "mean_absolute_pair_correlation": 0.47906031898675694, "max_absolute_pair_correlation": 0.9912961414817364, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9912961414817364 } }, { "date": "2019-09-06", "window_start": "2018-09-14", "window_end": "2019-09-06", "mean_absolute_pair_correlation": 0.4882879086591035, "max_absolute_pair_correlation": 0.9913631376708616, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9913631376708616 } }, { "date": "2019-09-13", "window_start": "2018-09-21", "window_end": "2019-09-13", "mean_absolute_pair_correlation": 0.501955007410285, "max_absolute_pair_correlation": 0.991426462074655, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.991426462074655 } }, { "date": "2019-09-20", "window_start": "2018-09-28", "window_end": "2019-09-20", "mean_absolute_pair_correlation": 0.5166027363744641, "max_absolute_pair_correlation": 0.9913150083117847, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9913150083117847 } }, { "date": "2019-09-27", "window_start": "2018-10-05", "window_end": "2019-09-27", "mean_absolute_pair_correlation": 0.5215583301138109, "max_absolute_pair_correlation": 0.9913185246787087, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9913185246787087 } }, { "date": "2019-10-04", "window_start": "2018-10-12", "window_end": "2019-10-04", "mean_absolute_pair_correlation": 0.5238379119088054, "max_absolute_pair_correlation": 0.9919814591507805, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9919814591507805 } }, { "date": "2019-10-11", "window_start": "2018-10-19", "window_end": "2019-10-11", "mean_absolute_pair_correlation": 0.5205692859820489, "max_absolute_pair_correlation": 0.992107961761888, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.992107961761888 } }, { "date": "2019-10-18", "window_start": "2018-10-26", "window_end": "2019-10-18", "mean_absolute_pair_correlation": 0.521266622332669, "max_absolute_pair_correlation": 0.9919124927999039, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9919124927999039 } }, { "date": "2019-10-25", "window_start": "2018-11-02", "window_end": "2019-10-25", "mean_absolute_pair_correlation": 0.5287408295926739, "max_absolute_pair_correlation": 0.9918279910126923, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9918279910126923 } }, { "date": "2019-11-01", "window_start": "2018-11-09", "window_end": "2019-11-01", "mean_absolute_pair_correlation": 0.5373977728055518, "max_absolute_pair_correlation": 0.9918301219317126, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9918301219317126 } }, { "date": "2019-11-08", "window_start": "2018-11-16", "window_end": "2019-11-08", "mean_absolute_pair_correlation": 0.5518819048414947, "max_absolute_pair_correlation": 0.990772111019746, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.990772111019746 } }, { "date": "2019-11-15", "window_start": "2018-11-23", "window_end": "2019-11-15", "mean_absolute_pair_correlation": 0.5566520807783089, "max_absolute_pair_correlation": 0.9902611545212295, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9902611545212295 } }, { "date": "2019-11-22", "window_start": "2018-11-30", "window_end": "2019-11-22", "mean_absolute_pair_correlation": 0.5485348795142309, "max_absolute_pair_correlation": 0.9899596107087796, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9899596107087796 } }, { "date": "2019-11-29", "window_start": "2018-12-07", "window_end": "2019-11-29", "mean_absolute_pair_correlation": 0.546895464039529, "max_absolute_pair_correlation": 0.9895191038251754, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9895191038251754 } }, { "date": "2019-12-06", "window_start": "2018-12-14", "window_end": "2019-12-06", "mean_absolute_pair_correlation": 0.5341984501355314, "max_absolute_pair_correlation": 0.9890557185012369, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9890557185012369 } }, { "date": "2019-12-13", "window_start": "2018-12-21", "window_end": "2019-12-13", "mean_absolute_pair_correlation": 0.5239240239061087, "max_absolute_pair_correlation": 0.9884847842319466, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9884847842319466 } }, { "date": "2019-12-20", "window_start": "2018-12-28", "window_end": "2019-12-20", "mean_absolute_pair_correlation": 0.5030561723685772, "max_absolute_pair_correlation": 0.9870623141686774, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9870623141686774 } }, { "date": "2019-12-27", "window_start": "2019-01-04", "window_end": "2019-12-27", "mean_absolute_pair_correlation": 0.4747945288046312, "max_absolute_pair_correlation": 0.985672312502784, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.985672312502784 } }, { "date": "2020-01-03", "window_start": "2019-01-11", "window_end": "2020-01-03", "mean_absolute_pair_correlation": 0.4581389004951545, "max_absolute_pair_correlation": 0.9846810941072897, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9846810941072897 } }, { "date": "2020-01-10", "window_start": "2019-01-18", "window_end": "2020-01-10", "mean_absolute_pair_correlation": 0.4563904568386021, "max_absolute_pair_correlation": 0.9835375730269469, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9835375730269469 } }, { "date": "2020-01-17", "window_start": "2019-01-25", "window_end": "2020-01-17", "mean_absolute_pair_correlation": 0.4566847754438874, "max_absolute_pair_correlation": 0.9821237274013362, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9821237274013362 } }, { "date": "2020-01-24", "window_start": "2019-02-01", "window_end": "2020-01-24", "mean_absolute_pair_correlation": 0.4612131623781878, "max_absolute_pair_correlation": 0.9812755771986885, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9812755771986885 } }, { "date": "2020-01-31", "window_start": "2019-02-08", "window_end": "2020-01-31", "mean_absolute_pair_correlation": 0.46469018281232355, "max_absolute_pair_correlation": 0.9809708630049451, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9809708630049451 } }, { "date": "2020-02-07", "window_start": "2019-02-15", "window_end": "2020-02-07", "mean_absolute_pair_correlation": 0.4780464644879241, "max_absolute_pair_correlation": 0.980541247181185, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.980541247181185 } }, { "date": "2020-02-14", "window_start": "2019-02-22", "window_end": "2020-02-14", "mean_absolute_pair_correlation": 0.49102448280755384, "max_absolute_pair_correlation": 0.9800439000878787, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9800439000878787 } }, { "date": "2020-02-21", "window_start": "2019-03-01", "window_end": "2020-02-21", "mean_absolute_pair_correlation": 0.5003329015988156, "max_absolute_pair_correlation": 0.9794509103614247, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9794509103614247 } }, { "date": "2020-02-28", "window_start": "2019-03-08", "window_end": "2020-02-28", "mean_absolute_pair_correlation": 0.4968935260318113, "max_absolute_pair_correlation": 0.97883939621651, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.97883939621651 } }, { "date": "2020-03-06", "window_start": "2019-03-15", "window_end": "2020-03-06", "mean_absolute_pair_correlation": 0.4736839275922467, "max_absolute_pair_correlation": 0.9812162945679169, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9812162945679169 } }, { "date": "2020-03-13", "window_start": "2019-03-22", "window_end": "2020-03-13", "mean_absolute_pair_correlation": 0.4343300268446949, "max_absolute_pair_correlation": 0.9786957532460182, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9786957532460182 } }, { "date": "2020-03-20", "window_start": "2019-03-29", "window_end": "2020-03-20", "mean_absolute_pair_correlation": 0.4467647311821336, "max_absolute_pair_correlation": 0.9755426012457462, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9755426012457462 } }, { "date": "2020-03-27", "window_start": "2019-04-05", "window_end": "2020-03-27", "mean_absolute_pair_correlation": 0.45620336561109476, "max_absolute_pair_correlation": 0.9768068560126038, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9768068560126038 } }, { "date": "2020-04-03", "window_start": "2019-04-12", "window_end": "2020-04-03", "mean_absolute_pair_correlation": 0.48751295472416084, "max_absolute_pair_correlation": 0.9788055418978707, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9788055418978707 } }, { "date": "2020-04-10", "window_start": "2019-04-19", "window_end": "2020-04-10", "mean_absolute_pair_correlation": 0.5090158913563034, "max_absolute_pair_correlation": 0.9789153206411826, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9789153206411826 } }, { "date": "2020-04-17", "window_start": "2019-04-26", "window_end": "2020-04-17", "mean_absolute_pair_correlation": 0.5308421248249927, "max_absolute_pair_correlation": 0.9799516563628313, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9799516563628313 } }, { "date": "2020-04-24", "window_start": "2019-05-03", "window_end": "2020-04-24", "mean_absolute_pair_correlation": 0.557861424164913, "max_absolute_pair_correlation": 0.9814994547566275, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9814994547566275 } }, { "date": "2020-05-01", "window_start": "2019-05-10", "window_end": "2020-05-01", "mean_absolute_pair_correlation": 0.5726994724734825, "max_absolute_pair_correlation": 0.982422505716107, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.982422505716107 } }, { "date": "2020-05-08", "window_start": "2019-05-17", "window_end": "2020-05-08", "mean_absolute_pair_correlation": 0.5810111256438502, "max_absolute_pair_correlation": 0.9827449905354504, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9827449905354504 } }, { "date": "2020-05-15", "window_start": "2019-05-24", "window_end": "2020-05-15", "mean_absolute_pair_correlation": 0.5940731046662513, "max_absolute_pair_correlation": 0.9834184897896134, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9834184897896134 } }, { "date": "2020-05-22", "window_start": "2019-05-31", "window_end": "2020-05-22", "mean_absolute_pair_correlation": 0.6033470710469506, "max_absolute_pair_correlation": 0.9837983360799304, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9837983360799304 } }, { "date": "2020-05-29", "window_start": "2019-06-07", "window_end": "2020-05-29", "mean_absolute_pair_correlation": 0.605506019841702, "max_absolute_pair_correlation": 0.9843845924954803, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9843845924954803 } }, { "date": "2020-06-05", "window_start": "2019-06-14", "window_end": "2020-06-05", "mean_absolute_pair_correlation": 0.598405227444621, "max_absolute_pair_correlation": 0.9825570250478568, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9825570250478568 } }, { "date": "2020-06-12", "window_start": "2019-06-21", "window_end": "2020-06-12", "mean_absolute_pair_correlation": 0.5932824909392508, "max_absolute_pair_correlation": 0.9832467200470567, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9832467200470567 } }, { "date": "2020-06-19", "window_start": "2019-06-28", "window_end": "2020-06-19", "mean_absolute_pair_correlation": 0.5816747090916107, "max_absolute_pair_correlation": 0.9843490046352228, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9843490046352228 } }, { "date": "2020-06-26", "window_start": "2019-07-05", "window_end": "2020-06-26", "mean_absolute_pair_correlation": 0.5679984432018167, "max_absolute_pair_correlation": 0.9850986876809522, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9850986876809522 } }, { "date": "2020-07-03", "window_start": "2019-07-12", "window_end": "2020-07-03", "mean_absolute_pair_correlation": 0.5515059773094503, "max_absolute_pair_correlation": 0.9852765214857417, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9852765214857417 } }, { "date": "2020-07-10", "window_start": "2019-07-19", "window_end": "2020-07-10", "mean_absolute_pair_correlation": 0.5275628933817117, "max_absolute_pair_correlation": 0.9862398717298614, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9862398717298614 } }, { "date": "2020-07-17", "window_start": "2019-07-26", "window_end": "2020-07-17", "mean_absolute_pair_correlation": 0.5077014336700393, "max_absolute_pair_correlation": 0.986886386248333, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.986886386248333 } }, { "date": "2020-07-24", "window_start": "2019-08-02", "window_end": "2020-07-24", "mean_absolute_pair_correlation": 0.4931096365495387, "max_absolute_pair_correlation": 0.9873206299224194, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9873206299224194 } }, { "date": "2020-07-31", "window_start": "2019-08-09", "window_end": "2020-07-31", "mean_absolute_pair_correlation": 0.4828703285981841, "max_absolute_pair_correlation": 0.9874033320379123, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9874033320379123 } }, { "date": "2020-08-07", "window_start": "2019-08-16", "window_end": "2020-08-07", "mean_absolute_pair_correlation": 0.4878302430203188, "max_absolute_pair_correlation": 0.9875892730801512, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9875892730801512 } }, { "date": "2020-08-14", "window_start": "2019-08-23", "window_end": "2020-08-14", "mean_absolute_pair_correlation": 0.49913337363579624, "max_absolute_pair_correlation": 0.9879814745582675, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9879814745582675 } }, { "date": "2020-08-21", "window_start": "2019-08-30", "window_end": "2020-08-21", "mean_absolute_pair_correlation": 0.509554138853328, "max_absolute_pair_correlation": 0.9892171955917315, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9892171955917315 } }, { "date": "2020-08-28", "window_start": "2019-09-06", "window_end": "2020-08-28", "mean_absolute_pair_correlation": 0.5153667162512072, "max_absolute_pair_correlation": 0.9901675604331869, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9901675604331869 } }, { "date": "2020-09-04", "window_start": "2019-09-13", "window_end": "2020-09-04", "mean_absolute_pair_correlation": 0.5181513954491184, "max_absolute_pair_correlation": 0.9909859338673475, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9909859338673475 } }, { "date": "2020-09-11", "window_start": "2019-09-20", "window_end": "2020-09-11", "mean_absolute_pair_correlation": 0.5228216321669509, "max_absolute_pair_correlation": 0.9907948734288086, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9907948734288086 } }, { "date": "2020-09-18", "window_start": "2019-09-27", "window_end": "2020-09-18", "mean_absolute_pair_correlation": 0.527554903553937, "max_absolute_pair_correlation": 0.9910288173099981, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9910288173099981 } }, { "date": "2020-09-25", "window_start": "2019-10-04", "window_end": "2020-09-25", "mean_absolute_pair_correlation": 0.5289590699212362, "max_absolute_pair_correlation": 0.991455972063457, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.991455972063457 } }, { "date": "2020-10-02", "window_start": "2019-10-11", "window_end": "2020-10-02", "mean_absolute_pair_correlation": 0.5296893226572407, "max_absolute_pair_correlation": 0.9917871471233275, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9917871471233275 } }, { "date": "2020-10-09", "window_start": "2019-10-18", "window_end": "2020-10-09", "mean_absolute_pair_correlation": 0.5308474235780838, "max_absolute_pair_correlation": 0.9911378178725494, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9911378178725494 } }, { "date": "2020-10-16", "window_start": "2019-10-25", "window_end": "2020-10-16", "mean_absolute_pair_correlation": 0.5319523381871031, "max_absolute_pair_correlation": 0.9904828183609176, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9904828183609176 } }, { "date": "2020-10-23", "window_start": "2019-11-01", "window_end": "2020-10-23", "mean_absolute_pair_correlation": 0.5316833583843439, "max_absolute_pair_correlation": 0.9891150624838254, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9891150624838254 } }, { "date": "2020-10-30", "window_start": "2019-11-08", "window_end": "2020-10-30", "mean_absolute_pair_correlation": 0.5265004984151017, "max_absolute_pair_correlation": 0.9868918031659097, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9868918031659097 } }, { "date": "2020-11-06", "window_start": "2019-11-15", "window_end": "2020-11-06", "mean_absolute_pair_correlation": 0.5245047205277623, "max_absolute_pair_correlation": 0.9853349648729076, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9853349648729076 } }, { "date": "2020-11-13", "window_start": "2019-11-22", "window_end": "2020-11-13", "mean_absolute_pair_correlation": 0.5201213168274148, "max_absolute_pair_correlation": 0.9827842035830582, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9827842035830582 } }, { "date": "2020-11-20", "window_start": "2019-11-29", "window_end": "2020-11-20", "mean_absolute_pair_correlation": 0.5134925217633344, "max_absolute_pair_correlation": 0.9809712359838865, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9809712359838865 } }, { "date": "2020-11-27", "window_start": "2019-12-06", "window_end": "2020-11-27", "mean_absolute_pair_correlation": 0.5106349543360796, "max_absolute_pair_correlation": 0.9787201574645451, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9787201574645451 } }, { "date": "2020-12-04", "window_start": "2019-12-13", "window_end": "2020-12-04", "mean_absolute_pair_correlation": 0.5072244782246006, "max_absolute_pair_correlation": 0.9729694575383924, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9729694575383924 } }, { "date": "2020-12-11", "window_start": "2019-12-20", "window_end": "2020-12-11", "mean_absolute_pair_correlation": 0.5037179993078739, "max_absolute_pair_correlation": 0.9672647345347409, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9672647345347409 } }, { "date": "2020-12-18", "window_start": "2019-12-27", "window_end": "2020-12-18", "mean_absolute_pair_correlation": 0.49870163973307857, "max_absolute_pair_correlation": 0.9591210418728284, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9591210418728284 } }, { "date": "2020-12-25", "window_start": "2020-01-03", "window_end": "2020-12-25", "mean_absolute_pair_correlation": 0.49572278554776394, "max_absolute_pair_correlation": 0.9495367529359907, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9495367529359907 } }, { "date": "2021-01-01", "window_start": "2020-01-10", "window_end": "2021-01-01", "mean_absolute_pair_correlation": 0.49471664172698987, "max_absolute_pair_correlation": 0.9381860481806694, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9381860481806694 } }, { "date": "2021-01-08", "window_start": "2020-01-17", "window_end": "2021-01-08", "mean_absolute_pair_correlation": 0.4946561710010434, "max_absolute_pair_correlation": 0.9100759934077133, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9100759934077133 } }, { "date": "2021-01-15", "window_start": "2020-01-24", "window_end": "2021-01-15", "mean_absolute_pair_correlation": 0.4987585998131657, "max_absolute_pair_correlation": 0.8849011131143528, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.8849011131143528 } }, { "date": "2021-01-22", "window_start": "2020-01-31", "window_end": "2021-01-22", "mean_absolute_pair_correlation": 0.5075746585282451, "max_absolute_pair_correlation": 0.89634246332282, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.89634246332282 } }, { "date": "2021-01-29", "window_start": "2020-02-07", "window_end": "2021-01-29", "mean_absolute_pair_correlation": 0.5087929615902163, "max_absolute_pair_correlation": 0.9019039606093966, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9019039606093966 } }, { "date": "2021-02-05", "window_start": "2020-02-14", "window_end": "2021-02-05", "mean_absolute_pair_correlation": 0.5190078528120349, "max_absolute_pair_correlation": 0.9151240774490246, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9151240774490246 } }, { "date": "2021-02-12", "window_start": "2020-02-21", "window_end": "2021-02-12", "mean_absolute_pair_correlation": 0.5403296400985048, "max_absolute_pair_correlation": 0.935308085223129, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.935308085223129 } }, { "date": "2021-02-19", "window_start": "2020-02-28", "window_end": "2021-02-19", "mean_absolute_pair_correlation": 0.5859980188344319, "max_absolute_pair_correlation": 0.9539350434022134, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9539350434022134 } }, { "date": "2021-02-26", "window_start": "2020-03-06", "window_end": "2021-02-26", "mean_absolute_pair_correlation": 0.6137319480305237, "max_absolute_pair_correlation": 0.9538724173617744, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9538724173617744 } }, { "date": "2021-03-05", "window_start": "2020-03-13", "window_end": "2021-03-05", "mean_absolute_pair_correlation": 0.619559941435327, "max_absolute_pair_correlation": 0.9532455398617847, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9532455398617847 } }, { "date": "2021-03-12", "window_start": "2020-03-20", "window_end": "2021-03-12", "mean_absolute_pair_correlation": 0.6311454079098996, "max_absolute_pair_correlation": 0.9487176971398454, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "DXY", "right": "SPX", "correlation": -0.9487176971398454 } }, { "date": "2021-03-19", "window_start": "2020-03-27", "window_end": "2021-03-19", "mean_absolute_pair_correlation": 0.6241674006811022, "max_absolute_pair_correlation": 0.9526745841639652, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9526745841639652 } }, { "date": "2021-03-26", "window_start": "2020-04-03", "window_end": "2021-03-26", "mean_absolute_pair_correlation": 0.6113736388207053, "max_absolute_pair_correlation": 0.9575319674302403, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9575319674302403 } }, { "date": "2021-04-02", "window_start": "2020-04-10", "window_end": "2021-04-02", "mean_absolute_pair_correlation": 0.5818737785145179, "max_absolute_pair_correlation": 0.9615418760761633, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9615418760761633 } }, { "date": "2021-04-09", "window_start": "2020-04-17", "window_end": "2021-04-09", "mean_absolute_pair_correlation": 0.5674794426094009, "max_absolute_pair_correlation": 0.9657675649150416, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9657675649150416 } }, { "date": "2021-04-16", "window_start": "2020-04-24", "window_end": "2021-04-16", "mean_absolute_pair_correlation": 0.5546946329557155, "max_absolute_pair_correlation": 0.9672909355687976, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9672909355687976 } }, { "date": "2021-04-23", "window_start": "2020-05-01", "window_end": "2021-04-23", "mean_absolute_pair_correlation": 0.5397779810520738, "max_absolute_pair_correlation": 0.9679180126427341, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9679180126427341 } }, { "date": "2021-04-30", "window_start": "2020-05-08", "window_end": "2021-04-30", "mean_absolute_pair_correlation": 0.5296861442348683, "max_absolute_pair_correlation": 0.9695316712999736, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9695316712999736 } }, { "date": "2021-05-07", "window_start": "2020-05-15", "window_end": "2021-05-07", "mean_absolute_pair_correlation": 0.5390779966254822, "max_absolute_pair_correlation": 0.9708071809415426, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9708071809415426 } }, { "date": "2021-05-14", "window_start": "2020-05-22", "window_end": "2021-05-14", "mean_absolute_pair_correlation": 0.5377075059128746, "max_absolute_pair_correlation": 0.9699104429843312, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9699104429843312 } }, { "date": "2021-05-21", "window_start": "2020-05-29", "window_end": "2021-05-21", "mean_absolute_pair_correlation": 0.5334777617410074, "max_absolute_pair_correlation": 0.9597765731518794, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9597765731518794 } }, { "date": "2021-05-28", "window_start": "2020-06-05", "window_end": "2021-05-28", "mean_absolute_pair_correlation": 0.5336995258180653, "max_absolute_pair_correlation": 0.951060712674358, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.951060712674358 } }, { "date": "2021-06-04", "window_start": "2020-06-12", "window_end": "2021-06-04", "mean_absolute_pair_correlation": 0.5290044288588497, "max_absolute_pair_correlation": 0.9487385761899394, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9487385761899394 } }, { "date": "2021-06-11", "window_start": "2020-06-19", "window_end": "2021-06-11", "mean_absolute_pair_correlation": 0.5178839296002165, "max_absolute_pair_correlation": 0.9457775422651615, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9457775422651615 } }, { "date": "2021-06-18", "window_start": "2020-06-26", "window_end": "2021-06-18", "mean_absolute_pair_correlation": 0.5414282893310205, "max_absolute_pair_correlation": 0.9422930865980128, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.9422930865980128 } }, { "date": "2021-06-25", "window_start": "2020-07-03", "window_end": "2021-06-25", "mean_absolute_pair_correlation": 0.5617320285623255, "max_absolute_pair_correlation": 0.9360362615271856, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9360362615271856 } }, { "date": "2021-07-02", "window_start": "2020-07-10", "window_end": "2021-07-02", "mean_absolute_pair_correlation": 0.5744343296323942, "max_absolute_pair_correlation": 0.9433566154097102, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9433566154097102 } }, { "date": "2021-07-09", "window_start": "2020-07-17", "window_end": "2021-07-09", "mean_absolute_pair_correlation": 0.5809203124579823, "max_absolute_pair_correlation": 0.9487879827049291, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9487879827049291 } }, { "date": "2021-07-16", "window_start": "2020-07-24", "window_end": "2021-07-16", "mean_absolute_pair_correlation": 0.5822344893759798, "max_absolute_pair_correlation": 0.9524010383472371, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9524010383472371 } }, { "date": "2021-07-23", "window_start": "2020-07-31", "window_end": "2021-07-23", "mean_absolute_pair_correlation": 0.5737749480954718, "max_absolute_pair_correlation": 0.9567082094192163, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9567082094192163 } }, { "date": "2021-07-30", "window_start": "2020-08-07", "window_end": "2021-07-30", "mean_absolute_pair_correlation": 0.5626614016362987, "max_absolute_pair_correlation": 0.9591879342008165, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9591879342008165 } }, { "date": "2021-08-06", "window_start": "2020-08-14", "window_end": "2021-08-06", "mean_absolute_pair_correlation": 0.556774344553434, "max_absolute_pair_correlation": 0.9565888871388718, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9565888871388718 } }, { "date": "2021-08-13", "window_start": "2020-08-21", "window_end": "2021-08-13", "mean_absolute_pair_correlation": 0.5538663013653137, "max_absolute_pair_correlation": 0.9535478992800313, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9535478992800313 } }, { "date": "2021-08-20", "window_start": "2020-08-28", "window_end": "2021-08-20", "mean_absolute_pair_correlation": 0.5466601438586106, "max_absolute_pair_correlation": 0.9433041669486145, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9433041669486145 } }, { "date": "2021-08-27", "window_start": "2020-09-04", "window_end": "2021-08-27", "mean_absolute_pair_correlation": 0.5409399435026698, "max_absolute_pair_correlation": 0.9395835259680863, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9395835259680863 } }, { "date": "2021-09-03", "window_start": "2020-09-11", "window_end": "2021-09-03", "mean_absolute_pair_correlation": 0.529085403483501, "max_absolute_pair_correlation": 0.9351843260608892, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9351843260608892 } }, { "date": "2021-09-10", "window_start": "2020-09-18", "window_end": "2021-09-10", "mean_absolute_pair_correlation": 0.5149731237236852, "max_absolute_pair_correlation": 0.9319268275384376, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9319268275384376 } }, { "date": "2021-09-17", "window_start": "2020-09-25", "window_end": "2021-09-17", "mean_absolute_pair_correlation": 0.5039705183558422, "max_absolute_pair_correlation": 0.9316460181075921, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9316460181075921 } }, { "date": "2021-09-24", "window_start": "2020-10-02", "window_end": "2021-09-24", "mean_absolute_pair_correlation": 0.4914425305390459, "max_absolute_pair_correlation": 0.931255417669046, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.931255417669046 } }, { "date": "2021-10-01", "window_start": "2020-10-09", "window_end": "2021-10-01", "mean_absolute_pair_correlation": 0.4831317392235345, "max_absolute_pair_correlation": 0.9265573604962971, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9265573604962971 } }, { "date": "2021-10-08", "window_start": "2020-10-16", "window_end": "2021-10-08", "mean_absolute_pair_correlation": 0.48483505970243257, "max_absolute_pair_correlation": 0.9219715353768458, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9219715353768458 } }, { "date": "2021-10-15", "window_start": "2020-10-23", "window_end": "2021-10-15", "mean_absolute_pair_correlation": 0.49617938877858575, "max_absolute_pair_correlation": 0.9180997877415866, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9180997877415866 } }, { "date": "2021-10-22", "window_start": "2020-10-30", "window_end": "2021-10-22", "mean_absolute_pair_correlation": 0.505191456654565, "max_absolute_pair_correlation": 0.9151482221933005, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9151482221933005 } }, { "date": "2021-10-29", "window_start": "2020-11-06", "window_end": "2021-10-29", "mean_absolute_pair_correlation": 0.5277092030987458, "max_absolute_pair_correlation": 0.9098861382151802, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9098861382151802 } }, { "date": "2021-11-05", "window_start": "2020-11-13", "window_end": "2021-11-05", "mean_absolute_pair_correlation": 0.5224782193514823, "max_absolute_pair_correlation": 0.9077052276155743, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9077052276155743 } }, { "date": "2021-11-12", "window_start": "2020-11-20", "window_end": "2021-11-12", "mean_absolute_pair_correlation": 0.5154998597628897, "max_absolute_pair_correlation": 0.9065231291482311, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.9065231291482311 } }, { "date": "2021-11-19", "window_start": "2020-11-27", "window_end": "2021-11-19", "mean_absolute_pair_correlation": 0.5008541137149208, "max_absolute_pair_correlation": 0.8980640952153411, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.8980640952153411 } }, { "date": "2021-11-26", "window_start": "2020-12-04", "window_end": "2021-11-26", "mean_absolute_pair_correlation": 0.4789570772752486, "max_absolute_pair_correlation": 0.8809246554272421, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "WTI", "right": "SPX", "correlation": 0.8809246554272421 } }, { "date": "2021-12-03", "window_start": "2020-12-11", "window_end": "2021-12-03", "mean_absolute_pair_correlation": 0.44245146992247936, "max_absolute_pair_correlation": 0.8829319029912148, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8829319029912148 } }, { "date": "2021-12-10", "window_start": "2020-12-18", "window_end": "2021-12-10", "mean_absolute_pair_correlation": 0.42284794999330344, "max_absolute_pair_correlation": 0.8890843434990902, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8890843434990902 } }, { "date": "2021-12-17", "window_start": "2020-12-25", "window_end": "2021-12-17", "mean_absolute_pair_correlation": 0.3904449673420629, "max_absolute_pair_correlation": 0.9010647700290283, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.9010647700290283 } }, { "date": "2021-12-24", "window_start": "2021-01-01", "window_end": "2021-12-24", "mean_absolute_pair_correlation": 0.3682127621214834, "max_absolute_pair_correlation": 0.9029319663924918, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.9029319663924918 } }, { "date": "2021-12-31", "window_start": "2021-01-08", "window_end": "2021-12-31", "mean_absolute_pair_correlation": 0.3448766051164271, "max_absolute_pair_correlation": 0.9019239954748485, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.9019239954748485 } }, { "date": "2022-01-07", "window_start": "2021-01-15", "window_end": "2022-01-07", "mean_absolute_pair_correlation": 0.33514221428251156, "max_absolute_pair_correlation": 0.8909903843792687, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8909903843792687 } }, { "date": "2022-01-14", "window_start": "2021-01-22", "window_end": "2022-01-14", "mean_absolute_pair_correlation": 0.32329101985999936, "max_absolute_pair_correlation": 0.8601148702683522, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8601148702683522 } }, { "date": "2022-01-21", "window_start": "2021-01-29", "window_end": "2022-01-21", "mean_absolute_pair_correlation": 0.3013061561323063, "max_absolute_pair_correlation": 0.8493847226129972, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8493847226129972 } }, { "date": "2022-01-28", "window_start": "2021-02-05", "window_end": "2022-01-28", "mean_absolute_pair_correlation": 0.2927276606739648, "max_absolute_pair_correlation": 0.8576767452002959, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8576767452002959 } }, { "date": "2022-02-04", "window_start": "2021-02-12", "window_end": "2022-02-04", "mean_absolute_pair_correlation": 0.29787227022594936, "max_absolute_pair_correlation": 0.8251265574309841, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8251265574309841 } }, { "date": "2022-02-11", "window_start": "2021-02-19", "window_end": "2022-02-11", "mean_absolute_pair_correlation": 0.31379117091478614, "max_absolute_pair_correlation": 0.8040823932825407, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8040823932825407 } }, { "date": "2022-02-18", "window_start": "2021-02-26", "window_end": "2022-02-18", "mean_absolute_pair_correlation": 0.33238545272277176, "max_absolute_pair_correlation": 0.8052060909782078, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8052060909782078 } }, { "date": "2022-02-25", "window_start": "2021-03-05", "window_end": "2022-02-25", "mean_absolute_pair_correlation": 0.35193589348899784, "max_absolute_pair_correlation": 0.8214247401026036, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8214247401026036 } }, { "date": "2022-03-04", "window_start": "2021-03-12", "window_end": "2022-03-04", "mean_absolute_pair_correlation": 0.3817928325425807, "max_absolute_pair_correlation": 0.8335948309747288, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8335948309747288 } }, { "date": "2022-03-11", "window_start": "2021-03-19", "window_end": "2022-03-11", "mean_absolute_pair_correlation": 0.4067387288862639, "max_absolute_pair_correlation": 0.8591691761220416, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8591691761220416 } }, { "date": "2022-03-18", "window_start": "2021-03-26", "window_end": "2022-03-18", "mean_absolute_pair_correlation": 0.42183579056073545, "max_absolute_pair_correlation": 0.8748692346305134, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8748692346305134 } }, { "date": "2022-03-25", "window_start": "2021-04-02", "window_end": "2022-03-25", "mean_absolute_pair_correlation": 0.4301701761836188, "max_absolute_pair_correlation": 0.8954480636243441, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8954480636243441 } }, { "date": "2022-04-01", "window_start": "2021-04-09", "window_end": "2022-04-01", "mean_absolute_pair_correlation": 0.4317109818658947, "max_absolute_pair_correlation": 0.8863747517184224, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "WTI", "right": "UST_2Y", "correlation": 0.8863747517184224 } }, { "date": "2022-04-08", "window_start": "2021-04-16", "window_end": "2022-04-08", "mean_absolute_pair_correlation": 0.43574565817724575, "max_absolute_pair_correlation": 0.9018820351759894, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9018820351759894 } }, { "date": "2022-04-15", "window_start": "2021-04-23", "window_end": "2022-04-15", "mean_absolute_pair_correlation": 0.44244035154192485, "max_absolute_pair_correlation": 0.914449592429881, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.914449592429881 } }, { "date": "2022-04-22", "window_start": "2021-04-30", "window_end": "2022-04-22", "mean_absolute_pair_correlation": 0.4531572691540319, "max_absolute_pair_correlation": 0.9286305018783133, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9286305018783133 } }, { "date": "2022-04-29", "window_start": "2021-05-07", "window_end": "2022-04-29", "mean_absolute_pair_correlation": 0.4702101339743355, "max_absolute_pair_correlation": 0.9412807629593666, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9412807629593666 } }, { "date": "2022-05-06", "window_start": "2021-05-14", "window_end": "2022-05-06", "mean_absolute_pair_correlation": 0.49172574140907094, "max_absolute_pair_correlation": 0.946886622597211, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.946886622597211 } }, { "date": "2022-05-13", "window_start": "2021-05-21", "window_end": "2022-05-13", "mean_absolute_pair_correlation": 0.5148330090000707, "max_absolute_pair_correlation": 0.9540861820805724, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9540861820805724 } }, { "date": "2022-05-20", "window_start": "2021-05-28", "window_end": "2022-05-20", "mean_absolute_pair_correlation": 0.5512247423471607, "max_absolute_pair_correlation": 0.960803199513468, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.960803199513468 } }, { "date": "2022-05-27", "window_start": "2021-06-04", "window_end": "2022-05-27", "mean_absolute_pair_correlation": 0.5780180257933002, "max_absolute_pair_correlation": 0.9656185946839884, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9656185946839884 } }, { "date": "2022-06-03", "window_start": "2021-06-11", "window_end": "2022-06-03", "mean_absolute_pair_correlation": 0.6004862992164829, "max_absolute_pair_correlation": 0.9695800975986698, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9695800975986698 } }, { "date": "2022-06-10", "window_start": "2021-06-18", "window_end": "2022-06-10", "mean_absolute_pair_correlation": 0.6298206420447695, "max_absolute_pair_correlation": 0.9728784711887736, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9728784711887736 } }, { "date": "2022-06-17", "window_start": "2021-06-25", "window_end": "2022-06-17", "mean_absolute_pair_correlation": 0.6534172861125099, "max_absolute_pair_correlation": 0.9751168936113842, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9751168936113842 } }, { "date": "2022-06-24", "window_start": "2021-07-02", "window_end": "2022-06-24", "mean_absolute_pair_correlation": 0.6675737261634195, "max_absolute_pair_correlation": 0.9775420682378914, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9775420682378914 } }, { "date": "2022-07-01", "window_start": "2021-07-09", "window_end": "2022-07-01", "mean_absolute_pair_correlation": 0.6721805995286526, "max_absolute_pair_correlation": 0.9785941889439449, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9785941889439449 } }, { "date": "2022-07-08", "window_start": "2021-07-16", "window_end": "2022-07-08", "mean_absolute_pair_correlation": 0.6638410791000433, "max_absolute_pair_correlation": 0.979600362950407, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.979600362950407 } }, { "date": "2022-07-15", "window_start": "2021-07-23", "window_end": "2022-07-15", "mean_absolute_pair_correlation": 0.6501034639995966, "max_absolute_pair_correlation": 0.9793844078222431, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9793844078222431 } }, { "date": "2022-07-22", "window_start": "2021-07-30", "window_end": "2022-07-22", "mean_absolute_pair_correlation": 0.6415591099229786, "max_absolute_pair_correlation": 0.9783573214032226, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9783573214032226 } }, { "date": "2022-07-29", "window_start": "2021-08-06", "window_end": "2022-07-29", "mean_absolute_pair_correlation": 0.6347487062536947, "max_absolute_pair_correlation": 0.9767333992993366, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9767333992993366 } }, { "date": "2022-08-05", "window_start": "2021-08-13", "window_end": "2022-08-05", "mean_absolute_pair_correlation": 0.6233841100764088, "max_absolute_pair_correlation": 0.9748884249031069, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9748884249031069 } }, { "date": "2022-08-12", "window_start": "2021-08-20", "window_end": "2022-08-12", "mean_absolute_pair_correlation": 0.6103917223845331, "max_absolute_pair_correlation": 0.973210622526313, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.973210622526313 } }, { "date": "2022-08-19", "window_start": "2021-08-27", "window_end": "2022-08-19", "mean_absolute_pair_correlation": 0.5987675623438353, "max_absolute_pair_correlation": 0.9729756820411771, "pairs_at_or_above_abs_0_70": 13, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9729756820411771 } }, { "date": "2022-08-26", "window_start": "2021-09-03", "window_end": "2022-08-26", "mean_absolute_pair_correlation": 0.5938391085394361, "max_absolute_pair_correlation": 0.9727241416465869, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9727241416465869 } }, { "date": "2022-09-02", "window_start": "2021-09-10", "window_end": "2022-09-02", "mean_absolute_pair_correlation": 0.5863103965911816, "max_absolute_pair_correlation": 0.9729745532557283, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9729745532557283 } }, { "date": "2022-09-09", "window_start": "2021-09-17", "window_end": "2022-09-09", "mean_absolute_pair_correlation": 0.5785986771710779, "max_absolute_pair_correlation": 0.9733422079697985, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9733422079697985 } }, { "date": "2022-09-16", "window_start": "2021-09-24", "window_end": "2022-09-16", "mean_absolute_pair_correlation": 0.5813860286528778, "max_absolute_pair_correlation": 0.9739957652361363, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9739957652361363 } }, { "date": "2022-09-23", "window_start": "2021-10-01", "window_end": "2022-09-23", "mean_absolute_pair_correlation": 0.5843967272691101, "max_absolute_pair_correlation": 0.9754456322770958, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9754456322770958 } }, { "date": "2022-09-30", "window_start": "2021-10-08", "window_end": "2022-09-30", "mean_absolute_pair_correlation": 0.5878786470229372, "max_absolute_pair_correlation": 0.9766644310553363, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9766644310553363 } }, { "date": "2022-10-07", "window_start": "2021-10-15", "window_end": "2022-10-07", "mean_absolute_pair_correlation": 0.5937226011247106, "max_absolute_pair_correlation": 0.9788843288400971, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9788843288400971 } }, { "date": "2022-10-14", "window_start": "2021-10-22", "window_end": "2022-10-14", "mean_absolute_pair_correlation": 0.5986467267975847, "max_absolute_pair_correlation": 0.9805688788260037, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9805688788260037 } }, { "date": "2022-10-21", "window_start": "2021-10-29", "window_end": "2022-10-21", "mean_absolute_pair_correlation": 0.5990732334715101, "max_absolute_pair_correlation": 0.9815228889994783, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9815228889994783 } }, { "date": "2022-10-28", "window_start": "2021-11-05", "window_end": "2022-10-28", "mean_absolute_pair_correlation": 0.5956868650590799, "max_absolute_pair_correlation": 0.9823322653805192, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9823322653805192 } }, { "date": "2022-11-04", "window_start": "2021-11-12", "window_end": "2022-11-04", "mean_absolute_pair_correlation": 0.5863677645621036, "max_absolute_pair_correlation": 0.9830471911482425, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9830471911482425 } }, { "date": "2022-11-11", "window_start": "2021-11-19", "window_end": "2022-11-11", "mean_absolute_pair_correlation": 0.5685384598143463, "max_absolute_pair_correlation": 0.9837304896978973, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9837304896978973 } }, { "date": "2022-11-18", "window_start": "2021-11-26", "window_end": "2022-11-18", "mean_absolute_pair_correlation": 0.5474893730925768, "max_absolute_pair_correlation": 0.9838395518536873, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9838395518536873 } }, { "date": "2022-11-25", "window_start": "2021-12-03", "window_end": "2022-11-25", "mean_absolute_pair_correlation": 0.5384735688064065, "max_absolute_pair_correlation": 0.9830288773585295, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9830288773585295 } }, { "date": "2022-12-02", "window_start": "2021-12-10", "window_end": "2022-12-02", "mean_absolute_pair_correlation": 0.5376261217571227, "max_absolute_pair_correlation": 0.9809618148496786, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9809618148496786 } }, { "date": "2022-12-09", "window_start": "2021-12-17", "window_end": "2022-12-09", "mean_absolute_pair_correlation": 0.5350611032276115, "max_absolute_pair_correlation": 0.9791866110674882, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9791866110674882 } }, { "date": "2022-12-16", "window_start": "2021-12-24", "window_end": "2022-12-16", "mean_absolute_pair_correlation": 0.5392054656204014, "max_absolute_pair_correlation": 0.9771314716615134, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9771314716615134 } }, { "date": "2022-12-23", "window_start": "2021-12-31", "window_end": "2022-12-23", "mean_absolute_pair_correlation": 0.5387456038898744, "max_absolute_pair_correlation": 0.9760690101138063, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9760690101138063 } }, { "date": "2022-12-30", "window_start": "2022-01-07", "window_end": "2022-12-30", "mean_absolute_pair_correlation": 0.5411272223497273, "max_absolute_pair_correlation": 0.9749817839284708, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9749817839284708 } }, { "date": "2023-01-06", "window_start": "2022-01-14", "window_end": "2023-01-06", "mean_absolute_pair_correlation": 0.5514076279018211, "max_absolute_pair_correlation": 0.973574863105192, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.973574863105192 } }, { "date": "2023-01-13", "window_start": "2022-01-21", "window_end": "2023-01-13", "mean_absolute_pair_correlation": 0.559976332701176, "max_absolute_pair_correlation": 0.9712240313621562, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9712240313621562 } }, { "date": "2023-01-20", "window_start": "2022-01-28", "window_end": "2023-01-20", "mean_absolute_pair_correlation": 0.5640499217872292, "max_absolute_pair_correlation": 0.9685952171457151, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9685952171457151 } }, { "date": "2023-01-27", "window_start": "2022-02-04", "window_end": "2023-01-27", "mean_absolute_pair_correlation": 0.5694041191494807, "max_absolute_pair_correlation": 0.9655738637334556, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9655738637334556 } }, { "date": "2023-02-03", "window_start": "2022-02-11", "window_end": "2023-02-03", "mean_absolute_pair_correlation": 0.5729186366397426, "max_absolute_pair_correlation": 0.9621639153570662, "pairs_at_or_above_abs_0_70": 14, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9621639153570662 } }, { "date": "2023-02-10", "window_start": "2022-02-18", "window_end": "2023-02-10", "mean_absolute_pair_correlation": 0.572189559155489, "max_absolute_pair_correlation": 0.9594060903633428, "pairs_at_or_above_abs_0_70": 12, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9594060903633428 } }, { "date": "2023-02-17", "window_start": "2022-02-25", "window_end": "2023-02-17", "mean_absolute_pair_correlation": 0.5699323954570352, "max_absolute_pair_correlation": 0.9563212573699426, "pairs_at_or_above_abs_0_70": 11, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9563212573699426 } }, { "date": "2023-02-24", "window_start": "2022-03-04", "window_end": "2023-02-24", "mean_absolute_pair_correlation": 0.5682145210069552, "max_absolute_pair_correlation": 0.9537287741293503, "pairs_at_or_above_abs_0_70": 10, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9537287741293503 } }, { "date": "2023-03-03", "window_start": "2022-03-11", "window_end": "2023-03-03", "mean_absolute_pair_correlation": 0.5508912138972969, "max_absolute_pair_correlation": 0.9506487036275367, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9506487036275367 } }, { "date": "2023-03-10", "window_start": "2022-03-18", "window_end": "2023-03-10", "mean_absolute_pair_correlation": 0.5363656701662479, "max_absolute_pair_correlation": 0.9467799233632309, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9467799233632309 } }, { "date": "2023-03-17", "window_start": "2022-03-25", "window_end": "2023-03-17", "mean_absolute_pair_correlation": 0.5102824378803209, "max_absolute_pair_correlation": 0.9405742017279595, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9405742017279595 } }, { "date": "2023-03-24", "window_start": "2022-04-01", "window_end": "2023-03-24", "mean_absolute_pair_correlation": 0.4817551007593844, "max_absolute_pair_correlation": 0.9367163668089462, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9367163668089462 } }, { "date": "2023-03-31", "window_start": "2022-04-08", "window_end": "2023-03-31", "mean_absolute_pair_correlation": 0.46491789742260237, "max_absolute_pair_correlation": 0.9343867788836024, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9343867788836024 } }, { "date": "2023-04-07", "window_start": "2022-04-15", "window_end": "2023-04-07", "mean_absolute_pair_correlation": 0.4497790133253089, "max_absolute_pair_correlation": 0.930201847411691, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.930201847411691 } }, { "date": "2023-04-14", "window_start": "2022-04-22", "window_end": "2023-04-14", "mean_absolute_pair_correlation": 0.4307240339536714, "max_absolute_pair_correlation": 0.928589336962883, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.928589336962883 } }, { "date": "2023-04-21", "window_start": "2022-04-29", "window_end": "2023-04-21", "mean_absolute_pair_correlation": 0.4159451174640599, "max_absolute_pair_correlation": 0.9267420005662824, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9267420005662824 } }, { "date": "2023-04-28", "window_start": "2022-05-06", "window_end": "2023-04-28", "mean_absolute_pair_correlation": 0.40917403783998846, "max_absolute_pair_correlation": 0.9238369820151799, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9238369820151799 } }, { "date": "2023-05-05", "window_start": "2022-05-13", "window_end": "2023-05-05", "mean_absolute_pair_correlation": 0.4158004737216369, "max_absolute_pair_correlation": 0.9292921768218401, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9292921768218401 } }, { "date": "2023-05-12", "window_start": "2022-05-20", "window_end": "2023-05-12", "mean_absolute_pair_correlation": 0.4182587669218615, "max_absolute_pair_correlation": 0.929726233228336, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.929726233228336 } }, { "date": "2023-05-19", "window_start": "2022-05-27", "window_end": "2023-05-19", "mean_absolute_pair_correlation": 0.4205013829552118, "max_absolute_pair_correlation": 0.9263849681395518, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9263849681395518 } }, { "date": "2023-05-26", "window_start": "2022-06-03", "window_end": "2023-05-26", "mean_absolute_pair_correlation": 0.4143111297378204, "max_absolute_pair_correlation": 0.9229643377225812, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9229643377225812 } }, { "date": "2023-06-02", "window_start": "2022-06-10", "window_end": "2023-06-02", "mean_absolute_pair_correlation": 0.42191638346217186, "max_absolute_pair_correlation": 0.9242096189573616, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9242096189573616 } }, { "date": "2023-06-09", "window_start": "2022-06-17", "window_end": "2023-06-09", "mean_absolute_pair_correlation": 0.4382076746476505, "max_absolute_pair_correlation": 0.9263964780147834, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9263964780147834 } }, { "date": "2023-06-16", "window_start": "2022-06-24", "window_end": "2023-06-16", "mean_absolute_pair_correlation": 0.44672615953319433, "max_absolute_pair_correlation": 0.930076553878003, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.930076553878003 } }, { "date": "2023-06-23", "window_start": "2022-07-01", "window_end": "2023-06-23", "mean_absolute_pair_correlation": 0.4538978471336174, "max_absolute_pair_correlation": 0.9308312937586671, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9308312937586671 } }, { "date": "2023-06-30", "window_start": "2022-07-08", "window_end": "2023-06-30", "mean_absolute_pair_correlation": 0.45987340141196714, "max_absolute_pair_correlation": 0.9242544031276024, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9242544031276024 } }, { "date": "2023-07-07", "window_start": "2022-07-15", "window_end": "2023-07-07", "mean_absolute_pair_correlation": 0.46251537809991217, "max_absolute_pair_correlation": 0.9274685566492633, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9274685566492633 } }, { "date": "2023-07-14", "window_start": "2022-07-22", "window_end": "2023-07-14", "mean_absolute_pair_correlation": 0.4642654909955572, "max_absolute_pair_correlation": 0.9219183490438854, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9219183490438854 } }, { "date": "2023-07-21", "window_start": "2022-07-29", "window_end": "2023-07-21", "mean_absolute_pair_correlation": 0.4673264176239451, "max_absolute_pair_correlation": 0.912975645956095, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.912975645956095 } }, { "date": "2023-07-28", "window_start": "2022-08-05", "window_end": "2023-07-28", "mean_absolute_pair_correlation": 0.46794390540641384, "max_absolute_pair_correlation": 0.9165820130260809, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9165820130260809 } }, { "date": "2023-08-04", "window_start": "2022-08-12", "window_end": "2023-08-04", "mean_absolute_pair_correlation": 0.46403197400775387, "max_absolute_pair_correlation": 0.917520149940082, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.917520149940082 } }, { "date": "2023-08-11", "window_start": "2022-08-19", "window_end": "2023-08-11", "mean_absolute_pair_correlation": 0.4698440672391177, "max_absolute_pair_correlation": 0.9185276088644833, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9185276088644833 } }, { "date": "2023-08-18", "window_start": "2022-08-26", "window_end": "2023-08-18", "mean_absolute_pair_correlation": 0.48070421927094387, "max_absolute_pair_correlation": 0.9171092032187597, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.9171092032187597 } }, { "date": "2023-08-25", "window_start": "2022-09-02", "window_end": "2023-08-25", "mean_absolute_pair_correlation": 0.48165444156591475, "max_absolute_pair_correlation": 0.9151066728923007, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9151066728923007 } }, { "date": "2023-09-01", "window_start": "2022-09-09", "window_end": "2023-09-01", "mean_absolute_pair_correlation": 0.4760456311401203, "max_absolute_pair_correlation": 0.9183743212891068, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9183743212891068 } }, { "date": "2023-09-08", "window_start": "2022-09-16", "window_end": "2023-09-08", "mean_absolute_pair_correlation": 0.47994195761397557, "max_absolute_pair_correlation": 0.922301085408845, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.922301085408845 } }, { "date": "2023-09-15", "window_start": "2022-09-23", "window_end": "2023-09-15", "mean_absolute_pair_correlation": 0.4761194576737498, "max_absolute_pair_correlation": 0.9240599693181937, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9240599693181937 } }, { "date": "2023-09-22", "window_start": "2022-09-30", "window_end": "2023-09-22", "mean_absolute_pair_correlation": 0.47705130076194957, "max_absolute_pair_correlation": 0.9203068047507375, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9203068047507375 } }, { "date": "2023-09-29", "window_start": "2022-10-07", "window_end": "2023-09-29", "mean_absolute_pair_correlation": 0.47905853943367405, "max_absolute_pair_correlation": 0.9126867624399232, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9126867624399232 } }, { "date": "2023-10-06", "window_start": "2022-10-14", "window_end": "2023-10-06", "mean_absolute_pair_correlation": 0.47049652238514433, "max_absolute_pair_correlation": 0.9065894916431776, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.9065894916431776 } }, { "date": "2023-10-13", "window_start": "2022-10-21", "window_end": "2023-10-13", "mean_absolute_pair_correlation": 0.4650756310439916, "max_absolute_pair_correlation": 0.8888828325359345, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8888828325359345 } }, { "date": "2023-10-20", "window_start": "2022-10-28", "window_end": "2023-10-20", "mean_absolute_pair_correlation": 0.4501287189552047, "max_absolute_pair_correlation": 0.8765815164354038, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8765815164354038 } }, { "date": "2023-10-27", "window_start": "2022-11-04", "window_end": "2023-10-27", "mean_absolute_pair_correlation": 0.4314478544949285, "max_absolute_pair_correlation": 0.87421384387209, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.87421384387209 } }, { "date": "2023-11-03", "window_start": "2022-11-11", "window_end": "2023-11-03", "mean_absolute_pair_correlation": 0.4205088259035016, "max_absolute_pair_correlation": 0.8704934015480301, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8704934015480301 } }, { "date": "2023-11-10", "window_start": "2022-11-18", "window_end": "2023-11-10", "mean_absolute_pair_correlation": 0.41773954557978826, "max_absolute_pair_correlation": 0.8752594318385011, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8752594318385011 } }, { "date": "2023-11-17", "window_start": "2022-11-25", "window_end": "2023-11-17", "mean_absolute_pair_correlation": 0.4130307396567722, "max_absolute_pair_correlation": 0.8760649548087367, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8760649548087367 } }, { "date": "2023-11-24", "window_start": "2022-12-02", "window_end": "2023-11-24", "mean_absolute_pair_correlation": 0.4125670871799869, "max_absolute_pair_correlation": 0.8772848842928134, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8772848842928134 } }, { "date": "2023-12-01", "window_start": "2022-12-09", "window_end": "2023-12-01", "mean_absolute_pair_correlation": 0.4130185950074052, "max_absolute_pair_correlation": 0.8787989260023186, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8787989260023186 } }, { "date": "2023-12-08", "window_start": "2022-12-16", "window_end": "2023-12-08", "mean_absolute_pair_correlation": 0.4078224488690987, "max_absolute_pair_correlation": 0.8798495614062694, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8798495614062694 } }, { "date": "2023-12-15", "window_start": "2022-12-23", "window_end": "2023-12-15", "mean_absolute_pair_correlation": 0.40644160984320654, "max_absolute_pair_correlation": 0.8765476317641528, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8765476317641528 } }, { "date": "2023-12-22", "window_start": "2022-12-30", "window_end": "2023-12-22", "mean_absolute_pair_correlation": 0.4067830003130384, "max_absolute_pair_correlation": 0.8728196750308567, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8728196750308567 } }, { "date": "2023-12-29", "window_start": "2023-01-06", "window_end": "2023-12-29", "mean_absolute_pair_correlation": 0.41009746294603344, "max_absolute_pair_correlation": 0.8685255700706602, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8685255700706602 } }, { "date": "2024-01-05", "window_start": "2023-01-13", "window_end": "2024-01-05", "mean_absolute_pair_correlation": 0.40969375958322146, "max_absolute_pair_correlation": 0.8632086623098931, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8632086623098931 } }, { "date": "2024-01-12", "window_start": "2023-01-20", "window_end": "2024-01-12", "mean_absolute_pair_correlation": 0.41415866283075636, "max_absolute_pair_correlation": 0.8659982244110066, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8659982244110066 } }, { "date": "2024-01-19", "window_start": "2023-01-27", "window_end": "2024-01-19", "mean_absolute_pair_correlation": 0.417252759118123, "max_absolute_pair_correlation": 0.8562274416818952, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8562274416818952 } }, { "date": "2024-01-26", "window_start": "2023-02-03", "window_end": "2024-01-26", "mean_absolute_pair_correlation": 0.41700630293265106, "max_absolute_pair_correlation": 0.8468707024601528, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8468707024601528 } }, { "date": "2024-02-02", "window_start": "2023-02-10", "window_end": "2024-02-02", "mean_absolute_pair_correlation": 0.41980847210975786, "max_absolute_pair_correlation": 0.8284777565993293, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8284777565993293 } }, { "date": "2024-02-09", "window_start": "2023-02-17", "window_end": "2024-02-09", "mean_absolute_pair_correlation": 0.4147097270083257, "max_absolute_pair_correlation": 0.8142904702051701, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "VIX", "correlation": -0.8142904702051701 } }, { "date": "2024-02-16", "window_start": "2023-02-24", "window_end": "2024-02-16", "mean_absolute_pair_correlation": 0.4086863206784102, "max_absolute_pair_correlation": 0.8259097338117427, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8259097338117427 } }, { "date": "2024-02-23", "window_start": "2023-03-03", "window_end": "2024-02-23", "mean_absolute_pair_correlation": 0.40429032692500705, "max_absolute_pair_correlation": 0.8393534061589297, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8393534061589297 } }, { "date": "2024-03-01", "window_start": "2023-03-10", "window_end": "2024-03-01", "mean_absolute_pair_correlation": 0.3939334554784294, "max_absolute_pair_correlation": 0.8467780323140235, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8467780323140235 } }, { "date": "2024-03-08", "window_start": "2023-03-17", "window_end": "2024-03-08", "mean_absolute_pair_correlation": 0.3826489056085304, "max_absolute_pair_correlation": 0.8434666985728079, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8434666985728079 } }, { "date": "2024-03-15", "window_start": "2023-03-24", "window_end": "2024-03-15", "mean_absolute_pair_correlation": 0.3784693645359208, "max_absolute_pair_correlation": 0.8561471183622471, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8561471183622471 } }, { "date": "2024-03-22", "window_start": "2023-03-31", "window_end": "2024-03-22", "mean_absolute_pair_correlation": 0.38061707669808315, "max_absolute_pair_correlation": 0.8766614408450689, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8766614408450689 } }, { "date": "2024-03-29", "window_start": "2023-04-07", "window_end": "2024-03-29", "mean_absolute_pair_correlation": 0.37869650186792786, "max_absolute_pair_correlation": 0.8901838938971948, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8901838938971948 } }, { "date": "2024-04-05", "window_start": "2023-04-14", "window_end": "2024-04-05", "mean_absolute_pair_correlation": 0.3673874565766952, "max_absolute_pair_correlation": 0.8998778880084254, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8998778880084254 } }, { "date": "2024-04-12", "window_start": "2023-04-21", "window_end": "2024-04-12", "mean_absolute_pair_correlation": 0.3656322374558715, "max_absolute_pair_correlation": 0.9076167892556122, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9076167892556122 } }, { "date": "2024-04-19", "window_start": "2023-04-28", "window_end": "2024-04-19", "mean_absolute_pair_correlation": 0.3705679466185553, "max_absolute_pair_correlation": 0.9074904679459148, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9074904679459148 } }, { "date": "2024-04-26", "window_start": "2023-05-05", "window_end": "2024-04-26", "mean_absolute_pair_correlation": 0.3825330581732416, "max_absolute_pair_correlation": 0.9131574904345988, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9131574904345988 } }, { "date": "2024-05-03", "window_start": "2023-05-12", "window_end": "2024-05-03", "mean_absolute_pair_correlation": 0.39141247409518387, "max_absolute_pair_correlation": 0.920366990669516, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.920366990669516 } }, { "date": "2024-05-10", "window_start": "2023-05-19", "window_end": "2024-05-10", "mean_absolute_pair_correlation": 0.39995410412720955, "max_absolute_pair_correlation": 0.9243940850071846, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9243940850071846 } }, { "date": "2024-05-17", "window_start": "2023-05-26", "window_end": "2024-05-17", "mean_absolute_pair_correlation": 0.40592130564276385, "max_absolute_pair_correlation": 0.9287975767914387, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9287975767914387 } }, { "date": "2024-05-24", "window_start": "2023-06-02", "window_end": "2024-05-24", "mean_absolute_pair_correlation": 0.4099412537568924, "max_absolute_pair_correlation": 0.932625081099192, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.932625081099192 } }, { "date": "2024-05-31", "window_start": "2023-06-09", "window_end": "2024-05-31", "mean_absolute_pair_correlation": 0.413279473899538, "max_absolute_pair_correlation": 0.9348960547786971, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9348960547786971 } }, { "date": "2024-06-07", "window_start": "2023-06-16", "window_end": "2024-06-07", "mean_absolute_pair_correlation": 0.41696356876716756, "max_absolute_pair_correlation": 0.936925133648271, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.936925133648271 } }, { "date": "2024-06-14", "window_start": "2023-06-23", "window_end": "2024-06-14", "mean_absolute_pair_correlation": 0.42087420706817597, "max_absolute_pair_correlation": 0.9366352079674298, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9366352079674298 } }, { "date": "2024-06-21", "window_start": "2023-06-30", "window_end": "2024-06-21", "mean_absolute_pair_correlation": 0.4268120846234272, "max_absolute_pair_correlation": 0.9344473787324468, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9344473787324468 } }, { "date": "2024-06-28", "window_start": "2023-07-07", "window_end": "2024-06-28", "mean_absolute_pair_correlation": 0.4317632613163764, "max_absolute_pair_correlation": 0.9288641244308732, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9288641244308732 } }, { "date": "2024-07-05", "window_start": "2023-07-14", "window_end": "2024-07-05", "mean_absolute_pair_correlation": 0.43217041981276394, "max_absolute_pair_correlation": 0.9142269174797989, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9142269174797989 } }, { "date": "2024-07-12", "window_start": "2023-07-21", "window_end": "2024-07-12", "mean_absolute_pair_correlation": 0.43257461458657215, "max_absolute_pair_correlation": 0.9016297487796737, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9016297487796737 } }, { "date": "2024-07-19", "window_start": "2023-07-28", "window_end": "2024-07-19", "mean_absolute_pair_correlation": 0.4295882692487488, "max_absolute_pair_correlation": 0.9034430166984477, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9034430166984477 } }, { "date": "2024-07-26", "window_start": "2023-08-04", "window_end": "2024-07-26", "mean_absolute_pair_correlation": 0.4315679319757276, "max_absolute_pair_correlation": 0.9070374299743489, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9070374299743489 } }, { "date": "2024-08-02", "window_start": "2023-08-11", "window_end": "2024-08-02", "mean_absolute_pair_correlation": 0.4041064068596088, "max_absolute_pair_correlation": 0.9063033283530736, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9063033283530736 } }, { "date": "2024-08-09", "window_start": "2023-08-18", "window_end": "2024-08-09", "mean_absolute_pair_correlation": 0.3976690360668858, "max_absolute_pair_correlation": 0.9048683184304819, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.9048683184304819 } }, { "date": "2024-08-16", "window_start": "2023-08-25", "window_end": "2024-08-16", "mean_absolute_pair_correlation": 0.4056652983960852, "max_absolute_pair_correlation": 0.8956914625599078, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "BTC", "correlation": 0.8956914625599078 } }, { "date": "2024-08-23", "window_start": "2023-09-01", "window_end": "2024-08-23", "mean_absolute_pair_correlation": 0.42078378046956405, "max_absolute_pair_correlation": 0.8924056363977942, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8924056363977942 } }, { "date": "2024-08-30", "window_start": "2023-09-08", "window_end": "2024-08-30", "mean_absolute_pair_correlation": 0.43394066280107574, "max_absolute_pair_correlation": 0.9046385477537602, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9046385477537602 } }, { "date": "2024-09-06", "window_start": "2023-09-15", "window_end": "2024-09-06", "mean_absolute_pair_correlation": 0.4302660152356893, "max_absolute_pair_correlation": 0.9212937421464491, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9212937421464491 } }, { "date": "2024-09-13", "window_start": "2023-09-22", "window_end": "2024-09-13", "mean_absolute_pair_correlation": 0.43874702574834307, "max_absolute_pair_correlation": 0.9340092502431483, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9340092502431483 } }, { "date": "2024-09-20", "window_start": "2023-09-29", "window_end": "2024-09-20", "mean_absolute_pair_correlation": 0.43800110094616534, "max_absolute_pair_correlation": 0.9379425331916628, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9379425331916628 } }, { "date": "2024-09-27", "window_start": "2023-10-06", "window_end": "2024-09-27", "mean_absolute_pair_correlation": 0.4335539431024475, "max_absolute_pair_correlation": 0.9354499443046137, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9354499443046137 } }, { "date": "2024-10-04", "window_start": "2023-10-13", "window_end": "2024-10-04", "mean_absolute_pair_correlation": 0.422936243868904, "max_absolute_pair_correlation": 0.9326848120542255, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9326848120542255 } }, { "date": "2024-10-11", "window_start": "2023-10-20", "window_end": "2024-10-11", "mean_absolute_pair_correlation": 0.42212935202008145, "max_absolute_pair_correlation": 0.9246691537937515, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9246691537937515 } }, { "date": "2024-10-18", "window_start": "2023-10-27", "window_end": "2024-10-18", "mean_absolute_pair_correlation": 0.44034468489428663, "max_absolute_pair_correlation": 0.9251724886071876, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9251724886071876 } }, { "date": "2024-10-25", "window_start": "2023-11-03", "window_end": "2024-10-25", "mean_absolute_pair_correlation": 0.45716207141130133, "max_absolute_pair_correlation": 0.9214667251907553, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9214667251907553 } }, { "date": "2024-11-01", "window_start": "2023-11-10", "window_end": "2024-11-01", "mean_absolute_pair_correlation": 0.4534383862552343, "max_absolute_pair_correlation": 0.9127627131178881, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9127627131178881 } }, { "date": "2024-11-08", "window_start": "2023-11-17", "window_end": "2024-11-08", "mean_absolute_pair_correlation": 0.4422537078887605, "max_absolute_pair_correlation": 0.9143036324586115, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9143036324586115 } }, { "date": "2024-11-15", "window_start": "2023-11-24", "window_end": "2024-11-15", "mean_absolute_pair_correlation": 0.4275000987163603, "max_absolute_pair_correlation": 0.9125621952314961, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9125621952314961 } }, { "date": "2024-11-22", "window_start": "2023-12-01", "window_end": "2024-11-22", "mean_absolute_pair_correlation": 0.420810520750746, "max_absolute_pair_correlation": 0.9153552399527264, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9153552399527264 } }, { "date": "2024-11-29", "window_start": "2023-12-08", "window_end": "2024-11-29", "mean_absolute_pair_correlation": 0.4165540361409514, "max_absolute_pair_correlation": 0.9186991478587176, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9186991478587176 } }, { "date": "2024-12-06", "window_start": "2023-12-15", "window_end": "2024-12-06", "mean_absolute_pair_correlation": 0.4180202229662605, "max_absolute_pair_correlation": 0.9145623676134809, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9145623676134809 } }, { "date": "2024-12-13", "window_start": "2023-12-22", "window_end": "2024-12-13", "mean_absolute_pair_correlation": 0.42155200145510147, "max_absolute_pair_correlation": 0.9119791809613674, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9119791809613674 } }, { "date": "2024-12-20", "window_start": "2023-12-29", "window_end": "2024-12-20", "mean_absolute_pair_correlation": 0.42441517076328866, "max_absolute_pair_correlation": 0.9105719454190623, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9105719454190623 } }, { "date": "2024-12-27", "window_start": "2024-01-05", "window_end": "2024-12-27", "mean_absolute_pair_correlation": 0.4266976978606906, "max_absolute_pair_correlation": 0.9077532475100101, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.9077532475100101 } }, { "date": "2025-01-03", "window_start": "2024-01-12", "window_end": "2025-01-03", "mean_absolute_pair_correlation": 0.4274925693564132, "max_absolute_pair_correlation": 0.905850088902714, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.905850088902714 } }, { "date": "2025-01-10", "window_start": "2024-01-19", "window_end": "2025-01-10", "mean_absolute_pair_correlation": 0.42786583709593234, "max_absolute_pair_correlation": 0.902202792520418, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.902202792520418 } }, { "date": "2025-01-17", "window_start": "2024-01-26", "window_end": "2025-01-17", "mean_absolute_pair_correlation": 0.4292276270589738, "max_absolute_pair_correlation": 0.899818755125621, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.899818755125621 } }, { "date": "2025-01-24", "window_start": "2024-02-02", "window_end": "2025-01-24", "mean_absolute_pair_correlation": 0.4309086186352415, "max_absolute_pair_correlation": 0.8982120663896038, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8982120663896038 } }, { "date": "2025-01-31", "window_start": "2024-02-09", "window_end": "2025-01-31", "mean_absolute_pair_correlation": 0.4381630145981285, "max_absolute_pair_correlation": 0.8969521386738347, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8969521386738347 } }, { "date": "2025-02-07", "window_start": "2024-02-16", "window_end": "2025-02-07", "mean_absolute_pair_correlation": 0.44056674000853124, "max_absolute_pair_correlation": 0.8962217959068862, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8962217959068862 } }, { "date": "2025-02-14", "window_start": "2024-02-23", "window_end": "2025-02-14", "mean_absolute_pair_correlation": 0.4420646001075171, "max_absolute_pair_correlation": 0.8969014866692319, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8969014866692319 } }, { "date": "2025-02-21", "window_start": "2024-03-01", "window_end": "2025-02-21", "mean_absolute_pair_correlation": 0.44454511879658626, "max_absolute_pair_correlation": 0.893793865936827, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.893793865936827 } }, { "date": "2025-02-28", "window_start": "2024-03-08", "window_end": "2025-02-28", "mean_absolute_pair_correlation": 0.44428392995260385, "max_absolute_pair_correlation": 0.8927020707812451, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8927020707812451 } }, { "date": "2025-03-07", "window_start": "2024-03-15", "window_end": "2025-03-07", "mean_absolute_pair_correlation": 0.4462009250766824, "max_absolute_pair_correlation": 0.8722098501304069, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "SPX", "right": "GOLD", "correlation": 0.8722098501304069 } }, { "date": "2025-03-14", "window_start": "2024-03-22", "window_end": "2025-03-14", "mean_absolute_pair_correlation": 0.4454803236285897, "max_absolute_pair_correlation": 0.859322518339812, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "DXY", "right": "UST_10Y", "correlation": 0.859322518339812 } }, { "date": "2025-03-21", "window_start": "2024-03-29", "window_end": "2025-03-21", "mean_absolute_pair_correlation": 0.44151696590899375, "max_absolute_pair_correlation": 0.8585430938508577, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "UST_10Y", "correlation": 0.8585430938508577 } }, { "date": "2025-03-28", "window_start": "2024-04-05", "window_end": "2025-03-28", "mean_absolute_pair_correlation": 0.43739764685297605, "max_absolute_pair_correlation": 0.8572311717543324, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "UST_10Y", "correlation": 0.8572311717543324 } }, { "date": "2025-04-04", "window_start": "2024-04-12", "window_end": "2025-04-04", "mean_absolute_pair_correlation": 0.4333557318613735, "max_absolute_pair_correlation": 0.863972703190954, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "DXY", "right": "UST_10Y", "correlation": 0.863972703190954 } }, { "date": "2025-04-11", "window_start": "2024-04-19", "window_end": "2025-04-11", "mean_absolute_pair_correlation": 0.42660496242834217, "max_absolute_pair_correlation": 0.7882103262541619, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_10Y", "correlation": 0.7882103262541619 } }, { "date": "2025-04-18", "window_start": "2024-04-26", "window_end": "2025-04-18", "mean_absolute_pair_correlation": 0.4271090696426564, "max_absolute_pair_correlation": 0.7711498890924353, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.7711498890924353 } }, { "date": "2025-04-25", "window_start": "2024-05-03", "window_end": "2025-04-25", "mean_absolute_pair_correlation": 0.42715059860834165, "max_absolute_pair_correlation": 0.7828673569050776, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.7828673569050776 } }, { "date": "2025-05-02", "window_start": "2024-05-10", "window_end": "2025-05-02", "mean_absolute_pair_correlation": 0.4266259153478863, "max_absolute_pair_correlation": 0.7992801178430244, "pairs_at_or_above_abs_0_70": 1, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.7992801178430244 } }, { "date": "2025-05-09", "window_start": "2024-05-17", "window_end": "2025-05-09", "mean_absolute_pair_correlation": 0.4234382265928479, "max_absolute_pair_correlation": 0.8109854452195908, "pairs_at_or_above_abs_0_70": 1, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.8109854452195908 } }, { "date": "2025-05-16", "window_start": "2024-05-24", "window_end": "2025-05-16", "mean_absolute_pair_correlation": 0.41949902810087475, "max_absolute_pair_correlation": 0.8171839941664628, "pairs_at_or_above_abs_0_70": 1, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.8171839941664628 } }, { "date": "2025-05-23", "window_start": "2024-05-31", "window_end": "2025-05-23", "mean_absolute_pair_correlation": 0.41917179775406943, "max_absolute_pair_correlation": 0.8238106458559735, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.8238106458559735 } }, { "date": "2025-05-30", "window_start": "2024-06-07", "window_end": "2025-05-30", "mean_absolute_pair_correlation": 0.4241609615180412, "max_absolute_pair_correlation": 0.8313859334918876, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.8313859334918876 } }, { "date": "2025-06-06", "window_start": "2024-06-14", "window_end": "2025-06-06", "mean_absolute_pair_correlation": 0.42722220188348153, "max_absolute_pair_correlation": 0.8324790172717557, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.8324790172717557 } }, { "date": "2025-06-13", "window_start": "2024-06-21", "window_end": "2025-06-13", "mean_absolute_pair_correlation": 0.41951137563661034, "max_absolute_pair_correlation": 0.7721724390914223, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "WTI", "right": "GOLD", "correlation": -0.7721724390914223 } }, { "date": "2025-06-20", "window_start": "2024-06-28", "window_end": "2025-06-20", "mean_absolute_pair_correlation": 0.4110199506209837, "max_absolute_pair_correlation": 0.7600582348747202, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7600582348747202 } }, { "date": "2025-06-27", "window_start": "2024-07-05", "window_end": "2025-06-27", "mean_absolute_pair_correlation": 0.4049483714924234, "max_absolute_pair_correlation": 0.7735857471843254, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7735857471843254 } }, { "date": "2025-07-04", "window_start": "2024-07-12", "window_end": "2025-07-04", "mean_absolute_pair_correlation": 0.40130110806502334, "max_absolute_pair_correlation": 0.7897097361230017, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7897097361230017 } }, { "date": "2025-07-11", "window_start": "2024-07-19", "window_end": "2025-07-11", "mean_absolute_pair_correlation": 0.3972217055923841, "max_absolute_pair_correlation": 0.7937812995073577, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7937812995073577 } }, { "date": "2025-07-18", "window_start": "2024-07-26", "window_end": "2025-07-18", "mean_absolute_pair_correlation": 0.39683162797483273, "max_absolute_pair_correlation": 0.7970049468497502, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7970049468497502 } }, { "date": "2025-07-25", "window_start": "2024-08-02", "window_end": "2025-07-25", "mean_absolute_pair_correlation": 0.3963631107729881, "max_absolute_pair_correlation": 0.7934648646133579, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "BTC", "right": "UST_10Y", "correlation": 0.7934648646133579 } }, { "date": "2025-08-01", "window_start": "2024-08-09", "window_end": "2025-08-01", "mean_absolute_pair_correlation": 0.3891696232977258, "max_absolute_pair_correlation": 0.772687643726814, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.772687643726814 } }, { "date": "2025-08-08", "window_start": "2024-08-16", "window_end": "2025-08-08", "mean_absolute_pair_correlation": 0.38361812454500605, "max_absolute_pair_correlation": 0.7785998971075437, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.7785998971075437 } }, { "date": "2025-08-15", "window_start": "2024-08-23", "window_end": "2025-08-15", "mean_absolute_pair_correlation": 0.3818935185462344, "max_absolute_pair_correlation": 0.785624310558, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.785624310558 } }, { "date": "2025-08-22", "window_start": "2024-08-30", "window_end": "2025-08-22", "mean_absolute_pair_correlation": 0.38340380404569024, "max_absolute_pair_correlation": 0.7923141101275548, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.7923141101275548 } }, { "date": "2025-08-29", "window_start": "2024-09-06", "window_end": "2025-08-29", "mean_absolute_pair_correlation": 0.3827403191175147, "max_absolute_pair_correlation": 0.7992466769680809, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.7992466769680809 } }, { "date": "2025-09-05", "window_start": "2024-09-13", "window_end": "2025-09-05", "mean_absolute_pair_correlation": 0.3720700022275677, "max_absolute_pair_correlation": 0.8097958908316751, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "UST_2Y", "correlation": 0.8097958908316751 } }, { "date": "2025-09-12", "window_start": "2024-09-20", "window_end": "2025-09-12", "mean_absolute_pair_correlation": 0.38160194688795973, "max_absolute_pair_correlation": 0.8379351370330451, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8379351370330451 } }, { "date": "2025-09-19", "window_start": "2024-09-27", "window_end": "2025-09-19", "mean_absolute_pair_correlation": 0.40390609703405556, "max_absolute_pair_correlation": 0.8663058412643521, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8663058412643521 } }, { "date": "2025-09-26", "window_start": "2024-10-04", "window_end": "2025-09-26", "mean_absolute_pair_correlation": 0.42540498867393295, "max_absolute_pair_correlation": 0.88873498452339, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.88873498452339 } }, { "date": "2025-10-03", "window_start": "2024-10-11", "window_end": "2025-10-03", "mean_absolute_pair_correlation": 0.446056138360862, "max_absolute_pair_correlation": 0.8950772785712653, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8950772785712653 } }, { "date": "2025-10-10", "window_start": "2024-10-18", "window_end": "2025-10-10", "mean_absolute_pair_correlation": 0.46652254919446673, "max_absolute_pair_correlation": 0.8865964989111751, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "DXY", "right": "GOLD", "correlation": -0.8865964989111751 } }, { "date": "2025-10-17", "window_start": "2024-10-25", "window_end": "2025-10-17", "mean_absolute_pair_correlation": 0.490427154949907, "max_absolute_pair_correlation": 0.8965141641831104, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8965141641831104 } }, { "date": "2025-10-24", "window_start": "2024-11-01", "window_end": "2025-10-24", "mean_absolute_pair_correlation": 0.501772525466577, "max_absolute_pair_correlation": 0.9018239679197929, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.9018239679197929 } }, { "date": "2025-10-31", "window_start": "2024-11-08", "window_end": "2025-10-31", "mean_absolute_pair_correlation": 0.5074541611606188, "max_absolute_pair_correlation": 0.9004384179996655, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.9004384179996655 } }, { "date": "2025-11-07", "window_start": "2024-11-15", "window_end": "2025-11-07", "mean_absolute_pair_correlation": 0.5124148052912302, "max_absolute_pair_correlation": 0.9004671684123385, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.9004671684123385 } }, { "date": "2025-11-14", "window_start": "2024-11-22", "window_end": "2025-11-14", "mean_absolute_pair_correlation": 0.5077383786627975, "max_absolute_pair_correlation": 0.8931628922926906, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8931628922926906 } }, { "date": "2025-11-21", "window_start": "2024-11-29", "window_end": "2025-11-21", "mean_absolute_pair_correlation": 0.49865257269305335, "max_absolute_pair_correlation": 0.8949607875360598, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8949607875360598 } }, { "date": "2025-11-28", "window_start": "2024-12-06", "window_end": "2025-11-28", "mean_absolute_pair_correlation": 0.4941974839925157, "max_absolute_pair_correlation": 0.8983017147783348, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "GOLD", "right": "UST_2Y", "correlation": -0.8983017147783348 } }, { "date": "2025-12-05", "window_start": "2024-12-13", "window_end": "2025-12-05", "mean_absolute_pair_correlation": 0.49321460423846586, "max_absolute_pair_correlation": 0.915921746103662, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.915921746103662 } }, { "date": "2025-12-12", "window_start": "2024-12-20", "window_end": "2025-12-12", "mean_absolute_pair_correlation": 0.48716383418241194, "max_absolute_pair_correlation": 0.9222210806612178, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9222210806612178 } }, { "date": "2025-12-19", "window_start": "2024-12-27", "window_end": "2025-12-19", "mean_absolute_pair_correlation": 0.4772501343424795, "max_absolute_pair_correlation": 0.9212890753860868, "pairs_at_or_above_abs_0_70": 9, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9212890753860868 } }, { "date": "2025-12-26", "window_start": "2025-01-03", "window_end": "2025-12-26", "mean_absolute_pair_correlation": 0.4685754513216577, "max_absolute_pair_correlation": 0.9159954085458577, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9159954085458577 } }, { "date": "2026-01-02", "window_start": "2025-01-10", "window_end": "2026-01-02", "mean_absolute_pair_correlation": 0.4645832233370358, "max_absolute_pair_correlation": 0.9073103689415939, "pairs_at_or_above_abs_0_70": 8, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9073103689415939 } }, { "date": "2026-01-09", "window_start": "2025-01-17", "window_end": "2026-01-09", "mean_absolute_pair_correlation": 0.4544380596318998, "max_absolute_pair_correlation": 0.8957295613596042, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8957295613596042 } }, { "date": "2026-01-16", "window_start": "2025-01-24", "window_end": "2026-01-16", "mean_absolute_pair_correlation": 0.44777635711628605, "max_absolute_pair_correlation": 0.8843126503958585, "pairs_at_or_above_abs_0_70": 7, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8843126503958585 } }, { "date": "2026-01-23", "window_start": "2025-01-31", "window_end": "2026-01-23", "mean_absolute_pair_correlation": 0.44175152260683886, "max_absolute_pair_correlation": 0.8703811975993593, "pairs_at_or_above_abs_0_70": 6, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8703811975993593 } }, { "date": "2026-01-30", "window_start": "2025-02-07", "window_end": "2026-01-30", "mean_absolute_pair_correlation": 0.4315549230455984, "max_absolute_pair_correlation": 0.8492235805122107, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8492235805122107 } }, { "date": "2026-02-06", "window_start": "2025-02-14", "window_end": "2026-02-06", "mean_absolute_pair_correlation": 0.4217318974458487, "max_absolute_pair_correlation": 0.8373084496660879, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8373084496660879 } }, { "date": "2026-02-13", "window_start": "2025-02-21", "window_end": "2026-02-13", "mean_absolute_pair_correlation": 0.42478648798511903, "max_absolute_pair_correlation": 0.8396948157351567, "pairs_at_or_above_abs_0_70": 5, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8396948157351567 } }, { "date": "2026-02-20", "window_start": "2025-02-28", "window_end": "2026-02-20", "mean_absolute_pair_correlation": 0.4151797211854289, "max_absolute_pair_correlation": 0.844729138430504, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.844729138430504 } }, { "date": "2026-02-27", "window_start": "2025-03-07", "window_end": "2026-02-27", "mean_absolute_pair_correlation": 0.4122901466161693, "max_absolute_pair_correlation": 0.8708983066486397, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8708983066486397 } }, { "date": "2026-03-06", "window_start": "2025-03-14", "window_end": "2026-03-06", "mean_absolute_pair_correlation": 0.37595829803038344, "max_absolute_pair_correlation": 0.8771331341616844, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8771331341616844 } }, { "date": "2026-03-13", "window_start": "2025-03-21", "window_end": "2026-03-13", "mean_absolute_pair_correlation": 0.3720436398396864, "max_absolute_pair_correlation": 0.8884646853997632, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.8884646853997632 } }, { "date": "2026-03-20", "window_start": "2025-03-28", "window_end": "2026-03-20", "mean_absolute_pair_correlation": 0.3769136705171899, "max_absolute_pair_correlation": 0.9053943501007532, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9053943501007532 } }, { "date": "2026-03-27", "window_start": "2025-04-04", "window_end": "2026-03-27", "mean_absolute_pair_correlation": 0.3839779226727572, "max_absolute_pair_correlation": 0.9144809345994515, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9144809345994515 } }, { "date": "2026-04-03", "window_start": "2025-04-11", "window_end": "2026-04-03", "mean_absolute_pair_correlation": 0.4066740400195118, "max_absolute_pair_correlation": 0.9379997587576849, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9379997587576849 } }, { "date": "2026-04-10", "window_start": "2025-04-18", "window_end": "2026-04-10", "mean_absolute_pair_correlation": 0.40365382869323124, "max_absolute_pair_correlation": 0.9348146396719261, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9348146396719261 } }, { "date": "2026-04-17", "window_start": "2025-04-25", "window_end": "2026-04-17", "mean_absolute_pair_correlation": 0.4050409504447449, "max_absolute_pair_correlation": 0.9341367700212373, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9341367700212373 } }, { "date": "2026-04-24", "window_start": "2025-05-02", "window_end": "2026-04-24", "mean_absolute_pair_correlation": 0.4046899125532196, "max_absolute_pair_correlation": 0.9343130228335574, "pairs_at_or_above_abs_0_70": 4, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9343130228335574 } }, { "date": "2026-05-01", "window_start": "2025-05-09", "window_end": "2026-05-01", "mean_absolute_pair_correlation": 0.3945153057329393, "max_absolute_pair_correlation": 0.9355180613857318, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9355180613857318 } }, { "date": "2026-05-08", "window_start": "2025-05-16", "window_end": "2026-05-08", "mean_absolute_pair_correlation": 0.38058097303835775, "max_absolute_pair_correlation": 0.9356000202454117, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9356000202454117 } }, { "date": "2026-05-15", "window_start": "2025-05-23", "window_end": "2026-05-15", "mean_absolute_pair_correlation": 0.3690885401947806, "max_absolute_pair_correlation": 0.9403649143987644, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9403649143987644 } }, { "date": "2026-05-22", "window_start": "2025-05-30", "window_end": "2026-05-22", "mean_absolute_pair_correlation": 0.3528995074472624, "max_absolute_pair_correlation": 0.9422223276431375, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9422223276431375 } }, { "date": "2026-05-29", "window_start": "2025-06-06", "window_end": "2026-05-29", "mean_absolute_pair_correlation": 0.34686437935733955, "max_absolute_pair_correlation": 0.9430023924370436, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9430023924370436 } }, { "date": "2026-06-05", "window_start": "2025-06-13", "window_end": "2026-06-05", "mean_absolute_pair_correlation": 0.37014596464717375, "max_absolute_pair_correlation": 0.943142952001397, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.943142952001397 } }, { "date": "2026-06-12", "window_start": "2025-06-20", "window_end": "2026-06-12", "mean_absolute_pair_correlation": 0.38589012560839686, "max_absolute_pair_correlation": 0.9436244969360839, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9436244969360839 } }, { "date": "2026-06-19", "window_start": "2025-06-27", "window_end": "2026-06-19", "mean_absolute_pair_correlation": 0.39946224565788285, "max_absolute_pair_correlation": 0.9370852700035298, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9370852700035298 } }, { "date": "2026-06-26", "window_start": "2025-07-04", "window_end": "2026-06-26", "mean_absolute_pair_correlation": 0.40080559302219926, "max_absolute_pair_correlation": 0.9318969346821852, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9318969346821852 } }, { "date": "2026-07-03", "window_start": "2025-07-11", "window_end": "2026-07-03", "mean_absolute_pair_correlation": 0.4043324238953156, "max_absolute_pair_correlation": 0.9335882994817701, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9335882994817701 } }, { "date": "2026-07-10", "window_start": "2025-07-18", "window_end": "2026-07-10", "mean_absolute_pair_correlation": 0.41018729638055795, "max_absolute_pair_correlation": 0.9376134164108413, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9376134164108413 } }, { "date": "2026-07-17", "window_start": "2025-07-25", "window_end": "2026-07-17", "mean_absolute_pair_correlation": 0.4226943074329311, "max_absolute_pair_correlation": 0.9422199807622815, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9422199807622815 } }, { "date": "2026-07-24", "window_start": "2025-08-01", "window_end": "2026-07-24", "mean_absolute_pair_correlation": 0.43704077499619387, "max_absolute_pair_correlation": 0.9481346229464205, "pairs_at_or_above_abs_0_70": 1, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9481346229464205 } }, { "date": "2026-07-31", "window_start": "2025-08-08", "window_end": "2026-07-31", "mean_absolute_pair_correlation": 0.43833756126811213, "max_absolute_pair_correlation": 0.9508200139841756, "pairs_at_or_above_abs_0_70": 2, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9508200139841756 } }, { "date": "2026-08-07", "window_start": "2025-08-15", "window_end": "2026-08-07", "mean_absolute_pair_correlation": 0.4365712718542718, "max_absolute_pair_correlation": 0.9531871022583985, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9531871022583985 } }, { "date": "2026-08-14", "window_start": "2025-08-22", "window_end": "2026-08-14", "mean_absolute_pair_correlation": 0.43871792339201565, "max_absolute_pair_correlation": 0.9543278326818769, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9543278326818769 } }, { "date": "2026-08-21", "window_start": "2025-08-29", "window_end": "2026-08-21", "mean_absolute_pair_correlation": 0.4359837661151263, "max_absolute_pair_correlation": 0.9556311146776633, "pairs_at_or_above_abs_0_70": 3, "top_pair": { "left": "UST_2Y", "right": "UST_10Y", "correlation": 0.9556311146776633 } } ] }, "contribution_concentration": { "diagnostic": "Absolute contribution concentration adjusted by absolute component correlations", "method": "p_i = |weight_i * clipped_z_i| / sum_j |weight_j * clipped_z_j|; HHI = p'p; correlated concentration = p'|R|p; effective counts are reciprocals.", "caution": "Heuristic transparency diagnostic only. It is not a covariance risk model, portfolio diversification measure, forecast, or alternative score methodology.", "window_weeks": 52, "observations": 557, "first_date": "2015-12-25", "latest_date": "2026-08-21", "latest": { "date": "2026-08-21", "window_start": "2025-08-29", "window_end": "2026-08-21", "gross_absolute_contribution": 1.4714594293518966, "net_score": -0.7124595351204911, "net_to_gross_ratio": 0.4841856465144224, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2509015189887958, "ordinary_contribution_hhi": 0.1712458474697493, "effective_uncorrelated_component_count": 5.839557658042778, "absolute_correlation_adjusted_concentration_index": 0.5292873109607216, "effective_correlated_component_count": 1.8893330319687374, "correlation_overlap_multiplier": 3.0908037700255506 }, "history": [ { "date": "2015-12-25", "window_start": "2015-01-02", "window_end": "2015-12-25", "gross_absolute_contribution": 0.7537825103098157, "net_score": 0.347634459989444, "net_to_gross_ratio": 0.4611866887791826, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.23617425085905408, "ordinary_contribution_hhi": 0.1630070654957877, "effective_uncorrelated_component_count": 6.134703406619152, "absolute_correlation_adjusted_concentration_index": 0.5250205998452994, "effective_correlated_component_count": 1.9046871690266178, "correlation_overlap_multiplier": 3.2208456624161887 }, { "date": "2016-01-01", "window_start": "2015-01-09", "window_end": "2016-01-01", "gross_absolute_contribution": 0.714389306865006, "net_score": 0.425738323525555, "net_to_gross_ratio": 0.5959472229418522, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2596234391721319, "ordinary_contribution_hhi": 0.18346199777982697, "effective_uncorrelated_component_count": 5.450720106079416, "absolute_correlation_adjusted_concentration_index": 0.5561523657636367, "effective_correlated_component_count": 1.7980684099526016, "correlation_overlap_multiplier": 3.0314308821114877 }, { "date": "2016-01-08", "window_start": "2015-01-16", "window_end": "2016-01-08", "gross_absolute_contribution": 0.9296047515742896, "net_score": 0.5922940438262538, "net_to_gross_ratio": 0.6371461019569891, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2288450670445974, "ordinary_contribution_hhi": 0.1576365288397779, "effective_uncorrelated_component_count": 6.343707307945115, "absolute_correlation_adjusted_concentration_index": 0.5484260098832007, "effective_correlated_component_count": 1.8234000247598976, "correlation_overlap_multiplier": 3.47905408676324 }, { "date": "2016-01-15", "window_start": "2015-01-23", "window_end": "2016-01-15", "gross_absolute_contribution": 0.989465711079265, "net_score": 0.616726686468908, "net_to_gross_ratio": 0.6232926311273689, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2415596392085764, "ordinary_contribution_hhi": 0.15599921739558725, "effective_uncorrelated_component_count": 6.410288568718723, "absolute_correlation_adjusted_concentration_index": 0.5723129076552944, "effective_correlated_component_count": 1.7472959051315031, "correlation_overlap_multiplier": 3.668690889672908 }, { "date": "2016-01-22", "window_start": "2015-01-30", "window_end": "2016-01-22", "gross_absolute_contribution": 0.8906983150465412, "net_score": 0.5311906979824474, "net_to_gross_ratio": 0.5963755505192478, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2464934287254672, "ordinary_contribution_hhi": 0.1537782311136894, "effective_uncorrelated_component_count": 6.502871002988013, "absolute_correlation_adjusted_concentration_index": 0.5906441740831794, "effective_correlated_component_count": 1.693066729308282, "correlation_overlap_multiplier": 3.8408828727293116 }, { "date": "2016-01-29", "window_start": "2015-02-06", "window_end": "2016-01-29", "gross_absolute_contribution": 0.860418432376173, "net_score": 0.45438404379172903, "net_to_gross_ratio": 0.5280965942778332, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.24348993444385672, "ordinary_contribution_hhi": 0.15686470497991703, "effective_uncorrelated_component_count": 6.374920350170724, "absolute_correlation_adjusted_concentration_index": 0.6006192356378421, "effective_correlated_component_count": 1.6649483410867216, "correlation_overlap_multiplier": 3.828899787971665 }, { "date": "2016-02-05", "window_start": "2015-02-13", "window_end": "2016-02-05", "gross_absolute_contribution": 0.9498403921822118, "net_score": 0.4529625442210662, "net_to_gross_ratio": 0.476882798361951, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.24076241724475178, "ordinary_contribution_hhi": 0.14931619038126437, "effective_uncorrelated_component_count": 6.697197386610235, "absolute_correlation_adjusted_concentration_index": 0.5933504095514153, "effective_correlated_component_count": 1.6853447539642215, "correlation_overlap_multiplier": 3.973784812191851 }, { "date": "2016-02-12", "window_start": "2015-02-20", "window_end": "2016-02-12", "gross_absolute_contribution": 1.0299936852939207, "net_score": 0.44747306478910887, "net_to_gross_ratio": 0.43444253220000784, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.23191835850905707, "ordinary_contribution_hhi": 0.14326898475370997, "effective_uncorrelated_component_count": 6.979877757346255, "absolute_correlation_adjusted_concentration_index": 0.5695005854655264, "effective_correlated_component_count": 1.7559244459469183, "correlation_overlap_multiplier": 3.9750444692864977 }, { "date": "2016-02-19", "window_start": "2015-02-27", "window_end": "2016-02-19", "gross_absolute_contribution": 0.9136896689498542, "net_score": 0.37594902309012146, "net_to_gross_ratio": 0.4114624865160368, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.25990129794565153, "ordinary_contribution_hhi": 0.15715999330235592, "effective_uncorrelated_component_count": 6.362942495652355, "absolute_correlation_adjusted_concentration_index": 0.5777579537325914, "effective_correlated_component_count": 1.7308286169658487, "correlation_overlap_multiplier": 3.6762406360062534 }, { "date": "2016-02-26", "window_start": "2015-03-06", "window_end": "2016-02-26", "gross_absolute_contribution": 0.8333801273902994, "net_score": 0.383609936047859, "net_to_gross_ratio": 0.4603060757509541, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.25847218309048847, "ordinary_contribution_hhi": 0.16826732109827605, "effective_uncorrelated_component_count": 5.942924588523953, "absolute_correlation_adjusted_concentration_index": 0.5889014953444285, "effective_correlated_component_count": 1.698076856495557, "correlation_overlap_multiplier": 3.499797176900928 }, { "date": "2016-03-04", "window_start": "2015-03-13", "window_end": "2016-03-04", "gross_absolute_contribution": 0.7954554343925517, "net_score": 0.2941928777090709, "net_to_gross_ratio": 0.3698420615275962, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.243058281460665, "ordinary_contribution_hhi": 0.16075792250519727, "effective_uncorrelated_component_count": 6.2205332366600485, "absolute_correlation_adjusted_concentration_index": 0.5695846800249316, "effective_correlated_component_count": 1.7556651979407671, "correlation_overlap_multiplier": 3.5431204331874655 }, { "date": "2016-03-11", "window_start": "2015-03-20", "window_end": "2016-03-11", "gross_absolute_contribution": 0.7967198518645822, "net_score": 0.25602111744995126, "net_to_gross_ratio": 0.3213439665784391, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2199184125909655, "ordinary_contribution_hhi": 0.14876181068078467, "effective_uncorrelated_component_count": 6.722155339624193, "absolute_correlation_adjusted_concentration_index": 0.5449291860530305, "effective_correlated_component_count": 1.8351008270323836, "correlation_overlap_multiplier": 3.6630986377434445 }, { "date": "2016-03-18", "window_start": "2015-03-27", "window_end": "2016-03-18", "gross_absolute_contribution": 0.8859747436764704, "net_score": 0.15050894007828902, "net_to_gross_ratio": 0.16987949278749423, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.1903083162187359, "ordinary_contribution_hhi": 0.1337890477228012, "effective_uncorrelated_component_count": 7.474453380308899, "absolute_correlation_adjusted_concentration_index": 0.5188113298534079, "effective_correlated_component_count": 1.9274829643418807, "correlation_overlap_multiplier": 3.87783109816536 }, { "date": "2016-03-25", "window_start": "2015-04-03", "window_end": "2016-03-25", "gross_absolute_contribution": 0.840737022985069, "net_score": 0.20650421652803824, "net_to_gross_ratio": 0.24562284148595848, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.20038111997701658, "ordinary_contribution_hhi": 0.1391943678750676, "effective_uncorrelated_component_count": 7.184198723453662, "absolute_correlation_adjusted_concentration_index": 0.52127044865268, "effective_correlated_component_count": 1.9183899693233812, "correlation_overlap_multiplier": 3.7449104917847014 }, { "date": "2016-04-01", "window_start": "2015-04-10", "window_end": "2016-04-01", "gross_absolute_contribution": 0.9494597984921656, "net_score": 0.12905124907717028, "net_to_gross_ratio": 0.1359207091043941, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.19719514345488606, "ordinary_contribution_hhi": 0.13295698310106718, "effective_uncorrelated_component_count": 7.521229623869027, "absolute_correlation_adjusted_concentration_index": 0.5061545569215311, "effective_correlated_component_count": 1.975681116222825, "correlation_overlap_multiplier": 3.806904647774521 }, { "date": "2016-04-08", "window_start": "2015-04-17", "window_end": "2016-04-08", "gross_absolute_contribution": 0.9089201838869669, "net_score": 0.12696159517525607, "net_to_gross_ratio": 0.1396839870276717, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.18333941275249127, "ordinary_contribution_hhi": 0.1349392886712302, "effective_uncorrelated_component_count": 7.410740117627473, "absolute_correlation_adjusted_concentration_index": 0.5042900824475044, "effective_correlated_component_count": 1.982985656086342, "correlation_overlap_multiplier": 3.737162744915387 }, { "date": "2016-04-15", "window_start": "2015-04-24", "window_end": "2016-04-15", "gross_absolute_contribution": 0.9153187807761769, "net_score": 0.10864878774232326, "net_to_gross_ratio": 0.11870048995410176, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.17714469567492372, "ordinary_contribution_hhi": 0.13077282210760735, "effective_uncorrelated_component_count": 7.646848816775881, "absolute_correlation_adjusted_concentration_index": 0.4957955306270968, "effective_correlated_component_count": 2.0169604972742907, "correlation_overlap_multiplier": 3.791273466738585 }, { "date": "2016-04-22", "window_start": "2015-05-01", "window_end": "2016-04-22", "gross_absolute_contribution": 0.8658537676418074, "net_score": 0.11006021529109825, "net_to_gross_ratio": 0.12711178192462255, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16258808050432433, "ordinary_contribution_hhi": 0.1294219715421373, "effective_uncorrelated_component_count": 7.726663317552841, "absolute_correlation_adjusted_concentration_index": 0.48389621834918123, "effective_correlated_component_count": 2.066558824145215, "correlation_overlap_multiplier": 3.7389031598211586 }, { "date": "2016-04-29", "window_start": "2015-05-08", "window_end": "2016-04-29", "gross_absolute_contribution": 0.8645144804071216, "net_score": 0.0682962316118244, "net_to_gross_ratio": 0.07899952303825146, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16532669925780533, "ordinary_contribution_hhi": 0.13450014641223276, "effective_uncorrelated_component_count": 7.43493614449367, "absolute_correlation_adjusted_concentration_index": 0.47870200782111255, "effective_correlated_component_count": 2.088982255478011, "correlation_overlap_multiplier": 3.5591188603908814 }, { "date": "2016-05-06", "window_start": "2015-05-15", "window_end": "2016-05-06", "gross_absolute_contribution": 0.8767338175905546, "net_score": 0.07407195457169588, "net_to_gross_ratio": 0.08448625236706495, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1637838757279402, "ordinary_contribution_hhi": 0.13102353005537773, "effective_uncorrelated_component_count": 7.632216897051584, "absolute_correlation_adjusted_concentration_index": 0.4672930918677934, "effective_correlated_component_count": 2.1399845565937023, "correlation_overlap_multiplier": 3.566482231628851 }, { "date": "2016-05-13", "window_start": "2015-05-22", "window_end": "2016-05-13", "gross_absolute_contribution": 0.8517182587596122, "net_score": 0.08480421634451006, "net_to_gross_ratio": 0.09956839068826995, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16960568174331492, "ordinary_contribution_hhi": 0.1314078264429589, "effective_uncorrelated_component_count": 7.609896815651821, "absolute_correlation_adjusted_concentration_index": 0.450219466427495, "effective_correlated_component_count": 2.2211389657027274, "correlation_overlap_multiplier": 3.426123683911056 }, { "date": "2016-05-20", "window_start": "2015-05-29", "window_end": "2016-05-20", "gross_absolute_contribution": 0.79665420151664, "net_score": 0.12272761640692917, "net_to_gross_ratio": 0.15405381177088504, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1807423414545211, "ordinary_contribution_hhi": 0.13265741171553203, "effective_uncorrelated_component_count": 7.538214315114036, "absolute_correlation_adjusted_concentration_index": 0.4378030749366716, "effective_correlated_component_count": 2.284131969937969, "correlation_overlap_multiplier": 3.300253406688561 }, { "date": "2016-05-27", "window_start": "2015-06-05", "window_end": "2016-05-27", "gross_absolute_contribution": 0.8186810018299806, "net_score": 0.08117524524656355, "net_to_gross_ratio": 0.09915369364271825, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17120906195753785, "ordinary_contribution_hhi": 0.1287361641907523, "effective_uncorrelated_component_count": 7.76782504190718, "absolute_correlation_adjusted_concentration_index": 0.4248096315331091, "effective_correlated_component_count": 2.353995591839733, "correlation_overlap_multiplier": 3.299846893866247 }, { "date": "2016-06-03", "window_start": "2015-06-12", "window_end": "2016-06-03", "gross_absolute_contribution": 0.8768866103093163, "net_score": 0.025004514408651854, "net_to_gross_ratio": 0.02851510573280583, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.15983810539003382, "ordinary_contribution_hhi": 0.1274271986292424, "effective_uncorrelated_component_count": 7.847618175375291, "absolute_correlation_adjusted_concentration_index": 0.42083295313616254, "effective_correlated_component_count": 2.3762397705496348, "correlation_overlap_multiplier": 3.302536331828207 }, { "date": "2016-06-10", "window_start": "2015-06-19", "window_end": "2016-06-10", "gross_absolute_contribution": 0.8005232150893695, "net_score": 0.08636917596988754, "net_to_gross_ratio": 0.10789090727399502, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17539803747781682, "ordinary_contribution_hhi": 0.13898353194106536, "effective_uncorrelated_component_count": 7.195097045195545, "absolute_correlation_adjusted_concentration_index": 0.43129134221521337, "effective_correlated_component_count": 2.318618303033318, "correlation_overlap_multiplier": 3.1031830619911025 }, { "date": "2016-06-17", "window_start": "2015-06-26", "window_end": "2016-06-17", "gross_absolute_contribution": 0.8246155903463191, "net_score": 0.121631892025241, "net_to_gross_ratio": 0.1475013247980898, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1727387296597305, "ordinary_contribution_hhi": 0.13821958797220008, "effective_uncorrelated_component_count": 7.2348645707229915, "absolute_correlation_adjusted_concentration_index": 0.4303637631121794, "effective_correlated_component_count": 2.3236157077177944, "correlation_overlap_multiplier": 3.113623542263329 }, { "date": "2016-06-24", "window_start": "2015-07-03", "window_end": "2016-06-24", "gross_absolute_contribution": 0.9200176430744376, "net_score": 0.2623332082484304, "net_to_gross_ratio": 0.28513932338491615, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.15783268288250232, "ordinary_contribution_hhi": 0.13003387311826248, "effective_uncorrelated_component_count": 7.690303887899468, "absolute_correlation_adjusted_concentration_index": 0.4034545017584072, "effective_correlated_component_count": 2.478594229687913, "correlation_overlap_multiplier": 3.1026877234632213 }, { "date": "2016-07-01", "window_start": "2015-07-10", "window_end": "2016-07-01", "gross_absolute_contribution": 0.8353763867570889, "net_score": 0.03343507782069988, "net_to_gross_ratio": 0.0400239680588699, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.167406450609774, "ordinary_contribution_hhi": 0.13435364839827077, "effective_uncorrelated_component_count": 7.443043132224095, "absolute_correlation_adjusted_concentration_index": 0.4117177236431432, "effective_correlated_component_count": 2.42884855952121, "correlation_overlap_multiplier": 3.0644327753770346 }, { "date": "2016-07-08", "window_start": "2015-07-17", "window_end": "2016-07-08", "gross_absolute_contribution": 0.8753060948333918, "net_score": 0.03403650730398611, "net_to_gross_ratio": 0.038885262544030054, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.1670896796533603, "ordinary_contribution_hhi": 0.13442194277008432, "effective_uncorrelated_component_count": 7.439261621968988, "absolute_correlation_adjusted_concentration_index": 0.41539754556960884, "effective_correlated_component_count": 2.407332471425083, "correlation_overlap_multiplier": 3.090251018616105 }, { "date": "2016-07-15", "window_start": "2015-07-24", "window_end": "2016-07-15", "gross_absolute_contribution": 0.8430065026067974, "net_score": 0.06179932595190603, "net_to_gross_ratio": 0.07330824348425105, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16018631933528804, "ordinary_contribution_hhi": 0.13305456633332857, "effective_uncorrelated_component_count": 7.515713496782951, "absolute_correlation_adjusted_concentration_index": 0.4377142968351489, "effective_correlated_component_count": 2.284595242217135, "correlation_overlap_multiplier": 3.2897352484587876 }, { "date": "2016-07-22", "window_start": "2015-07-31", "window_end": "2016-07-22", "gross_absolute_contribution": 0.8464509237809783, "net_score": 0.08194160798822665, "net_to_gross_ratio": 0.09680609434768517, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.1597635043566668, "ordinary_contribution_hhi": 0.13845215935664512, "effective_uncorrelated_component_count": 7.22271147410605, "absolute_correlation_adjusted_concentration_index": 0.4554019633039548, "effective_correlated_component_count": 2.1958622943673105, "correlation_overlap_multiplier": 3.2892369856858967 }, { "date": "2016-07-29", "window_start": "2015-08-07", "window_end": "2016-07-29", "gross_absolute_contribution": 0.9299423796296917, "net_score": 0.027946024025585103, "net_to_gross_ratio": 0.03005135010269493, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.16498966954605743, "ordinary_contribution_hhi": 0.13114108267624447, "effective_uncorrelated_component_count": 7.625375508518238, "absolute_correlation_adjusted_concentration_index": 0.4670371039929974, "effective_correlated_component_count": 2.1411575042975466, "correlation_overlap_multiplier": 3.561333294357488 }, { "date": "2016-08-05", "window_start": "2015-08-14", "window_end": "2016-08-05", "gross_absolute_contribution": 0.9034355847316493, "net_score": 0.05420251164990189, "net_to_gross_ratio": 0.05999598927244144, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.16827492871722438, "ordinary_contribution_hhi": 0.13276500203862743, "effective_uncorrelated_component_count": 7.532105484463851, "absolute_correlation_adjusted_concentration_index": 0.47910767925404957, "effective_correlated_component_count": 2.0872134664110535, "correlation_overlap_multiplier": 3.6086895785581743 }, { "date": "2016-08-12", "window_start": "2015-08-21", "window_end": "2016-08-12", "gross_absolute_contribution": 0.9032426555713591, "net_score": 0.01646725782153441, "net_to_gross_ratio": 0.01823126678081629, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.14748312190686189, "ordinary_contribution_hhi": 0.13013153108320638, "effective_uncorrelated_component_count": 7.684532654584674, "absolute_correlation_adjusted_concentration_index": 0.495887292234663, "effective_correlated_component_count": 2.0165872682351007, "correlation_overlap_multiplier": 3.810662090170841 }, { "date": "2016-08-19", "window_start": "2015-08-28", "window_end": "2016-08-19", "gross_absolute_contribution": 0.8987133038652535, "net_score": -0.03677548775983566, "net_to_gross_ratio": 0.04092015507244512, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.14824278812786654, "ordinary_contribution_hhi": 0.12742336258005874, "effective_uncorrelated_component_count": 7.847854426002223, "absolute_correlation_adjusted_concentration_index": 0.510212740198959, "effective_correlated_component_count": 1.9599667378161645, "correlation_overlap_multiplier": 4.004075311373123 }, { "date": "2016-08-26", "window_start": "2015-09-04", "window_end": "2016-08-26", "gross_absolute_contribution": 0.82788928139952, "net_score": 0.053982418882926764, "net_to_gross_ratio": 0.06520487714452738, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16238999023874504, "ordinary_contribution_hhi": 0.12965090965033305, "effective_uncorrelated_component_count": 7.713019543765547, "absolute_correlation_adjusted_concentration_index": 0.52345433478822, "effective_correlated_component_count": 1.910386319380814, "correlation_overlap_multiplier": 4.037413514490335 }, { "date": "2016-09-02", "window_start": "2015-09-11", "window_end": "2016-09-02", "gross_absolute_contribution": 0.8771049063284164, "net_score": 0.047814656276190956, "net_to_gross_ratio": 0.05451418174861697, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.152257723604529, "ordinary_contribution_hhi": 0.13019791582942233, "effective_uncorrelated_component_count": 7.6806144985465155, "absolute_correlation_adjusted_concentration_index": 0.5303069770594073, "effective_correlated_component_count": 1.8857002514752423, "correlation_overlap_multiplier": 4.073083456682858 }, { "date": "2016-09-09", "window_start": "2015-09-18", "window_end": "2016-09-09", "gross_absolute_contribution": 0.7763965917589397, "net_score": 0.13426933177634698, "net_to_gross_ratio": 0.17293910509338728, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17750429329252254, "ordinary_contribution_hhi": 0.14331538965118382, "effective_uncorrelated_component_count": 6.977617703401609, "absolute_correlation_adjusted_concentration_index": 0.5501232547169569, "effective_correlated_component_count": 1.8177744558617297, "correlation_overlap_multiplier": 3.838549761165951 }, { "date": "2016-09-16", "window_start": "2015-09-25", "window_end": "2016-09-16", "gross_absolute_contribution": 0.8159759608492335, "net_score": 0.13965588544688845, "net_to_gross_ratio": 0.1711519605326859, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.17571943151424743, "ordinary_contribution_hhi": 0.1371158464318919, "effective_uncorrelated_component_count": 7.29310306592987, "absolute_correlation_adjusted_concentration_index": 0.5525761896698439, "effective_correlated_component_count": 1.8097051930476504, "correlation_overlap_multiplier": 4.029995103040984 }, { "date": "2016-09-23", "window_start": "2015-10-02", "window_end": "2016-09-23", "gross_absolute_contribution": 0.8809835470044198, "net_score": 0.0415340021627722, "net_to_gross_ratio": 0.04714503727566643, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.15300715903710008, "ordinary_contribution_hhi": 0.12927800284632396, "effective_uncorrelated_component_count": 7.735268011439853, "absolute_correlation_adjusted_concentration_index": 0.5559448318403698, "effective_correlated_component_count": 1.7987396279764918, "correlation_overlap_multiplier": 4.300382273860121 }, { "date": "2016-09-30", "window_start": "2015-10-09", "window_end": "2016-09-30", "gross_absolute_contribution": 0.8418532062429287, "net_score": 0.03372523246316751, "net_to_gross_ratio": 0.040060704423373804, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.15977123131982313, "ordinary_contribution_hhi": 0.12903959112736726, "effective_uncorrelated_component_count": 7.74955958294195, "absolute_correlation_adjusted_concentration_index": 0.5780710880938345, "effective_correlated_component_count": 1.7298910473060654, "correlation_overlap_multiplier": 4.479796340359255 }, { "date": "2016-10-07", "window_start": "2015-10-16", "window_end": "2016-10-07", "gross_absolute_contribution": 0.7908102707590309, "net_score": 0.08264680966036485, "net_to_gross_ratio": 0.10450902411907129, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17158672499794372, "ordinary_contribution_hhi": 0.13226614556606014, "effective_uncorrelated_component_count": 7.5605136576732805, "absolute_correlation_adjusted_concentration_index": 0.5969582054764175, "effective_correlated_component_count": 1.6751591498803922, "correlation_overlap_multiplier": 4.513310665564587 }, { "date": "2016-10-14", "window_start": "2015-10-23", "window_end": "2016-10-14", "gross_absolute_contribution": 0.6919000021101078, "net_score": 0.17603708444568494, "net_to_gross_ratio": 0.2544256162867748, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1985703212654584, "ordinary_contribution_hhi": 0.15123324180289044, "effective_uncorrelated_component_count": 6.612302877851075, "absolute_correlation_adjusted_concentration_index": 0.6291036641113719, "effective_correlated_component_count": 1.5895631468186258, "correlation_overlap_multiplier": 4.15982396867028 }, { "date": "2016-10-21", "window_start": "2015-10-30", "window_end": "2016-10-21", "gross_absolute_contribution": 0.7427870528178837, "net_score": 0.13072341706257107, "net_to_gross_ratio": 0.1759904357065063, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1840657431338279, "ordinary_contribution_hhi": 0.14309565718858713, "effective_uncorrelated_component_count": 6.988332278191297, "absolute_correlation_adjusted_concentration_index": 0.6266230059570482, "effective_correlated_component_count": 1.5958558662759101, "correlation_overlap_multiplier": 4.379049778786897 }, { "date": "2016-10-28", "window_start": "2015-11-06", "window_end": "2016-10-28", "gross_absolute_contribution": 0.682832084511487, "net_score": 0.20286005039443122, "net_to_gross_ratio": 0.2970862895810787, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.20199441367959703, "ordinary_contribution_hhi": 0.15538170103692156, "effective_uncorrelated_component_count": 6.435764271639564, "absolute_correlation_adjusted_concentration_index": 0.6481673251383667, "effective_correlated_component_count": 1.5428114951436749, "correlation_overlap_multiplier": 4.171452113169686 }, { "date": "2016-11-04", "window_start": "2015-11-13", "window_end": "2016-11-04", "gross_absolute_contribution": 0.8050989856430391, "net_score": 0.3047982023082174, "net_to_gross_ratio": 0.3785847550966328, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17550768921826504, "ordinary_contribution_hhi": 0.13781500502679153, "effective_uncorrelated_component_count": 7.256103932990445, "absolute_correlation_adjusted_concentration_index": 0.6238713363005155, "effective_correlated_component_count": 1.6028946063300227, "correlation_overlap_multiplier": 4.526875257010175 }, { "date": "2016-11-11", "window_start": "2015-11-20", "window_end": "2016-11-11", "gross_absolute_contribution": 0.7212844264526511, "net_score": 0.2396169302610251, "net_to_gross_ratio": 0.33220865649281395, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.18691159411069264, "ordinary_contribution_hhi": 0.14757485505007686, "effective_uncorrelated_component_count": 6.776222139338494, "absolute_correlation_adjusted_concentration_index": 0.6201390369596216, "effective_correlated_component_count": 1.6125416082540727, "correlation_overlap_multiplier": 4.20219987171384 }, { "date": "2016-11-18", "window_start": "2015-11-27", "window_end": "2016-11-18", "gross_absolute_contribution": 0.7762364483627269, "net_score": 0.3102256750561023, "net_to_gross_ratio": 0.39965357940926943, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17184060156156725, "ordinary_contribution_hhi": 0.13456738739143354, "effective_uncorrelated_component_count": 7.4312210364252, "absolute_correlation_adjusted_concentration_index": 0.5684193444122769, "effective_correlated_component_count": 1.7592645462021712, "correlation_overlap_multiplier": 4.224049789707533 }, { "date": "2016-11-25", "window_start": "2015-12-04", "window_end": "2016-11-25", "gross_absolute_contribution": 0.7859215597387943, "net_score": 0.31332194964298976, "net_to_gross_ratio": 0.3986682204609887, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1664494001819558, "ordinary_contribution_hhi": 0.13399488211586238, "effective_uncorrelated_component_count": 7.46297160167149, "absolute_correlation_adjusted_concentration_index": 0.5468114881195977, "effective_correlated_component_count": 1.8287838162267755, "correlation_overlap_multiplier": 4.080838607304285 }, { "date": "2016-12-02", "window_start": "2015-12-11", "window_end": "2016-12-02", "gross_absolute_contribution": 0.693396958764003, "net_score": 0.29298528827963255, "net_to_gross_ratio": 0.4225361599535798, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.19118457013060802, "ordinary_contribution_hhi": 0.13806539051647404, "effective_uncorrelated_component_count": 7.242944783332065, "absolute_correlation_adjusted_concentration_index": 0.5314513143633555, "effective_correlated_component_count": 1.881639903737816, "correlation_overlap_multiplier": 3.849272524963035 }, { "date": "2016-12-09", "window_start": "2015-12-18", "window_end": "2016-12-09", "gross_absolute_contribution": 0.7452084833178428, "net_score": 0.2791521952790754, "net_to_gross_ratio": 0.37459610502046947, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17047370097573483, "ordinary_contribution_hhi": 0.1367791878430321, "effective_uncorrelated_component_count": 7.311053792391286, "absolute_correlation_adjusted_concentration_index": 0.5155836840734229, "effective_correlated_component_count": 1.9395493513281785, "correlation_overlap_multiplier": 3.7694600487400693 }, { "date": "2016-12-16", "window_start": "2015-12-25", "window_end": "2016-12-16", "gross_absolute_contribution": 0.7498483414612169, "net_score": 0.3483742271586042, "net_to_gross_ratio": 0.46459291552173493, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16957812990313711, "ordinary_contribution_hhi": 0.14144998219893226, "effective_uncorrelated_component_count": 7.069636803443504, "absolute_correlation_adjusted_concentration_index": 0.5170661068513499, "effective_correlated_component_count": 1.933988684908113, "correlation_overlap_multiplier": 3.6554695788095546 }, { "date": "2016-12-23", "window_start": "2016-01-01", "window_end": "2016-12-23", "gross_absolute_contribution": 0.7669869142636804, "net_score": 0.3176009536415365, "net_to_gross_ratio": 0.4140891425069989, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1651787768786432, "ordinary_contribution_hhi": 0.1406267695417038, "effective_uncorrelated_component_count": 7.111021630226977, "absolute_correlation_adjusted_concentration_index": 0.5252535600336515, "effective_correlated_component_count": 1.9038424031546455, "correlation_overlap_multiplier": 3.73508942675302 }, { "date": "2016-12-30", "window_start": "2016-01-08", "window_end": "2016-12-30", "gross_absolute_contribution": 0.7097389175191788, "net_score": 0.33115944630361976, "net_to_gross_ratio": 0.4665933318989388, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.18137908625265686, "ordinary_contribution_hhi": 0.13824483055879586, "effective_uncorrelated_component_count": 7.233543532571351, "absolute_correlation_adjusted_concentration_index": 0.5425366266424886, "effective_correlated_component_count": 1.8431935299715032, "correlation_overlap_multiplier": 3.924462306832851 }, { "date": "2017-01-06", "window_start": "2016-01-15", "window_end": "2017-01-06", "gross_absolute_contribution": 0.7489367913465401, "net_score": 0.26742541344884374, "net_to_gross_ratio": 0.3570734093167329, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.16771904636845275, "ordinary_contribution_hhi": 0.13728715331582475, "effective_uncorrelated_component_count": 7.284002733304052, "absolute_correlation_adjusted_concentration_index": 0.5459650496278527, "effective_correlated_component_count": 1.8316190764988198, "correlation_overlap_multiplier": 3.9768109137777623 }, { "date": "2017-01-13", "window_start": "2016-01-22", "window_end": "2017-01-13", "gross_absolute_contribution": 0.7347648678349636, "net_score": 0.24412327113052049, "net_to_gross_ratio": 0.3322467932494471, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.17231157337774636, "ordinary_contribution_hhi": 0.13705631924317893, "effective_uncorrelated_component_count": 7.296270653713535, "absolute_correlation_adjusted_concentration_index": 0.5550309135389754, "effective_correlated_component_count": 1.801701446904683, "correlation_overlap_multiplier": 4.04965576635824 }, { "date": "2017-01-20", "window_start": "2016-01-29", "window_end": "2017-01-20", "gross_absolute_contribution": 0.7081570009338626, "net_score": 0.2443715150111955, "net_to_gross_ratio": 0.34508098442709356, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1780322571514157, "ordinary_contribution_hhi": 0.14017241694506946, "effective_uncorrelated_component_count": 7.134071180294183, "absolute_correlation_adjusted_concentration_index": 0.5683524315951615, "effective_correlated_component_count": 1.7594716665385923, "correlation_overlap_multiplier": 4.054666702493162 }, { "date": "2017-01-27", "window_start": "2016-02-05", "window_end": "2017-01-27", "gross_absolute_contribution": 0.7125162887346042, "net_score": 0.21882054692316752, "net_to_gross_ratio": 0.30710953613675646, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1944055443767785, "ordinary_contribution_hhi": 0.14386109411096218, "effective_uncorrelated_component_count": 6.9511496918596025, "absolute_correlation_adjusted_concentration_index": 0.5939715797172062, "effective_correlated_component_count": 1.6835822354936691, "correlation_overlap_multiplier": 4.128785363324619 }, { "date": "2017-02-03", "window_start": "2016-02-12", "window_end": "2017-02-03", "gross_absolute_contribution": 0.6793163609910614, "net_score": 0.19834446000786676, "net_to_gross_ratio": 0.29197656849968995, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19338843890658558, "ordinary_contribution_hhi": 0.14722125540622436, "effective_uncorrelated_component_count": 6.792497436872972, "absolute_correlation_adjusted_concentration_index": 0.6198526718256631, "effective_correlated_component_count": 1.6132865847858366, "correlation_overlap_multiplier": 4.210347684614679 }, { "date": "2017-02-10", "window_start": "2016-02-19", "window_end": "2017-02-10", "gross_absolute_contribution": 0.7115852798367672, "net_score": 0.20758619402141512, "net_to_gross_ratio": 0.29172356413701245, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1877082750652998, "ordinary_contribution_hhi": 0.1400865717829177, "effective_uncorrelated_component_count": 7.138442944764396, "absolute_correlation_adjusted_concentration_index": 0.6304138796186675, "effective_correlated_component_count": 1.5862594913121082, "correlation_overlap_multiplier": 4.500173511245428 }, { "date": "2017-02-17", "window_start": "2016-02-26", "window_end": "2017-02-17", "gross_absolute_contribution": 0.7016688652270422, "net_score": 0.2248200895164123, "net_to_gross_ratio": 0.32040767469946985, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1736503340378884, "ordinary_contribution_hhi": 0.13786511617581598, "effective_uncorrelated_component_count": 7.253466487669909, "absolute_correlation_adjusted_concentration_index": 0.6432695983170962, "effective_correlated_component_count": 1.5545581551128358, "correlation_overlap_multiplier": 4.6659344739299415 }, { "date": "2017-02-24", "window_start": "2016-03-04", "window_end": "2017-02-24", "gross_absolute_contribution": 0.7159065005781562, "net_score": 0.20076363430112923, "net_to_gross_ratio": 0.2804327578238154, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.17070866536326545, "ordinary_contribution_hhi": 0.1349254576893862, "effective_uncorrelated_component_count": 7.411499780138705, "absolute_correlation_adjusted_concentration_index": 0.6568578394674462, "effective_correlated_component_count": 1.5223994293967162, "correlation_overlap_multiplier": 4.868301732795362 }, { "date": "2017-03-03", "window_start": "2016-03-11", "window_end": "2017-03-03", "gross_absolute_contribution": 0.7095023751883245, "net_score": 0.24539589830049668, "net_to_gross_ratio": 0.34587043945464, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1854188923341193, "ordinary_contribution_hhi": 0.13997939273326204, "effective_uncorrelated_component_count": 7.143908688799298, "absolute_correlation_adjusted_concentration_index": 0.6568198463782223, "effective_correlated_component_count": 1.5224874910740156, "correlation_overlap_multiplier": 4.692261007517202 }, { "date": "2017-03-10", "window_start": "2016-03-18", "window_end": "2017-03-10", "gross_absolute_contribution": 0.7151730876059436, "net_score": 0.302178672258535, "net_to_gross_ratio": 0.4225252285010951, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1660164060922561, "ordinary_contribution_hhi": 0.1410554898877551, "effective_uncorrelated_component_count": 7.089408578111706, "absolute_correlation_adjusted_concentration_index": 0.6594648920170574, "effective_correlated_component_count": 1.5163809508363253, "correlation_overlap_multiplier": 4.675216062429237 }, { "date": "2017-03-17", "window_start": "2016-03-25", "window_end": "2017-03-17", "gross_absolute_contribution": 0.7015605026654359, "net_score": 0.25287892327297384, "net_to_gross_ratio": 0.36045205269141006, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1791612237770299, "ordinary_contribution_hhi": 0.14239509735710335, "effective_uncorrelated_component_count": 7.022713692818829, "absolute_correlation_adjusted_concentration_index": 0.6570469789363409, "effective_correlated_component_count": 1.5219611870354353, "correlation_overlap_multiplier": 4.614252815801486 }, { "date": "2017-03-24", "window_start": "2016-04-01", "window_end": "2017-03-24", "gross_absolute_contribution": 0.6758724352934548, "net_score": 0.2564540891223148, "net_to_gross_ratio": 0.37944155691297854, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17774073892380052, "ordinary_contribution_hhi": 0.14194087636233885, "effective_uncorrelated_component_count": 7.045186880819695, "absolute_correlation_adjusted_concentration_index": 0.6745343640990623, "effective_correlated_component_count": 1.4825041587549714, "correlation_overlap_multiplier": 4.7522206526127695 }, { "date": "2017-03-31", "window_start": "2016-04-08", "window_end": "2017-03-31", "gross_absolute_contribution": 0.6844696339272118, "net_score": 0.24499906404698227, "net_to_gross_ratio": 0.35794000479068155, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1732685360077007, "ordinary_contribution_hhi": 0.1374029799737381, "effective_uncorrelated_component_count": 7.2778625339212475, "absolute_correlation_adjusted_concentration_index": 0.6837003416666728, "effective_correlated_component_count": 1.4626290774731454, "correlation_overlap_multiplier": 4.975877101045034 }, { "date": "2017-04-07", "window_start": "2016-04-15", "window_end": "2017-04-07", "gross_absolute_contribution": 0.6854536604973569, "net_score": 0.2631712235105723, "net_to_gross_ratio": 0.383937293907831, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17387667272508844, "ordinary_contribution_hhi": 0.13435926764049894, "effective_uncorrelated_component_count": 7.44273184545535, "absolute_correlation_adjusted_concentration_index": 0.6944527839453506, "effective_correlated_component_count": 1.4399827074185856, "correlation_overlap_multiplier": 5.168625850235185 }, { "date": "2017-04-14", "window_start": "2016-04-22", "window_end": "2017-04-14", "gross_absolute_contribution": 0.6249805376786878, "net_score": 0.27352813335309645, "net_to_gross_ratio": 0.4376586419299372, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.19418138978690805, "ordinary_contribution_hhi": 0.1392034640053067, "effective_uncorrelated_component_count": 7.183729278187202, "absolute_correlation_adjusted_concentration_index": 0.7360517259487351, "effective_correlated_component_count": 1.3586001699962706, "correlation_overlap_multiplier": 5.287596333958151 }, { "date": "2017-04-21", "window_start": "2016-04-29", "window_end": "2017-04-21", "gross_absolute_contribution": 0.6578296709803277, "net_score": 0.2560769448187165, "net_to_gross_ratio": 0.3892754555097811, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.18203005363003366, "ordinary_contribution_hhi": 0.13696891129051317, "effective_uncorrelated_component_count": 7.300926834988012, "absolute_correlation_adjusted_concentration_index": 0.705154374654892, "effective_correlated_component_count": 1.4181291869449264, "correlation_overlap_multiplier": 5.14828049672709 }, { "date": "2017-04-28", "window_start": "2016-05-06", "window_end": "2017-04-28", "gross_absolute_contribution": 0.6932072223755169, "net_score": 0.17504567424306755, "net_to_gross_ratio": 0.2525156527411996, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19347762534939358, "ordinary_contribution_hhi": 0.1461918535366685, "effective_uncorrelated_component_count": 6.8403264327528035, "absolute_correlation_adjusted_concentration_index": 0.649049559639421, "effective_correlated_component_count": 1.5407143956087872, "correlation_overlap_multiplier": 4.439710858968099 }, { "date": "2017-05-05", "window_start": "2016-05-13", "window_end": "2017-05-05", "gross_absolute_contribution": 0.7019977525839725, "net_score": 0.1958725153230832, "net_to_gross_ratio": 0.27902157037127134, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1975794515271804, "ordinary_contribution_hhi": 0.1531488972071138, "effective_uncorrelated_component_count": 6.529593214423419, "absolute_correlation_adjusted_concentration_index": 0.6262277784189457, "effective_correlated_component_count": 1.5968630496154723, "correlation_overlap_multiplier": 4.0890126526478 }, { "date": "2017-05-12", "window_start": "2016-05-20", "window_end": "2017-05-12", "gross_absolute_contribution": 0.7149388612767441, "net_score": 0.19148603517298388, "net_to_gross_ratio": 0.2678355388753472, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19835947617677582, "ordinary_contribution_hhi": 0.14635642500076348, "effective_uncorrelated_component_count": 6.832634781799182, "absolute_correlation_adjusted_concentration_index": 0.6230554563152377, "effective_correlated_component_count": 1.6049935681713146, "correlation_overlap_multiplier": 4.257110381809254 }, { "date": "2017-05-19", "window_start": "2016-05-27", "window_end": "2017-05-19", "gross_absolute_contribution": 0.6839303757350876, "net_score": 0.13335315455978541, "net_to_gross_ratio": 0.19498059932848805, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17113137844094986, "ordinary_contribution_hhi": 0.13810965673148276, "effective_uncorrelated_component_count": 7.240623310969719, "absolute_correlation_adjusted_concentration_index": 0.631676818499773, "effective_correlated_component_count": 1.5830880138596686, "correlation_overlap_multiplier": 4.573733897028644 }, { "date": "2017-05-26", "window_start": "2016-06-03", "window_end": "2017-05-26", "gross_absolute_contribution": 0.7125700855998224, "net_score": 0.10085839515785368, "net_to_gross_ratio": 0.14154171946883481, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.21418841667201072, "ordinary_contribution_hhi": 0.145866455425921, "effective_uncorrelated_component_count": 6.8555857964743305, "absolute_correlation_adjusted_concentration_index": 0.6138518177622876, "effective_correlated_component_count": 1.6290576505016512, "correlation_overlap_multiplier": 4.208313802991087 }, { "date": "2017-06-02", "window_start": "2016-06-10", "window_end": "2017-06-02", "gross_absolute_contribution": 0.7546005341339248, "net_score": 0.08038329423015385, "net_to_gross_ratio": 0.10652430073139546, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2037151017221931, "ordinary_contribution_hhi": 0.139312063583485, "effective_uncorrelated_component_count": 7.1781292608642895, "absolute_correlation_adjusted_concentration_index": 0.6025522964326698, "effective_correlated_component_count": 1.659606985020829, "correlation_overlap_multiplier": 4.325198270224321 }, { "date": "2017-06-09", "window_start": "2016-06-17", "window_end": "2017-06-09", "gross_absolute_contribution": 0.7241222836100334, "net_score": 0.13746988933278462, "net_to_gross_ratio": 0.18984347318721273, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.18825356602052992, "ordinary_contribution_hhi": 0.14252484660287107, "effective_uncorrelated_component_count": 7.016320479097822, "absolute_correlation_adjusted_concentration_index": 0.5808909751074371, "effective_correlated_component_count": 1.7214934348309467, "correlation_overlap_multiplier": 4.0757172447694145 }, { "date": "2017-06-16", "window_start": "2016-06-24", "window_end": "2017-06-16", "gross_absolute_contribution": 0.7512681199996594, "net_score": 0.1317279625252406, "net_to_gross_ratio": 0.17534081244562905, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.18925508036899116, "ordinary_contribution_hhi": 0.1418323588275494, "effective_uncorrelated_component_count": 7.050577232631914, "absolute_correlation_adjusted_concentration_index": 0.5632773307450883, "effective_correlated_component_count": 1.7753244191049309, "correlation_overlap_multiplier": 3.9714303238089967 }, { "date": "2017-06-23", "window_start": "2016-07-01", "window_end": "2017-06-23", "gross_absolute_contribution": 0.7642384453453146, "net_score": 0.1398870087115574, "net_to_gross_ratio": 0.18304105160314285, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19467334302285172, "ordinary_contribution_hhi": 0.14495409180606036, "effective_uncorrelated_component_count": 6.898735920735086, "absolute_correlation_adjusted_concentration_index": 0.5401452571488887, "effective_correlated_component_count": 1.8513538474417341, "correlation_overlap_multiplier": 3.7263194879077286 }, { "date": "2017-06-30", "window_start": "2016-07-08", "window_end": "2017-06-30", "gross_absolute_contribution": 0.7490755178748147, "net_score": 0.12117386476474246, "net_to_gross_ratio": 0.16176455093409287, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.17024254851774503, "ordinary_contribution_hhi": 0.1354742525883962, "effective_uncorrelated_component_count": 7.381476412630551, "absolute_correlation_adjusted_concentration_index": 0.5312004319032407, "effective_correlated_component_count": 1.8825285898527886, "correlation_overlap_multiplier": 3.9210434584729326 }, { "date": "2017-07-07", "window_start": "2016-07-15", "window_end": "2017-07-07", "gross_absolute_contribution": 0.7463892508820038, "net_score": 0.15749992510621014, "net_to_gross_ratio": 0.21101580029467654, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.18080498194569064, "ordinary_contribution_hhi": 0.13976180882529868, "effective_uncorrelated_component_count": 7.155030465082155, "absolute_correlation_adjusted_concentration_index": 0.518916856314612, "effective_correlated_component_count": 1.927090993154622, "correlation_overlap_multiplier": 3.7128659157757085 }, { "date": "2017-07-14", "window_start": "2016-07-22", "window_end": "2017-07-14", "gross_absolute_contribution": 0.7908169179192541, "net_score": 0.07229755480066867, "net_to_gross_ratio": 0.09142135576827728, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.199945841719293, "ordinary_contribution_hhi": 0.13789344594440747, "effective_uncorrelated_component_count": 7.251976286118455, "absolute_correlation_adjusted_concentration_index": 0.5125856917645293, "effective_correlated_component_count": 1.9508933161157729, "correlation_overlap_multiplier": 3.7172592812799903 }, { "date": "2017-07-21", "window_start": "2016-07-29", "window_end": "2017-07-21", "gross_absolute_contribution": 0.8320839861299274, "net_score": 0.028764895182550224, "net_to_gross_ratio": 0.03456970169121687, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19333230018274053, "ordinary_contribution_hhi": 0.13605461450492212, "effective_uncorrelated_component_count": 7.349989587922595, "absolute_correlation_adjusted_concentration_index": 0.5032615265008901, "effective_correlated_component_count": 1.9870384429202566, "correlation_overlap_multiplier": 3.698966979783573 }, { "date": "2017-07-28", "window_start": "2016-08-05", "window_end": "2017-07-28", "gross_absolute_contribution": 0.7980151029400364, "net_score": 0.002593265155649574, "net_to_gross_ratio": 0.0032496442061002375, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.18023493341861657, "ordinary_contribution_hhi": 0.13587907708141916, "effective_uncorrelated_component_count": 7.359484782199374, "absolute_correlation_adjusted_concentration_index": 0.4964402137103283, "effective_correlated_component_count": 2.014341248719826, "correlation_overlap_multiplier": 3.653544198072966 }, { "date": "2017-08-04", "window_start": "2016-08-12", "window_end": "2017-08-04", "gross_absolute_contribution": 0.7986065046153337, "net_score": 0.005151354782191857, "net_to_gross_ratio": 0.006450429282031856, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1860661736354048, "ordinary_contribution_hhi": 0.13539679469068513, "effective_uncorrelated_component_count": 7.385699213075956, "absolute_correlation_adjusted_concentration_index": 0.49950745365814964, "effective_correlated_component_count": 2.0019721280963605, "correlation_overlap_multiplier": 3.6892118074085705 }, { "date": "2017-08-11", "window_start": "2016-08-19", "window_end": "2017-08-11", "gross_absolute_contribution": 0.7251513630798605, "net_score": 0.08125642288722706, "net_to_gross_ratio": 0.1120544303221262, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.19264094602346732, "ordinary_contribution_hhi": 0.13676567587020208, "effective_uncorrelated_component_count": 7.311776099063432, "absolute_correlation_adjusted_concentration_index": 0.5084095759926817, "effective_correlated_component_count": 1.9669181054418112, "correlation_overlap_multiplier": 3.7173769862782637 }, { "date": "2017-08-18", "window_start": "2016-08-26", "window_end": "2017-08-18", "gross_absolute_contribution": 0.7379983122844692, "net_score": 0.07197701495161829, "net_to_gross_ratio": 0.09753005359702502, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.17643075959710516, "ordinary_contribution_hhi": 0.13245310107858785, "effective_uncorrelated_component_count": 7.549842109069792, "absolute_correlation_adjusted_concentration_index": 0.4993336589655141, "effective_correlated_component_count": 2.0026689209610518, "correlation_overlap_multiplier": 3.7698902849337332 }, { "date": "2017-08-25", "window_start": "2016-09-02", "window_end": "2017-08-25", "gross_absolute_contribution": 0.81267211251898, "net_score": -4.671432771621159e-05, "net_to_gross_ratio": 5.7482380650930206e-05, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.18259693027864718, "ordinary_contribution_hhi": 0.1336967225559947, "effective_uncorrelated_component_count": 7.479614914129111, "absolute_correlation_adjusted_concentration_index": 0.485225411543038, "effective_correlated_component_count": 2.060897834719654, "correlation_overlap_multiplier": 3.6292992248917426 }, { "date": "2017-09-01", "window_start": "2016-09-09", "window_end": "2017-09-01", "gross_absolute_contribution": 0.8279215536369796, "net_score": -0.025378604411753727, "net_to_gross_ratio": 0.030653392583232027, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.17726504576801705, "ordinary_contribution_hhi": 0.13538320907129192, "effective_uncorrelated_component_count": 7.3864403633201405, "absolute_correlation_adjusted_concentration_index": 0.48286685330227197, "effective_correlated_component_count": 2.0709642692620394, "correlation_overlap_multiplier": 3.566667215341287 }, { "date": "2017-09-08", "window_start": "2016-09-16", "window_end": "2017-09-08", "gross_absolute_contribution": 0.8469077146508787, "net_score": -0.045350832348442185, "net_to_gross_ratio": 0.05354872976583663, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.21909535428835408, "ordinary_contribution_hhi": 0.137668394698109, "effective_uncorrelated_component_count": 7.26383134046769, "absolute_correlation_adjusted_concentration_index": 0.49746655216676644, "effective_correlated_component_count": 2.0101853996904873, "correlation_overlap_multiplier": 3.613513132463363 }, { "date": "2017-09-15", "window_start": "2016-09-23", "window_end": "2017-09-15", "gross_absolute_contribution": 0.8297357417211092, "net_score": -0.056850149782200286, "net_to_gross_ratio": 0.06851597071650405, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.20647680280872857, "ordinary_contribution_hhi": 0.13991164885723362, "effective_uncorrelated_component_count": 7.147367700743802, "absolute_correlation_adjusted_concentration_index": 0.49799210429156393, "effective_correlated_component_count": 2.008063966039351, "correlation_overlap_multiplier": 3.559332681438963 }, { "date": "2017-09-22", "window_start": "2016-09-30", "window_end": "2017-09-22", "gross_absolute_contribution": 0.8187340139529632, "net_score": -0.04952729587853221, "net_to_gross_ratio": 0.06049253485806391, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.19959406382223538, "ordinary_contribution_hhi": 0.14183424269822828, "effective_uncorrelated_component_count": 7.050483585459941, "absolute_correlation_adjusted_concentration_index": 0.5119501961453305, "effective_correlated_component_count": 1.9533150051106214, "correlation_overlap_multiplier": 3.6094964544956505 }, { "date": "2017-09-29", "window_start": "2016-10-07", "window_end": "2017-09-29", "gross_absolute_contribution": 0.779038212362827, "net_score": -0.027688803269504986, "net_to_gross_ratio": 0.03554229154629617, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.20296893244766753, "ordinary_contribution_hhi": 0.14139838391544451, "effective_uncorrelated_component_count": 7.07221661456891, "absolute_correlation_adjusted_concentration_index": 0.5237988360249265, "effective_correlated_component_count": 1.9091298628857818, "correlation_overlap_multiplier": 3.704418830827341 }, { "date": "2017-10-06", "window_start": "2016-10-14", "window_end": "2017-10-06", "gross_absolute_contribution": 0.7625765031659957, "net_score": 0.018429840720101988, "net_to_gross_ratio": 0.024167858101563126, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.20398691591102722, "ordinary_contribution_hhi": 0.14047334593202887, "effective_uncorrelated_component_count": 7.118788218256523, "absolute_correlation_adjusted_concentration_index": 0.5217161042838715, "effective_correlated_component_count": 1.916751259523875, "correlation_overlap_multiplier": 3.713986456450716 }, { "date": "2017-10-13", "window_start": "2016-10-21", "window_end": "2017-10-13", "gross_absolute_contribution": 0.769487345608505, "net_score": -0.03744729841395903, "net_to_gross_ratio": 0.048665255676616725, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2031072612266809, "ordinary_contribution_hhi": 0.14083880741339996, "effective_uncorrelated_component_count": 7.100315732330293, "absolute_correlation_adjusted_concentration_index": 0.5317642731964798, "effective_correlated_component_count": 1.8805325036014846, "correlation_overlap_multiplier": 3.775694234868149 }, { "date": "2017-10-20", "window_start": "2016-10-28", "window_end": "2017-10-20", "gross_absolute_contribution": 0.72798904868303, "net_score": 0.003961373329110597, "net_to_gross_ratio": 0.005441528737660171, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.20562521582011192, "ordinary_contribution_hhi": 0.1420542557631379, "effective_uncorrelated_component_count": 7.0395638245953425, "absolute_correlation_adjusted_concentration_index": 0.5353054946200668, "effective_correlated_component_count": 1.8680921642878898, "correlation_overlap_multiplier": 3.768317195034539 }, { "date": "2017-10-27", "window_start": "2016-11-04", "window_end": "2017-10-27", "gross_absolute_contribution": 0.6810816913326558, "net_score": 0.019966358036775607, "net_to_gross_ratio": 0.029315658152119645, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2243599766183002, "ordinary_contribution_hhi": 0.14422349699156228, "effective_uncorrelated_component_count": 6.933682935579522, "absolute_correlation_adjusted_concentration_index": 0.5404489229773101, "effective_correlated_component_count": 1.8503136142654197, "correlation_overlap_multiplier": 3.7473014748001066 }, { "date": "2017-11-03", "window_start": "2016-11-11", "window_end": "2017-11-03", "gross_absolute_contribution": 0.6800600580025207, "net_score": -0.014981978876801604, "net_to_gross_ratio": 0.022030376141787867, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.24247757369608072, "ordinary_contribution_hhi": 0.14799921577214023, "effective_uncorrelated_component_count": 6.756792559898433, "absolute_correlation_adjusted_concentration_index": 0.5599512301557156, "effective_correlated_component_count": 1.7858698153442976, "correlation_overlap_multiplier": 3.7834743058221143 }, { "date": "2017-11-10", "window_start": "2016-11-18", "window_end": "2017-11-10", "gross_absolute_contribution": 0.6398146122144217, "net_score": 0.013624636193842639, "net_to_gross_ratio": 0.021294662443996512, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19616498572405808, "ordinary_contribution_hhi": 0.1431302667574983, "effective_uncorrelated_component_count": 6.9866424667137155, "absolute_correlation_adjusted_concentration_index": 0.5886902736725876, "effective_correlated_component_count": 1.6986861253226189, "correlation_overlap_multiplier": 4.11296846578222 }, { "date": "2017-11-17", "window_start": "2016-11-25", "window_end": "2017-11-17", "gross_absolute_contribution": 0.6513498153401316, "net_score": -0.00945564884260721, "net_to_gross_ratio": 0.014517005486014482, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.19059434646276163, "ordinary_contribution_hhi": 0.1443804603871423, "effective_uncorrelated_component_count": 6.926144973624521, "absolute_correlation_adjusted_concentration_index": 0.5845190517463419, "effective_correlated_component_count": 1.7108082226102708, "correlation_overlap_multiplier": 4.048463692240698 }, { "date": "2017-11-24", "window_start": "2016-12-02", "window_end": "2017-11-24", "gross_absolute_contribution": 0.6871769078966702, "net_score": -0.08455949330008614, "net_to_gross_ratio": 0.12305345585448751, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22583587917977424, "ordinary_contribution_hhi": 0.15833422842982542, "effective_uncorrelated_component_count": 6.31575376920604, "absolute_correlation_adjusted_concentration_index": 0.5964298823174169, "effective_correlated_component_count": 1.6766430214973789, "correlation_overlap_multiplier": 3.7669042773133405 }, { "date": "2017-12-01", "window_start": "2016-12-09", "window_end": "2017-12-01", "gross_absolute_contribution": 0.6372126837100038, "net_score": -0.051555724669421515, "net_to_gross_ratio": 0.08090818966322488, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.22625781162263084, "ordinary_contribution_hhi": 0.15386685947012507, "effective_uncorrelated_component_count": 6.499125305109389, "absolute_correlation_adjusted_concentration_index": 0.5799590752098036, "effective_correlated_component_count": 1.7242595947623445, "correlation_overlap_multiplier": 3.7692267016238734 }, { "date": "2017-12-08", "window_start": "2016-12-16", "window_end": "2017-12-08", "gross_absolute_contribution": 0.6315040158696745, "net_score": -0.06707363095643601, "net_to_gross_ratio": 0.1062125168975619, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.24835644385751918, "ordinary_contribution_hhi": 0.15903752797689258, "effective_uncorrelated_component_count": 6.2878240923443895, "absolute_correlation_adjusted_concentration_index": 0.5297111272475008, "effective_correlated_component_count": 1.8878213965340447, "correlation_overlap_multiplier": 3.33073038788974 }, { "date": "2017-12-15", "window_start": "2016-12-23", "window_end": "2017-12-15", "gross_absolute_contribution": 0.626531498078594, "net_score": -0.07646027912366968, "net_to_gross_ratio": 0.12203740651212762, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.25500624518550835, "ordinary_contribution_hhi": 0.1610233130979667, "effective_uncorrelated_component_count": 6.210280864060966, "absolute_correlation_adjusted_concentration_index": 0.5146407643158654, "effective_correlated_component_count": 1.9431029746144266, "correlation_overlap_multiplier": 3.196063690496528 }, { "date": "2017-12-22", "window_start": "2016-12-30", "window_end": "2017-12-22", "gross_absolute_contribution": 0.6168317747009622, "net_score": -0.06045104024164646, "net_to_gross_ratio": 0.09800247445254082, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.24475941666858672, "ordinary_contribution_hhi": 0.16646293331551962, "effective_uncorrelated_component_count": 6.007343377186351, "absolute_correlation_adjusted_concentration_index": 0.5351419946816869, "effective_correlated_component_count": 1.8686629155217391, "correlation_overlap_multiplier": 3.2147817176053253 }, { "date": "2017-12-29", "window_start": "2017-01-06", "window_end": "2017-12-29", "gross_absolute_contribution": 0.6181633885522522, "net_score": -0.10238026232193043, "net_to_gross_ratio": 0.16562006779745808, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2664864023971086, "ordinary_contribution_hhi": 0.172704988144868, "effective_uncorrelated_component_count": 5.790220715345999, "absolute_correlation_adjusted_concentration_index": 0.5548337958843433, "effective_correlated_component_count": 1.8023415433915868, "correlation_overlap_multiplier": 3.2126101385035786 }, { "date": "2018-01-05", "window_start": "2017-01-13", "window_end": "2018-01-05", "gross_absolute_contribution": 0.6176206128925098, "net_score": -0.15267638809647222, "net_to_gross_ratio": 0.24720092708927105, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2739753787663134, "ordinary_contribution_hhi": 0.1933713382756569, "effective_uncorrelated_component_count": 5.171397213864594, "absolute_correlation_adjusted_concentration_index": 0.5626112484337297, "effective_correlated_component_count": 1.777426247313629, "correlation_overlap_multiplier": 2.909486242639071 }, { "date": "2018-01-12", "window_start": "2017-01-20", "window_end": "2018-01-12", "gross_absolute_contribution": 0.6153215038730746, "net_score": -0.16257312400257548, "net_to_gross_ratio": 0.26420842271767936, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3169754125924183, "ordinary_contribution_hhi": 0.2052319785034342, "effective_uncorrelated_component_count": 4.8725350079070004, "absolute_correlation_adjusted_concentration_index": 0.5963184763980923, "effective_correlated_component_count": 1.6769562567308691, "correlation_overlap_multiplier": 2.905582652111469 }, { "date": "2018-01-19", "window_start": "2017-01-27", "window_end": "2018-01-19", "gross_absolute_contribution": 0.592184014465236, "net_score": -0.12381438313399387, "net_to_gross_ratio": 0.20908092773460427, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3471628678758594, "ordinary_contribution_hhi": 0.21890269580059926, "effective_uncorrelated_component_count": 4.568239766726813, "absolute_correlation_adjusted_concentration_index": 0.6203358158807338, "effective_correlated_component_count": 1.612030088219605, "correlation_overlap_multiplier": 2.8338427428312905 }, { "date": "2018-01-26", "window_start": "2017-02-03", "window_end": "2018-01-26", "gross_absolute_contribution": 0.6399843037865867, "net_score": -0.18481724402008612, "net_to_gross_ratio": 0.28878402630592714, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.38300716600164836, "ordinary_contribution_hhi": 0.23107581614306258, "effective_uncorrelated_component_count": 4.327583979540657, "absolute_correlation_adjusted_concentration_index": 0.6233946467967724, "effective_correlated_component_count": 1.604120287426853, "correlation_overlap_multiplier": 2.6977926864091186 }, { "date": "2018-02-02", "window_start": "2017-02-10", "window_end": "2018-02-02", "gross_absolute_contribution": 0.5383368488541138, "net_score": -0.021144781612558942, "net_to_gross_ratio": 0.03927797559755947, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.44896117303033223, "ordinary_contribution_hhi": 0.2745382949056645, "effective_uncorrelated_component_count": 3.6424790951062587, "absolute_correlation_adjusted_concentration_index": 0.7431859572781931, "effective_correlated_component_count": 1.345558255247919, "correlation_overlap_multiplier": 2.7070393131623516 }, { "date": "2018-02-09", "window_start": "2017-02-17", "window_end": "2018-02-09", "gross_absolute_contribution": 0.7277096053454283, "net_score": 0.276667695605703, "net_to_gross_ratio": 0.3801896987114451, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.28721694831088684, "ordinary_contribution_hhi": 0.2042225147404715, "effective_uncorrelated_component_count": 4.8966197545398575, "absolute_correlation_adjusted_concentration_index": 0.5168262051155714, "effective_correlated_component_count": 1.9348864088197355, "correlation_overlap_multiplier": 2.5307014056327755 }, { "date": "2018-02-16", "window_start": "2017-02-24", "window_end": "2018-02-16", "gross_absolute_contribution": 0.5410026373219364, "net_score": 0.04439046139873522, "net_to_gross_ratio": 0.08205220887365032, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.4516205732142906, "ordinary_contribution_hhi": 0.2744343724635818, "effective_uncorrelated_component_count": 3.643858424231107, "absolute_correlation_adjusted_concentration_index": 0.7320928004507834, "effective_correlated_component_count": 1.3659470484947451, "correlation_overlap_multiplier": 2.66764251824153 }, { "date": "2018-02-23", "window_start": "2017-03-03", "window_end": "2018-02-23", "gross_absolute_contribution": 0.5148406668862842, "net_score": 0.003523477861560995, "net_to_gross_ratio": 0.006843821959268898, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.4346395796133074, "ordinary_contribution_hhi": 0.26856161007161267, "effective_uncorrelated_component_count": 3.7235403814169397, "absolute_correlation_adjusted_concentration_index": 0.7253432235152745, "effective_correlated_component_count": 1.3786576720929988, "correlation_overlap_multiplier": 2.7008447831462576 }, { "date": "2018-03-02", "window_start": "2017-03-10", "window_end": "2018-03-02", "gross_absolute_contribution": 0.5245370236827736, "net_score": 0.07846957142732694, "net_to_gross_ratio": 0.149597774579175, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.4235899723139917, "ordinary_contribution_hhi": 0.2579813486936974, "effective_uncorrelated_component_count": 3.8762492136100324, "absolute_correlation_adjusted_concentration_index": 0.7415224223056619, "effective_correlated_component_count": 1.348576887116424, "correlation_overlap_multiplier": 2.874325706336528 }, { "date": "2018-03-09", "window_start": "2017-03-17", "window_end": "2018-03-09", "gross_absolute_contribution": 0.5554933849118086, "net_score": -0.009245233002615323, "net_to_gross_ratio": 0.01664328190709799, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3928676069991076, "ordinary_contribution_hhi": 0.23415466002432136, "effective_uncorrelated_component_count": 4.270681608028348, "absolute_correlation_adjusted_concentration_index": 0.6822000729653472, "effective_correlated_component_count": 1.4658456362416654, "correlation_overlap_multiplier": 2.913459304608706 }, { "date": "2018-03-16", "window_start": "2017-03-24", "window_end": "2018-03-16", "gross_absolute_contribution": 0.5344259972167873, "net_score": 0.019572136038065072, "net_to_gross_ratio": 0.036622724455759835, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.4014499807462724, "ordinary_contribution_hhi": 0.2435691080549668, "effective_uncorrelated_component_count": 4.105610961856163, "absolute_correlation_adjusted_concentration_index": 0.7155248893654546, "effective_correlated_component_count": 1.397575423109076, "correlation_overlap_multiplier": 2.937666829259729 }, { "date": "2018-03-23", "window_start": "2017-03-31", "window_end": "2018-03-23", "gross_absolute_contribution": 0.6457006826033773, "net_score": 0.1406168778821075, "net_to_gross_ratio": 0.21777408894034211, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.36451365302278915, "ordinary_contribution_hhi": 0.2249070793061242, "effective_uncorrelated_component_count": 4.446280673268118, "absolute_correlation_adjusted_concentration_index": 0.653473743133397, "effective_correlated_component_count": 1.5302833671709817, "correlation_overlap_multiplier": 2.905527674582198 }, { "date": "2018-03-30", "window_start": "2017-04-07", "window_end": "2018-03-30", "gross_absolute_contribution": 0.5285487402848618, "net_score": 0.07380593536448718, "net_to_gross_ratio": 0.13963884451736544, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.409903255153973, "ordinary_contribution_hhi": 0.25778671026032707, "effective_uncorrelated_component_count": 3.879175924120159, "absolute_correlation_adjusted_concentration_index": 0.7378749179258494, "effective_correlated_component_count": 1.3552432474747598, "correlation_overlap_multiplier": 2.8623466166300933 }, { "date": "2018-04-06", "window_start": "2017-04-14", "window_end": "2018-04-06", "gross_absolute_contribution": 0.5621605725548082, "net_score": 0.12674433139690486, "net_to_gross_ratio": 0.22545930395100386, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3872703480244981, "ordinary_contribution_hhi": 0.23940309512259075, "effective_uncorrelated_component_count": 4.177055436513599, "absolute_correlation_adjusted_concentration_index": 0.7061416757005543, "effective_correlated_component_count": 1.4161464114236177, "correlation_overlap_multiplier": 2.9495929254338233 }, { "date": "2018-04-13", "window_start": "2017-04-21", "window_end": "2018-04-13", "gross_absolute_contribution": 0.542793768594883, "net_score": 0.00869633354410602, "net_to_gross_ratio": 0.016021432166802515, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.4161405046775151, "ordinary_contribution_hhi": 0.25306857579479936, "effective_uncorrelated_component_count": 3.951498114135079, "absolute_correlation_adjusted_concentration_index": 0.7752224139844874, "effective_correlated_component_count": 1.2899523826461634, "correlation_overlap_multiplier": 3.063289906894946 }, { "date": "2018-04-20", "window_start": "2017-04-28", "window_end": "2018-04-20", "gross_absolute_contribution": 0.5640641305822266, "net_score": 0.02404403295088933, "net_to_gross_ratio": 0.04262641718783128, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.37615110567444443, "ordinary_contribution_hhi": 0.21796345300653644, "effective_uncorrelated_component_count": 4.587925114078695, "absolute_correlation_adjusted_concentration_index": 0.7660080294664415, "effective_correlated_component_count": 1.3054693443573224, "correlation_overlap_multiplier": 3.5143874759750204 }, { "date": "2018-04-27", "window_start": "2017-05-05", "window_end": "2018-04-27", "gross_absolute_contribution": 0.5609440625492124, "net_score": 0.03530435835980209, "net_to_gross_ratio": 0.06293739557445586, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.32092107506000794, "ordinary_contribution_hhi": 0.1873018265396592, "effective_uncorrelated_component_count": 5.338976231437126, "absolute_correlation_adjusted_concentration_index": 0.7331264939586096, "effective_correlated_component_count": 1.364021090822094, "correlation_overlap_multiplier": 3.9141449258818506 }, { "date": "2018-05-04", "window_start": "2017-05-12", "window_end": "2018-05-04", "gross_absolute_contribution": 0.5562362026419286, "net_score": 0.03867309091768485, "net_to_gross_ratio": 0.06952638237856708, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2748327690708345, "ordinary_contribution_hhi": 0.1678558021068715, "effective_uncorrelated_component_count": 5.95749439368985, "absolute_correlation_adjusted_concentration_index": 0.7130237943697066, "effective_correlated_component_count": 1.4024777404293673, "correlation_overlap_multiplier": 4.247835257524992 }, { "date": "2018-05-11", "window_start": "2017-05-19", "window_end": "2018-05-11", "gross_absolute_contribution": 0.6059492071000354, "net_score": -0.004648269466762556, "net_to_gross_ratio": 0.0076710546235522654, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.25358988398712723, "ordinary_contribution_hhi": 0.16070174618338914, "effective_uncorrelated_component_count": 6.222707741201661, "absolute_correlation_adjusted_concentration_index": 0.6824832640041553, "effective_correlated_component_count": 1.4652373951750288, "correlation_overlap_multiplier": 4.2468938901592335 }, { "date": "2018-05-18", "window_start": "2017-05-26", "window_end": "2018-05-18", "gross_absolute_contribution": 0.5831856720041284, "net_score": 0.05063514128830499, "net_to_gross_ratio": 0.08682507770517817, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2137755342996407, "ordinary_contribution_hhi": 0.1479875782564063, "effective_uncorrelated_component_count": 6.757323903681832, "absolute_correlation_adjusted_concentration_index": 0.6707022549673693, "effective_correlated_component_count": 1.490974560758934, "correlation_overlap_multiplier": 4.5321523797443115 }, { "date": "2018-05-25", "window_start": "2017-06-02", "window_end": "2018-05-25", "gross_absolute_contribution": 0.5295998150020442, "net_score": 0.06649383004503491, "net_to_gross_ratio": 0.1255548588980875, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.20803415091126687, "ordinary_contribution_hhi": 0.1590672755275417, "effective_uncorrelated_component_count": 6.2866481913613645, "absolute_correlation_adjusted_concentration_index": 0.6435225509029814, "effective_correlated_component_count": 1.553947097264602, "correlation_overlap_multiplier": 4.04559988073448 }, { "date": "2018-06-01", "window_start": "2017-06-09", "window_end": "2018-06-01", "gross_absolute_contribution": 0.505448865974432, "net_score": 0.08022710013212547, "net_to_gross_ratio": 0.15872446360614398, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.21797427050175133, "ordinary_contribution_hhi": 0.16803906949245678, "effective_uncorrelated_component_count": 5.950997009328772, "absolute_correlation_adjusted_concentration_index": 0.6296373130375462, "effective_correlated_component_count": 1.5882159130241515, "correlation_overlap_multiplier": 3.7469697668482413 }, { "date": "2018-06-08", "window_start": "2017-06-16", "window_end": "2018-06-08", "gross_absolute_contribution": 0.547486600618293, "net_score": 0.04261098906611499, "net_to_gross_ratio": 0.07783019532896901, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.23204730195824388, "ordinary_contribution_hhi": 0.1700236019546704, "effective_uncorrelated_component_count": 5.881536377911861, "absolute_correlation_adjusted_concentration_index": 0.6143744007583906, "effective_correlated_component_count": 1.6276719843235476, "correlation_overlap_multiplier": 3.613465387718274 }, { "date": "2018-06-15", "window_start": "2017-06-23", "window_end": "2018-06-15", "gross_absolute_contribution": 0.5252569453275086, "net_score": 0.08797232928407893, "net_to_gross_ratio": 0.16748437134748664, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.21488104143618222, "ordinary_contribution_hhi": 0.16642147841710578, "effective_uncorrelated_component_count": 6.0088397814474295, "absolute_correlation_adjusted_concentration_index": 0.5812637267253086, "effective_correlated_component_count": 1.7203894790300174, "correlation_overlap_multiplier": 3.4927206046594215 }, { "date": "2018-06-22", "window_start": "2017-06-30", "window_end": "2018-06-22", "gross_absolute_contribution": 0.5263401032145851, "net_score": 0.09094465433610543, "net_to_gross_ratio": 0.1727868611581511, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.19279826831272076, "ordinary_contribution_hhi": 0.15470563163289303, "effective_uncorrelated_component_count": 6.463888802528784, "absolute_correlation_adjusted_concentration_index": 0.5754841951526304, "effective_correlated_component_count": 1.737667182562293, "correlation_overlap_multiplier": 3.7198658450793767 }, { "date": "2018-06-29", "window_start": "2017-07-07", "window_end": "2018-06-29", "gross_absolute_contribution": 0.5162815421936937, "net_score": 0.09341736973887688, "net_to_gross_ratio": 0.18094268747618603, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.1909389668785687, "ordinary_contribution_hhi": 0.1582588871519429, "effective_uncorrelated_component_count": 6.318760468977071, "absolute_correlation_adjusted_concentration_index": 0.5733004644119007, "effective_correlated_component_count": 1.744286045583119, "correlation_overlap_multiplier": 3.6225483113721144 }, { "date": "2018-07-06", "window_start": "2017-07-14", "window_end": "2018-07-06", "gross_absolute_contribution": 0.571240183224793, "net_score": 0.022528401790091558, "net_to_gross_ratio": 0.039437704929847765, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.19979041876826523, "ordinary_contribution_hhi": 0.15425601813947665, "effective_uncorrelated_component_count": 6.482729244934941, "absolute_correlation_adjusted_concentration_index": 0.5218526936963759, "effective_correlated_component_count": 1.9162495701934992, "correlation_overlap_multiplier": 3.383029718973572 }, { "date": "2018-07-13", "window_start": "2017-07-21", "window_end": "2018-07-13", "gross_absolute_contribution": 0.560780142780368, "net_score": 0.045098682552686606, "net_to_gross_ratio": 0.08042132577855864, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19473505245649558, "ordinary_contribution_hhi": 0.15445433256495686, "effective_uncorrelated_component_count": 6.474405627821692, "absolute_correlation_adjusted_concentration_index": 0.47880823193383554, "effective_correlated_component_count": 2.0885188125549723, "correlation_overlap_multiplier": 3.099998711479779 }, { "date": "2018-07-20", "window_start": "2017-07-28", "window_end": "2018-07-20", "gross_absolute_contribution": 0.5563367032101757, "net_score": 0.058014424185246674, "net_to_gross_ratio": 0.10427933992219401, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.18524531358575844, "ordinary_contribution_hhi": 0.15127513695946598, "effective_uncorrelated_component_count": 6.610471622101053, "absolute_correlation_adjusted_concentration_index": 0.4520401834156467, "effective_correlated_component_count": 2.212192713585618, "correlation_overlap_multiplier": 2.9881988045184875 }, { "date": "2018-07-27", "window_start": "2017-08-04", "window_end": "2018-07-27", "gross_absolute_contribution": 0.5443756098429922, "net_score": 0.08875340061772795, "net_to_gross_ratio": 0.16303706303690946, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.17866409326593888, "ordinary_contribution_hhi": 0.14857454608201404, "effective_uncorrelated_component_count": 6.730628000357437, "absolute_correlation_adjusted_concentration_index": 0.428614689197669, "effective_correlated_component_count": 2.3330978270294858, "correlation_overlap_multiplier": 2.8848460284783313 }, { "date": "2018-08-03", "window_start": "2017-08-11", "window_end": "2018-08-03", "gross_absolute_contribution": 0.554306284678599, "net_score": 0.07481013602708811, "net_to_gross_ratio": 0.13496173161822428, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.21485752450960804, "ordinary_contribution_hhi": 0.15397833198543723, "effective_uncorrelated_component_count": 6.494420267486576, "absolute_correlation_adjusted_concentration_index": 0.41875308884127665, "effective_correlated_component_count": 2.388042086488437, "correlation_overlap_multiplier": 2.719558547243394 }, { "date": "2018-08-10", "window_start": "2017-08-18", "window_end": "2018-08-10", "gross_absolute_contribution": 0.48396330723796055, "net_score": 0.13655783017482032, "net_to_gross_ratio": 0.28216566862098086, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.20198898178374708, "ordinary_contribution_hhi": 0.15904952777019, "effective_uncorrelated_component_count": 6.287349695529407, "absolute_correlation_adjusted_concentration_index": 0.4081389485447223, "effective_correlated_component_count": 2.4501459700566257, "correlation_overlap_multiplier": 2.566112293866352 }, { "date": "2018-08-17", "window_start": "2017-08-25", "window_end": "2018-08-17", "gross_absolute_contribution": 0.4900923607291348, "net_score": 0.13409920781441195, "net_to_gross_ratio": 0.27362027764502567, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.20912185052181723, "ordinary_contribution_hhi": 0.1654622138256973, "effective_uncorrelated_component_count": 6.043675935905396, "absolute_correlation_adjusted_concentration_index": 0.41761243476934135, "effective_correlated_component_count": 2.3945647129792174, "correlation_overlap_multiplier": 2.52391422255033 }, { "date": "2018-08-24", "window_start": "2017-09-01", "window_end": "2018-08-24", "gross_absolute_contribution": 0.5363970475286397, "net_score": 0.06702050882346397, "net_to_gross_ratio": 0.12494570790844177, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.21007674447996358, "ordinary_contribution_hhi": 0.15892865518381924, "effective_uncorrelated_component_count": 6.292131515511694, "absolute_correlation_adjusted_concentration_index": 0.4245652215117081, "effective_correlated_component_count": 2.3553507195888472, "correlation_overlap_multiplier": 2.671420210664022 }, { "date": "2018-08-31", "window_start": "2017-09-08", "window_end": "2018-08-31", "gross_absolute_contribution": 0.5291993552280436, "net_score": 0.07599656943392824, "net_to_gross_ratio": 0.1436066931736522, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.187515040057373, "ordinary_contribution_hhi": 0.1525221575953595, "effective_uncorrelated_component_count": 6.556424428855739, "absolute_correlation_adjusted_concentration_index": 0.42513966513362084, "effective_correlated_component_count": 2.3521681979160927, "correlation_overlap_multiplier": 2.7873960861576204 }, { "date": "2018-09-07", "window_start": "2017-09-15", "window_end": "2018-09-07", "gross_absolute_contribution": 0.4928538253538832, "net_score": 0.1546009573536734, "net_to_gross_ratio": 0.31368521334427196, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.20320325798688207, "ordinary_contribution_hhi": 0.1503668332460529, "effective_uncorrelated_component_count": 6.650402741165993, "absolute_correlation_adjusted_concentration_index": 0.42911448741917135, "effective_correlated_component_count": 2.3303804213516828, "correlation_overlap_multiplier": 2.8537841634064973 }, { "date": "2018-09-14", "window_start": "2017-09-22", "window_end": "2018-09-14", "gross_absolute_contribution": 0.5710520187938827, "net_score": 0.09185150568537556, "net_to_gross_ratio": 0.16084612725715403, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19476136193724775, "ordinary_contribution_hhi": 0.1467334344974696, "effective_uncorrelated_component_count": 6.815079354100751, "absolute_correlation_adjusted_concentration_index": 0.4314992231434851, "effective_correlated_component_count": 2.3175012754715274, "correlation_overlap_multiplier": 2.9407014469556785 }, { "date": "2018-09-21", "window_start": "2017-09-29", "window_end": "2018-09-21", "gross_absolute_contribution": 0.6186499684680504, "net_score": 0.05994233210686118, "net_to_gross_ratio": 0.09689216061110467, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19132634589989458, "ordinary_contribution_hhi": 0.14331686037879643, "effective_uncorrelated_component_count": 6.977546098602289, "absolute_correlation_adjusted_concentration_index": 0.4460728456478605, "effective_correlated_component_count": 2.241786313057535, "correlation_overlap_multiplier": 3.11249384384265 }, { "date": "2018-09-28", "window_start": "2017-10-06", "window_end": "2018-09-28", "gross_absolute_contribution": 0.6025212362586468, "net_score": 0.07635563175535559, "net_to_gross_ratio": 0.12672687228334983, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.18306876181505166, "ordinary_contribution_hhi": 0.13881531374508654, "effective_uncorrelated_component_count": 7.2038161570296895, "absolute_correlation_adjusted_concentration_index": 0.4563688553317242, "effective_correlated_component_count": 2.1912100011143893, "correlation_overlap_multiplier": 3.28759733360382 }, { "date": "2018-10-05", "window_start": "2017-10-13", "window_end": "2018-10-05", "gross_absolute_contribution": 0.5751399513250033, "net_score": 0.15525597851602158, "net_to_gross_ratio": 0.26994469460579806, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.1723227863136323, "ordinary_contribution_hhi": 0.13151514163693903, "effective_uncorrelated_component_count": 7.603687207063975, "absolute_correlation_adjusted_concentration_index": 0.4934824742615495, "effective_correlated_component_count": 2.0264144162290805, "correlation_overlap_multiplier": 3.752286376452821 }, { "date": "2018-10-12", "window_start": "2017-10-20", "window_end": "2018-10-12", "gross_absolute_contribution": 0.5596643242679493, "net_score": 0.2825273600682432, "net_to_gross_ratio": 0.5048157401095629, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.1729564535436428, "ordinary_contribution_hhi": 0.13517603857009475, "effective_uncorrelated_component_count": 7.397760805673084, "absolute_correlation_adjusted_concentration_index": 0.5051716366583785, "effective_correlated_component_count": 1.9795252295137233, "correlation_overlap_multiplier": 3.7371389338090766 }, { "date": "2018-10-19", "window_start": "2017-10-27", "window_end": "2018-10-19", "gross_absolute_contribution": 0.5141793218988072, "net_score": 0.29406936069345607, "net_to_gross_ratio": 0.5719198500777716, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.18634060302028457, "ordinary_contribution_hhi": 0.14080636652110162, "effective_uncorrelated_component_count": 7.1019515999664495, "absolute_correlation_adjusted_concentration_index": 0.5372310878029266, "effective_correlated_component_count": 1.8613963761658403, "correlation_overlap_multiplier": 3.815389183573711 }, { "date": "2018-10-26", "window_start": "2017-11-03", "window_end": "2018-10-26", "gross_absolute_contribution": 0.5510170712464686, "net_score": 0.3866717432747414, "net_to_gross_ratio": 0.7017418578339909, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.20014210710716196, "ordinary_contribution_hhi": 0.14826523648506248, "effective_uncorrelated_component_count": 6.744669375688404, "absolute_correlation_adjusted_concentration_index": 0.5024547557321009, "effective_correlated_component_count": 1.9902289481626096, "correlation_overlap_multiplier": 3.3888912036552985 }, { "date": "2018-11-02", "window_start": "2017-11-10", "window_end": "2018-11-02", "gross_absolute_contribution": 0.4520153085378365, "net_score": 0.35553959004651187, "net_to_gross_ratio": 0.786565373629931, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.21027236752511974, "ordinary_contribution_hhi": 0.16311552612081126, "effective_uncorrelated_component_count": 6.130624250075076, "absolute_correlation_adjusted_concentration_index": 0.5671389060393919, "effective_correlated_component_count": 1.7632364652664876, "correlation_overlap_multiplier": 3.4769155305261457 }, { "date": "2018-11-09", "window_start": "2017-11-17", "window_end": "2018-11-09", "gross_absolute_contribution": 0.4499762339232211, "net_score": 0.3444024430062773, "net_to_gross_ratio": 0.7653791845927629, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.21867438319767118, "ordinary_contribution_hhi": 0.15966405792422342, "effective_uncorrelated_component_count": 6.263150348305691, "absolute_correlation_adjusted_concentration_index": 0.5938133492361618, "effective_correlated_component_count": 1.6840308512537265, "correlation_overlap_multiplier": 3.719142285097036 }, { "date": "2018-11-16", "window_start": "2017-11-24", "window_end": "2018-11-16", "gross_absolute_contribution": 0.4563783473155473, "net_score": 0.35619166289468507, "net_to_gross_ratio": 0.7804745010139766, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.21128992880734898, "ordinary_contribution_hhi": 0.16270849033965487, "effective_uncorrelated_component_count": 6.145960778767565, "absolute_correlation_adjusted_concentration_index": 0.5981930714363245, "effective_correlated_component_count": 1.6717010740343328, "correlation_overlap_multiplier": 3.676471155178154 }, { "date": "2018-11-23", "window_start": "2017-12-01", "window_end": "2018-11-23", "gross_absolute_contribution": 0.5588364882738859, "net_score": 0.4823913236818632, "net_to_gross_ratio": 0.863206561854714, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.17605939779240085, "ordinary_contribution_hhi": 0.14371673805013707, "effective_uncorrelated_component_count": 6.958131763686006, "absolute_correlation_adjusted_concentration_index": 0.511521508938509, "effective_correlated_component_count": 1.9549520059775471, "correlation_overlap_multiplier": 3.559234059153635 }, { "date": "2018-11-30", "window_start": "2017-12-08", "window_end": "2018-11-30", "gross_absolute_contribution": 0.4712946194772304, "net_score": 0.4107126604401067, "net_to_gross_ratio": 0.8714562896891918, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21144917849279368, "ordinary_contribution_hhi": 0.17028890904532193, "effective_uncorrelated_component_count": 5.872373048874561, "absolute_correlation_adjusted_concentration_index": 0.5331714832926684, "effective_correlated_component_count": 1.875569176776621, "correlation_overlap_multiplier": 3.1309818489163392 }, { "date": "2018-12-07", "window_start": "2017-12-15", "window_end": "2018-12-07", "gross_absolute_contribution": 0.5571916341281002, "net_score": 0.45913460903465037, "net_to_gross_ratio": 0.8240156185279224, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.18296819528598388, "ordinary_contribution_hhi": 0.15022515123711602, "effective_uncorrelated_component_count": 6.65667494267718, "absolute_correlation_adjusted_concentration_index": 0.4758496592069861, "effective_correlated_component_count": 2.101504079390373, "correlation_overlap_multiplier": 3.1675765029246197 }, { "date": "2018-12-14", "window_start": "2017-12-22", "window_end": "2018-12-14", "gross_absolute_contribution": 0.5230558159453537, "net_score": 0.47402130633493217, "net_to_gross_ratio": 0.906253772321032, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.196211729577911, "ordinary_contribution_hhi": 0.15691238442754754, "effective_uncorrelated_component_count": 6.372983264821511, "absolute_correlation_adjusted_concentration_index": 0.46733131623092294, "effective_correlated_component_count": 2.139809521144671, "correlation_overlap_multiplier": 2.9782946574666815 }, { "date": "2018-12-21", "window_start": "2017-12-29", "window_end": "2018-12-21", "gross_absolute_contribution": 0.7221780402352553, "net_score": 0.6478414185005424, "net_to_gross_ratio": 0.8970660729167323, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.3036530035032613, "ordinary_contribution_hhi": 0.18707609413951454, "effective_uncorrelated_component_count": 5.34541842237863, "absolute_correlation_adjusted_concentration_index": 0.5027234453185613, "effective_correlated_component_count": 1.989165234508466, "correlation_overlap_multiplier": 2.687267165967494 }, { "date": "2018-12-28", "window_start": "2018-01-05", "window_end": "2018-12-28", "gross_absolute_contribution": 0.6857488914180221, "net_score": 0.5768056476955628, "net_to_gross_ratio": 0.8411324537511368, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.27249536931052465, "ordinary_contribution_hhi": 0.1782687874840035, "effective_uncorrelated_component_count": 5.60950693676386, "absolute_correlation_adjusted_concentration_index": 0.5210629921452244, "effective_correlated_component_count": 1.919153758901557, "correlation_overlap_multiplier": 2.922906468929569 }, { "date": "2019-01-04", "window_start": "2018-01-12", "window_end": "2019-01-04", "gross_absolute_contribution": 0.5448836835925611, "net_score": 0.4147333633058098, "net_to_gross_ratio": 0.7611410945017915, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.19956854560114212, "ordinary_contribution_hhi": 0.16107162830437163, "effective_uncorrelated_component_count": 6.208418022013992, "absolute_correlation_adjusted_concentration_index": 0.5232862220315698, "effective_correlated_component_count": 1.9110000567522492, "correlation_overlap_multiplier": 3.248779611532414 }, { "date": "2019-01-11", "window_start": "2018-01-19", "window_end": "2019-01-11", "gross_absolute_contribution": 0.4690793735775522, "net_score": 0.3200502098621361, "net_to_gross_ratio": 0.6822943576077379, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2151481124262303, "ordinary_contribution_hhi": 0.1828492470509129, "effective_uncorrelated_component_count": 5.468986151862895, "absolute_correlation_adjusted_concentration_index": 0.5564819151173604, "effective_correlated_component_count": 1.7970035913729612, "correlation_overlap_multiplier": 3.0433918875389874 }, { "date": "2019-01-18", "window_start": "2018-01-26", "window_end": "2019-01-18", "gross_absolute_contribution": 0.44336383189530404, "net_score": 0.3238660142776431, "net_to_gross_ratio": 0.7304745921496836, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22788261416299438, "ordinary_contribution_hhi": 0.1780898903690664, "effective_uncorrelated_component_count": 5.615141869803164, "absolute_correlation_adjusted_concentration_index": 0.557595744331278, "effective_correlated_component_count": 1.7934139744902382, "correlation_overlap_multiplier": 3.1309792104186194 }, { "date": "2019-01-25", "window_start": "2018-02-02", "window_end": "2019-01-25", "gross_absolute_contribution": 0.4593355413498077, "net_score": 0.2969222543104815, "net_to_gross_ratio": 0.6464168947996992, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22044426434924896, "ordinary_contribution_hhi": 0.1737226332153498, "effective_uncorrelated_component_count": 5.756302339490683, "absolute_correlation_adjusted_concentration_index": 0.5586412678517488, "effective_correlated_component_count": 1.7900575155242167, "correlation_overlap_multiplier": 3.2157080370710633 }, { "date": "2019-02-01", "window_start": "2018-02-09", "window_end": "2019-02-01", "gross_absolute_contribution": 0.4677954020290417, "net_score": 0.2385843504514649, "net_to_gross_ratio": 0.5100185880763597, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21737543051829394, "ordinary_contribution_hhi": 0.16425555180583687, "effective_uncorrelated_component_count": 6.088074278195964, "absolute_correlation_adjusted_concentration_index": 0.541762559275279, "effective_correlated_component_count": 1.8458270747570846, "correlation_overlap_multiplier": 3.2982907020134427 }, { "date": "2019-02-08", "window_start": "2018-02-16", "window_end": "2019-02-08", "gross_absolute_contribution": 0.46702349168599583, "net_score": 0.2633671614599571, "net_to_gross_ratio": 0.5639270104147834, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21626445279712211, "ordinary_contribution_hhi": 0.16253817164258327, "effective_uncorrelated_component_count": 6.15240094000178, "absolute_correlation_adjusted_concentration_index": 0.534763586655656, "effective_correlated_component_count": 1.8699852139407505, "correlation_overlap_multiplier": 3.2900799932189817 }, { "date": "2019-02-15", "window_start": "2018-02-23", "window_end": "2019-02-15", "gross_absolute_contribution": 0.4506355621788483, "net_score": 0.2384574941072129, "net_to_gross_ratio": 0.5291581804024909, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22452085635378177, "ordinary_contribution_hhi": 0.1616694758324917, "effective_uncorrelated_component_count": 6.185459530011193, "absolute_correlation_adjusted_concentration_index": 0.5216099229519133, "effective_correlated_component_count": 1.9171414422884532, "correlation_overlap_multiplier": 3.2263970688713166 }, { "date": "2019-02-22", "window_start": "2018-03-02", "window_end": "2019-02-22", "gross_absolute_contribution": 0.468897677637504, "net_score": 0.18167608106578773, "net_to_gross_ratio": 0.38745357405296876, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2126262268570845, "ordinary_contribution_hhi": 0.16115293976113254, "effective_uncorrelated_component_count": 6.205285497628779, "absolute_correlation_adjusted_concentration_index": 0.5040797552212292, "effective_correlated_component_count": 1.9838130566483922, "correlation_overlap_multiplier": 3.127958794722558 }, { "date": "2019-03-01", "window_start": "2018-03-09", "window_end": "2019-03-01", "gross_absolute_contribution": 0.47939944296241765, "net_score": 0.2149216744043719, "net_to_gross_ratio": 0.4483144016110603, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2091372892306644, "ordinary_contribution_hhi": 0.16113652604336592, "effective_uncorrelated_component_count": 6.205917581535019, "absolute_correlation_adjusted_concentration_index": 0.5043970006672858, "effective_correlated_component_count": 1.9825653179480893, "correlation_overlap_multiplier": 3.1302462145146395 }, { "date": "2019-03-08", "window_start": "2018-03-16", "window_end": "2019-03-08", "gross_absolute_contribution": 0.4177711023119046, "net_score": 0.2625538281025731, "net_to_gross_ratio": 0.6284633538548401, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.23960674651481667, "ordinary_contribution_hhi": 0.17359346311628995, "effective_uncorrelated_component_count": 5.7605855776383805, "absolute_correlation_adjusted_concentration_index": 0.5064739456619332, "effective_correlated_component_count": 1.9744352272515338, "correlation_overlap_multiplier": 2.917586506829737 }, { "date": "2019-03-15", "window_start": "2018-03-23", "window_end": "2019-03-15", "gross_absolute_contribution": 0.47317832146471533, "net_score": 0.1548184950869354, "net_to_gross_ratio": 0.3271884785585642, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21106471518958905, "ordinary_contribution_hhi": 0.16486168817410435, "effective_uncorrelated_component_count": 6.065690646961815, "absolute_correlation_adjusted_concentration_index": 0.47871484111506585, "effective_correlated_component_count": 2.0889262544497464, "correlation_overlap_multiplier": 2.903736134313466 }, { "date": "2019-03-22", "window_start": "2018-03-30", "window_end": "2019-03-22", "gross_absolute_contribution": 0.4090470525968448, "net_score": 0.19323970869676288, "net_to_gross_ratio": 0.47241437744136294, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.24356399973199552, "ordinary_contribution_hhi": 0.1722241208631781, "effective_uncorrelated_component_count": 5.806387601156293, "absolute_correlation_adjusted_concentration_index": 0.48813542650530833, "effective_correlated_component_count": 2.0486118107822384, "correlation_overlap_multiplier": 2.834303488145561 }, { "date": "2019-03-29", "window_start": "2018-04-06", "window_end": "2019-03-29", "gross_absolute_contribution": 0.4350319915395754, "net_score": 0.1445362525848755, "net_to_gross_ratio": 0.33224281293282054, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22835895083176866, "ordinary_contribution_hhi": 0.17417077670789605, "effective_uncorrelated_component_count": 5.741491304692936, "absolute_correlation_adjusted_concentration_index": 0.4794530635157665, "effective_correlated_component_count": 2.0857098975802364, "correlation_overlap_multiplier": 2.752775595184163 }, { "date": "2019-04-05", "window_start": "2018-04-13", "window_end": "2019-04-05", "gross_absolute_contribution": 0.4161649940046521, "net_score": 0.11858011211561012, "net_to_gross_ratio": 0.28493533532107834, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.23422954673225144, "ordinary_contribution_hhi": 0.19200220739774074, "effective_uncorrelated_component_count": 5.208273454525747, "absolute_correlation_adjusted_concentration_index": 0.4650543990546271, "effective_correlated_component_count": 2.150286078430442, "correlation_overlap_multiplier": 2.422130481506638 }, { "date": "2019-04-12", "window_start": "2018-04-20", "window_end": "2019-04-12", "gross_absolute_contribution": 0.4391182020234809, "net_score": 0.09560024585900495, "net_to_gross_ratio": 0.21770959486187033, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.25578105643480264, "ordinary_contribution_hhi": 0.19000519969225513, "effective_uncorrelated_component_count": 5.2630138628819925, "absolute_correlation_adjusted_concentration_index": 0.4698903203037941, "effective_correlated_component_count": 2.1281562032464914, "correlation_overlap_multiplier": 2.473039269792928 }, { "date": "2019-04-19", "window_start": "2018-04-27", "window_end": "2019-04-19", "gross_absolute_contribution": 0.42454474469733405, "net_score": 0.11090141434450393, "net_to_gross_ratio": 0.26122432494970027, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.26110897007140277, "ordinary_contribution_hhi": 0.19845259042926622, "effective_uncorrelated_component_count": 5.038986882645035, "absolute_correlation_adjusted_concentration_index": 0.4841129089443458, "effective_correlated_component_count": 2.0656338253416853, "correlation_overlap_multiplier": 2.4394385978896884 }, { "date": "2019-04-26", "window_start": "2018-05-04", "window_end": "2019-04-26", "gross_absolute_contribution": 0.3896059136380583, "net_score": 0.12301077839272456, "net_to_gross_ratio": 0.3157312917662766, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.25442896259495623, "ordinary_contribution_hhi": 0.2127680248610089, "effective_uncorrelated_component_count": 4.6999543312640695, "absolute_correlation_adjusted_concentration_index": 0.4993451226396455, "effective_correlated_component_count": 2.0026229448558253, "correlation_overlap_multiplier": 2.3468992719457895 }, { "date": "2019-05-03", "window_start": "2018-05-11", "window_end": "2019-05-03", "gross_absolute_contribution": 0.40866007687017736, "net_score": 0.12776433739890658, "net_to_gross_ratio": 0.31264208233263413, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2362895011005659, "ordinary_contribution_hhi": 0.1910957190892576, "effective_uncorrelated_component_count": 5.2329796018764645, "absolute_correlation_adjusted_concentration_index": 0.5103235947129422, "effective_correlated_component_count": 1.9595409860727713, "correlation_overlap_multiplier": 2.6705129614890986 }, { "date": "2019-05-10", "window_start": "2018-05-18", "window_end": "2019-05-10", "gross_absolute_contribution": 0.3616852421206689, "net_score": 0.17187510016055135, "net_to_gross_ratio": 0.4752062847596329, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.25045931163235974, "ordinary_contribution_hhi": 0.1903305717021366, "effective_uncorrelated_component_count": 5.2540166882122294, "absolute_correlation_adjusted_concentration_index": 0.5211096933131835, "effective_correlated_component_count": 1.9189817668561515, "correlation_overlap_multiplier": 2.7379190250566228 }, { "date": "2019-05-17", "window_start": "2018-05-25", "window_end": "2019-05-17", "gross_absolute_contribution": 0.35061050380127373, "net_score": 0.16672334664403254, "net_to_gross_ratio": 0.4755229659021609, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.25407463594154556, "ordinary_contribution_hhi": 0.20094589336369564, "effective_uncorrelated_component_count": 4.976463978739201, "absolute_correlation_adjusted_concentration_index": 0.525718951557541, "effective_correlated_component_count": 1.9021570309331868, "correlation_overlap_multiplier": 2.616221425366642 }, { "date": "2019-05-24", "window_start": "2018-06-01", "window_end": "2019-05-24", "gross_absolute_contribution": 0.40162738685185884, "net_score": 0.17195503948304525, "net_to_gross_ratio": 0.4281457019923575, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.21890518135947865, "ordinary_contribution_hhi": 0.16584224527437735, "effective_uncorrelated_component_count": 6.0298267087831094, "absolute_correlation_adjusted_concentration_index": 0.5208000114197935, "effective_correlated_component_count": 1.9201228457615085, "correlation_overlap_multiplier": 3.140333818793619 }, { "date": "2019-05-31", "window_start": "2018-06-08", "window_end": "2019-05-31", "gross_absolute_contribution": 0.4387758740406205, "net_score": 0.2291240457855921, "net_to_gross_ratio": 0.5221892527399546, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.19770298124211938, "ordinary_contribution_hhi": 0.16320970586956385, "effective_uncorrelated_component_count": 6.127086588828202, "absolute_correlation_adjusted_concentration_index": 0.5234188334196699, "effective_correlated_component_count": 1.9105158931073731, "correlation_overlap_multiplier": 3.2070325145857614 }, { "date": "2019-06-07", "window_start": "2018-06-15", "window_end": "2019-06-07", "gross_absolute_contribution": 0.4891052868253324, "net_score": 0.12558900142717094, "net_to_gross_ratio": 0.2567729378726198, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.17213917881204033, "ordinary_contribution_hhi": 0.13769313681445933, "effective_uncorrelated_component_count": 7.262526100683536, "absolute_correlation_adjusted_concentration_index": 0.49286552892301494, "effective_correlated_component_count": 2.0289509842271785, "correlation_overlap_multiplier": 3.5794487679305926 }, { "date": "2019-06-14", "window_start": "2018-06-22", "window_end": "2019-06-14", "gross_absolute_contribution": 0.4902128625920904, "net_score": 0.1383590971167411, "net_to_gross_ratio": 0.2822428942095522, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.16666009863633896, "ordinary_contribution_hhi": 0.14074031144447027, "effective_uncorrelated_component_count": 7.1052848308819785, "absolute_correlation_adjusted_concentration_index": 0.4955772841094409, "effective_correlated_component_count": 2.017848743404399, "correlation_overlap_multiplier": 3.521217759312499 }, { "date": "2019-06-21", "window_start": "2018-06-29", "window_end": "2019-06-21", "gross_absolute_contribution": 0.4782016843810767, "net_score": 0.044351706633698695, "net_to_gross_ratio": 0.09274686410003322, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.15919807551024992, "ordinary_contribution_hhi": 0.13176934008793728, "effective_uncorrelated_component_count": 7.589018806139898, "absolute_correlation_adjusted_concentration_index": 0.4661014375576621, "effective_correlated_component_count": 2.1454557300658155, "correlation_overlap_multiplier": 3.537252575193939 }, { "date": "2019-06-28", "window_start": "2018-07-06", "window_end": "2019-06-28", "gross_absolute_contribution": 0.4783373869905406, "net_score": 0.009953940450811632, "net_to_gross_ratio": 0.020809455253825847, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.1652946249976754, "ordinary_contribution_hhi": 0.132443314704234, "effective_uncorrelated_component_count": 7.550399974760157, "absolute_correlation_adjusted_concentration_index": 0.4723247788764457, "effective_correlated_component_count": 2.1171872506430316, "correlation_overlap_multiplier": 3.5662409985073125 }, { "date": "2019-07-05", "window_start": "2018-07-13", "window_end": "2019-07-05", "gross_absolute_contribution": 0.47816165696618496, "net_score": 0.03019088365049187, "net_to_gross_ratio": 0.06313949102913313, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.18623511016639518, "ordinary_contribution_hhi": 0.14059135162432335, "effective_uncorrelated_component_count": 7.1128130460835015, "absolute_correlation_adjusted_concentration_index": 0.48983577414820434, "effective_correlated_component_count": 2.0415005452366994, "correlation_overlap_multiplier": 3.4841102847997596 }, { "date": "2019-07-12", "window_start": "2018-07-20", "window_end": "2019-07-12", "gross_absolute_contribution": 0.47397758520220845, "net_score": -0.017434042823812758, "net_to_gross_ratio": 0.03678242045217189, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22228085974876474, "ordinary_contribution_hhi": 0.14640015376411356, "effective_uncorrelated_component_count": 6.830593918714351, "absolute_correlation_adjusted_concentration_index": 0.4963940461266421, "effective_correlated_component_count": 2.014528594375759, "correlation_overlap_multiplier": 3.390666152758653 }, { "date": "2019-07-19", "window_start": "2018-07-27", "window_end": "2019-07-19", "gross_absolute_contribution": 0.47595052173997693, "net_score": 0.05674690480009485, "net_to_gross_ratio": 0.1192285798797738, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.15683572241344385, "ordinary_contribution_hhi": 0.13371542785736987, "effective_uncorrelated_component_count": 7.478568599179664, "absolute_correlation_adjusted_concentration_index": 0.5222736555850389, "effective_correlated_component_count": 1.9147050388360543, "correlation_overlap_multiplier": 3.905859360837047 }, { "date": "2019-07-26", "window_start": "2018-08-03", "window_end": "2019-07-26", "gross_absolute_contribution": 0.48274488370765556, "net_score": 0.04076192083192322, "net_to_gross_ratio": 0.08443781013038792, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.226972842383171, "ordinary_contribution_hhi": 0.1525589999871674, "effective_uncorrelated_component_count": 6.5548410784294315, "absolute_correlation_adjusted_concentration_index": 0.5485541395301436, "effective_correlated_component_count": 1.8229741203968235, "correlation_overlap_multiplier": 3.5956852075346957 }, { "date": "2019-08-02", "window_start": "2018-08-10", "window_end": "2019-08-02", "gross_absolute_contribution": 0.4202250620319226, "net_score": 0.1138282593586932, "net_to_gross_ratio": 0.2708745137862486, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.22368315865812846, "ordinary_contribution_hhi": 0.163314394308179, "effective_uncorrelated_component_count": 6.123158979562885, "absolute_correlation_adjusted_concentration_index": 0.617319756212495, "effective_correlated_component_count": 1.6199060372462437, "correlation_overlap_multiplier": 3.77994700851411 }, { "date": "2019-08-09", "window_start": "2018-08-17", "window_end": "2019-08-09", "gross_absolute_contribution": 0.4466601811273545, "net_score": 0.08160563526839813, "net_to_gross_ratio": 0.1827018362425511, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23909672512661997, "ordinary_contribution_hhi": 0.16020951415584772, "effective_uncorrelated_component_count": 6.241826556113425, "absolute_correlation_adjusted_concentration_index": 0.6192382222616656, "effective_correlated_component_count": 1.6148873955933547, "correlation_overlap_multiplier": 3.8651775802733317 }, { "date": "2019-08-16", "window_start": "2018-08-24", "window_end": "2019-08-16", "gross_absolute_contribution": 0.4678429479615811, "net_score": 0.07927768555977432, "net_to_gross_ratio": 0.16945362948226922, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.27158267436505584, "ordinary_contribution_hhi": 0.1742859117147987, "effective_uncorrelated_component_count": 5.737698418426379, "absolute_correlation_adjusted_concentration_index": 0.6529415419540602, "effective_correlated_component_count": 1.5315306742580612, "correlation_overlap_multiplier": 3.746381652594692 }, { "date": "2019-08-23", "window_start": "2018-08-31", "window_end": "2019-08-23", "gross_absolute_contribution": 0.5137811070614486, "net_score": 0.09716039951703409, "net_to_gross_ratio": 0.18910854872172952, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2535271665935551, "ordinary_contribution_hhi": 0.1549325569639783, "effective_uncorrelated_component_count": 6.454421327548987, "absolute_correlation_adjusted_concentration_index": 0.6099892606407925, "effective_correlated_component_count": 1.6393731242899292, "correlation_overlap_multiplier": 3.937127693455769 }, { "date": "2019-08-30", "window_start": "2018-09-07", "window_end": "2019-08-30", "gross_absolute_contribution": 0.48674474296111325, "net_score": 0.10278379512975519, "net_to_gross_ratio": 0.21116570156355388, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.27199147628267273, "ordinary_contribution_hhi": 0.16639066346217296, "effective_uncorrelated_component_count": 6.009952597053853, "absolute_correlation_adjusted_concentration_index": 0.6451324568546598, "effective_correlated_component_count": 1.5500692755027319, "correlation_overlap_multiplier": 3.877215484517395 }, { "date": "2019-09-06", "window_start": "2018-09-14", "window_end": "2019-09-06", "gross_absolute_contribution": 0.49186662529174907, "net_score": 0.008193222834263048, "net_to_gross_ratio": 0.016657407542955905, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.258318073349404, "ordinary_contribution_hhi": 0.16000901394091763, "effective_uncorrelated_component_count": 6.24964791276849, "absolute_correlation_adjusted_concentration_index": 0.6218898317132507, "effective_correlated_component_count": 1.608001850175118, "correlation_overlap_multiplier": 3.886592488738665 }, { "date": "2019-09-13", "window_start": "2018-09-21", "window_end": "2019-09-13", "gross_absolute_contribution": 0.4710973590600264, "net_score": 0.050827888622691886, "net_to_gross_ratio": 0.10789253568329914, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.19047307678646255, "ordinary_contribution_hhi": 0.14916369636960264, "effective_uncorrelated_component_count": 6.704044109514205, "absolute_correlation_adjusted_concentration_index": 0.5825172196633627, "effective_correlated_component_count": 1.7166874493047624, "correlation_overlap_multiplier": 3.905221135174759 }, { "date": "2019-09-20", "window_start": "2018-09-28", "window_end": "2019-09-20", "gross_absolute_contribution": 0.44475532737049145, "net_score": 0.03839795436321901, "net_to_gross_ratio": 0.0863350071380542, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24012075849301898, "ordinary_contribution_hhi": 0.15698283763335555, "effective_uncorrelated_component_count": 6.370123098013875, "absolute_correlation_adjusted_concentration_index": 0.64660316799408, "effective_correlated_component_count": 1.5465436136080848, "correlation_overlap_multiplier": 4.118941775688035 }, { "date": "2019-09-27", "window_start": "2018-10-05", "window_end": "2019-09-27", "gross_absolute_contribution": 0.4621176297861337, "net_score": 0.10531599013581888, "net_to_gross_ratio": 0.22789866334370046, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2426381543255359, "ordinary_contribution_hhi": 0.15770035127062176, "effective_uncorrelated_component_count": 6.341139965401532, "absolute_correlation_adjusted_concentration_index": 0.6650858052955019, "effective_correlated_component_count": 1.5035653926724442, "correlation_overlap_multiplier": 4.217402180380569 }, { "date": "2019-10-04", "window_start": "2018-10-12", "window_end": "2019-10-04", "gross_absolute_contribution": 0.5154410700073905, "net_score": 0.07975350313222418, "net_to_gross_ratio": 0.15472865429811533, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2527106897413538, "ordinary_contribution_hhi": 0.16132222253649905, "effective_uncorrelated_component_count": 6.198774008173304, "absolute_correlation_adjusted_concentration_index": 0.652834526341923, "effective_correlated_component_count": 1.5317817297491534, "correlation_overlap_multiplier": 4.0467736935264425 }, { "date": "2019-10-11", "window_start": "2018-10-19", "window_end": "2019-10-11", "gross_absolute_contribution": 0.47683590054923936, "net_score": 0.07117031296229867, "net_to_gross_ratio": 0.14925535782922753, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.21949277213235233, "ordinary_contribution_hhi": 0.15259591273602127, "effective_uncorrelated_component_count": 6.553255471068351, "absolute_correlation_adjusted_concentration_index": 0.6320884025320798, "effective_correlated_component_count": 1.5820571869284503, "correlation_overlap_multiplier": 4.142236782092206 }, { "date": "2019-10-18", "window_start": "2018-10-26", "window_end": "2019-10-18", "gross_absolute_contribution": 0.5377496969005506, "net_score": 0.021750822033654776, "net_to_gross_ratio": 0.04044785549675036, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.19462964696590987, "ordinary_contribution_hhi": 0.1369131572854807, "effective_uncorrelated_component_count": 7.3038999306317764, "absolute_correlation_adjusted_concentration_index": 0.598077356417589, "effective_correlated_component_count": 1.6720245119960386, "correlation_overlap_multiplier": 4.368297162050864 }, { "date": "2019-10-25", "window_start": "2018-11-02", "window_end": "2019-10-25", "gross_absolute_contribution": 0.5169891298742026, "net_score": -0.01228044480290559, "net_to_gross_ratio": 0.02375377758115292, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.1945741200176447, "ordinary_contribution_hhi": 0.14733274998002865, "effective_uncorrelated_component_count": 6.787357190682673, "absolute_correlation_adjusted_concentration_index": 0.6130223853174915, "effective_correlated_component_count": 1.6312618004676749, "correlation_overlap_multiplier": 4.160801895034121 }, { "date": "2019-11-01", "window_start": "2018-11-09", "window_end": "2019-11-01", "gross_absolute_contribution": 0.5480351027794559, "net_score": -0.05105603184611861, "net_to_gross_ratio": 0.09316197372609712, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.1968148800124156, "ordinary_contribution_hhi": 0.14276154811286296, "effective_uncorrelated_component_count": 7.0046872790243935, "absolute_correlation_adjusted_concentration_index": 0.6111855481518822, "effective_correlated_component_count": 1.6361643416206821, "correlation_overlap_multiplier": 4.28116363426304 }, { "date": "2019-11-08", "window_start": "2018-11-16", "window_end": "2019-11-08", "gross_absolute_contribution": 0.48989075363313295, "net_score": 0.004473104371651812, "net_to_gross_ratio": 0.009130820164451622, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22702789977661111, "ordinary_contribution_hhi": 0.15726679786553466, "effective_uncorrelated_component_count": 6.358621232022631, "absolute_correlation_adjusted_concentration_index": 0.635725012851039, "effective_correlated_component_count": 1.5730071647099353, "correlation_overlap_multiplier": 4.042334564442476 }, { "date": "2019-11-15", "window_start": "2018-11-23", "window_end": "2019-11-15", "gross_absolute_contribution": 0.5103973174613822, "net_score": -0.026497652779887457, "net_to_gross_ratio": 0.05191573676695965, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2186243452066636, "ordinary_contribution_hhi": 0.15330688345256396, "effective_uncorrelated_component_count": 6.522864319457768, "absolute_correlation_adjusted_concentration_index": 0.6406943594883797, "effective_correlated_component_count": 1.5608066236115148, "correlation_overlap_multiplier": 4.179162377184601 }, { "date": "2019-11-22", "window_start": "2018-11-30", "window_end": "2019-11-22", "gross_absolute_contribution": 0.511078601373048, "net_score": -0.015888713589953682, "net_to_gross_ratio": 0.031088590966766277, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2079370904652423, "ordinary_contribution_hhi": 0.15734949921412236, "effective_uncorrelated_component_count": 6.35527920326707, "absolute_correlation_adjusted_concentration_index": 0.6408760676553599, "effective_correlated_component_count": 1.5603640867078907, "correlation_overlap_multiplier": 4.0729463446416885 }, { "date": "2019-11-29", "window_start": "2018-12-07", "window_end": "2019-11-29", "gross_absolute_contribution": 0.5185147371830741, "net_score": 0.0039401111414933965, "net_to_gross_ratio": 0.007598841188003198, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.19773609778683054, "ordinary_contribution_hhi": 0.15239174539994899, "effective_uncorrelated_component_count": 6.562035216379474, "absolute_correlation_adjusted_concentration_index": 0.6184527447118928, "effective_correlated_component_count": 1.6169384137277159, "correlation_overlap_multiplier": 4.058308690465985 }, { "date": "2019-12-06", "window_start": "2018-12-14", "window_end": "2019-12-06", "gross_absolute_contribution": 0.4818092800689218, "net_score": -0.013371711225196911, "net_to_gross_ratio": 0.02775312095126959, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.1995192415079497, "ordinary_contribution_hhi": 0.1480022039268312, "effective_uncorrelated_component_count": 6.75665614070434, "absolute_correlation_adjusted_concentration_index": 0.6389822200245705, "effective_correlated_component_count": 1.564988772240873, "correlation_overlap_multiplier": 4.317383140729906 }, { "date": "2019-12-13", "window_start": "2018-12-21", "window_end": "2019-12-13", "gross_absolute_contribution": 0.5068704022755788, "net_score": -0.056789505336925734, "net_to_gross_ratio": 0.11203949783213032, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19918131924576563, "ordinary_contribution_hhi": 0.14856161837470247, "effective_uncorrelated_component_count": 6.731213693955579, "absolute_correlation_adjusted_concentration_index": 0.6150760086501337, "effective_correlated_component_count": 1.6258153235315314, "correlation_overlap_multiplier": 4.14020805224932 }, { "date": "2019-12-20", "window_start": "2018-12-28", "window_end": "2019-12-20", "gross_absolute_contribution": 0.4760356842044252, "net_score": -0.039093934930153486, "net_to_gross_ratio": 0.08212395882776989, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.21670146524527506, "ordinary_contribution_hhi": 0.15568332224496648, "effective_uncorrelated_component_count": 6.4232956079040235, "absolute_correlation_adjusted_concentration_index": 0.5860197674921807, "effective_correlated_component_count": 1.7064270788669993, "correlation_overlap_multiplier": 3.7641781986774614 }, { "date": "2019-12-27", "window_start": "2019-01-04", "window_end": "2019-12-27", "gross_absolute_contribution": 0.4712456589973648, "net_score": -0.06661412004902517, "net_to_gross_ratio": 0.1413575250555203, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.1949393370112466, "ordinary_contribution_hhi": 0.1495270003084935, "effective_uncorrelated_component_count": 6.687755374861202, "absolute_correlation_adjusted_concentration_index": 0.5760884764911487, "effective_correlated_component_count": 1.7358444766866716, "correlation_overlap_multiplier": 3.8527388050492806 }, { "date": "2020-01-03", "window_start": "2019-01-11", "window_end": "2020-01-03", "gross_absolute_contribution": 0.4618001782656005, "net_score": -0.08512074588107085, "net_to_gross_ratio": 0.18432376141724738, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2174016655090352, "ordinary_contribution_hhi": 0.15531188845270033, "effective_uncorrelated_component_count": 6.438657143136511, "absolute_correlation_adjusted_concentration_index": 0.5999996851461483, "effective_correlated_component_count": 1.666667541261158, "correlation_overlap_multiplier": 3.8631922586459053 }, { "date": "2020-01-10", "window_start": "2019-01-18", "window_end": "2020-01-10", "gross_absolute_contribution": 0.49068549168386577, "net_score": -0.07122357027009207, "net_to_gross_ratio": 0.1451511639883156, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2083647871819298, "ordinary_contribution_hhi": 0.15004107019135124, "effective_uncorrelated_component_count": 6.664841824472954, "absolute_correlation_adjusted_concentration_index": 0.5389509993535091, "effective_correlated_component_count": 1.8554562496396436, "correlation_overlap_multiplier": 3.592023161832764 }, { "date": "2020-01-17", "window_start": "2019-01-25", "window_end": "2020-01-17", "gross_absolute_contribution": 0.4850413522391205, "net_score": -0.07527889969362885, "net_to_gross_ratio": 0.1552009933712149, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22816451955318393, "ordinary_contribution_hhi": 0.1552450772852201, "effective_uncorrelated_component_count": 6.441428079312139, "absolute_correlation_adjusted_concentration_index": 0.5351565289210108, "effective_correlated_component_count": 1.8686121647739442, "correlation_overlap_multiplier": 3.4471722922190184 }, { "date": "2020-01-24", "window_start": "2019-02-01", "window_end": "2020-01-24", "gross_absolute_contribution": 0.48915981212270265, "net_score": -0.01233051644923236, "net_to_gross_ratio": 0.025207541878234523, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2270441879649401, "ordinary_contribution_hhi": 0.14904896167450216, "effective_uncorrelated_component_count": 6.709204738935597, "absolute_correlation_adjusted_concentration_index": 0.5755400737225699, "effective_correlated_component_count": 1.7374984743148127, "correlation_overlap_multiplier": 3.8614161900668087 }, { "date": "2020-01-31", "window_start": "2019-02-08", "window_end": "2020-01-31", "gross_absolute_contribution": 0.5004060549210536, "net_score": 0.04027672729282955, "net_to_gross_ratio": 0.0804880894160719, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2624347636789176, "ordinary_contribution_hhi": 0.1642497357950442, "effective_uncorrelated_component_count": 6.088289854224364, "absolute_correlation_adjusted_concentration_index": 0.6368358055245923, "effective_correlated_component_count": 1.5702634671683573, "correlation_overlap_multiplier": 3.8772409735821753 }, { "date": "2020-02-07", "window_start": "2019-02-15", "window_end": "2020-02-07", "gross_absolute_contribution": 0.5046504042820446, "net_score": 0.027932155382545287, "net_to_gross_ratio": 0.05534951551715048, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24332118268777234, "ordinary_contribution_hhi": 0.1587615287166242, "effective_uncorrelated_component_count": 6.29875517125383, "absolute_correlation_adjusted_concentration_index": 0.6233871475462041, "effective_correlated_component_count": 1.604139584744779, "correlation_overlap_multiplier": 3.926563019299827 }, { "date": "2020-02-14", "window_start": "2019-02-22", "window_end": "2020-02-14", "gross_absolute_contribution": 0.5279008447393624, "net_score": -0.01283996009879819, "net_to_gross_ratio": 0.02432267390126567, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2326045401090332, "ordinary_contribution_hhi": 0.15083368279945125, "effective_uncorrelated_component_count": 6.62981889350008, "absolute_correlation_adjusted_concentration_index": 0.6022320428148455, "effective_correlated_component_count": 1.6604895271363815, "correlation_overlap_multiplier": 3.9926893757250124 }, { "date": "2020-02-21", "window_start": "2019-03-01", "window_end": "2020-02-21", "gross_absolute_contribution": 0.4774871408135935, "net_score": 0.021068306254052593, "net_to_gross_ratio": 0.044123295588974744, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.28619896811135465, "ordinary_contribution_hhi": 0.1703963950159987, "effective_uncorrelated_component_count": 5.868668758550372, "absolute_correlation_adjusted_concentration_index": 0.6776465761185984, "effective_correlated_component_count": 1.4756954956192163, "correlation_overlap_multiplier": 3.976883290605845 }, { "date": "2020-02-28", "window_start": "2019-03-08", "window_end": "2020-02-28", "gross_absolute_contribution": 1.0230794190333283, "net_score": 0.4472779152084197, "net_to_gross_ratio": 0.4371878730891066, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.3934213417228789, "ordinary_contribution_hhi": 0.22442369382790367, "effective_uncorrelated_component_count": 4.45585750302656, "absolute_correlation_adjusted_concentration_index": 0.6054609925140664, "effective_correlated_component_count": 1.6516340645624128, "correlation_overlap_multiplier": 2.69784790628371 }, { "date": "2020-03-06", "window_start": "2019-03-15", "window_end": "2020-03-06", "gross_absolute_contribution": 1.1912782833261015, "net_score": 0.3594169612812585, "net_to_gross_ratio": 0.30170696999340113, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.3660174378563853, "ordinary_contribution_hhi": 0.20827225324340864, "effective_uncorrelated_component_count": 4.801407697986999, "absolute_correlation_adjusted_concentration_index": 0.6277252762619331, "effective_correlated_component_count": 1.5930535822214151, "correlation_overlap_multiplier": 3.013964973665061 }, { "date": "2020-03-13", "window_start": "2019-03-22", "window_end": "2020-03-13", "gross_absolute_contribution": 1.2410092671688129, "net_score": 0.5793832258210143, "net_to_gross_ratio": 0.4668645441647629, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.35253564302391904, "ordinary_contribution_hhi": 0.2060451400785732, "effective_uncorrelated_component_count": 4.853305443742378, "absolute_correlation_adjusted_concentration_index": 0.6552190170165846, "effective_correlated_component_count": 1.526207228467376, "correlation_overlap_multiplier": 3.1799780221301193 }, { "date": "2020-03-20", "window_start": "2019-03-29", "window_end": "2020-03-20", "gross_absolute_contribution": 1.4602779364493816, "net_score": 0.7755876053518084, "net_to_gross_ratio": 0.5311232786531203, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.29960050006902594, "ordinary_contribution_hhi": 0.17587425943338147, "effective_uncorrelated_component_count": 5.685880373976983, "absolute_correlation_adjusted_concentration_index": 0.6308594350196637, "effective_correlated_component_count": 1.5851391680760554, "correlation_overlap_multiplier": 3.5869912803165134 }, { "date": "2020-03-27", "window_start": "2019-04-05", "window_end": "2020-03-27", "gross_absolute_contribution": 1.3406664561390067, "net_score": 0.594506689176051, "net_to_gross_ratio": 0.44344116051666893, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.32633023523237753, "ordinary_contribution_hhi": 0.20592611240426184, "effective_uncorrelated_component_count": 4.8561107104127705, "absolute_correlation_adjusted_concentration_index": 0.7149007121515955, "effective_correlated_component_count": 1.3987956411322597, "correlation_overlap_multiplier": 3.47163700516108 }, { "date": "2020-04-03", "window_start": "2019-04-12", "window_end": "2020-04-03", "gross_absolute_contribution": 1.3651092380232572, "net_score": 0.5944988723098019, "net_to_gross_ratio": 0.4354954576167578, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.32048717261156384, "ordinary_contribution_hhi": 0.1896312344952673, "effective_uncorrelated_component_count": 5.2733928704395865, "absolute_correlation_adjusted_concentration_index": 0.7115180762116122, "effective_correlated_component_count": 1.4054456709299266, "correlation_overlap_multiplier": 3.752114350283206 }, { "date": "2020-04-10", "window_start": "2019-04-19", "window_end": "2020-04-10", "gross_absolute_contribution": 1.3190630037477287, "net_score": 0.5719151198048491, "net_to_gross_ratio": 0.4335768027606876, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.3268092215939845, "ordinary_contribution_hhi": 0.20420144899799703, "effective_uncorrelated_component_count": 4.89712489753101, "absolute_correlation_adjusted_concentration_index": 0.7574727191654337, "effective_correlated_component_count": 1.3201795585480325, "correlation_overlap_multiplier": 3.70943851222556 }, { "date": "2020-04-17", "window_start": "2019-04-26", "window_end": "2020-04-17", "gross_absolute_contribution": 1.3024693863931298, "net_score": 0.5335582833510502, "net_to_gross_ratio": 0.40965130461039795, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.28145934788682164, "ordinary_contribution_hhi": 0.19272189035576098, "effective_uncorrelated_component_count": 5.188824155647388, "absolute_correlation_adjusted_concentration_index": 0.7692437575045089, "effective_correlated_component_count": 1.2999780501879972, "correlation_overlap_multiplier": 3.9914705905203576 }, { "date": "2020-04-24", "window_start": "2019-05-03", "window_end": "2020-04-24", "gross_absolute_contribution": 1.287376919304117, "net_score": 0.510934115816418, "net_to_gross_ratio": 0.39687997210063397, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2537773207521338, "ordinary_contribution_hhi": 0.18585183311803397, "effective_uncorrelated_component_count": 5.380630275327459, "absolute_correlation_adjusted_concentration_index": 0.7774607155416104, "effective_correlated_component_count": 1.2862386227493947, "correlation_overlap_multiplier": 4.183228663920938 }, { "date": "2020-05-01", "window_start": "2019-05-10", "window_end": "2020-05-01", "gross_absolute_contribution": 1.2455799856720895, "net_score": 0.47453592974177605, "net_to_gross_ratio": 0.38097587886796863, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2801939653401201, "ordinary_contribution_hhi": 0.19744204158788994, "effective_uncorrelated_component_count": 5.064777450423885, "absolute_correlation_adjusted_concentration_index": 0.8050179604041853, "effective_correlated_component_count": 1.2422083098592207, "correlation_overlap_multiplier": 4.077236813041346 }, { "date": "2020-05-08", "window_start": "2019-05-17", "window_end": "2020-05-08", "gross_absolute_contribution": 1.0503361356908245, "net_score": 0.2836907162105794, "net_to_gross_ratio": 0.2700951691279202, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2588690479546997, "ordinary_contribution_hhi": 0.17649195988757746, "effective_uncorrelated_component_count": 5.665980482266637, "absolute_correlation_adjusted_concentration_index": 0.7843947311601148, "effective_correlated_component_count": 1.2748683287571378, "correlation_overlap_multiplier": 4.444365237145996 }, { "date": "2020-05-15", "window_start": "2019-05-24", "window_end": "2020-05-15", "gross_absolute_contribution": 1.113438516654931, "net_score": 0.3361283327335155, "net_to_gross_ratio": 0.3018831553836807, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22623866497290915, "ordinary_contribution_hhi": 0.17227202132133382, "effective_uncorrelated_component_count": 5.80477312758019, "absolute_correlation_adjusted_concentration_index": 0.7880351687650915, "effective_correlated_component_count": 1.268978897943188, "correlation_overlap_multiplier": 4.574365371235722 }, { "date": "2020-05-22", "window_start": "2019-05-31", "window_end": "2020-05-22", "gross_absolute_contribution": 0.9967367318348745, "net_score": 0.22525898568770275, "net_to_gross_ratio": 0.22599647278276538, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.22270117617520632, "ordinary_contribution_hhi": 0.16939076448722895, "effective_uncorrelated_component_count": 5.903509574604901, "absolute_correlation_adjusted_concentration_index": 0.7873869036408083, "effective_correlated_component_count": 1.2700236635586486, "correlation_overlap_multiplier": 4.648346124562019 }, { "date": "2020-05-29", "window_start": "2019-06-07", "window_end": "2020-05-29", "gross_absolute_contribution": 0.9239015651900948, "net_score": 0.14713063126396592, "net_to_gross_ratio": 0.1592492499281495, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24141199383603568, "ordinary_contribution_hhi": 0.1823809814324699, "effective_uncorrelated_component_count": 5.483027847233455, "absolute_correlation_adjusted_concentration_index": 0.8041320394302083, "effective_correlated_component_count": 1.2435768642032716, "correlation_overlap_multiplier": 4.409078365048462 }, { "date": "2020-06-05", "window_start": "2019-06-14", "window_end": "2020-06-05", "gross_absolute_contribution": 0.8402600933197126, "net_score": 0.054548137285619, "net_to_gross_ratio": 0.06491815774578723, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23244294590034262, "ordinary_contribution_hhi": 0.16536265928067956, "effective_uncorrelated_component_count": 6.047314456298398, "absolute_correlation_adjusted_concentration_index": 0.7722359069778272, "effective_correlated_component_count": 1.2949410807813064, "correlation_overlap_multiplier": 4.66995336393972 }, { "date": "2020-06-12", "window_start": "2019-06-21", "window_end": "2020-06-12", "gross_absolute_contribution": 1.0949446338193805, "net_score": 0.28190457792657875, "net_to_gross_ratio": 0.25746012101382754, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.30033568912105346, "ordinary_contribution_hhi": 0.191429323508912, "effective_uncorrelated_component_count": 5.223860073628923, "absolute_correlation_adjusted_concentration_index": 0.8035447964666379, "effective_correlated_component_count": 1.2444856894067617, "correlation_overlap_multiplier": 4.197605579634349 }, { "date": "2020-06-19", "window_start": "2019-06-28", "window_end": "2020-06-19", "gross_absolute_contribution": 1.0396629601472616, "net_score": 0.24030382171433648, "net_to_gross_ratio": 0.23113627293243091, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2992119516356324, "ordinary_contribution_hhi": 0.19326127587995853, "effective_uncorrelated_component_count": 5.174342327229256, "absolute_correlation_adjusted_concentration_index": 0.8001998683616627, "effective_correlated_component_count": 1.2496877836876057, "correlation_overlap_multiplier": 4.14050804910703 }, { "date": "2020-06-26", "window_start": "2019-07-05", "window_end": "2020-06-26", "gross_absolute_contribution": 1.0565958228548906, "net_score": 0.2349802745250796, "net_to_gross_ratio": 0.22239371900048768, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2876543781774126, "ordinary_contribution_hhi": 0.18972824704934335, "effective_uncorrelated_component_count": 5.2706964595520995, "absolute_correlation_adjusted_concentration_index": 0.7919109864843336, "effective_correlated_component_count": 1.2627681861562141, "correlation_overlap_multiplier": 4.173922432743387 }, { "date": "2020-07-03", "window_start": "2019-07-12", "window_end": "2020-07-03", "gross_absolute_contribution": 0.9023388699481855, "net_score": 0.07820035939735495, "net_to_gross_ratio": 0.08666407045265091, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2436351762626024, "ordinary_contribution_hhi": 0.17473742507044443, "effective_uncorrelated_component_count": 5.72287247335169, "absolute_correlation_adjusted_concentration_index": 0.7634409841750438, "effective_correlated_component_count": 1.3098589422476137, "correlation_overlap_multiplier": 4.3690753933638815 }, { "date": "2020-07-10", "window_start": "2019-07-19", "window_end": "2020-07-10", "gross_absolute_contribution": 0.9095746557028594, "net_score": 0.0437200984950985, "net_to_gross_ratio": 0.048066531120872634, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2452145269905564, "ordinary_contribution_hhi": 0.17174367880538638, "effective_uncorrelated_component_count": 5.822630602510635, "absolute_correlation_adjusted_concentration_index": 0.7399079505594605, "effective_correlated_component_count": 1.3515194683931675, "correlation_overlap_multiplier": 4.308210675968441 }, { "date": "2020-07-17", "window_start": "2019-07-26", "window_end": "2020-07-17", "gross_absolute_contribution": 0.897003245569135, "net_score": -0.011543059371948688, "net_to_gross_ratio": 0.012868470018327293, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24984011653458305, "ordinary_contribution_hhi": 0.16868904514338373, "effective_uncorrelated_component_count": 5.928067226594422, "absolute_correlation_adjusted_concentration_index": 0.7090775437764879, "effective_correlated_component_count": 1.4102829920040667, "correlation_overlap_multiplier": 4.203459348375469 }, { "date": "2020-07-24", "window_start": "2019-08-02", "window_end": "2020-07-24", "gross_absolute_contribution": 0.9269704437276441, "net_score": -0.07130917306830603, "net_to_gross_ratio": 0.07692712701987463, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24751574246836472, "ordinary_contribution_hhi": 0.16715751658302636, "effective_uncorrelated_component_count": 5.982381291859554, "absolute_correlation_adjusted_concentration_index": 0.6661445514433203, "effective_correlated_component_count": 1.5011756800131784, "correlation_overlap_multiplier": 3.9851307022286937 }, { "date": "2020-07-31", "window_start": "2019-08-09", "window_end": "2020-07-31", "gross_absolute_contribution": 0.9303243743530559, "net_score": -0.14143951822971568, "net_to_gross_ratio": 0.15203247612218285, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.25120881473675644, "ordinary_contribution_hhi": 0.16933191457748034, "effective_uncorrelated_component_count": 5.905561290647517, "absolute_correlation_adjusted_concentration_index": 0.629775146733722, "effective_correlated_component_count": 1.587868313296292, "correlation_overlap_multiplier": 3.7191757283625293 }, { "date": "2020-08-07", "window_start": "2019-08-16", "window_end": "2020-08-07", "gross_absolute_contribution": 0.878891541847786, "net_score": -0.20105135510145072, "net_to_gross_ratio": 0.22875559216187172, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2634827159979852, "ordinary_contribution_hhi": 0.17454057301966439, "effective_uncorrelated_component_count": 5.729326899180836, "absolute_correlation_adjusted_concentration_index": 0.6123765164388911, "effective_correlated_component_count": 1.6329822799463762, "correlation_overlap_multiplier": 3.5085052480599943 }, { "date": "2020-08-14", "window_start": "2019-08-23", "window_end": "2020-08-14", "gross_absolute_contribution": 0.8512480843540517, "net_score": -0.1951871334188949, "net_to_gross_ratio": 0.22929523955053333, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.25449932196965325, "ordinary_contribution_hhi": 0.17636462239927023, "effective_uncorrelated_component_count": 5.670071391846996, "absolute_correlation_adjusted_concentration_index": 0.608808404507152, "effective_correlated_component_count": 1.642552882970676, "correlation_overlap_multiplier": 3.4519871175120165 }, { "date": "2020-08-21", "window_start": "2019-08-30", "window_end": "2020-08-21", "gross_absolute_contribution": 0.8582121539480649, "net_score": -0.19145702034151502, "net_to_gross_ratio": 0.2230882182928175, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.26113286134893615, "ordinary_contribution_hhi": 0.17666194954550543, "effective_uncorrelated_component_count": 5.660528498483569, "absolute_correlation_adjusted_concentration_index": 0.6215357775674197, "effective_correlated_component_count": 1.6089178388311318, "correlation_overlap_multiplier": 3.5182209817475245 }, { "date": "2020-08-28", "window_start": "2019-09-06", "window_end": "2020-08-28", "gross_absolute_contribution": 0.8708036229680735, "net_score": -0.21526467094302043, "net_to_gross_ratio": 0.2472023143510885, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2451099482524163, "ordinary_contribution_hhi": 0.17446009075151753, "effective_uncorrelated_component_count": 5.73196996340151, "absolute_correlation_adjusted_concentration_index": 0.6146643684018677, "effective_correlated_component_count": 1.626904130786055, "correlation_overlap_multiplier": 3.5232376972526653 }, { "date": "2020-09-04", "window_start": "2019-09-13", "window_end": "2020-09-04", "gross_absolute_contribution": 1.0344050901296797, "net_score": -0.02681147116641261, "net_to_gross_ratio": 0.025919701500165038, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.22333314655473013, "ordinary_contribution_hhi": 0.17181600654730575, "effective_uncorrelated_component_count": 5.820179505363326, "absolute_correlation_adjusted_concentration_index": 0.6425141334106472, "effective_correlated_component_count": 1.5563859968211382, "correlation_overlap_multiplier": 3.739547591182927 }, { "date": "2020-09-11", "window_start": "2019-09-20", "window_end": "2020-09-11", "gross_absolute_contribution": 0.9793966211432266, "net_score": -0.0652318352695197, "net_to_gross_ratio": 0.06660410487568981, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.22555516458151556, "ordinary_contribution_hhi": 0.16749634325769724, "effective_uncorrelated_component_count": 5.970279592680273, "absolute_correlation_adjusted_concentration_index": 0.6440118866479273, "effective_correlated_component_count": 1.552766370827386, "correlation_overlap_multiplier": 3.844931024297642 }, { "date": "2020-09-18", "window_start": "2019-09-27", "window_end": "2020-09-18", "gross_absolute_contribution": 0.9419698051115895, "net_score": -0.11969115128622074, "net_to_gross_ratio": 0.1270647430912519, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2311205046688294, "ordinary_contribution_hhi": 0.16565044063662696, "effective_uncorrelated_component_count": 6.036808572055739, "absolute_correlation_adjusted_concentration_index": 0.6337080780672458, "effective_correlated_component_count": 1.578013654252148, "correlation_overlap_multiplier": 3.825574357857317 }, { "date": "2020-09-25", "window_start": "2019-10-04", "window_end": "2020-09-25", "gross_absolute_contribution": 0.9287869106117199, "net_score": -0.05031540104327156, "net_to_gross_ratio": 0.05417324519585737, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23899393927769763, "ordinary_contribution_hhi": 0.1669653072076462, "effective_uncorrelated_component_count": 5.989268170281334, "absolute_correlation_adjusted_concentration_index": 0.6609103393284336, "effective_correlated_component_count": 1.513064542183019, "correlation_overlap_multiplier": 3.958369258749623 }, { "date": "2020-10-02", "window_start": "2019-10-11", "window_end": "2020-10-02", "gross_absolute_contribution": 0.9791745234619013, "net_score": -0.028836884257470025, "net_to_gross_ratio": 0.02945019867910405, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2223388492283013, "ordinary_contribution_hhi": 0.16803289155269072, "effective_uncorrelated_component_count": 5.951215805189106, "absolute_correlation_adjusted_concentration_index": 0.6554233312830121, "effective_correlated_component_count": 1.5257314658641585, "correlation_overlap_multiplier": 3.9005656882211572 }, { "date": "2020-10-09", "window_start": "2019-10-18", "window_end": "2020-10-09", "gross_absolute_contribution": 0.8996096745051152, "net_score": -0.1256211415357952, "net_to_gross_ratio": 0.13963960714951262, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23133393808555852, "ordinary_contribution_hhi": 0.1699465628243025, "effective_uncorrelated_component_count": 5.884202559800163, "absolute_correlation_adjusted_concentration_index": 0.6381783688285694, "effective_correlated_component_count": 1.5669600363227367, "correlation_overlap_multiplier": 3.75517079147016 }, { "date": "2020-10-16", "window_start": "2019-10-25", "window_end": "2020-10-16", "gross_absolute_contribution": 0.931244256305519, "net_score": -0.07083667135248306, "net_to_gross_ratio": 0.07606669342961643, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.22691112094887525, "ordinary_contribution_hhi": 0.16990972102687768, "effective_uncorrelated_component_count": 5.885478440882214, "absolute_correlation_adjusted_concentration_index": 0.6531614438396498, "effective_correlated_component_count": 1.5310150490840952, "correlation_overlap_multiplier": 3.844167596133758 }, { "date": "2020-10-23", "window_start": "2019-11-01", "window_end": "2020-10-23", "gross_absolute_contribution": 0.9474627150130333, "net_score": -0.07712395379584702, "net_to_gross_ratio": 0.08140051589764787, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.21289638830342633, "ordinary_contribution_hhi": 0.1685641781504005, "effective_uncorrelated_component_count": 5.93245855064031, "absolute_correlation_adjusted_concentration_index": 0.6401106631288148, "effective_correlated_component_count": 1.5622298730536248, "correlation_overlap_multiplier": 3.7974299768345765 }, { "date": "2020-10-30", "window_start": "2019-11-08", "window_end": "2020-10-30", "gross_absolute_contribution": 1.1512639298070417, "net_score": 0.1937549203602108, "net_to_gross_ratio": 0.16829756873620214, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.31635703024346773, "ordinary_contribution_hhi": 0.19345068913209829, "effective_uncorrelated_component_count": 5.169275976665803, "absolute_correlation_adjusted_concentration_index": 0.6735106642173595, "effective_correlated_component_count": 1.484757485112773, "correlation_overlap_multiplier": 3.4815624965670247 }, { "date": "2020-11-06", "window_start": "2019-11-15", "window_end": "2020-11-06", "gross_absolute_contribution": 0.92158227209143, "net_score": -0.14562321651100515, "net_to_gross_ratio": 0.15801434220357694, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.22118952278027773, "ordinary_contribution_hhi": 0.17402149030382716, "effective_uncorrelated_component_count": 5.746416711258377, "absolute_correlation_adjusted_concentration_index": 0.6329242323971443, "effective_correlated_component_count": 1.5799679468940362, "correlation_overlap_multiplier": 3.6370463860073308 }, { "date": "2020-11-13", "window_start": "2019-11-22", "window_end": "2020-11-13", "gross_absolute_contribution": 0.8401791068883384, "net_score": -0.17796911645713664, "net_to_gross_ratio": 0.21182283039179303, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.235004039832909, "ordinary_contribution_hhi": 0.17830354864737719, "effective_uncorrelated_component_count": 5.608413335494823, "absolute_correlation_adjusted_concentration_index": 0.6352641158360407, "effective_correlated_component_count": 1.5741484133476482, "correlation_overlap_multiplier": 3.5628237388161783 }, { "date": "2020-11-20", "window_start": "2019-11-29", "window_end": "2020-11-20", "gross_absolute_contribution": 0.8491183579527165, "net_score": -0.20289783452748505, "net_to_gross_ratio": 0.23895118110116695, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24006587663249956, "ordinary_contribution_hhi": 0.1783663850464015, "effective_uncorrelated_component_count": 5.60643755682918, "absolute_correlation_adjusted_concentration_index": 0.6310639171456209, "effective_correlated_component_count": 1.5846255392371695, "correlation_overlap_multiplier": 3.5380204458449467 }, { "date": "2020-11-27", "window_start": "2019-12-06", "window_end": "2020-11-27", "gross_absolute_contribution": 0.7993249558487393, "net_score": -0.28218562227602056, "net_to_gross_ratio": 0.35302991632031583, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2536863950497289, "ordinary_contribution_hhi": 0.18715519020188706, "effective_uncorrelated_component_count": 5.343159326339202, "absolute_correlation_adjusted_concentration_index": 0.6209215042415505, "effective_correlated_component_count": 1.6105095300596655, "correlation_overlap_multiplier": 3.3176825263128062 }, { "date": "2020-12-04", "window_start": "2019-12-13", "window_end": "2020-12-04", "gross_absolute_contribution": 0.7896742972737653, "net_score": -0.321564580216219, "net_to_gross_ratio": 0.40721165843484275, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.25600183536183074, "ordinary_contribution_hhi": 0.19670681895037956, "effective_uncorrelated_component_count": 5.083707851796718, "absolute_correlation_adjusted_concentration_index": 0.6094037420100907, "effective_correlated_component_count": 1.6409482434445597, "correlation_overlap_multiplier": 3.0980305881709995 }, { "date": "2020-12-11", "window_start": "2019-12-20", "window_end": "2020-12-11", "gross_absolute_contribution": 0.8425108381127484, "net_score": -0.2767315695825825, "net_to_gross_ratio": 0.32846054562629745, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23308781201882608, "ordinary_contribution_hhi": 0.18353289646451673, "effective_uncorrelated_component_count": 5.448614495076825, "absolute_correlation_adjusted_concentration_index": 0.6066232687940799, "effective_correlated_component_count": 1.6484695715479603, "correlation_overlap_multiplier": 3.3052563354023086 }, { "date": "2020-12-18", "window_start": "2019-12-27", "window_end": "2020-12-18", "gross_absolute_contribution": 0.7817182365412287, "net_score": -0.3743305669659629, "net_to_gross_ratio": 0.4788561267576623, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2815340250185487, "ordinary_contribution_hhi": 0.20892862609688573, "effective_uncorrelated_component_count": 4.786323533933897, "absolute_correlation_adjusted_concentration_index": 0.6036264874500344, "effective_correlated_component_count": 1.6566536107857188, "correlation_overlap_multiplier": 2.8891516625879543 }, { "date": "2020-12-25", "window_start": "2020-01-03", "window_end": "2020-12-25", "gross_absolute_contribution": 0.7754450888053572, "net_score": -0.36639556098677317, "net_to_gross_ratio": 0.47249710685670654, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.27327496340027424, "ordinary_contribution_hhi": 0.20866643791313894, "effective_uncorrelated_component_count": 4.792337522032496, "absolute_correlation_adjusted_concentration_index": 0.6039836695903765, "effective_correlated_component_count": 1.655673903697103, "correlation_overlap_multiplier": 2.894493602472839 }, { "date": "2021-01-01", "window_start": "2020-01-10", "window_end": "2021-01-01", "gross_absolute_contribution": 0.7828800572854864, "net_score": -0.38165133554936476, "net_to_gross_ratio": 0.4874965609325659, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.28380927738771866, "ordinary_contribution_hhi": 0.21651674363068388, "effective_uncorrelated_component_count": 4.618580453554743, "absolute_correlation_adjusted_concentration_index": 0.6051230702289714, "effective_correlated_component_count": 1.6525563958776384, "correlation_overlap_multiplier": 2.7948095841545615 }, { "date": "2021-01-08", "window_start": "2020-01-17", "window_end": "2021-01-08", "gross_absolute_contribution": 0.7523341205185048, "net_score": -0.44466419565111376, "net_to_gross_ratio": 0.5910461635644725, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.28972730700598703, "ordinary_contribution_hhi": 0.20606960603465257, "effective_uncorrelated_component_count": 4.852729226996438, "absolute_correlation_adjusted_concentration_index": 0.5747976550714333, "effective_correlated_component_count": 1.7397426575717752, "correlation_overlap_multiplier": 2.7893373803741617 }, { "date": "2021-01-15", "window_start": "2020-01-24", "window_end": "2021-01-15", "gross_absolute_contribution": 0.7754429630609871, "net_score": -0.3590444978039109, "net_to_gross_ratio": 0.4630185776483379, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2579809684430708, "ordinary_contribution_hhi": 0.19620564288531736, "effective_uncorrelated_component_count": 5.096693373821579, "absolute_correlation_adjusted_concentration_index": 0.5643915723765095, "effective_correlated_component_count": 1.7718195113886164, "correlation_overlap_multiplier": 2.876530787172098 }, { "date": "2021-01-22", "window_start": "2020-01-31", "window_end": "2021-01-22", "gross_absolute_contribution": 0.7273295990643023, "net_score": -0.413166921350005, "net_to_gross_ratio": 0.5680600952876627, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.29461455923528884, "ordinary_contribution_hhi": 0.21846785875298266, "effective_uncorrelated_component_count": 4.577332362334729, "absolute_correlation_adjusted_concentration_index": 0.5616736171059341, "effective_correlated_component_count": 1.7803933984874984, "correlation_overlap_multiplier": 2.5709668246485973 }, { "date": "2021-01-29", "window_start": "2020-02-07", "window_end": "2021-01-29", "gross_absolute_contribution": 0.9360356671863168, "net_score": -0.19286042242970178, "net_to_gross_ratio": 0.20603960852200426, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.29260426362571473, "ordinary_contribution_hhi": 0.20830829807754395, "effective_uncorrelated_component_count": 4.800576881616806, "absolute_correlation_adjusted_concentration_index": 0.5546163134884934, "effective_correlated_component_count": 1.8030482978585285, "correlation_overlap_multiplier": 2.6624782527004003 }, { "date": "2021-02-05", "window_start": "2020-02-14", "window_end": "2021-02-05", "gross_absolute_contribution": 0.6781133609076264, "net_score": -0.4541634641696969, "net_to_gross_ratio": 0.6697456359830722, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.28490348955645345, "ordinary_contribution_hhi": 0.21642273174601057, "effective_uncorrelated_component_count": 4.6205867190216425, "absolute_correlation_adjusted_concentration_index": 0.5609191454080005, "effective_correlated_component_count": 1.7827881401206613, "correlation_overlap_multiplier": 2.5917755537171763 }, { "date": "2021-02-12", "window_start": "2020-02-21", "window_end": "2021-02-12", "gross_absolute_contribution": 0.6937441566310742, "net_score": -0.5425193525183722, "net_to_gross_ratio": 0.7820164643302044, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.29975929697922865, "ordinary_contribution_hhi": 0.21896261081964635, "effective_uncorrelated_component_count": 4.566989753440935, "absolute_correlation_adjusted_concentration_index": 0.5797435218235902, "effective_correlated_component_count": 1.724900688591548, "correlation_overlap_multiplier": 2.6476827237920975 }, { "date": "2021-02-19", "window_start": "2020-02-28", "window_end": "2021-02-19", "gross_absolute_contribution": 0.7578538569545996, "net_score": -0.5146494122041457, "net_to_gross_ratio": 0.679087936917337, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.27857491655385364, "ordinary_contribution_hhi": 0.19442779120599876, "effective_uncorrelated_component_count": 5.143297641747558, "absolute_correlation_adjusted_concentration_index": 0.6063832739747912, "effective_correlated_component_count": 1.6491220040504817, "correlation_overlap_multiplier": 3.118809663029707 }, { "date": "2021-02-26", "window_start": "2020-03-06", "window_end": "2021-02-26", "gross_absolute_contribution": 0.784295286902451, "net_score": -0.3433933829549237, "net_to_gross_ratio": 0.43783685646148, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2500283531860624, "ordinary_contribution_hhi": 0.19910516226374078, "effective_uncorrelated_component_count": 5.022471485070636, "absolute_correlation_adjusted_concentration_index": 0.6414010791267999, "effective_correlated_component_count": 1.5590868686429322, "correlation_overlap_multiplier": 3.2214186304078867 }, { "date": "2021-03-05", "window_start": "2020-03-13", "window_end": "2021-03-05", "gross_absolute_contribution": 0.704950718060527, "net_score": -0.40378540866060963, "net_to_gross_ratio": 0.5727853001859637, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.23891313627099567, "ordinary_contribution_hhi": 0.18657706157942933, "effective_uncorrelated_component_count": 5.3597156667315256, "absolute_correlation_adjusted_concentration_index": 0.6419567090765078, "effective_correlated_component_count": 1.5577374390845737, "correlation_overlap_multiplier": 3.4407054310007714 }, { "date": "2021-03-12", "window_start": "2020-03-20", "window_end": "2021-03-12", "gross_absolute_contribution": 0.6658429740435314, "net_score": -0.5160291862300881, "net_to_gross_ratio": 0.7750013236549541, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.26482057935007697, "ordinary_contribution_hhi": 0.19588056679227445, "effective_uncorrelated_component_count": 5.105151656317548, "absolute_correlation_adjusted_concentration_index": 0.6810150704344479, "effective_correlated_component_count": 1.4683962858003397, "correlation_overlap_multiplier": 3.476685214805633 }, { "date": "2021-03-19", "window_start": "2020-03-27", "window_end": "2021-03-19", "gross_absolute_contribution": 0.6493606376067721, "net_score": -0.46768543076611674, "net_to_gross_ratio": 0.7202244849484226, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2618013547583065, "ordinary_contribution_hhi": 0.19637275064750562, "effective_uncorrelated_component_count": 5.092356229174724, "absolute_correlation_adjusted_concentration_index": 0.6867324077551319, "effective_correlated_component_count": 1.4561712665766167, "correlation_overlap_multiplier": 3.4970860544080025 }, { "date": "2021-03-26", "window_start": "2020-04-03", "window_end": "2021-03-26", "gross_absolute_contribution": 0.5948232202755208, "net_score": -0.48088838723112515, "net_to_gross_ratio": 0.80845597622833, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.27926654994512096, "ordinary_contribution_hhi": 0.20666553048669065, "effective_uncorrelated_component_count": 4.838736279073885, "absolute_correlation_adjusted_concentration_index": 0.6811104697378929, "effective_correlated_component_count": 1.4681906158112987, "correlation_overlap_multiplier": 3.295713939977798 }, { "date": "2021-04-02", "window_start": "2020-04-10", "window_end": "2021-04-02", "gross_absolute_contribution": 0.6004492599756421, "net_score": -0.5180614297656241, "net_to_gross_ratio": 0.8627896881522342, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2701275684239038, "ordinary_contribution_hhi": 0.20228212021611164, "effective_uncorrelated_component_count": 4.943590659083623, "absolute_correlation_adjusted_concentration_index": 0.6451923002073814, "effective_correlated_component_count": 1.5499255023325205, "correlation_overlap_multiplier": 3.189566628617887 }, { "date": "2021-04-09", "window_start": "2020-04-17", "window_end": "2021-04-09", "gross_absolute_contribution": 0.657355719896024, "net_score": -0.5496314858892012, "net_to_gross_ratio": 0.8361249004970065, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.25031758540390114, "ordinary_contribution_hhi": 0.18870015693247522, "effective_uncorrelated_component_count": 5.299412656863034, "absolute_correlation_adjusted_concentration_index": 0.6376593638279084, "effective_correlated_component_count": 1.5682354196085797, "correlation_overlap_multiplier": 3.3792201034368485 }, { "date": "2021-04-16", "window_start": "2020-04-24", "window_end": "2021-04-16", "gross_absolute_contribution": 0.6755201029891852, "net_score": -0.6311071697292248, "net_to_gross_ratio": 0.9342537208538537, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2657089487553339, "ordinary_contribution_hhi": 0.20079984203932966, "effective_uncorrelated_component_count": 4.980083598891154, "absolute_correlation_adjusted_concentration_index": 0.6210873010938297, "effective_correlated_component_count": 1.6100796107710575, "correlation_overlap_multiplier": 3.093066681656953 }, { "date": "2021-04-23", "window_start": "2020-05-01", "window_end": "2021-04-23", "gross_absolute_contribution": 0.6418103281096051, "net_score": -0.5829374276144704, "net_to_gross_ratio": 0.9082705623193389, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.30841040577914236, "ordinary_contribution_hhi": 0.21799325362462496, "effective_uncorrelated_component_count": 4.587297924925498, "absolute_correlation_adjusted_concentration_index": 0.6056042255210591, "effective_correlated_component_count": 1.651243432358162, "correlation_overlap_multiplier": 2.778087007058868 }, { "date": "2021-04-30", "window_start": "2020-05-08", "window_end": "2021-04-30", "gross_absolute_contribution": 0.6359019258583332, "net_score": -0.5753828346216141, "net_to_gross_ratio": 0.9048295204405442, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.29386832740754004, "ordinary_contribution_hhi": 0.2185453732407685, "effective_uncorrelated_component_count": 4.575708857026744, "absolute_correlation_adjusted_concentration_index": 0.5835294850417453, "effective_correlated_component_count": 1.7137094622193096, "correlation_overlap_multiplier": 2.670061033041769 }, { "date": "2021-05-07", "window_start": "2020-05-15", "window_end": "2021-05-07", "gross_absolute_contribution": 0.6916920319282676, "net_score": -0.6658310488094813, "net_to_gross_ratio": 0.9626119979339762, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.31017461007160524, "ordinary_contribution_hhi": 0.21247575116168263, "effective_uncorrelated_component_count": 4.706419412721848, "absolute_correlation_adjusted_concentration_index": 0.5974054010125956, "effective_correlated_component_count": 1.673905187842311, "correlation_overlap_multiplier": 2.8116403765905607 }, { "date": "2021-05-14", "window_start": "2020-05-22", "window_end": "2021-05-14", "gross_absolute_contribution": 0.6391047983508262, "net_score": -0.590575508448255, "net_to_gross_ratio": 0.9240667727299211, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.33198521891448796, "ordinary_contribution_hhi": 0.22851483169729878, "effective_uncorrelated_component_count": 4.3760835678475605, "absolute_correlation_adjusted_concentration_index": 0.5954712690794378, "effective_correlated_component_count": 1.6793421478519674, "correlation_overlap_multiplier": 2.6058320357438607 }, { "date": "2021-05-21", "window_start": "2020-05-29", "window_end": "2021-05-21", "gross_absolute_contribution": 0.6031352092380975, "net_score": -0.5161224585008349, "net_to_gross_ratio": 0.8557325962661336, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.36489377206458823, "ordinary_contribution_hhi": 0.25369016099908603, "effective_uncorrelated_component_count": 3.941816253581875, "absolute_correlation_adjusted_concentration_index": 0.5874901078435206, "effective_correlated_component_count": 1.7021563199943315, "correlation_overlap_multiplier": 2.3157780559161583 }, { "date": "2021-05-28", "window_start": "2020-06-05", "window_end": "2021-05-28", "gross_absolute_contribution": 0.6125323049363981, "net_score": -0.6062083870658839, "net_to_gross_ratio": 0.9896757806575265, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.35886542091700163, "ordinary_contribution_hhi": 0.25006781990415594, "effective_uncorrelated_component_count": 3.9989151758241914, "absolute_correlation_adjusted_concentration_index": 0.5958261570900439, "effective_correlated_component_count": 1.6783418923464206, "correlation_overlap_multiplier": 2.3826582617403855 }, { "date": "2021-06-04", "window_start": "2020-06-12", "window_end": "2021-06-04", "gross_absolute_contribution": 0.649624688045775, "net_score": -0.6398257044910265, "net_to_gross_ratio": 0.9849159310982681, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.333911982209956, "ordinary_contribution_hhi": 0.2258213210208023, "effective_uncorrelated_component_count": 4.428279825304368, "absolute_correlation_adjusted_concentration_index": 0.5838225333237973, "effective_correlated_component_count": 1.7128492699773614, "correlation_overlap_multiplier": 2.5853295458758585 }, { "date": "2021-06-11", "window_start": "2020-06-19", "window_end": "2021-06-11", "gross_absolute_contribution": 0.6745799133437527, "net_score": -0.6613879325450145, "net_to_gross_ratio": 0.9804441541501758, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.30514979000669873, "ordinary_contribution_hhi": 0.20828745020846667, "effective_uncorrelated_component_count": 4.801057380073257, "absolute_correlation_adjusted_concentration_index": 0.5620979711351641, "effective_correlated_component_count": 1.7790492963005844, "correlation_overlap_multiplier": 2.6986646126426845 }, { "date": "2021-06-18", "window_start": "2020-06-26", "window_end": "2021-06-18", "gross_absolute_contribution": 0.6336714510693604, "net_score": -0.4967348503850677, "net_to_gross_ratio": 0.7838996842082698, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.25538935212785696, "ordinary_contribution_hhi": 0.19186595483477842, "effective_uncorrelated_component_count": 5.211972081556263, "absolute_correlation_adjusted_concentration_index": 0.5487363237915186, "effective_correlated_component_count": 1.8223688803585198, "correlation_overlap_multiplier": 2.8599983997372127 }, { "date": "2021-06-25", "window_start": "2020-07-03", "window_end": "2021-06-25", "gross_absolute_contribution": 0.6420225466877383, "net_score": -0.6012488227853352, "net_to_gross_ratio": 0.9364917570064182, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.26930937504074653, "ordinary_contribution_hhi": 0.19408626265450657, "effective_uncorrelated_component_count": 5.1523481689175625, "absolute_correlation_adjusted_concentration_index": 0.5642029265884863, "effective_correlated_component_count": 1.7724119334981256, "correlation_overlap_multiplier": 2.906969915706117 }, { "date": "2021-07-02", "window_start": "2020-07-10", "window_end": "2021-07-02", "gross_absolute_contribution": 0.6763408504767219, "net_score": -0.6372088962018729, "net_to_gross_ratio": 0.942141666813018, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2392771946814307, "ordinary_contribution_hhi": 0.18148350165785665, "effective_uncorrelated_component_count": 5.51014274501524, "absolute_correlation_adjusted_concentration_index": 0.579846336872277, "effective_correlated_component_count": 1.724594839029345, "correlation_overlap_multiplier": 3.19503608634044 }, { "date": "2021-07-09", "window_start": "2020-07-17", "window_end": "2021-07-09", "gross_absolute_contribution": 0.6599518186044389, "net_score": -0.6283172856424649, "net_to_gross_ratio": 0.9520653901236765, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.24921322409688934, "ordinary_contribution_hhi": 0.1921419708014096, "effective_uncorrelated_component_count": 5.204484974464849, "absolute_correlation_adjusted_concentration_index": 0.5852978393862388, "effective_correlated_component_count": 1.7085318494403303, "correlation_overlap_multiplier": 3.0461738106724203 }, { "date": "2021-07-16", "window_start": "2020-07-24", "window_end": "2021-07-16", "gross_absolute_contribution": 0.5872427590677531, "net_score": -0.5455016151783828, "net_to_gross_ratio": 0.9289201216280055, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.268199650202336, "ordinary_contribution_hhi": 0.22053088446943822, "effective_uncorrelated_component_count": 4.534512263014039, "absolute_correlation_adjusted_concentration_index": 0.5861924669718916, "effective_correlated_component_count": 1.705924344551413, "correlation_overlap_multiplier": 2.658096929970495 }, { "date": "2021-07-23", "window_start": "2020-07-31", "window_end": "2021-07-23", "gross_absolute_contribution": 0.6152597062886902, "net_score": -0.5812719768742663, "net_to_gross_ratio": 0.944758726978171, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.25980589810879945, "ordinary_contribution_hhi": 0.2027601349499139, "effective_uncorrelated_component_count": 4.931935955985733, "absolute_correlation_adjusted_concentration_index": 0.5835089040079621, "effective_correlated_component_count": 1.7137699067336851, "correlation_overlap_multiplier": 2.877828544314696 }, { "date": "2021-07-30", "window_start": "2020-08-07", "window_end": "2021-07-30", "gross_absolute_contribution": 0.6716543367703725, "net_score": -0.6370881381907296, "net_to_gross_ratio": 0.9485357323145515, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2433014127774945, "ordinary_contribution_hhi": 0.19693451731017295, "effective_uncorrelated_component_count": 5.077829999831845, "absolute_correlation_adjusted_concentration_index": 0.5778254408266519, "effective_correlated_component_count": 1.730626464922303, "correlation_overlap_multiplier": 2.9340993580956334 }, { "date": "2021-08-06", "window_start": "2020-08-14", "window_end": "2021-08-06", "gross_absolute_contribution": 0.6536271249748338, "net_score": -0.6083111784499088, "net_to_gross_ratio": 0.9306700337341879, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2457538257268038, "ordinary_contribution_hhi": 0.18420800349127633, "effective_uncorrelated_component_count": 5.428645775683453, "absolute_correlation_adjusted_concentration_index": 0.5573435796055726, "effective_correlated_component_count": 1.7942253873413088, "correlation_overlap_multiplier": 3.0256208690300856 }, { "date": "2021-08-13", "window_start": "2020-08-21", "window_end": "2021-08-13", "gross_absolute_contribution": 0.6951268279190145, "net_score": -0.6539700177564711, "net_to_gross_ratio": 0.9407923726872208, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.22882850751105435, "ordinary_contribution_hhi": 0.17525291097538503, "effective_uncorrelated_component_count": 5.706039314465104, "absolute_correlation_adjusted_concentration_index": 0.5564664221056256, "effective_correlated_component_count": 1.7970536231388012, "correlation_overlap_multiplier": 3.1752192817144334 }, { "date": "2021-08-20", "window_start": "2020-08-28", "window_end": "2021-08-20", "gross_absolute_contribution": 0.6065515245011361, "net_score": -0.5359342158014179, "net_to_gross_ratio": 0.8835757460871966, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2622445548948639, "ordinary_contribution_hhi": 0.20502138742296744, "effective_uncorrelated_component_count": 4.877539912150528, "absolute_correlation_adjusted_concentration_index": 0.5504326013984326, "effective_correlated_component_count": 1.8167528548625091, "correlation_overlap_multiplier": 2.6847569822696977 }, { "date": "2021-08-27", "window_start": "2020-09-04", "window_end": "2021-08-27", "gross_absolute_contribution": 0.676761205205564, "net_score": -0.6469326121535219, "net_to_gross_ratio": 0.9559244932738398, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2361957206366993, "ordinary_contribution_hhi": 0.1801900423947192, "effective_uncorrelated_component_count": 5.549696235763286, "absolute_correlation_adjusted_concentration_index": 0.5513358073820993, "effective_correlated_component_count": 1.8137766250813403, "correlation_overlap_multiplier": 3.0597462548699483 }, { "date": "2021-09-03", "window_start": "2020-09-11", "window_end": "2021-09-03", "gross_absolute_contribution": 0.6999284128453347, "net_score": -0.6740127174330521, "net_to_gross_ratio": 0.9629737914097092, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2383682063826618, "ordinary_contribution_hhi": 0.18082464132194473, "effective_uncorrelated_component_count": 5.5302197349285755, "absolute_correlation_adjusted_concentration_index": 0.5432247380403169, "effective_correlated_component_count": 1.8408587274716166, "correlation_overlap_multiplier": 3.0041521668119664 }, { "date": "2021-09-10", "window_start": "2020-09-18", "window_end": "2021-09-10", "gross_absolute_contribution": 0.6844063819111057, "net_score": -0.5442470140151974, "net_to_gross_ratio": 0.7952103142221825, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2324128453031605, "ordinary_contribution_hhi": 0.17426295383644283, "effective_uncorrelated_component_count": 5.738454318515485, "absolute_correlation_adjusted_concentration_index": 0.5341110388594613, "effective_correlated_component_count": 1.872269860093879, "correlation_overlap_multiplier": 3.064971797509868 }, { "date": "2021-09-17", "window_start": "2020-09-25", "window_end": "2021-09-17", "gross_absolute_contribution": 0.6917361986866695, "net_score": -0.5457069080802261, "net_to_gross_ratio": 0.7888945368426655, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2299501383122672, "ordinary_contribution_hhi": 0.16471614093800216, "effective_uncorrelated_component_count": 6.0710504405053545, "absolute_correlation_adjusted_concentration_index": 0.5329025975441826, "effective_correlated_component_count": 1.8765155294952203, "correlation_overlap_multiplier": 3.235278549567057 }, { "date": "2021-09-24", "window_start": "2020-10-02", "window_end": "2021-09-24", "gross_absolute_contribution": 0.6301162412544257, "net_score": -0.5819819101747772, "net_to_gross_ratio": 0.9236103945141559, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24497898715158822, "ordinary_contribution_hhi": 0.17929294530243253, "effective_uncorrelated_component_count": 5.577464290706995, "absolute_correlation_adjusted_concentration_index": 0.5275791766266241, "effective_correlated_component_count": 1.895450094133862, "correlation_overlap_multiplier": 2.9425540181555947 }, { "date": "2021-10-01", "window_start": "2020-10-09", "window_end": "2021-10-01", "gross_absolute_contribution": 0.6835282667158002, "net_score": -0.5289523454327112, "net_to_gross_ratio": 0.7738558464805096, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.22812775734538043, "ordinary_contribution_hhi": 0.15708655580864758, "effective_uncorrelated_component_count": 6.365917152185408, "absolute_correlation_adjusted_concentration_index": 0.5284454124609741, "effective_correlated_component_count": 1.8923430432350483, "correlation_overlap_multiplier": 3.3640397151790076 }, { "date": "2021-10-08", "window_start": "2020-10-16", "window_end": "2021-10-08", "gross_absolute_contribution": 0.6720180925224628, "net_score": -0.6026263839972165, "net_to_gross_ratio": 0.8967413090549688, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.22620736296401195, "ordinary_contribution_hhi": 0.16478369881971752, "effective_uncorrelated_component_count": 6.068561436371539, "absolute_correlation_adjusted_concentration_index": 0.546767117526277, "effective_correlated_component_count": 1.8289322235109375, "correlation_overlap_multiplier": 3.3180898440959896 }, { "date": "2021-10-15", "window_start": "2020-10-23", "window_end": "2021-10-15", "gross_absolute_contribution": 0.7476417543948715, "net_score": -0.7042959180622559, "net_to_gross_ratio": 0.9420232536802349, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19389774010275138, "ordinary_contribution_hhi": 0.15477287631710815, "effective_uncorrelated_component_count": 6.461080415350935, "absolute_correlation_adjusted_concentration_index": 0.5697159586891398, "effective_correlated_component_count": 1.7552606430420192, "correlation_overlap_multiplier": 3.6809806229992836 }, { "date": "2021-10-22", "window_start": "2020-10-30", "window_end": "2021-10-22", "gross_absolute_contribution": 0.7684109315759625, "net_score": -0.7328087886807326, "net_to_gross_ratio": 0.9536678339255116, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.18585238281861902, "ordinary_contribution_hhi": 0.15103074435922828, "effective_uncorrelated_component_count": 6.621168453103092, "absolute_correlation_adjusted_concentration_index": 0.5869700199902107, "effective_correlated_component_count": 1.703664524495949, "correlation_overlap_multiplier": 3.886427379276474 }, { "date": "2021-10-29", "window_start": "2020-11-06", "window_end": "2021-10-29", "gross_absolute_contribution": 0.7627130957425361, "net_score": -0.7236905994565684, "net_to_gross_ratio": 0.9488372541342331, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.18549036383259832, "ordinary_contribution_hhi": 0.1534669394803725, "effective_uncorrelated_component_count": 6.5160613965843375, "absolute_correlation_adjusted_concentration_index": 0.6260546876177685, "effective_correlated_component_count": 1.5973045482738084, "correlation_overlap_multiplier": 4.079410782136808 }, { "date": "2021-11-05", "window_start": "2020-11-13", "window_end": "2021-11-05", "gross_absolute_contribution": 0.7537006477785256, "net_score": -0.7238173424329872, "net_to_gross_ratio": 0.960351227727325, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.1944174773012214, "ordinary_contribution_hhi": 0.15532938776127608, "effective_uncorrelated_component_count": 6.437931768178268, "absolute_correlation_adjusted_concentration_index": 0.6353443710547132, "effective_correlated_component_count": 1.5739495705926136, "correlation_overlap_multiplier": 4.0903037101463795 }, { "date": "2021-11-12", "window_start": "2020-11-20", "window_end": "2021-11-12", "gross_absolute_contribution": 0.7110185899760043, "net_score": -0.6952271406003055, "net_to_gross_ratio": 0.9777903846702072, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19066569638009587, "ordinary_contribution_hhi": 0.15703859999054678, "effective_uncorrelated_component_count": 6.3678611504445195, "absolute_correlation_adjusted_concentration_index": 0.6543303451212532, "effective_correlated_component_count": 1.5282800308072082, "correlation_overlap_multiplier": 4.166684784254583 }, { "date": "2021-11-19", "window_start": "2020-11-27", "window_end": "2021-11-19", "gross_absolute_contribution": 0.6090020089794468, "net_score": -0.5886409474325893, "net_to_gross_ratio": 0.9665665116918446, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.22389108506283792, "ordinary_contribution_hhi": 0.17161683848804127, "effective_uncorrelated_component_count": 5.826934051518975, "absolute_correlation_adjusted_concentration_index": 0.6620588843306371, "effective_correlated_component_count": 1.5104396658176897, "correlation_overlap_multiplier": 3.8577734572168523 }, { "date": "2021-11-26", "window_start": "2020-12-04", "window_end": "2021-11-26", "gross_absolute_contribution": 0.7314408621234048, "net_score": -0.30906115840194204, "net_to_gross_ratio": 0.42253745231668355, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.2624864057399094, "ordinary_contribution_hhi": 0.17076366769678383, "effective_uncorrelated_component_count": 5.856046625653696, "absolute_correlation_adjusted_concentration_index": 0.5461156047338747, "effective_correlated_component_count": 1.83111412919121, "correlation_overlap_multiplier": 3.198078444318634 }, { "date": "2021-12-03", "window_start": "2020-12-11", "window_end": "2021-12-03", "gross_absolute_contribution": 0.7569234959604106, "net_score": -0.2585248373737419, "net_to_gross_ratio": 0.3415468521633308, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.3032687824328382, "ordinary_contribution_hhi": 0.18795816837378015, "effective_uncorrelated_component_count": 5.320332756229914, "absolute_correlation_adjusted_concentration_index": 0.48809990261477604, "effective_correlated_component_count": 2.04876090866429, "correlation_overlap_multiplier": 2.596853900194024 }, { "date": "2021-12-10", "window_start": "2020-12-18", "window_end": "2021-12-10", "gross_absolute_contribution": 0.5476271530596093, "net_score": -0.4884453030218144, "net_to_gross_ratio": 0.8919303951472382, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24564774289856026, "ordinary_contribution_hhi": 0.17007355721082112, "effective_uncorrelated_component_count": 5.879808809787003, "absolute_correlation_adjusted_concentration_index": 0.5826303628826957, "effective_correlated_component_count": 1.7163540792008738, "correlation_overlap_multiplier": 3.4257551405270728 }, { "date": "2021-12-17", "window_start": "2020-12-25", "window_end": "2021-12-17", "gross_absolute_contribution": 0.5749111888245315, "net_score": -0.41591939296324987, "net_to_gross_ratio": 0.7234498145942199, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2469750319143872, "ordinary_contribution_hhi": 0.16136288684984862, "effective_uncorrelated_component_count": 6.1972118838610015, "absolute_correlation_adjusted_concentration_index": 0.5033963439446114, "effective_correlated_component_count": 1.9865062828307505, "correlation_overlap_multiplier": 3.119653804985726 }, { "date": "2021-12-24", "window_start": "2021-01-01", "window_end": "2021-12-24", "gross_absolute_contribution": 0.5622867364623422, "net_score": -0.5309805440651236, "net_to_gross_ratio": 0.9443234379061061, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.23545001620305833, "ordinary_contribution_hhi": 0.16971715512890903, "effective_uncorrelated_component_count": 5.892156271653551, "absolute_correlation_adjusted_concentration_index": 0.5424610828922852, "effective_correlated_component_count": 1.8434502152084646, "correlation_overlap_multiplier": 3.1962654716917553 }, { "date": "2021-12-31", "window_start": "2021-01-08", "window_end": "2021-12-31", "gross_absolute_contribution": 0.5750827012711192, "net_score": -0.5482366630561781, "net_to_gross_ratio": 0.9533179520865389, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.2265021500988951, "ordinary_contribution_hhi": 0.16248698036819323, "effective_uncorrelated_component_count": 6.154339244498322, "absolute_correlation_adjusted_concentration_index": 0.5150127215457767, "effective_correlated_component_count": 1.9416996088923124, "correlation_overlap_multiplier": 3.16956300362506 }, { "date": "2022-01-07", "window_start": "2021-01-15", "window_end": "2022-01-07", "gross_absolute_contribution": 0.5357350602352345, "net_score": -0.4778464368696389, "net_to_gross_ratio": 0.8919454266439507, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2033389612151806, "ordinary_contribution_hhi": 0.1632450811712602, "effective_uncorrelated_component_count": 6.125758845688596, "absolute_correlation_adjusted_concentration_index": 0.5276914552401011, "effective_correlated_component_count": 1.8950467931018462, "correlation_overlap_multiplier": 3.232510599731337 }, { "date": "2022-01-14", "window_start": "2021-01-22", "window_end": "2022-01-14", "gross_absolute_contribution": 0.58376684248886, "net_score": -0.5154579210106284, "net_to_gross_ratio": 0.8829859517423085, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.24535922840483215, "ordinary_contribution_hhi": 0.1643910182535361, "effective_uncorrelated_component_count": 6.083057399509049, "absolute_correlation_adjusted_concentration_index": 0.5251158113831984, "effective_correlated_component_count": 1.9043418200756848, "correlation_overlap_multiplier": 3.1943096220337632 }, { "date": "2022-01-21", "window_start": "2021-01-29", "window_end": "2022-01-21", "gross_absolute_contribution": 0.71000013573888, "net_score": -0.29191651505410865, "net_to_gross_ratio": 0.41114994259869847, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.27634797350328927, "ordinary_contribution_hhi": 0.18010111980236432, "effective_uncorrelated_component_count": 5.55243632631135, "absolute_correlation_adjusted_concentration_index": 0.44908254376944445, "effective_correlated_component_count": 2.2267621261925346, "correlation_overlap_multiplier": 2.49350222953777 }, { "date": "2022-01-28", "window_start": "2021-02-05", "window_end": "2022-01-28", "gross_absolute_contribution": 0.6571629544015603, "net_score": -0.26985010040825697, "net_to_gross_ratio": 0.4106288989676748, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.26539099303059976, "ordinary_contribution_hhi": 0.18565156895814008, "effective_uncorrelated_component_count": 5.3864344137348805, "absolute_correlation_adjusted_concentration_index": 0.41571186914507646, "effective_correlated_component_count": 2.4055122651574252, "correlation_overlap_multiplier": 2.2392047181610915 }, { "date": "2022-02-04", "window_start": "2021-02-12", "window_end": "2022-02-04", "gross_absolute_contribution": 0.6499611990865019, "net_score": -0.4312763398960116, "net_to_gross_ratio": 0.6635416706445796, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3121547612921029, "ordinary_contribution_hhi": 0.17529441544784247, "effective_uncorrelated_component_count": 5.704688295090282, "absolute_correlation_adjusted_concentration_index": 0.46766415498074687, "effective_correlated_component_count": 2.1382866087762675, "correlation_overlap_multiplier": 2.667878230951954 }, { "date": "2022-02-11", "window_start": "2021-02-19", "window_end": "2022-02-11", "gross_absolute_contribution": 0.6938365661088813, "net_score": -0.3328120960083637, "net_to_gross_ratio": 0.4796692942760481, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3004158633128878, "ordinary_contribution_hhi": 0.19052101419384998, "effective_uncorrelated_component_count": 5.24876483694616, "absolute_correlation_adjusted_concentration_index": 0.45886536929031196, "effective_correlated_component_count": 2.1792884513089645, "correlation_overlap_multiplier": 2.4084764152233036 }, { "date": "2022-02-18", "window_start": "2021-02-26", "window_end": "2022-02-18", "gross_absolute_contribution": 0.6673799729855714, "net_score": -0.3078808590411608, "net_to_gross_ratio": 0.46132768663080204, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.2909519462011381, "ordinary_contribution_hhi": 0.1962562341016788, "effective_uncorrelated_component_count": 5.09537954081962, "absolute_correlation_adjusted_concentration_index": 0.5009123709248551, "effective_correlated_component_count": 1.9963571635367259, "correlation_overlap_multiplier": 2.552338646553955 }, { "date": "2022-02-25", "window_start": "2021-03-05", "window_end": "2022-02-25", "gross_absolute_contribution": 0.6426636941920714, "net_score": -0.28571639115048236, "net_to_gross_ratio": 0.44458150309809, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3078271220440981, "ordinary_contribution_hhi": 0.20479014673409202, "effective_uncorrelated_component_count": 4.88304743146867, "absolute_correlation_adjusted_concentration_index": 0.5384534496089523, "effective_correlated_component_count": 1.857170755849447, "correlation_overlap_multiplier": 2.629293734078439 }, { "date": "2022-03-04", "window_start": "2021-03-12", "window_end": "2022-03-04", "gross_absolute_contribution": 0.8772479114418433, "net_score": -0.35539703962413643, "net_to_gross_ratio": 0.40512725649013676, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.4184682174281096, "ordinary_contribution_hhi": 0.28212572618296095, "effective_uncorrelated_component_count": 3.5445190111854297, "absolute_correlation_adjusted_concentration_index": 0.618782848986981, "effective_correlated_component_count": 1.6160758198730225, "correlation_overlap_multiplier": 2.193287572029837 }, { "date": "2022-03-11", "window_start": "2021-03-19", "window_end": "2022-03-11", "gross_absolute_contribution": 0.7660743605670087, "net_score": -0.2645181938057729, "net_to_gross_ratio": 0.3452904932231255, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.42095314214177054, "ordinary_contribution_hhi": 0.2859948802147924, "effective_uncorrelated_component_count": 3.496566089745957, "absolute_correlation_adjusted_concentration_index": 0.6521628738041273, "effective_correlated_component_count": 1.5333592882509641, "correlation_overlap_multiplier": 2.2803305895347834 }, { "date": "2022-03-18", "window_start": "2021-03-26", "window_end": "2022-03-18", "gross_absolute_contribution": 0.5845228761406535, "net_score": -0.3745855697269473, "net_to_gross_ratio": 0.6408398798694936, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.49604247164006726, "ordinary_contribution_hhi": 0.30623409246674804, "effective_uncorrelated_component_count": 3.265475740943453, "absolute_correlation_adjusted_concentration_index": 0.6187389617218978, "effective_correlated_component_count": 1.6161904484196135, "correlation_overlap_multiplier": 2.020477069479397 }, { "date": "2022-03-25", "window_start": "2021-04-02", "window_end": "2022-03-25", "gross_absolute_contribution": 0.5648581817476037, "net_score": -0.43772166327256384, "net_to_gross_ratio": 0.774923117725418, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.6277558236811216, "ordinary_contribution_hhi": 0.4252509414705632, "effective_uncorrelated_component_count": 2.351552700957917, "absolute_correlation_adjusted_concentration_index": 0.6445590362716715, "effective_correlated_component_count": 1.5514482673058292, "correlation_overlap_multiplier": 1.5157145426714813 }, { "date": "2022-04-01", "window_start": "2021-04-09", "window_end": "2022-04-01", "gross_absolute_contribution": 0.460944788718025, "net_score": -0.36282088021604625, "net_to_gross_ratio": 0.7871243782256873, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.5462556163688386, "ordinary_contribution_hhi": 0.34505735559768713, "effective_uncorrelated_component_count": 2.898068926158266, "absolute_correlation_adjusted_concentration_index": 0.58662541280569, "effective_correlated_component_count": 1.7046653250448827, "correlation_overlap_multiplier": 1.7000808801469354 }, { "date": "2022-04-08", "window_start": "2021-04-16", "window_end": "2022-04-08", "gross_absolute_contribution": 0.46582281312028667, "net_score": -0.23764583159585392, "net_to_gross_ratio": 0.5101635748665836, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.525300255019771, "ordinary_contribution_hhi": 0.32307168806703385, "effective_uncorrelated_component_count": 3.0952882500570924, "absolute_correlation_adjusted_concentration_index": 0.603349707405863, "effective_correlated_component_count": 1.6574135824140164, "correlation_overlap_multiplier": 1.8675412600087524 }, { "date": "2022-04-15", "window_start": "2021-04-23", "window_end": "2022-04-15", "gross_absolute_contribution": 0.5607967541854395, "net_score": -0.23927818457224945, "net_to_gross_ratio": 0.42667540920382535, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.5452207803254484, "ordinary_contribution_hhi": 0.3415192579096328, "effective_uncorrelated_component_count": 2.9280925653235155, "absolute_correlation_adjusted_concentration_index": 0.6380045490933317, "effective_correlated_component_count": 1.5673869432766585, "correlation_overlap_multiplier": 1.8681363768427666 }, { "date": "2022-04-22", "window_start": "2021-04-30", "window_end": "2022-04-22", "gross_absolute_contribution": 0.6597592446526687, "net_score": -0.034808416587373145, "net_to_gross_ratio": 0.05275927070290329, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.41146556161782216, "ordinary_contribution_hhi": 0.27055698346562934, "effective_uncorrelated_component_count": 3.6960790558453156, "absolute_correlation_adjusted_concentration_index": 0.6415344901417926, "effective_correlated_component_count": 1.558762647007457, "correlation_overlap_multiplier": 2.371162192615483 }, { "date": "2022-04-29", "window_start": "2021-05-07", "window_end": "2022-04-29", "gross_absolute_contribution": 0.8021950243832546, "net_score": 0.10384422803534282, "net_to_gross_ratio": 0.1294501023802542, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3613559494907937, "ordinary_contribution_hhi": 0.2797800795703773, "effective_uncorrelated_component_count": 3.574235883896998, "absolute_correlation_adjusted_concentration_index": 0.6925832255950585, "effective_correlated_component_count": 1.4438697950572121, "correlation_overlap_multiplier": 2.4754558175069876 }, { "date": "2022-05-06", "window_start": "2021-05-14", "window_end": "2022-05-06", "gross_absolute_contribution": 0.8169030683871026, "net_score": 0.06829434860643264, "net_to_gross_ratio": 0.08360153272685503, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.39854554791829144, "ordinary_contribution_hhi": 0.26721348416421026, "effective_uncorrelated_component_count": 3.7423261147460347, "absolute_correlation_adjusted_concentration_index": 0.7273359935681528, "effective_correlated_component_count": 1.3748803975645651, "correlation_overlap_multiplier": 2.7219284829248522 }, { "date": "2022-05-13", "window_start": "2021-05-21", "window_end": "2022-05-13", "gross_absolute_contribution": 0.7739248649476504, "net_score": 0.0780722763287045, "net_to_gross_ratio": 0.10087836670551403, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.4272149190263296, "ordinary_contribution_hhi": 0.29433281868369127, "effective_uncorrelated_component_count": 3.39751443441536, "absolute_correlation_adjusted_concentration_index": 0.7805204811235611, "effective_correlated_component_count": 1.2811963608699897, "correlation_overlap_multiplier": 2.6518296009741205 }, { "date": "2022-05-20", "window_start": "2021-05-28", "window_end": "2022-05-20", "gross_absolute_contribution": 0.7350813714657806, "net_score": 0.02076984893685799, "net_to_gross_ratio": 0.028255169758202567, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.4759815867046883, "ordinary_contribution_hhi": 0.3367956776861218, "effective_uncorrelated_component_count": 2.969159244769033, "absolute_correlation_adjusted_concentration_index": 0.8099641306988329, "effective_correlated_component_count": 1.234622574134493, "correlation_overlap_multiplier": 2.404912486595753 }, { "date": "2022-05-27", "window_start": "2021-06-04", "window_end": "2022-05-27", "gross_absolute_contribution": 0.648793462931366, "net_score": -0.1336984925928995, "net_to_gross_ratio": 0.2060725026248347, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.5592136084876965, "ordinary_contribution_hhi": 0.3793456800158619, "effective_uncorrelated_component_count": 2.636118065080341, "absolute_correlation_adjusted_concentration_index": 0.8015862998471542, "effective_correlated_component_count": 1.2475263115034265, "correlation_overlap_multiplier": 2.11307612574799 }, { "date": "2022-06-03", "window_start": "2021-06-11", "window_end": "2022-06-03", "gross_absolute_contribution": 0.7015004247468816, "net_score": -0.12596772810763063, "net_to_gross_ratio": 0.17956899762830913, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.555260207887831, "ordinary_contribution_hhi": 0.363063030004435, "effective_uncorrelated_component_count": 2.754342682557859, "absolute_correlation_adjusted_concentration_index": 0.8271698857071833, "effective_correlated_component_count": 1.2089414971206993, "correlation_overlap_multiplier": 2.2783093219298007 }, { "date": "2022-06-10", "window_start": "2021-06-18", "window_end": "2022-06-10", "gross_absolute_contribution": 0.8547708199385442, "net_score": 0.03598522319538369, "net_to_gross_ratio": 0.042099264921059115, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.47049235596273403, "ordinary_contribution_hhi": 0.30367074628463164, "effective_uncorrelated_component_count": 3.293040282064893, "absolute_correlation_adjusted_concentration_index": 0.8380305001244508, "effective_correlated_component_count": 1.1932739916405144, "correlation_overlap_multiplier": 2.759668194508805 }, { "date": "2022-06-17", "window_start": "2021-06-25", "window_end": "2022-06-17", "gross_absolute_contribution": 0.9144157863604243, "net_score": 0.2662207875739072, "net_to_gross_ratio": 0.29113756733523205, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.35443121633238395, "ordinary_contribution_hhi": 0.23814675824869172, "effective_uncorrelated_component_count": 4.199091381104255, "absolute_correlation_adjusted_concentration_index": 0.8019986810395466, "effective_correlated_component_count": 1.2468848436306716, "correlation_overlap_multiplier": 3.3676657492101407 }, { "date": "2022-06-24", "window_start": "2021-07-02", "window_end": "2022-06-24", "gross_absolute_contribution": 0.7880968984849811, "net_score": 0.15092570351745752, "net_to_gross_ratio": 0.1915065315034148, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3939438332078462, "ordinary_contribution_hhi": 0.24869986240342162, "effective_uncorrelated_component_count": 4.020910949994326, "absolute_correlation_adjusted_concentration_index": 0.8147789369249855, "effective_correlated_component_count": 1.227326768870643, "correlation_overlap_multiplier": 3.2761535493064096 }, { "date": "2022-07-01", "window_start": "2021-07-09", "window_end": "2022-07-01", "gross_absolute_contribution": 0.7710310747877613, "net_score": 0.13661423772925774, "net_to_gross_ratio": 0.17718382850764217, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.41004501650754427, "ordinary_contribution_hhi": 0.2702317287950405, "effective_uncorrelated_component_count": 3.7005277080488885, "absolute_correlation_adjusted_concentration_index": 0.8141239978680286, "effective_correlated_component_count": 1.2283141175284484, "correlation_overlap_multiplier": 3.012688411898174 }, { "date": "2022-07-08", "window_start": "2021-07-16", "window_end": "2022-07-08", "gross_absolute_contribution": 0.8059084188405643, "net_score": 0.21053008387740968, "net_to_gross_ratio": 0.26123326044948486, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.36056279865395113, "ordinary_contribution_hhi": 0.24338001823610922, "effective_uncorrelated_component_count": 4.108800743986609, "absolute_correlation_adjusted_concentration_index": 0.8204214580762307, "effective_correlated_component_count": 1.218885720450139, "correlation_overlap_multiplier": 3.370948297326195 }, { "date": "2022-07-15", "window_start": "2021-07-23", "window_end": "2022-07-15", "gross_absolute_contribution": 0.7648976462880819, "net_score": 0.2766284643994593, "net_to_gross_ratio": 0.3616542235969612, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.33388163185795594, "ordinary_contribution_hhi": 0.2435321069634119, "effective_uncorrelated_component_count": 4.10623474854689, "absolute_correlation_adjusted_concentration_index": 0.7990155594802293, "effective_correlated_component_count": 1.2515400834628476, "correlation_overlap_multiplier": 3.280945454967352 }, { "date": "2022-07-22", "window_start": "2021-07-30", "window_end": "2022-07-22", "gross_absolute_contribution": 0.6562022113608913, "net_score": 0.19243626043603074, "net_to_gross_ratio": 0.29325756162409006, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3357680005762174, "ordinary_contribution_hhi": 0.2547050023438722, "effective_uncorrelated_component_count": 3.9261105624063073, "absolute_correlation_adjusted_concentration_index": 0.785404078952382, "effective_correlated_component_count": 1.2732299548709483, "correlation_overlap_multiplier": 3.083583250131944 }, { "date": "2022-07-29", "window_start": "2021-08-06", "window_end": "2022-07-29", "gross_absolute_contribution": 0.6329518166365911, "net_score": 0.07127750634742963, "net_to_gross_ratio": 0.11261126751509677, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3905928062615226, "ordinary_contribution_hhi": 0.2699242784864923, "effective_uncorrelated_component_count": 3.704742698978975, "absolute_correlation_adjusted_concentration_index": 0.7954667882286818, "effective_correlated_component_count": 1.2571235088604589, "correlation_overlap_multiplier": 2.9469997759704634 }, { "date": "2022-08-05", "window_start": "2021-08-13", "window_end": "2022-08-05", "gross_absolute_contribution": 0.6121867059662944, "net_score": 0.1983514394750229, "net_to_gross_ratio": 0.3240048134693465, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3551735217457296, "ordinary_contribution_hhi": 0.2412576881226513, "effective_uncorrelated_component_count": 4.144945629635716, "absolute_correlation_adjusted_concentration_index": 0.7832365079866814, "effective_correlated_component_count": 1.2767535601353819, "correlation_overlap_multiplier": 3.2464727407505345 }, { "date": "2022-08-12", "window_start": "2021-08-20", "window_end": "2022-08-12", "gross_absolute_contribution": 0.583154487976105, "net_score": 0.10395473590336121, "net_to_gross_ratio": 0.17826277263876736, "dominant_driver": "WTI", "dominant_absolute_contribution_share": 0.3452646329596057, "ordinary_contribution_hhi": 0.2532854223710417, "effective_uncorrelated_component_count": 3.948115097342968, "absolute_correlation_adjusted_concentration_index": 0.794381053721803, "effective_correlated_component_count": 1.2588417048906682, "correlation_overlap_multiplier": 3.1363078312422656 }, { "date": "2022-08-19", "window_start": "2021-08-27", "window_end": "2022-08-19", "gross_absolute_contribution": 0.691644350262635, "net_score": 0.23944850279093094, "net_to_gross_ratio": 0.3462017765344374, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3734353796243254, "ordinary_contribution_hhi": 0.2409268426170859, "effective_uncorrelated_component_count": 4.150637550957066, "absolute_correlation_adjusted_concentration_index": 0.7650980315632085, "effective_correlated_component_count": 1.307022053052276, "correlation_overlap_multiplier": 3.1756446199695882 }, { "date": "2022-08-26", "window_start": "2021-09-03", "window_end": "2022-08-26", "gross_absolute_contribution": 0.8209804589401901, "net_score": 0.36455041100226687, "net_to_gross_ratio": 0.44404273820703083, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3348301304386423, "ordinary_contribution_hhi": 0.22017318616985854, "effective_uncorrelated_component_count": 4.541879133404206, "absolute_correlation_adjusted_concentration_index": 0.7129588597985995, "effective_correlated_component_count": 1.4026054747148882, "correlation_overlap_multiplier": 3.238172968294914 }, { "date": "2022-09-02", "window_start": "2021-09-10", "window_end": "2022-09-02", "gross_absolute_contribution": 0.8082901324628968, "net_score": 0.46067485121932833, "net_to_gross_ratio": 0.569937492389807, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3638902455193104, "ordinary_contribution_hhi": 0.2210852553695113, "effective_uncorrelated_component_count": 4.5231419812626035, "absolute_correlation_adjusted_concentration_index": 0.6977448279345262, "effective_correlated_component_count": 1.4331886958735527, "correlation_overlap_multiplier": 3.1559989234395074 }, { "date": "2022-09-09", "window_start": "2021-09-17", "window_end": "2022-09-09", "gross_absolute_contribution": 0.7764670640617304, "net_score": 0.4065636155972408, "net_to_gross_ratio": 0.523607032950619, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3608139523015334, "ordinary_contribution_hhi": 0.21448783675859662, "effective_uncorrelated_component_count": 4.662269036381245, "absolute_correlation_adjusted_concentration_index": 0.7120328732584195, "effective_correlated_component_count": 1.4044295390798174, "correlation_overlap_multiplier": 3.3196888178783004 }, { "date": "2022-09-16", "window_start": "2021-09-24", "window_end": "2022-09-16", "gross_absolute_contribution": 0.8809040329246642, "net_score": 0.5663550380897091, "net_to_gross_ratio": 0.6429247874020624, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.34077594604765504, "ordinary_contribution_hhi": 0.20570675107040606, "effective_uncorrelated_component_count": 4.861289164290654, "absolute_correlation_adjusted_concentration_index": 0.6789060389596012, "effective_correlated_component_count": 1.4729578801986554, "correlation_overlap_multiplier": 3.3003585707657983 }, { "date": "2022-09-23", "window_start": "2021-10-01", "window_end": "2022-09-23", "gross_absolute_contribution": 1.0560911968748288, "net_score": 0.8410164125569392, "net_to_gross_ratio": 0.7963482841687005, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.36984743388878494, "ordinary_contribution_hhi": 0.2216860833098094, "effective_uncorrelated_component_count": 4.5108830697436515, "absolute_correlation_adjusted_concentration_index": 0.6814734465443137, "effective_correlated_component_count": 1.467408605677747, "correlation_overlap_multiplier": 3.0740470324966003 }, { "date": "2022-09-30", "window_start": "2021-10-08", "window_end": "2022-09-30", "gross_absolute_contribution": 1.0867512896208416, "net_score": 0.8611365908296231, "net_to_gross_ratio": 0.792395278527865, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.33346315332386384, "ordinary_contribution_hhi": 0.20774084359196196, "effective_uncorrelated_component_count": 4.813689897034252, "absolute_correlation_adjusted_concentration_index": 0.671874045537109, "effective_correlated_component_count": 1.4883742074015982, "correlation_overlap_multiplier": 3.234193305081513 }, { "date": "2022-10-07", "window_start": "2021-10-15", "window_end": "2022-10-07", "gross_absolute_contribution": 1.1948998657561696, "net_score": 0.7844853117557399, "net_to_gross_ratio": 0.6565280775718334, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3182808325104074, "ordinary_contribution_hhi": 0.20218305285888885, "effective_uncorrelated_component_count": 4.946012961323408, "absolute_correlation_adjusted_concentration_index": 0.6495803716131662, "effective_correlated_component_count": 1.5394553833524904, "correlation_overlap_multiplier": 3.212832937419996 }, { "date": "2022-10-14", "window_start": "2021-10-22", "window_end": "2022-10-14", "gross_absolute_contribution": 1.2109269877356093, "net_score": 0.8993065482437073, "net_to_gross_ratio": 0.7426595966164556, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.32516843402528334, "ordinary_contribution_hhi": 0.20171846594977005, "effective_uncorrelated_component_count": 4.957404347150896, "absolute_correlation_adjusted_concentration_index": 0.6617852777669763, "effective_correlated_component_count": 1.511064137561721, "correlation_overlap_multiplier": 3.280737212882471 }, { "date": "2022-10-21", "window_start": "2021-10-29", "window_end": "2022-10-21", "gross_absolute_contribution": 1.1381182706374013, "net_score": 0.8343675996426342, "net_to_gross_ratio": 0.7331115062192508, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.31586551682017694, "ordinary_contribution_hhi": 0.19705470861254382, "effective_uncorrelated_component_count": 5.074732834556299, "absolute_correlation_adjusted_concentration_index": 0.6604700693991119, "effective_correlated_component_count": 1.5140731523379833, "correlation_overlap_multiplier": 3.3517091474213507 }, { "date": "2022-10-28", "window_start": "2021-11-05", "window_end": "2022-10-28", "gross_absolute_contribution": 1.0225689361609314, "net_score": 0.6642745748374488, "net_to_gross_ratio": 0.6496134894644459, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.3170201198370925, "ordinary_contribution_hhi": 0.19498732217133713, "effective_uncorrelated_component_count": 5.128538557605766, "absolute_correlation_adjusted_concentration_index": 0.6469560292920649, "effective_correlated_component_count": 1.5457001012793024, "correlation_overlap_multiplier": 3.3179389412998797 }, { "date": "2022-11-04", "window_start": "2021-11-12", "window_end": "2022-11-04", "gross_absolute_contribution": 1.064356752673167, "net_score": 0.6543637780968617, "net_to_gross_ratio": 0.6147974130416382, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.30977367320168053, "ordinary_contribution_hhi": 0.1989733677819925, "effective_uncorrelated_component_count": 5.0257982319305246, "absolute_correlation_adjusted_concentration_index": 0.6348533963856735, "effective_correlated_component_count": 1.5751668112562163, "correlation_overlap_multiplier": 3.1906450770902066 }, { "date": "2022-11-11", "window_start": "2021-11-19", "window_end": "2022-11-11", "gross_absolute_contribution": 0.8324829300452298, "net_score": 0.4442614611066356, "net_to_gross_ratio": 0.5336583430995977, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2507377776953426, "ordinary_contribution_hhi": 0.18049996947872943, "effective_uncorrelated_component_count": 5.540167141789143, "absolute_correlation_adjusted_concentration_index": 0.6136610363889108, "effective_correlated_component_count": 1.6295641090144837, "correlation_overlap_multiplier": 3.3997847099981153 }, { "date": "2022-11-18", "window_start": "2021-11-26", "window_end": "2022-11-18", "gross_absolute_contribution": 0.8122268849662889, "net_score": 0.553311908959912, "net_to_gross_ratio": 0.6812282617102449, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.27775842528687417, "ordinary_contribution_hhi": 0.18263316363109228, "effective_uncorrelated_component_count": 5.475456812542208, "absolute_correlation_adjusted_concentration_index": 0.6321955339619035, "effective_correlated_component_count": 1.5817890925820122, "correlation_overlap_multiplier": 3.4615593432904634 }, { "date": "2022-11-25", "window_start": "2021-12-03", "window_end": "2022-11-25", "gross_absolute_contribution": 0.6954352329636786, "net_score": 0.47997837904582313, "net_to_gross_ratio": 0.6901841556119311, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.28764336618558684, "ordinary_contribution_hhi": 0.1906005734992008, "effective_uncorrelated_component_count": 5.246573930189109, "absolute_correlation_adjusted_concentration_index": 0.6726562374131753, "effective_correlated_component_count": 1.4866434656812015, "correlation_overlap_multiplier": 3.529140679191061 }, { "date": "2022-12-02", "window_start": "2021-12-10", "window_end": "2022-12-02", "gross_absolute_contribution": 0.6245175943824174, "net_score": 0.34960649793583753, "net_to_gross_ratio": 0.559802479674831, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.26080164933199596, "ordinary_contribution_hhi": 0.19299153981004857, "effective_uncorrelated_component_count": 5.181574285506232, "absolute_correlation_adjusted_concentration_index": 0.6345221388570547, "effective_correlated_component_count": 1.575989140113014, "correlation_overlap_multiplier": 3.2878235982861295 }, { "date": "2022-12-09", "window_start": "2021-12-17", "window_end": "2022-12-09", "gross_absolute_contribution": 0.6360916511615904, "net_score": 0.5095642801986762, "net_to_gross_ratio": 0.8010862574098278, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.26682897190290866, "ordinary_contribution_hhi": 0.18768586066425136, "effective_uncorrelated_component_count": 5.328051865286145, "absolute_correlation_adjusted_concentration_index": 0.655601672017985, "effective_correlated_component_count": 1.5253164271560418, "correlation_overlap_multiplier": 3.493079711480141 }, { "date": "2022-12-16", "window_start": "2021-12-24", "window_end": "2022-12-16", "gross_absolute_contribution": 0.6264549248460136, "net_score": 0.4673926325002316, "net_to_gross_ratio": 0.7460914009337855, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.26630564872341866, "ordinary_contribution_hhi": 0.18327079241088187, "effective_uncorrelated_component_count": 5.456406811174043, "absolute_correlation_adjusted_concentration_index": 0.6253492271436293, "effective_correlated_component_count": 1.5991064777798494, "correlation_overlap_multiplier": 3.412159782348923 }, { "date": "2022-12-23", "window_start": "2021-12-31", "window_end": "2022-12-23", "gross_absolute_contribution": 0.6589072120176134, "net_score": 0.4270181186942474, "net_to_gross_ratio": 0.6480701848545447, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24359680703922054, "ordinary_contribution_hhi": 0.1844010371445292, "effective_uncorrelated_component_count": 5.42296299134274, "absolute_correlation_adjusted_concentration_index": 0.6410365272583841, "effective_correlated_component_count": 1.5599735077139023, "correlation_overlap_multiplier": 3.476317363421089 }, { "date": "2022-12-30", "window_start": "2022-01-07", "window_end": "2022-12-30", "gross_absolute_contribution": 0.6764129943962158, "net_score": 0.4355569938006362, "net_to_gross_ratio": 0.6439216830679398, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24887214522208886, "ordinary_contribution_hhi": 0.18034202547369127, "effective_uncorrelated_component_count": 5.545019234276497, "absolute_correlation_adjusted_concentration_index": 0.6308681054408288, "effective_correlated_component_count": 1.5851173825014258, "correlation_overlap_multiplier": 3.498175778960969 }, { "date": "2023-01-06", "window_start": "2022-01-14", "window_end": "2023-01-06", "gross_absolute_contribution": 0.5790129068393256, "net_score": 0.42026898087795206, "net_to_gross_ratio": 0.7258369820667495, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.26773985373940895, "ordinary_contribution_hhi": 0.18924457889044152, "effective_uncorrelated_component_count": 5.284167218226766, "absolute_correlation_adjusted_concentration_index": 0.6725505846222577, "effective_correlated_component_count": 1.4868770065253254, "correlation_overlap_multiplier": 3.55386975186018 }, { "date": "2023-01-13", "window_start": "2022-01-21", "window_end": "2023-01-13", "gross_absolute_contribution": 0.5083661658275339, "net_score": 0.24702111462724832, "net_to_gross_ratio": 0.485911791995716, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.30186568129059377, "ordinary_contribution_hhi": 0.2134854180651017, "effective_uncorrelated_component_count": 4.684160675063311, "absolute_correlation_adjusted_concentration_index": 0.7364462257257833, "effective_correlated_component_count": 1.3578723945722972, "correlation_overlap_multiplier": 3.449632449843513 }, { "date": "2023-01-20", "window_start": "2022-01-28", "window_end": "2023-01-20", "gross_absolute_contribution": 0.5200271871936103, "net_score": 0.24242156705414075, "net_to_gross_ratio": 0.46617094841213613, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2830470687424128, "ordinary_contribution_hhi": 0.20258453762896977, "effective_uncorrelated_component_count": 4.9362108861017, "absolute_correlation_adjusted_concentration_index": 0.6891858677478317, "effective_correlated_component_count": 1.4509873849675237, "correlation_overlap_multiplier": 3.401966782924293 }, { "date": "2023-01-27", "window_start": "2022-02-04", "window_end": "2023-01-27", "gross_absolute_contribution": 0.4968669665766349, "net_score": 0.2255406020556694, "net_to_gross_ratio": 0.45392553183726864, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3041226548769686, "ordinary_contribution_hhi": 0.21367871729793422, "effective_uncorrelated_component_count": 4.67992326351197, "absolute_correlation_adjusted_concentration_index": 0.7472147726276893, "effective_correlated_component_count": 1.3383033053312834, "correlation_overlap_multiplier": 3.4969077972601306 }, { "date": "2023-02-03", "window_start": "2022-02-11", "window_end": "2023-02-03", "gross_absolute_contribution": 0.49728730721282793, "net_score": 0.30438839193567707, "net_to_gross_ratio": 0.6120976496297453, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3211914413801016, "ordinary_contribution_hhi": 0.21542149396004912, "effective_uncorrelated_component_count": 4.642062319860499, "absolute_correlation_adjusted_concentration_index": 0.7686713239373083, "effective_correlated_component_count": 1.3009461506613438, "correlation_overlap_multiplier": 3.568220189206662 }, { "date": "2023-02-10", "window_start": "2022-02-18", "window_end": "2023-02-10", "gross_absolute_contribution": 0.6419991997246823, "net_score": 0.36767266563283724, "net_to_gross_ratio": 0.5726995700158373, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2731930928211246, "ordinary_contribution_hhi": 0.1891052972953285, "effective_uncorrelated_component_count": 5.28805916228928, "absolute_correlation_adjusted_concentration_index": 0.6965095938871405, "effective_correlated_component_count": 1.4357304031077507, "correlation_overlap_multiplier": 3.6831839395772787 }, { "date": "2023-02-17", "window_start": "2022-02-25", "window_end": "2023-02-17", "gross_absolute_contribution": 0.6222764651397508, "net_score": 0.39731009338980283, "net_to_gross_ratio": 0.6384784185925704, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.29443891455737825, "ordinary_contribution_hhi": 0.20191631507134164, "effective_uncorrelated_component_count": 4.952546799631705, "absolute_correlation_adjusted_concentration_index": 0.7129552315263545, "effective_correlated_component_count": 1.4026126126588845, "correlation_overlap_multiplier": 3.5309441501765284 }, { "date": "2023-02-24", "window_start": "2022-03-04", "window_end": "2023-02-24", "gross_absolute_contribution": 0.7165623861535395, "net_score": 0.509718590855887, "net_to_gross_ratio": 0.7113387483147467, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.27537196864258756, "ordinary_contribution_hhi": 0.1977220871389446, "effective_uncorrelated_component_count": 5.057603904905542, "absolute_correlation_adjusted_concentration_index": 0.6810381030537056, "effective_correlated_component_count": 1.4683466248306838, "correlation_overlap_multiplier": 3.4444209693938843 }, { "date": "2023-03-03", "window_start": "2022-03-11", "window_end": "2023-03-03", "gross_absolute_contribution": 0.6761944400530204, "net_score": 0.40976300997252924, "net_to_gross_ratio": 0.6059839976507344, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3010780788222231, "ordinary_contribution_hhi": 0.21714753558431032, "effective_uncorrelated_component_count": 4.605163937546679, "absolute_correlation_adjusted_concentration_index": 0.7294039457109127, "effective_correlated_component_count": 1.370982438304952, "correlation_overlap_multiplier": 3.3590247466921506 }, { "date": "2023-03-10", "window_start": "2022-03-18", "window_end": "2023-03-10", "gross_absolute_contribution": 0.7144818456986446, "net_score": 0.520322260797124, "net_to_gross_ratio": 0.7282511990046929, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.25644095515287635, "ordinary_contribution_hhi": 0.18777963781679247, "effective_uncorrelated_component_count": 5.3253910361444605, "absolute_correlation_adjusted_concentration_index": 0.5993508957730082, "effective_correlated_component_count": 1.66847168670743, "correlation_overlap_multiplier": 3.1917778878547307 }, { "date": "2023-03-17", "window_start": "2022-03-25", "window_end": "2023-03-17", "gross_absolute_contribution": 0.513836863707364, "net_score": 0.43826839644162047, "net_to_gross_ratio": 0.8529329586816475, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2738922229091164, "ordinary_contribution_hhi": 0.22076821232522345, "effective_uncorrelated_component_count": 4.529637620686332, "absolute_correlation_adjusted_concentration_index": 0.5597899892978087, "effective_correlated_component_count": 1.7863842139341997, "correlation_overlap_multiplier": 2.535645795206953 }, { "date": "2023-03-24", "window_start": "2022-04-01", "window_end": "2023-03-24", "gross_absolute_contribution": 0.44780359914749246, "net_score": 0.324563191468711, "net_to_gross_ratio": 0.7247891532953268, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.27955530038833487, "ordinary_contribution_hhi": 0.20167493318261037, "effective_uncorrelated_component_count": 4.958474433183677, "absolute_correlation_adjusted_concentration_index": 0.578275618080459, "effective_correlated_component_count": 1.7292792030890431, "correlation_overlap_multiplier": 2.8673648675854446 }, { "date": "2023-03-31", "window_start": "2022-04-08", "window_end": "2023-03-31", "gross_absolute_contribution": 0.460974058403548, "net_score": 0.22860669932161531, "net_to_gross_ratio": 0.49592096378119266, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3057136089142812, "ordinary_contribution_hhi": 0.21705109790613406, "effective_uncorrelated_component_count": 4.607210051673916, "absolute_correlation_adjusted_concentration_index": 0.6287043535108778, "effective_correlated_component_count": 1.5905727301166175, "correlation_overlap_multiplier": 2.896573017026467 }, { "date": "2023-04-07", "window_start": "2022-04-15", "window_end": "2023-04-07", "gross_absolute_contribution": 0.46362829143430717, "net_score": 0.14953648552183987, "net_to_gross_ratio": 0.3225352901981568, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.28875858418012623, "ordinary_contribution_hhi": 0.21626895149206676, "effective_uncorrelated_component_count": 4.623872234552736, "absolute_correlation_adjusted_concentration_index": 0.6164601930903999, "effective_correlated_component_count": 1.62216475809551, "correlation_overlap_multiplier": 2.8504331705377184 }, { "date": "2023-04-14", "window_start": "2022-04-22", "window_end": "2023-04-14", "gross_absolute_contribution": 0.5020989462096892, "net_score": 0.11657518728451613, "net_to_gross_ratio": 0.23217572584952487, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.28379381411543203, "ordinary_contribution_hhi": 0.2118621415170954, "effective_uncorrelated_component_count": 4.720050466965136, "absolute_correlation_adjusted_concentration_index": 0.6021170387919983, "effective_correlated_component_count": 1.6608066797216987, "correlation_overlap_multiplier": 2.842022810117837 }, { "date": "2023-04-21", "window_start": "2022-04-29", "window_end": "2023-04-21", "gross_absolute_contribution": 0.49935262057929397, "net_score": 0.17901350468819446, "net_to_gross_ratio": 0.358491168987003, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.29947168160386256, "ordinary_contribution_hhi": 0.20135145792968007, "effective_uncorrelated_component_count": 4.9664403242078325, "absolute_correlation_adjusted_concentration_index": 0.5785416329500992, "effective_correlated_component_count": 1.7284840762466835, "correlation_overlap_multiplier": 2.8732924951164196 }, { "date": "2023-04-28", "window_start": "2022-05-06", "window_end": "2023-04-28", "gross_absolute_contribution": 0.4783008024180796, "net_score": 0.12822037202005568, "net_to_gross_ratio": 0.2680747583358204, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.291363740784241, "ordinary_contribution_hhi": 0.19292070953469445, "effective_uncorrelated_component_count": 5.183476685379711, "absolute_correlation_adjusted_concentration_index": 0.549431359534016, "effective_correlated_component_count": 1.8200635668996406, "correlation_overlap_multiplier": 2.8479646423610494 }, { "date": "2023-05-05", "window_start": "2022-05-13", "window_end": "2023-05-05", "gross_absolute_contribution": 0.3929917536955304, "net_score": 0.1689927041233088, "net_to_gross_ratio": 0.43001590372869647, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3306947736279198, "ordinary_contribution_hhi": 0.2090922245013075, "effective_uncorrelated_component_count": 4.782578608004368, "absolute_correlation_adjusted_concentration_index": 0.561281988760942, "effective_correlated_component_count": 1.781635648433241, "correlation_overlap_multiplier": 2.6843752325062296 }, { "date": "2023-05-12", "window_start": "2022-05-20", "window_end": "2023-05-12", "gross_absolute_contribution": 0.4414520636729513, "net_score": 0.2326440648297572, "net_to_gross_ratio": 0.5269973434807884, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3050385899182741, "ordinary_contribution_hhi": 0.20742162632463218, "effective_uncorrelated_component_count": 4.821098058670683, "absolute_correlation_adjusted_concentration_index": 0.5328861134023714, "effective_correlated_component_count": 1.8765735770729692, "correlation_overlap_multiplier": 2.569096206816738 }, { "date": "2023-05-19", "window_start": "2022-05-27", "window_end": "2023-05-19", "gross_absolute_contribution": 0.5192211039424126, "net_score": 0.2798183170512143, "net_to_gross_ratio": 0.5389193831425028, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.304606060472233, "ordinary_contribution_hhi": 0.21021229473885458, "effective_uncorrelated_component_count": 4.757095683876596, "absolute_correlation_adjusted_concentration_index": 0.5364391283501047, "effective_correlated_component_count": 1.8641444054904108, "correlation_overlap_multiplier": 2.551892262136806 }, { "date": "2023-05-26", "window_start": "2022-06-03", "window_end": "2023-05-26", "gross_absolute_contribution": 0.5608785181972857, "net_score": 0.35477174847820175, "net_to_gross_ratio": 0.6325286795052701, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3182914038690809, "ordinary_contribution_hhi": 0.23435429637389216, "effective_uncorrelated_component_count": 4.26704359797435, "absolute_correlation_adjusted_concentration_index": 0.528038357226766, "effective_correlated_component_count": 1.8938018163149277, "correlation_overlap_multiplier": 2.2531626916893646 }, { "date": "2023-06-02", "window_start": "2022-06-10", "window_end": "2023-06-02", "gross_absolute_contribution": 0.6012388408780253, "net_score": 0.27059511278064785, "net_to_gross_ratio": 0.450062594734368, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2917139330275813, "ordinary_contribution_hhi": 0.20023447843383863, "effective_uncorrelated_component_count": 4.994144903623177, "absolute_correlation_adjusted_concentration_index": 0.5063117203143948, "effective_correlated_component_count": 1.9750678482794137, "correlation_overlap_multiplier": 2.528594097652818 }, { "date": "2023-06-09", "window_start": "2022-06-17", "window_end": "2023-06-09", "gross_absolute_contribution": 0.6112818050668182, "net_score": 0.26910790286237535, "net_to_gross_ratio": 0.44023542109675523, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.29845341287644017, "ordinary_contribution_hhi": 0.19757770030649027, "effective_uncorrelated_component_count": 5.061299926301201, "absolute_correlation_adjusted_concentration_index": 0.5121438882400688, "effective_correlated_component_count": 1.9525762641362367, "correlation_overlap_multiplier": 2.592113823805071 }, { "date": "2023-06-16", "window_start": "2022-06-24", "window_end": "2023-06-16", "gross_absolute_contribution": 0.6145734031733615, "net_score": 0.22207100177762826, "net_to_gross_ratio": 0.36134170569530083, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3108742844267448, "ordinary_contribution_hhi": 0.1917061949914571, "effective_uncorrelated_component_count": 5.21631551888327, "absolute_correlation_adjusted_concentration_index": 0.5244957115170111, "effective_correlated_component_count": 1.906593281969221, "correlation_overlap_multiplier": 2.735935119573908 }, { "date": "2023-06-23", "window_start": "2022-07-01", "window_end": "2023-06-23", "gross_absolute_contribution": 0.5915709180701492, "net_score": 0.245663002312698, "net_to_gross_ratio": 0.4152722772683139, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.32428628094825895, "ordinary_contribution_hhi": 0.20963190787894642, "effective_uncorrelated_component_count": 4.770266178073701, "absolute_correlation_adjusted_concentration_index": 0.5333879781471097, "effective_correlated_component_count": 1.8748079090080234, "correlation_overlap_multiplier": 2.544402631946272 }, { "date": "2023-06-30", "window_start": "2022-07-08", "window_end": "2023-06-30", "gross_absolute_contribution": 0.6267199672248894, "net_score": 0.2504891150526719, "net_to_gross_ratio": 0.3996826783129881, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.32609554443473576, "ordinary_contribution_hhi": 0.2070186980658411, "effective_uncorrelated_component_count": 4.830481542695992, "absolute_correlation_adjusted_concentration_index": 0.5387905516563377, "effective_correlated_component_count": 1.8560087902911857, "correlation_overlap_multiplier": 2.602617815154931 }, { "date": "2023-07-07", "window_start": "2022-07-15", "window_end": "2023-07-07", "gross_absolute_contribution": 0.6366421306568366, "net_score": 0.2698857755520019, "net_to_gross_ratio": 0.4239206966613335, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3296254533076916, "ordinary_contribution_hhi": 0.2115070298000395, "effective_uncorrelated_component_count": 4.727975240092059, "absolute_correlation_adjusted_concentration_index": 0.5578680425728472, "effective_correlated_component_count": 1.792538599967247, "correlation_overlap_multiplier": 2.637586292523044 }, { "date": "2023-07-14", "window_start": "2022-07-22", "window_end": "2023-07-14", "gross_absolute_contribution": 0.5858234152341508, "net_score": 0.1159151233159317, "net_to_gross_ratio": 0.19786700275474817, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3314789506274055, "ordinary_contribution_hhi": 0.20658834542158921, "effective_uncorrelated_component_count": 4.840544116655171, "absolute_correlation_adjusted_concentration_index": 0.5532875869077784, "effective_correlated_component_count": 1.8073783393349099, "correlation_overlap_multiplier": 2.6782129736247833 }, { "date": "2023-07-21", "window_start": "2022-07-29", "window_end": "2023-07-21", "gross_absolute_contribution": 0.63251663012642, "net_score": 0.145519375736738, "net_to_gross_ratio": 0.2300641102632405, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3169153969687988, "ordinary_contribution_hhi": 0.196475933278356, "effective_uncorrelated_component_count": 5.089681892912841, "absolute_correlation_adjusted_concentration_index": 0.5426237617027677, "effective_correlated_component_count": 1.8428975481316439, "correlation_overlap_multiplier": 2.761782334602829 }, { "date": "2023-07-28", "window_start": "2022-08-05", "window_end": "2023-07-28", "gross_absolute_contribution": 0.6988205951339865, "net_score": 0.1461622897414996, "net_to_gross_ratio": 0.20915566993768347, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2924507238959316, "ordinary_contribution_hhi": 0.18893753279856307, "effective_uncorrelated_component_count": 5.292754622058902, "absolute_correlation_adjusted_concentration_index": 0.5269680820603102, "effective_correlated_component_count": 1.8976481385556714, "correlation_overlap_multiplier": 2.789112752002221 }, { "date": "2023-08-04", "window_start": "2022-08-12", "window_end": "2023-08-04", "gross_absolute_contribution": 0.6481528121633586, "net_score": 0.2248950527974731, "net_to_gross_ratio": 0.34697844177646053, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.3044362243399446, "ordinary_contribution_hhi": 0.2131898757781136, "effective_uncorrelated_component_count": 4.690654264655571, "absolute_correlation_adjusted_concentration_index": 0.5217551191334411, "effective_correlated_component_count": 1.9166079322055405, "correlation_overlap_multiplier": 2.447372874669151 }, { "date": "2023-08-11", "window_start": "2022-08-19", "window_end": "2023-08-11", "gross_absolute_contribution": 0.731556365059747, "net_score": 0.22640299567071312, "net_to_gross_ratio": 0.3094812737392047, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2815054734726783, "ordinary_contribution_hhi": 0.19610465660747622, "effective_uncorrelated_component_count": 5.099317972859786, "absolute_correlation_adjusted_concentration_index": 0.5083272487980052, "effective_correlated_component_count": 1.9672366617461652, "correlation_overlap_multiplier": 2.5921222758900355 }, { "date": "2023-08-18", "window_start": "2022-08-26", "window_end": "2023-08-18", "gross_absolute_contribution": 0.708906720022688, "net_score": 0.3365906309070094, "net_to_gross_ratio": 0.4748024266101429, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.29381428195248704, "ordinary_contribution_hhi": 0.20950667900684855, "effective_uncorrelated_component_count": 4.773117519405246, "absolute_correlation_adjusted_concentration_index": 0.5163200394237667, "effective_correlated_component_count": 1.9367832422619873, "correlation_overlap_multiplier": 2.464456225793588 }, { "date": "2023-08-25", "window_start": "2022-09-02", "window_end": "2023-08-25", "gross_absolute_contribution": 0.7541396631030939, "net_score": 0.33652928021708717, "net_to_gross_ratio": 0.4462426479895704, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.28761628053088195, "ordinary_contribution_hhi": 0.19951175334985444, "effective_uncorrelated_component_count": 5.0122360372746915, "absolute_correlation_adjusted_concentration_index": 0.5163921407203969, "effective_correlated_component_count": 1.9365128187368272, "correlation_overlap_multiplier": 2.588279297084197 }, { "date": "2023-09-01", "window_start": "2022-09-09", "window_end": "2023-09-01", "gross_absolute_contribution": 0.8359099099489662, "net_score": 0.2211232052770115, "net_to_gross_ratio": 0.26452994831765, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2444887738354451, "ordinary_contribution_hhi": 0.17963353383302003, "effective_uncorrelated_component_count": 5.566889314383578, "absolute_correlation_adjusted_concentration_index": 0.5089458416883698, "effective_correlated_component_count": 1.9648456045590512, "correlation_overlap_multiplier": 2.8332451676949413 }, { "date": "2023-09-08", "window_start": "2022-09-16", "window_end": "2023-09-08", "gross_absolute_contribution": 0.8693667461982859, "net_score": 0.26793472850876476, "net_to_gross_ratio": 0.30819528085291403, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24499040921391224, "ordinary_contribution_hhi": 0.18630965065983246, "effective_uncorrelated_component_count": 5.367408486132681, "absolute_correlation_adjusted_concentration_index": 0.5227913273243284, "effective_correlated_component_count": 1.9128090841101915, "correlation_overlap_multiplier": 2.8060346067571684 }, { "date": "2023-09-15", "window_start": "2022-09-23", "window_end": "2023-09-15", "gross_absolute_contribution": 0.9058388818524212, "net_score": 0.2579344849572586, "net_to_gross_ratio": 0.2847465372978781, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2385850102411993, "ordinary_contribution_hhi": 0.18901497248803276, "effective_uncorrelated_component_count": 5.2905861733430335, "absolute_correlation_adjusted_concentration_index": 0.5299035741092594, "effective_correlated_component_count": 1.8871357900934118, "correlation_overlap_multiplier": 2.803500522387503 }, { "date": "2023-09-22", "window_start": "2022-09-30", "window_end": "2023-09-22", "gross_absolute_contribution": 0.8522381041694638, "net_score": 0.3609937939805373, "net_to_gross_ratio": 0.4235832594370309, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2609431634266826, "ordinary_contribution_hhi": 0.2140831876126792, "effective_uncorrelated_component_count": 4.671081420037556, "absolute_correlation_adjusted_concentration_index": 0.563612139549873, "effective_correlated_component_count": 1.7742698033414375, "correlation_overlap_multiplier": 2.632678193159026 }, { "date": "2023-09-29", "window_start": "2022-10-07", "window_end": "2023-09-29", "gross_absolute_contribution": 0.8844618121841823, "net_score": 0.39949960055563905, "net_to_gross_ratio": 0.4516866585444464, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2452370943714141, "ordinary_contribution_hhi": 0.21349637904341479, "effective_uncorrelated_component_count": 4.683920188626003, "absolute_correlation_adjusted_concentration_index": 0.5852588539740141, "effective_correlated_component_count": 1.7086456586001528, "correlation_overlap_multiplier": 2.7413057617010024 }, { "date": "2023-10-06", "window_start": "2022-10-14", "window_end": "2023-10-06", "gross_absolute_contribution": 0.850432973027929, "net_score": 0.4719857564166857, "net_to_gross_ratio": 0.5549946572934505, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.25965500151146087, "ordinary_contribution_hhi": 0.2176673704095792, "effective_uncorrelated_component_count": 4.594165850941853, "absolute_correlation_adjusted_concentration_index": 0.6002579905532659, "effective_correlated_component_count": 1.6659503342525879, "correlation_overlap_multiplier": 2.7576847619547915 }, { "date": "2023-10-13", "window_start": "2022-10-21", "window_end": "2023-10-13", "gross_absolute_contribution": 0.8836978354407129, "net_score": 0.4580500566964409, "net_to_gross_ratio": 0.5183333469047197, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2469431890327058, "ordinary_contribution_hhi": 0.21386085374010738, "effective_uncorrelated_component_count": 4.67593756646666, "absolute_correlation_adjusted_concentration_index": 0.6049209340665339, "effective_correlated_component_count": 1.6531086026029513, "correlation_overlap_multiplier": 2.8285725203438075 }, { "date": "2023-10-20", "window_start": "2022-10-28", "window_end": "2023-10-20", "gross_absolute_contribution": 0.9445949137920666, "net_score": 0.5059269400126131, "net_to_gross_ratio": 0.5356020158753285, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24710168953197975, "ordinary_contribution_hhi": 0.20415554153643803, "effective_uncorrelated_component_count": 4.898226090137839, "absolute_correlation_adjusted_concentration_index": 0.6079834310283753, "effective_correlated_component_count": 1.6447816650341067, "correlation_overlap_multiplier": 2.978040304234707 }, { "date": "2023-10-27", "window_start": "2022-11-04", "window_end": "2023-10-27", "gross_absolute_contribution": 0.9147640663884467, "net_score": 0.5067711430835432, "net_to_gross_ratio": 0.5539910909315793, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.24466714352686497, "ordinary_contribution_hhi": 0.2040136005062104, "effective_uncorrelated_component_count": 4.901633996550926, "absolute_correlation_adjusted_concentration_index": 0.6133099341587089, "effective_correlated_component_count": 1.6304969874191302, "correlation_overlap_multiplier": 3.0062208236947376 }, { "date": "2023-11-03", "window_start": "2022-11-11", "window_end": "2023-11-03", "gross_absolute_contribution": 0.8226250360445371, "net_score": 0.32041061908048774, "net_to_gross_ratio": 0.3894977724251279, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24462849549581903, "ordinary_contribution_hhi": 0.19144292321068526, "effective_uncorrelated_component_count": 5.223488981619278, "absolute_correlation_adjusted_concentration_index": 0.6029682341091098, "effective_correlated_component_count": 1.6584621600796394, "correlation_overlap_multiplier": 3.1495979271353685 }, { "date": "2023-11-10", "window_start": "2022-11-18", "window_end": "2023-11-10", "gross_absolute_contribution": 0.8620761595120107, "net_score": 0.3666670747958894, "net_to_gross_ratio": 0.4253302573678015, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2525137814095637, "ordinary_contribution_hhi": 0.19362958959281207, "effective_uncorrelated_component_count": 5.164499920197745, "absolute_correlation_adjusted_concentration_index": 0.6102011219712649, "effective_correlated_component_count": 1.6388039352819992, "correlation_overlap_multiplier": 3.1513836457251716 }, { "date": "2023-11-17", "window_start": "2022-11-25", "window_end": "2023-11-17", "gross_absolute_contribution": 0.7874623360418371, "net_score": 0.27242291445943634, "net_to_gross_ratio": 0.3459504054870286, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.26052529185130213, "ordinary_contribution_hhi": 0.18306364085475457, "effective_uncorrelated_component_count": 5.462581183957851, "absolute_correlation_adjusted_concentration_index": 0.603075318034621, "effective_correlated_component_count": 1.6581676783903674, "correlation_overlap_multiplier": 3.294347884805317 }, { "date": "2023-11-24", "window_start": "2022-12-02", "window_end": "2023-11-24", "gross_absolute_contribution": 0.8156559358094059, "net_score": 0.2347552045910602, "net_to_gross_ratio": 0.28781155666831976, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.25536124948084626, "ordinary_contribution_hhi": 0.17696813399928277, "effective_uncorrelated_component_count": 5.6507348379683595, "absolute_correlation_adjusted_concentration_index": 0.5937581648364686, "effective_correlated_component_count": 1.6841873665441174, "correlation_overlap_multiplier": 3.3551699473695926 }, { "date": "2023-12-01", "window_start": "2022-12-09", "window_end": "2023-12-01", "gross_absolute_contribution": 0.7599445170724879, "net_score": 0.17389478437509068, "net_to_gross_ratio": 0.228825631961897, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.23697696201369056, "ordinary_contribution_hhi": 0.1651236743769515, "effective_uncorrelated_component_count": 6.056066786142105, "absolute_correlation_adjusted_concentration_index": 0.5710600467914683, "effective_correlated_component_count": 1.751129335029747, "correlation_overlap_multiplier": 3.458377782266567 }, { "date": "2023-12-08", "window_start": "2022-12-16", "window_end": "2023-12-08", "gross_absolute_contribution": 0.7893209628868243, "net_score": 0.20915671103071343, "net_to_gross_ratio": 0.2649830941595087, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24304223751577003, "ordinary_contribution_hhi": 0.16952808137739978, "effective_uncorrelated_component_count": 5.898727761649242, "absolute_correlation_adjusted_concentration_index": 0.5713466545494476, "effective_correlated_component_count": 1.7502509064108895, "correlation_overlap_multiplier": 3.370218372716246 }, { "date": "2023-12-15", "window_start": "2022-12-23", "window_end": "2023-12-15", "gross_absolute_contribution": 0.7021769490127657, "net_score": 0.10878986398495429, "net_to_gross_ratio": 0.15493226335314586, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.24308708966896478, "ordinary_contribution_hhi": 0.16076979561971322, "effective_uncorrelated_component_count": 6.22007384002286, "absolute_correlation_adjusted_concentration_index": 0.5524151811706147, "effective_correlated_component_count": 1.810232654868237, "correlation_overlap_multiplier": 3.4360632172308296 }, { "date": "2023-12-22", "window_start": "2022-12-30", "window_end": "2023-12-22", "gross_absolute_contribution": 0.6855162564234748, "net_score": 0.058146855783091866, "net_to_gross_ratio": 0.08482199399101031, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.23414133724562233, "ordinary_contribution_hhi": 0.15262608261596303, "effective_uncorrelated_component_count": 6.551960076943041, "absolute_correlation_adjusted_concentration_index": 0.5375274564312419, "effective_correlated_component_count": 1.8603700853519387, "correlation_overlap_multiplier": 3.5218584347982365 }, { "date": "2023-12-29", "window_start": "2023-01-06", "window_end": "2023-12-29", "gross_absolute_contribution": 0.6592500168595712, "net_score": 0.04811161594420592, "net_to_gross_ratio": 0.07297931697202265, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2339652044701559, "ordinary_contribution_hhi": 0.1552513546167328, "effective_uncorrelated_component_count": 6.44116763083123, "absolute_correlation_adjusted_concentration_index": 0.5364048644978955, "effective_correlated_component_count": 1.8642634811599912, "correlation_overlap_multiplier": 3.4550736502242563 }, { "date": "2024-01-05", "window_start": "2023-01-13", "window_end": "2024-01-05", "gross_absolute_contribution": 0.7170966025992639, "net_score": 0.11008572392376156, "net_to_gross_ratio": 0.1535158910594936, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.23366041111511363, "ordinary_contribution_hhi": 0.15629015904930033, "effective_uncorrelated_component_count": 6.398355508004563, "absolute_correlation_adjusted_concentration_index": 0.5369548403387082, "effective_correlated_component_count": 1.8623540098254918, "correlation_overlap_multiplier": 3.435627960230885 }, { "date": "2024-01-12", "window_start": "2023-01-20", "window_end": "2024-01-12", "gross_absolute_contribution": 0.6934821105428233, "net_score": 0.0732465717887463, "net_to_gross_ratio": 0.10562142941425343, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.21225085516091927, "ordinary_contribution_hhi": 0.15184630260348184, "effective_uncorrelated_component_count": 6.585606516948342, "absolute_correlation_adjusted_concentration_index": 0.5244752966692134, "effective_correlated_component_count": 1.9066674948290272, "correlation_overlap_multiplier": 3.453987931723187 }, { "date": "2024-01-19", "window_start": "2023-01-27", "window_end": "2024-01-19", "gross_absolute_contribution": 0.7479954908595206, "net_score": 0.14533656891860455, "net_to_gross_ratio": 0.19430139712687106, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.22296099777562547, "ordinary_contribution_hhi": 0.15947239043460099, "effective_uncorrelated_component_count": 6.270677935376508, "absolute_correlation_adjusted_concentration_index": 0.5381288045364435, "effective_correlated_component_count": 1.858291159235423, "correlation_overlap_multiplier": 3.3744324209972136 }, { "date": "2024-01-26", "window_start": "2023-02-03", "window_end": "2024-01-26", "gross_absolute_contribution": 0.7854985689721505, "net_score": 0.10948907259327764, "net_to_gross_ratio": 0.13938799753199743, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.20733009251993006, "ordinary_contribution_hhi": 0.15501738170661142, "effective_uncorrelated_component_count": 6.450889500202096, "absolute_correlation_adjusted_concentration_index": 0.52904806395225, "effective_correlated_component_count": 1.8901874293414982, "correlation_overlap_multiplier": 3.4128306008518163 }, { "date": "2024-02-02", "window_start": "2023-02-10", "window_end": "2024-02-02", "gross_absolute_contribution": 0.7484857464725174, "net_score": 0.14775992778838914, "net_to_gross_ratio": 0.19741181242896857, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2196755566180731, "ordinary_contribution_hhi": 0.15877605189770247, "effective_uncorrelated_component_count": 6.298179026672663, "absolute_correlation_adjusted_concentration_index": 0.5257117403124985, "effective_correlated_component_count": 1.9021831230277846, "correlation_overlap_multiplier": 3.3110266569117632 }, { "date": "2024-02-09", "window_start": "2023-02-17", "window_end": "2024-02-09", "gross_absolute_contribution": 0.8449505976215137, "net_score": 0.10838897247721718, "net_to_gross_ratio": 0.1282784730637812, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2057199739878278, "ordinary_contribution_hhi": 0.1519040678486744, "effective_uncorrelated_component_count": 6.583102178647327, "absolute_correlation_adjusted_concentration_index": 0.5122783818600702, "effective_correlated_component_count": 1.952063634559445, "correlation_overlap_multiplier": 3.372380931696956 }, { "date": "2024-02-16", "window_start": "2023-02-24", "window_end": "2024-02-16", "gross_absolute_contribution": 0.885042444152316, "net_score": 0.1316323375809885, "net_to_gross_ratio": 0.14872997159708481, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2105610552094942, "ordinary_contribution_hhi": 0.15434966847345474, "effective_uncorrelated_component_count": 6.478795904715411, "absolute_correlation_adjusted_concentration_index": 0.5158876893119234, "effective_correlated_component_count": 1.9384064026295569, "correlation_overlap_multiplier": 3.342331048807186 }, { "date": "2024-02-23", "window_start": "2023-03-03", "window_end": "2024-02-23", "gross_absolute_contribution": 0.8692031064369894, "net_score": 0.12571744869471327, "net_to_gross_ratio": 0.144635296127795, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.21710146632597718, "ordinary_contribution_hhi": 0.15323005130106934, "effective_uncorrelated_component_count": 6.5261349944677685, "absolute_correlation_adjusted_concentration_index": 0.5097496169042676, "effective_correlated_component_count": 1.9617474282237721, "correlation_overlap_multiplier": 3.3266948132954792 }, { "date": "2024-03-01", "window_start": "2023-03-10", "window_end": "2024-03-01", "gross_absolute_contribution": 0.9411386386442033, "net_score": 0.014269244584158597, "net_to_gross_ratio": 0.015161681816310033, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.18968811142872893, "ordinary_contribution_hhi": 0.14274481976530498, "effective_uncorrelated_component_count": 7.00550816235684, "absolute_correlation_adjusted_concentration_index": 0.48256729794080033, "effective_correlated_component_count": 2.0722498276762145, "correlation_overlap_multiplier": 3.380629144610762 }, { "date": "2024-03-08", "window_start": "2023-03-17", "window_end": "2024-03-08", "gross_absolute_contribution": 0.8865681869408402, "net_score": -0.020927018095866723, "net_to_gross_ratio": 0.023604521800039687, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19606299608322897, "ordinary_contribution_hhi": 0.1436304642041619, "effective_uncorrelated_component_count": 6.962311272478806, "absolute_correlation_adjusted_concentration_index": 0.4758637531591011, "effective_correlated_component_count": 2.1014418378397868, "correlation_overlap_multiplier": 3.313111572783682 }, { "date": "2024-03-15", "window_start": "2023-03-24", "window_end": "2024-03-15", "gross_absolute_contribution": 0.975134997831278, "net_score": 0.01139956300405634, "net_to_gross_ratio": 0.011690240868607139, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.1975332639741147, "ordinary_contribution_hhi": 0.1452979030142816, "effective_uncorrelated_component_count": 6.882411784715902, "absolute_correlation_adjusted_concentration_index": 0.47536446545235483, "effective_correlated_component_count": 2.1036490370570804, "correlation_overlap_multiplier": 3.2716539990644624 }, { "date": "2024-03-22", "window_start": "2023-03-31", "window_end": "2024-03-22", "gross_absolute_contribution": 0.9916532190567227, "net_score": 0.008032214755886224, "net_to_gross_ratio": 0.008099822197447816, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.18397473778686654, "ordinary_contribution_hhi": 0.14064411703869717, "effective_uncorrelated_component_count": 7.110144533986142, "absolute_correlation_adjusted_concentration_index": 0.4685980410723577, "effective_correlated_component_count": 2.134025139566443, "correlation_overlap_multiplier": 3.331799800367238 }, { "date": "2024-03-29", "window_start": "2023-04-07", "window_end": "2024-03-29", "gross_absolute_contribution": 1.0446850754398551, "net_score": -0.042939918831784385, "net_to_gross_ratio": 0.041103218416042676, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.17463553872888282, "ordinary_contribution_hhi": 0.13842694384529416, "effective_uncorrelated_component_count": 7.224027145449365, "absolute_correlation_adjusted_concentration_index": 0.46399463765183885, "effective_correlated_component_count": 2.155197320944808, "correlation_overlap_multiplier": 3.351909857739826 }, { "date": "2024-04-05", "window_start": "2023-04-14", "window_end": "2024-04-05", "gross_absolute_contribution": 1.0431099194333338, "net_score": 0.00791469878442741, "net_to_gross_ratio": 0.00758759804405565, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.1854117781191823, "ordinary_contribution_hhi": 0.14570980982559825, "effective_uncorrelated_component_count": 6.862955906653859, "absolute_correlation_adjusted_concentration_index": 0.4766940512914835, "effective_correlated_component_count": 2.0977815798010266, "correlation_overlap_multiplier": 3.271530254977644 }, { "date": "2024-04-12", "window_start": "2023-04-21", "window_end": "2024-04-12", "gross_absolute_contribution": 1.075304060782591, "net_score": 0.1144004215665054, "net_to_gross_ratio": 0.10638890499794672, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19078683174496686, "ordinary_contribution_hhi": 0.15406559556230937, "effective_uncorrelated_component_count": 6.490741793131654, "absolute_correlation_adjusted_concentration_index": 0.49964069551666696, "effective_correlated_component_count": 2.0014382514737377, "correlation_overlap_multiplier": 3.2430387439393975 }, { "date": "2024-04-19", "window_start": "2023-04-28", "window_end": "2024-04-19", "gross_absolute_contribution": 1.0556846886516305, "net_score": 0.20037719212943586, "net_to_gross_ratio": 0.18980780367797787, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.2010100659698243, "ordinary_contribution_hhi": 0.15838307300161428, "effective_uncorrelated_component_count": 6.313806021365728, "absolute_correlation_adjusted_concentration_index": 0.5179916974129715, "effective_correlated_component_count": 1.930532873392264, "correlation_overlap_multiplier": 3.270499098143474 }, { "date": "2024-04-26", "window_start": "2023-05-05", "window_end": "2024-04-26", "gross_absolute_contribution": 1.1080620121319056, "net_score": 0.1251637692378149, "net_to_gross_ratio": 0.11295736869184825, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19080158023244473, "ordinary_contribution_hhi": 0.1479749883045651, "effective_uncorrelated_component_count": 6.757898827751754, "absolute_correlation_adjusted_concentration_index": 0.51586868640754, "effective_correlated_component_count": 1.938477807141007, "correlation_overlap_multiplier": 3.486188391147352 }, { "date": "2024-05-03", "window_start": "2023-05-12", "window_end": "2024-05-03", "gross_absolute_contribution": 1.0361358708986335, "net_score": 0.08936328626838586, "net_to_gross_ratio": 0.08624668711728095, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19270734518033836, "ordinary_contribution_hhi": 0.14335860160413824, "effective_uncorrelated_component_count": 6.975514470776853, "absolute_correlation_adjusted_concentration_index": 0.5058925275578356, "effective_correlated_component_count": 1.976704429352687, "correlation_overlap_multiplier": 3.5288606466375603 }, { "date": "2024-05-10", "window_start": "2023-05-19", "window_end": "2024-05-10", "gross_absolute_contribution": 1.075545948244244, "net_score": 0.0741117987471698, "net_to_gross_ratio": 0.06890621350780253, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19001567460129548, "ordinary_contribution_hhi": 0.14064889177114429, "effective_uncorrelated_component_count": 7.109903159614951, "absolute_correlation_adjusted_concentration_index": 0.5090867140655626, "effective_correlated_component_count": 1.9643019005819413, "correlation_overlap_multiplier": 3.6195572368527364 }, { "date": "2024-05-17", "window_start": "2023-05-26", "window_end": "2024-05-17", "gross_absolute_contribution": 1.1008900704506073, "net_score": -0.019894740579761788, "net_to_gross_ratio": 0.018071505151843758, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.18279529475854037, "ordinary_contribution_hhi": 0.1354321862526871, "effective_uncorrelated_component_count": 7.383769159084657, "absolute_correlation_adjusted_concentration_index": 0.5025086507250154, "effective_correlated_component_count": 1.9900154923844757, "correlation_overlap_multiplier": 3.7104078773966123 }, { "date": "2024-05-24", "window_start": "2023-06-02", "window_end": "2024-05-24", "gross_absolute_contribution": 1.099636855457012, "net_score": 0.019788169690510476, "net_to_gross_ratio": 0.017995185949170885, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19012657121860152, "ordinary_contribution_hhi": 0.1391386795285646, "effective_uncorrelated_component_count": 7.18707410037411, "absolute_correlation_adjusted_concentration_index": 0.509002645102386, "effective_correlated_component_count": 1.9646263327351663, "correlation_overlap_multiplier": 3.6582397276372736 }, { "date": "2024-05-31", "window_start": "2023-06-09", "window_end": "2024-05-31", "gross_absolute_contribution": 1.069738968075908, "net_score": 0.05144891440918847, "net_to_gross_ratio": 0.04809483055639952, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.19251156316059562, "ordinary_contribution_hhi": 0.14143053646538567, "effective_uncorrelated_component_count": 7.070608830256006, "absolute_correlation_adjusted_concentration_index": 0.512898471804966, "effective_correlated_component_count": 1.9497036060194357, "correlation_overlap_multiplier": 3.6265044637690034 }, { "date": "2024-06-07", "window_start": "2023-06-16", "window_end": "2024-06-07", "gross_absolute_contribution": 1.0783747402529338, "net_score": 0.034213239764229186, "net_to_gross_ratio": 0.03172667022616316, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.18951722559115652, "ordinary_contribution_hhi": 0.1410448569889337, "effective_uncorrelated_component_count": 7.089943024852436, "absolute_correlation_adjusted_concentration_index": 0.5127472691721261, "effective_correlated_component_count": 1.9502785487567484, "correlation_overlap_multiplier": 3.6353489245790502 }, { "date": "2024-06-14", "window_start": "2023-06-23", "window_end": "2024-06-14", "gross_absolute_contribution": 1.0657466380644067, "net_score": 0.0012431394683319053, "net_to_gross_ratio": 0.0011664493453994627, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.17755758673252398, "ordinary_contribution_hhi": 0.1378758987246736, "effective_uncorrelated_component_count": 7.252899232206745, "absolute_correlation_adjusted_concentration_index": 0.5106257987465157, "effective_correlated_component_count": 1.9583812695222218, "correlation_overlap_multiplier": 3.7035174636735593 }, { "date": "2024-06-21", "window_start": "2023-06-30", "window_end": "2024-06-21", "gross_absolute_contribution": 1.0794418790891158, "net_score": 0.016090350113736218, "net_to_gross_ratio": 0.014906175520366152, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.1814089767446, "ordinary_contribution_hhi": 0.13901983209454416, "effective_uncorrelated_component_count": 7.1932182979470385, "absolute_correlation_adjusted_concentration_index": 0.5168568614384715, "effective_correlated_component_count": 1.9347716449325758, "correlation_overlap_multiplier": 3.7178642331186906 }, { "date": "2024-06-28", "window_start": "2023-07-07", "window_end": "2024-06-28", "gross_absolute_contribution": 1.1001257096536825, "net_score": 0.024125382776955945, "net_to_gross_ratio": 0.02192966000635561, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.17967525868727044, "ordinary_contribution_hhi": 0.13843203725774816, "effective_uncorrelated_component_count": 7.223761347512995, "absolute_correlation_adjusted_concentration_index": 0.5251792734579255, "effective_correlated_component_count": 1.9041117015447384, "correlation_overlap_multiplier": 3.7937697361203195 }, { "date": "2024-07-05", "window_start": "2023-07-14", "window_end": "2024-07-05", "gross_absolute_contribution": 1.070538966619223, "net_score": -0.03276888012069648, "net_to_gross_ratio": 0.030609703282619465, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.17114968503105435, "ordinary_contribution_hhi": 0.13525901379095978, "effective_uncorrelated_component_count": 7.39322261764736, "absolute_correlation_adjusted_concentration_index": 0.5225093734453412, "effective_correlated_component_count": 1.9138412645234741, "correlation_overlap_multiplier": 3.8630281176888475 }, { "date": "2024-07-12", "window_start": "2023-07-21", "window_end": "2024-07-12", "gross_absolute_contribution": 1.0331732557469195, "net_score": -0.08187349466152519, "net_to_gross_ratio": 0.07924469028414385, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.16596772710988295, "ordinary_contribution_hhi": 0.13266829855976972, "effective_uncorrelated_component_count": 7.5375957244938965, "absolute_correlation_adjusted_concentration_index": 0.5187322573627327, "effective_correlated_component_count": 1.9277767784946762, "correlation_overlap_multiplier": 3.9099940452544013 }, { "date": "2024-07-19", "window_start": "2023-07-28", "window_end": "2024-07-19", "gross_absolute_contribution": 0.9852146438707237, "net_score": 0.00362302202670739, "net_to_gross_ratio": 0.0036773936007215803, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.1772268429512872, "ordinary_contribution_hhi": 0.14368890529183073, "effective_uncorrelated_component_count": 6.959479564333864, "absolute_correlation_adjusted_concentration_index": 0.5144095785124161, "effective_correlated_component_count": 1.9439762433892227, "correlation_overlap_multiplier": 3.580022949354756 }, { "date": "2024-07-26", "window_start": "2023-08-04", "window_end": "2024-07-26", "gross_absolute_contribution": 0.9478433735736275, "net_score": 0.005747526196930947, "net_to_gross_ratio": 0.006063793193237411, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.17347172281969, "ordinary_contribution_hhi": 0.1440126304877185, "effective_uncorrelated_component_count": 6.943835388697248, "absolute_correlation_adjusted_concentration_index": 0.5200912619853867, "effective_correlated_component_count": 1.92273947495795, "correlation_overlap_multiplier": 3.6114281103263397 }, { "date": "2024-08-02", "window_start": "2023-08-11", "window_end": "2024-08-02", "gross_absolute_contribution": 0.8489580913842193, "net_score": 0.0779595173152384, "net_to_gross_ratio": 0.09182964165890219, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.15025221017666573, "ordinary_contribution_hhi": 0.1309477254856146, "effective_uncorrelated_component_count": 7.636635125135153, "absolute_correlation_adjusted_concentration_index": 0.4907169805776724, "effective_correlated_component_count": 2.0378345147600134, "correlation_overlap_multiplier": 3.7474265303797174 }, { "date": "2024-08-09", "window_start": "2023-08-18", "window_end": "2024-08-09", "gross_absolute_contribution": 0.8419837085441693, "net_score": 0.027077801175786814, "net_to_gross_ratio": 0.03215953099924659, "dominant_driver": "UST_2Y", "dominant_absolute_contribution_share": 0.16644357318247546, "ordinary_contribution_hhi": 0.1366954536899881, "effective_uncorrelated_component_count": 7.31553225074992, "absolute_correlation_adjusted_concentration_index": 0.5197277457271016, "effective_correlated_component_count": 1.9240843080274563, "correlation_overlap_multiplier": 3.802085085476165 }, { "date": "2024-08-16", "window_start": "2023-08-25", "window_end": "2024-08-16", "gross_absolute_contribution": 0.8571937524369764, "net_score": -0.1147653831009994, "net_to_gross_ratio": 0.13388499714880658, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1662218340407049, "ordinary_contribution_hhi": 0.1328704425533015, "effective_uncorrelated_component_count": 7.526128315549533, "absolute_correlation_adjusted_concentration_index": 0.5193127773712121, "effective_correlated_component_count": 1.9256217901320498, "correlation_overlap_multiplier": 3.90841459840015 }, { "date": "2024-08-23", "window_start": "2023-09-01", "window_end": "2024-08-23", "gross_absolute_contribution": 0.7859425360295091, "net_score": -0.17736170415794056, "net_to_gross_ratio": 0.225667521513661, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.189655229872306, "ordinary_contribution_hhi": 0.14117579047094697, "effective_uncorrelated_component_count": 7.083367457438061, "absolute_correlation_adjusted_concentration_index": 0.5499779429300587, "effective_correlated_component_count": 1.818254737039829, "correlation_overlap_multiplier": 3.895695863259505 }, { "date": "2024-08-30", "window_start": "2023-09-08", "window_end": "2024-08-30", "gross_absolute_contribution": 0.8100107816589972, "net_score": -0.1268759964752173, "net_to_gross_ratio": 0.15663494776620177, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1854125924537381, "ordinary_contribution_hhi": 0.13626547361910488, "effective_uncorrelated_component_count": 7.338616110455412, "absolute_correlation_adjusted_concentration_index": 0.5525784670634123, "effective_correlated_component_count": 1.8096977345395597, "correlation_overlap_multiplier": 4.055161240682313 }, { "date": "2024-09-06", "window_start": "2023-09-15", "window_end": "2024-09-06", "gross_absolute_contribution": 0.6957506497373043, "net_score": 0.03562521818927794, "net_to_gross_ratio": 0.05120400275979478, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.18764591581696782, "ordinary_contribution_hhi": 0.13812463446174766, "effective_uncorrelated_component_count": 7.239838164255492, "absolute_correlation_adjusted_concentration_index": 0.5335277486426615, "effective_correlated_component_count": 1.8743167577395596, "correlation_overlap_multiplier": 3.8626545563124517 }, { "date": "2024-09-13", "window_start": "2023-09-22", "window_end": "2024-09-13", "gross_absolute_contribution": 0.6938714914722769, "net_score": -0.1484227186963264, "net_to_gross_ratio": 0.2139051978939194, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.21380821476158637, "ordinary_contribution_hhi": 0.1482349093677932, "effective_uncorrelated_component_count": 6.746049255636868, "absolute_correlation_adjusted_concentration_index": 0.590596934068568, "effective_correlated_component_count": 1.693202152458009, "correlation_overlap_multiplier": 3.9841960074546794 }, { "date": "2024-09-20", "window_start": "2023-09-29", "window_end": "2024-09-20", "gross_absolute_contribution": 0.7415875428840824, "net_score": -0.20489895404053032, "net_to_gross_ratio": 0.27629772911727307, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.20849312206110554, "ordinary_contribution_hhi": 0.14406979538189377, "effective_uncorrelated_component_count": 6.941080171240923, "absolute_correlation_adjusted_concentration_index": 0.5789003912776561, "effective_correlated_component_count": 1.727412893594631, "correlation_overlap_multiplier": 4.018194027020951 }, { "date": "2024-09-27", "window_start": "2023-10-06", "window_end": "2024-09-27", "gross_absolute_contribution": 0.7109202143740408, "net_score": -0.18577959010213113, "net_to_gross_ratio": 0.261322700277567, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.22158574636589334, "ordinary_contribution_hhi": 0.15762099736694393, "effective_uncorrelated_component_count": 6.344332396730023, "absolute_correlation_adjusted_concentration_index": 0.609129467798179, "effective_correlated_component_count": 1.641687117214508, "correlation_overlap_multiplier": 3.864519816354904 }, { "date": "2024-10-04", "window_start": "2023-10-13", "window_end": "2024-10-04", "gross_absolute_contribution": 0.849054846825882, "net_score": -0.06544644611183165, "net_to_gross_ratio": 0.0770815293693894, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1867783410691428, "ordinary_contribution_hhi": 0.14266596901271422, "effective_uncorrelated_component_count": 7.009380070946571, "absolute_correlation_adjusted_concentration_index": 0.5884698076439094, "effective_correlated_component_count": 1.6993225259996902, "correlation_overlap_multiplier": 4.12480854205298 }, { "date": "2024-10-11", "window_start": "2023-10-20", "window_end": "2024-10-11", "gross_absolute_contribution": 0.9105271138983567, "net_score": -0.03714996381296254, "net_to_gross_ratio": 0.040800502528593165, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.17991475805670964, "ordinary_contribution_hhi": 0.1369643375180407, "effective_uncorrelated_component_count": 7.301170641359702, "absolute_correlation_adjusted_concentration_index": 0.5575555247851971, "effective_correlated_component_count": 1.79354334330246, "correlation_overlap_multiplier": 4.070808028489583 }, { "date": "2024-10-18", "window_start": "2023-10-27", "window_end": "2024-10-18", "gross_absolute_contribution": 0.8759962442400153, "net_score": -0.0559799504585311, "net_to_gross_ratio": 0.06390432701808832, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.19164243083047258, "ordinary_contribution_hhi": 0.15553195811220494, "effective_uncorrelated_component_count": 6.4295467769946875, "absolute_correlation_adjusted_concentration_index": 0.5845327904077293, "effective_correlated_component_count": 1.710768012351317, "correlation_overlap_multiplier": 3.7582809186137274 }, { "date": "2024-10-25", "window_start": "2023-11-03", "window_end": "2024-10-25", "gross_absolute_contribution": 0.9753024396007892, "net_score": 0.026852083634817253, "net_to_gross_ratio": 0.027532058307788453, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.1673860508926972, "ordinary_contribution_hhi": 0.14184588179176147, "effective_uncorrelated_component_count": 7.049905061523477, "absolute_correlation_adjusted_concentration_index": 0.5548845986093732, "effective_correlated_component_count": 1.8021765291488625, "correlation_overlap_multiplier": 3.911883740297643 }, { "date": "2024-11-01", "window_start": "2023-11-10", "window_end": "2024-11-01", "gross_absolute_contribution": 1.012867557784352, "net_score": 0.08839678396969397, "net_to_gross_ratio": 0.08727378351722702, "dominant_driver": "UST_10Y", "dominant_absolute_contribution_share": 0.17148176670869125, "ordinary_contribution_hhi": 0.14056100053171375, "effective_uncorrelated_component_count": 7.114348903445499, "absolute_correlation_adjusted_concentration_index": 0.5441373364815448, "effective_correlated_component_count": 1.837771336306595, "correlation_overlap_multiplier": 3.8711828631212333 }, { "date": "2024-11-08", "window_start": "2023-11-17", "window_end": "2024-11-08", "gross_absolute_contribution": 1.0666246502507233, "net_score": -0.07152511732816624, "net_to_gross_ratio": 0.06705743891382351, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.16765160385320388, "ordinary_contribution_hhi": 0.14348163129068014, "effective_uncorrelated_component_count": 6.96953324968891, "absolute_correlation_adjusted_concentration_index": 0.529546039840784, "effective_correlated_component_count": 1.888409929948046, "correlation_overlap_multiplier": 3.690688731911432 }, { "date": "2024-11-15", "window_start": "2023-11-24", "window_end": "2024-11-15", "gross_absolute_contribution": 1.1122220419516076, "net_score": 0.007522563951931932, "net_to_gross_ratio": 0.006763545108971358, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21090549622198246, "ordinary_contribution_hhi": 0.16110664972915598, "effective_uncorrelated_component_count": 6.207068433743408, "absolute_correlation_adjusted_concentration_index": 0.5321151395297359, "effective_correlated_component_count": 1.8792925171867199, "correlation_overlap_multiplier": 3.3028750856919924 }, { "date": "2024-11-22", "window_start": "2023-12-01", "window_end": "2024-11-22", "gross_absolute_contribution": 1.240273033620809, "net_score": -0.07322549085117075, "net_to_gross_ratio": 0.05903981531985651, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.213685036497102, "ordinary_contribution_hhi": 0.15306149909682235, "effective_uncorrelated_component_count": 6.533321611906, "absolute_correlation_adjusted_concentration_index": 0.5276557367805761, "effective_correlated_component_count": 1.8951750740006579, "correlation_overlap_multiplier": 3.447344628754721 }, { "date": "2024-11-29", "window_start": "2023-12-08", "window_end": "2024-11-29", "gross_absolute_contribution": 1.1517728515814092, "net_score": -0.1636266318370809, "net_to_gross_ratio": 0.14206501882069714, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2249833276681933, "ordinary_contribution_hhi": 0.15156876201756034, "effective_uncorrelated_component_count": 6.59766555251103, "absolute_correlation_adjusted_concentration_index": 0.5198719340294492, "effective_correlated_component_count": 1.9235506565033245, "correlation_overlap_multiplier": 3.4299411508633835 }, { "date": "2024-12-06", "window_start": "2023-12-15", "window_end": "2024-12-06", "gross_absolute_contribution": 1.171882337586537, "net_score": -0.18271055161156222, "net_to_gross_ratio": 0.15591202781317628, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22917990227468601, "ordinary_contribution_hhi": 0.15305277330821782, "effective_uncorrelated_component_count": 6.5336940872427, "absolute_correlation_adjusted_concentration_index": 0.5172834196356427, "effective_correlated_component_count": 1.9331762087104334, "correlation_overlap_multiplier": 3.379771620302083 }, { "date": "2024-12-13", "window_start": "2023-12-22", "window_end": "2024-12-13", "gross_absolute_contribution": 1.2522079010875466, "net_score": -0.13192064139549592, "net_to_gross_ratio": 0.1053504304524212, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21919620367374953, "ordinary_contribution_hhi": 0.1501882602037576, "effective_uncorrelated_component_count": 6.658310034641314, "absolute_correlation_adjusted_concentration_index": 0.5230262034794172, "effective_correlated_component_count": 1.911950096089886, "correlation_overlap_multiplier": 3.482470619007353 }, { "date": "2024-12-20", "window_start": "2023-12-29", "window_end": "2024-12-20", "gross_absolute_contribution": 1.1692935453263082, "net_score": 0.02514377717215069, "net_to_gross_ratio": 0.021503391746795244, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.22257890630115057, "ordinary_contribution_hhi": 0.16803966733513936, "effective_uncorrelated_component_count": 5.950975837184882, "absolute_correlation_adjusted_concentration_index": 0.5596298914180101, "effective_correlated_component_count": 1.786895259411831, "correlation_overlap_multiplier": 3.330343961594977 }, { "date": "2024-12-27", "window_start": "2024-01-05", "window_end": "2024-12-27", "gross_absolute_contribution": 1.222790447320465, "net_score": 0.0065333328418538394, "net_to_gross_ratio": 0.005342970135373984, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.20756129417024544, "ordinary_contribution_hhi": 0.1573953036860872, "effective_uncorrelated_component_count": 6.353429718553883, "absolute_correlation_adjusted_concentration_index": 0.5445499693973812, "effective_correlated_component_count": 1.8363787644807625, "correlation_overlap_multiplier": 3.4597599588069294 }, { "date": "2025-01-03", "window_start": "2024-01-12", "window_end": "2025-01-03", "gross_absolute_contribution": 1.28027803986472, "net_score": -0.009843175642227031, "net_to_gross_ratio": 0.007688310926013467, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.21779820630938673, "ordinary_contribution_hhi": 0.15701770046452562, "effective_uncorrelated_component_count": 6.368708731828142, "absolute_correlation_adjusted_concentration_index": 0.5467543272846863, "effective_correlated_component_count": 1.8289750077813574, "correlation_overlap_multiplier": 3.4821190583428034 }, { "date": "2025-01-10", "window_start": "2024-01-19", "window_end": "2025-01-10", "gross_absolute_contribution": 1.3195669018152585, "net_score": 0.09410311076759265, "net_to_gross_ratio": 0.07131363376736713, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.2252949120122337, "ordinary_contribution_hhi": 0.15669055388843814, "effective_uncorrelated_component_count": 6.38200564861101, "absolute_correlation_adjusted_concentration_index": 0.5515236466392701, "effective_correlated_component_count": 1.8131588846526114, "correlation_overlap_multiplier": 3.5198270281943644 }, { "date": "2025-01-17", "window_start": "2024-01-26", "window_end": "2025-01-17", "gross_absolute_contribution": 1.3639969103477294, "net_score": -0.0719105988251067, "net_to_gross_ratio": 0.05272049978967638, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.21215940569168526, "ordinary_contribution_hhi": 0.15392660516516996, "effective_uncorrelated_component_count": 6.496602708329443, "absolute_correlation_adjusted_concentration_index": 0.550306008355286, "effective_correlated_component_count": 1.8171707828317671, "correlation_overlap_multiplier": 3.575119504290916 }, { "date": "2025-01-24", "window_start": "2024-02-02", "window_end": "2025-01-24", "gross_absolute_contribution": 1.3281259250412056, "net_score": -0.13245411565723708, "net_to_gross_ratio": 0.09973008820916408, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21638083734907126, "ordinary_contribution_hhi": 0.14941352507295624, "effective_uncorrelated_component_count": 6.692834530955052, "absolute_correlation_adjusted_concentration_index": 0.5467396447278482, "effective_correlated_component_count": 1.829024124449165, "correlation_overlap_multiplier": 3.65923797367664 }, { "date": "2025-01-31", "window_start": "2024-02-09", "window_end": "2025-01-31", "gross_absolute_contribution": 1.2900536243574299, "net_score": -0.06385672392048139, "net_to_gross_ratio": 0.049499278723617514, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21558060375523608, "ordinary_contribution_hhi": 0.15731800561675016, "effective_uncorrelated_component_count": 6.356551470885966, "absolute_correlation_adjusted_concentration_index": 0.5709216976649092, "effective_correlated_component_count": 1.7515536790597326, "correlation_overlap_multiplier": 3.6290931570525915 }, { "date": "2025-02-07", "window_start": "2024-02-16", "window_end": "2025-02-07", "gross_absolute_contribution": 1.2482216112670372, "net_score": -0.047650739790003394, "net_to_gross_ratio": 0.038174903686881666, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.20473090641078448, "ordinary_contribution_hhi": 0.1562006040158859, "effective_uncorrelated_component_count": 6.402023899333309, "absolute_correlation_adjusted_concentration_index": 0.5752401562967957, "effective_correlated_component_count": 1.738404367382254, "correlation_overlap_multiplier": 3.6827012284683143 }, { "date": "2025-02-14", "window_start": "2024-02-23", "window_end": "2025-02-14", "gross_absolute_contribution": 1.2488399510603623, "net_score": -0.13472182216469375, "net_to_gross_ratio": 0.10787757234248027, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.20764218635965798, "ordinary_contribution_hhi": 0.14846594339725785, "effective_uncorrelated_component_count": 6.735551447810824, "absolute_correlation_adjusted_concentration_index": 0.5609943898381435, "effective_correlated_component_count": 1.782549020300394, "correlation_overlap_multiplier": 3.7786065746880575 }, { "date": "2025-02-21", "window_start": "2024-03-01", "window_end": "2025-02-21", "gross_absolute_contribution": 1.1699827218959449, "net_score": -0.07284272976649292, "net_to_gross_ratio": 0.062259662816602994, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.21709733474213613, "ordinary_contribution_hhi": 0.16110833098439045, "effective_uncorrelated_component_count": 6.207003659524525, "absolute_correlation_adjusted_concentration_index": 0.5967010517394488, "effective_correlated_component_count": 1.6758810749283761, "correlation_overlap_multiplier": 3.7037256117888915 }, { "date": "2025-02-28", "window_start": "2024-03-08", "window_end": "2025-02-28", "gross_absolute_contribution": 1.119284166500198, "net_score": 0.012875969498739925, "net_to_gross_ratio": 0.011503753813475969, "dominant_driver": "DXY", "dominant_absolute_contribution_share": 0.21757215902469632, "ordinary_contribution_hhi": 0.15627974577239953, "effective_uncorrelated_component_count": 6.398781845066256, "absolute_correlation_adjusted_concentration_index": 0.581013022762504, "effective_correlated_component_count": 1.7211318177437167, "correlation_overlap_multiplier": 3.7177755817997777 }, { "date": "2025-03-07", "window_start": "2024-03-15", "window_end": "2025-03-07", "gross_absolute_contribution": 1.081172728826009, "net_score": 0.006366141300717804, "net_to_gross_ratio": 0.005888181537496304, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.20160890190226627, "ordinary_contribution_hhi": 0.14405946660449362, "effective_uncorrelated_component_count": 6.941577832892012, "absolute_correlation_adjusted_concentration_index": 0.5373536807952856, "effective_correlated_component_count": 1.8609717133043475, "correlation_overlap_multiplier": 3.730082399031484 }, { "date": "2025-03-14", "window_start": "2024-03-22", "window_end": "2025-03-14", "gross_absolute_contribution": 1.0418625530369356, "net_score": -0.016709399149371085, "net_to_gross_ratio": 0.01603800722145612, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.19899435346186795, "ordinary_contribution_hhi": 0.14616676534951245, "effective_uncorrelated_component_count": 6.8415005121636945, "absolute_correlation_adjusted_concentration_index": 0.5464522961775518, "effective_correlated_component_count": 1.8299859054395533, "correlation_overlap_multiplier": 3.7385536641717474 }, { "date": "2025-03-21", "window_start": "2024-03-29", "window_end": "2025-03-21", "gross_absolute_contribution": 1.006927670882333, "net_score": -0.07883961815390675, "net_to_gross_ratio": 0.07829720091496001, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2061810776500855, "ordinary_contribution_hhi": 0.15384210781425223, "effective_uncorrelated_component_count": 6.5001709493436755, "absolute_correlation_adjusted_concentration_index": 0.565812907245138, "effective_correlated_component_count": 1.767368660550458, "correlation_overlap_multiplier": 3.6778806224385336 }, { "date": "2025-03-28", "window_start": "2024-04-05", "window_end": "2025-03-28", "gross_absolute_contribution": 1.0582844505464697, "net_score": -0.049557148160866926, "net_to_gross_ratio": 0.046827814710191526, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.19729982323934572, "ordinary_contribution_hhi": 0.14358467073954898, "effective_uncorrelated_component_count": 6.964531762683214, "absolute_correlation_adjusted_concentration_index": 0.5370411117891924, "effective_correlated_component_count": 1.8620548372328993, "correlation_overlap_multiplier": 3.740239880922538 }, { "date": "2025-04-04", "window_start": "2024-04-12", "window_end": "2025-04-04", "gross_absolute_contribution": 1.275346769448007, "net_score": 0.357984199617805, "net_to_gross_ratio": 0.2806955787975587, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.343043955166294, "ordinary_contribution_hhi": 0.192262659877703, "effective_uncorrelated_component_count": 5.201217962115439, "absolute_correlation_adjusted_concentration_index": 0.48758995755438045, "effective_correlated_component_count": 2.0509036014927995, "correlation_overlap_multiplier": 2.5360616453789477 }, { "date": "2025-04-11", "window_start": "2024-04-19", "window_end": "2025-04-11", "gross_absolute_contribution": 1.2344717459157557, "net_score": 0.21563466863737712, "net_to_gross_ratio": 0.17467768650907034, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.28820652028726645, "ordinary_contribution_hhi": 0.17710543025170328, "effective_uncorrelated_component_count": 5.646354256776848, "absolute_correlation_adjusted_concentration_index": 0.4846705308887734, "effective_correlated_component_count": 2.0632572774049867, "correlation_overlap_multiplier": 2.7366215152181206 }, { "date": "2025-04-18", "window_start": "2024-04-26", "window_end": "2025-04-18", "gross_absolute_contribution": 1.0567247245579094, "net_score": 0.0018967731825955125, "net_to_gross_ratio": 0.0017949548624302748, "dominant_driver": "VIX", "dominant_absolute_contribution_share": 0.19954474382948875, "ordinary_contribution_hhi": 0.16393834641123756, "effective_uncorrelated_component_count": 6.099854133525971, "absolute_correlation_adjusted_concentration_index": 0.49237558350170113, "effective_correlated_component_count": 2.03096992114871, "correlation_overlap_multiplier": 3.003419238270114 }, { "date": "2025-04-25", "window_start": "2024-05-03", "window_end": "2025-04-25", "gross_absolute_contribution": 1.0100066201002782, "net_score": -0.1386772590249032, "net_to_gross_ratio": 0.13730331689423447, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2461423202733583, "ordinary_contribution_hhi": 0.1691058699242475, "effective_uncorrelated_component_count": 5.913455283651354, "absolute_correlation_adjusted_concentration_index": 0.5065942077681197, "effective_correlated_component_count": 1.97396650941916, "correlation_overlap_multiplier": 2.9957221945935593 }, { "date": "2025-05-02", "window_start": "2024-05-10", "window_end": "2025-05-02", "gross_absolute_contribution": 1.0436592324635061, "net_score": -0.13443666693857648, "net_to_gross_ratio": 0.1288127990026451, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.24626079579452914, "ordinary_contribution_hhi": 0.16101540895516656, "effective_uncorrelated_component_count": 6.2105857227518015, "absolute_correlation_adjusted_concentration_index": 0.510752692983404, "effective_correlated_component_count": 1.9578947183984663, "correlation_overlap_multiplier": 3.172073382899763 }, { "date": "2025-05-09", "window_start": "2024-05-17", "window_end": "2025-05-09", "gross_absolute_contribution": 1.0625713703116593, "net_score": -0.18600835010482228, "net_to_gross_ratio": 0.17505492365210704, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.263778110742904, "ordinary_contribution_hhi": 0.17056750201616266, "effective_uncorrelated_component_count": 5.862781527428606, "absolute_correlation_adjusted_concentration_index": 0.517987904820793, "effective_correlated_component_count": 1.9305470083243883, "correlation_overlap_multiplier": 3.0368499198147925 }, { "date": "2025-05-16", "window_start": "2024-05-24", "window_end": "2025-05-16", "gross_absolute_contribution": 1.0392834668899327, "net_score": -0.2531340066593986, "net_to_gross_ratio": 0.2435658939296946, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.27160408872923064, "ordinary_contribution_hhi": 0.18151882633723507, "effective_uncorrelated_component_count": 5.509070437366911, "absolute_correlation_adjusted_concentration_index": 0.532865592824676, "effective_correlated_component_count": 1.8766458436527744, "correlation_overlap_multiplier": 2.9355940845204165 }, { "date": "2025-05-23", "window_start": "2024-05-31", "window_end": "2025-05-23", "gross_absolute_contribution": 1.0901688759107961, "net_score": -0.22265882544658325, "net_to_gross_ratio": 0.20424250807982383, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.27230480801836315, "ordinary_contribution_hhi": 0.1799069369504373, "effective_uncorrelated_component_count": 5.558429357704482, "absolute_correlation_adjusted_concentration_index": 0.5219993645323906, "effective_correlated_component_count": 1.915711144391535, "correlation_overlap_multiplier": 2.9014965925199236 }, { "date": "2025-05-30", "window_start": "2024-06-07", "window_end": "2025-05-30", "gross_absolute_contribution": 0.9997890504485647, "net_score": -0.2851523402554936, "net_to_gross_ratio": 0.28521250570563594, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.28428902401940526, "ordinary_contribution_hhi": 0.19414553207593438, "effective_uncorrelated_component_count": 5.150775242197586, "absolute_correlation_adjusted_concentration_index": 0.5518341044890729, "effective_correlated_component_count": 1.8121388146640027, "correlation_overlap_multiplier": 2.842373443202592 }, { "date": "2025-06-06", "window_start": "2024-06-14", "window_end": "2025-06-06", "gross_absolute_contribution": 1.0385883161426743, "net_score": -0.3394191881416785, "net_to_gross_ratio": 0.3268082096304378, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2751169885178457, "ordinary_contribution_hhi": 0.1913214900856105, "effective_uncorrelated_component_count": 5.226804367625041, "absolute_correlation_adjusted_concentration_index": 0.5559873386510008, "effective_correlated_component_count": 1.798602109224848, "correlation_overlap_multiplier": 2.906037050005274 }, { "date": "2025-06-13", "window_start": "2024-06-21", "window_end": "2025-06-13", "gross_absolute_contribution": 1.1075286156028037, "net_score": -0.3872540825385293, "net_to_gross_ratio": 0.3496560513948936, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.26388748106606286, "ordinary_contribution_hhi": 0.1756973150185107, "effective_uncorrelated_component_count": 5.6916066127398945, "absolute_correlation_adjusted_concentration_index": 0.5452997289697187, "effective_correlated_component_count": 1.8338538364751902, "correlation_overlap_multiplier": 3.1036315433293233 }, { "date": "2025-06-20", "window_start": "2024-06-28", "window_end": "2025-06-20", "gross_absolute_contribution": 1.0935494810922586, "net_score": -0.3784913297011028, "net_to_gross_ratio": 0.3461126691067132, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2574951782380217, "ordinary_contribution_hhi": 0.17143993716322192, "effective_uncorrelated_component_count": 5.832946608280282, "absolute_correlation_adjusted_concentration_index": 0.5411883443259453, "effective_correlated_component_count": 1.8477855454287517, "correlation_overlap_multiplier": 3.156722717476844 }, { "date": "2025-06-27", "window_start": "2024-07-05", "window_end": "2025-06-27", "gross_absolute_contribution": 1.0274434855196102, "net_score": -0.46697394202969683, "net_to_gross_ratio": 0.4545008544129642, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2881839721038499, "ordinary_contribution_hhi": 0.19085943916995235, "effective_uncorrelated_component_count": 5.239457919131481, "absolute_correlation_adjusted_concentration_index": 0.5677337106814876, "effective_correlated_component_count": 1.7613891533755062, "correlation_overlap_multiplier": 2.9746168863880214 }, { "date": "2025-07-04", "window_start": "2024-07-12", "window_end": "2025-07-04", "gross_absolute_contribution": 1.0775473173717676, "net_score": -0.4807820765858166, "net_to_gross_ratio": 0.4461818695428487, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2781544726267552, "ordinary_contribution_hhi": 0.18569525938578804, "effective_uncorrelated_component_count": 5.385167092082124, "absolute_correlation_adjusted_concentration_index": 0.5693030143742694, "effective_correlated_component_count": 1.7565338225006886, "correlation_overlap_multiplier": 3.0657918584314725 }, { "date": "2025-07-11", "window_start": "2024-07-19", "window_end": "2025-07-11", "gross_absolute_contribution": 1.121343463128964, "net_score": -0.5043815352415888, "net_to_gross_ratio": 0.44980111074458606, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.29975990108508405, "ordinary_contribution_hhi": 0.19303555194099725, "effective_uncorrelated_component_count": 5.180392885895223, "absolute_correlation_adjusted_concentration_index": 0.5866146850822228, "effective_correlated_component_count": 1.7046964991335583, "correlation_overlap_multiplier": 3.0388945413616137 }, { "date": "2025-07-18", "window_start": "2024-07-26", "window_end": "2025-07-18", "gross_absolute_contribution": 1.106529049542925, "net_score": -0.4847808345735143, "net_to_gross_ratio": 0.43810945114704686, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.3054603314383415, "ordinary_contribution_hhi": 0.19956681735710902, "effective_uncorrelated_component_count": 5.010853072886256, "absolute_correlation_adjusted_concentration_index": 0.6037720820558364, "effective_correlated_component_count": 1.6562541225738898, "correlation_overlap_multiplier": 3.025413192692421 }, { "date": "2025-07-25", "window_start": "2024-08-02", "window_end": "2025-07-25", "gross_absolute_contribution": 1.136003140997847, "net_score": -0.5238735397773986, "net_to_gross_ratio": 0.461155009938825, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.29629345270420976, "ordinary_contribution_hhi": 0.1912249010138976, "effective_uncorrelated_component_count": 5.229444464072821, "absolute_correlation_adjusted_concentration_index": 0.5929790036912178, "effective_correlated_component_count": 1.6864003510666128, "correlation_overlap_multiplier": 3.1009507681644557 }, { "date": "2025-08-01", "window_start": "2024-08-09", "window_end": "2025-08-01", "gross_absolute_contribution": 1.0605233263349025, "net_score": -0.4202048399134748, "net_to_gross_ratio": 0.3962240428653979, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.30175625241001147, "ordinary_contribution_hhi": 0.19549553986628165, "effective_uncorrelated_component_count": 5.11520621229516, "absolute_correlation_adjusted_concentration_index": 0.5842364867226235, "effective_correlated_component_count": 1.711635652216236, "correlation_overlap_multiplier": 2.9884901063330624 }, { "date": "2025-08-08", "window_start": "2024-08-16", "window_end": "2025-08-08", "gross_absolute_contribution": 1.0942053172232207, "net_score": -0.5333020835164493, "net_to_gross_ratio": 0.48738758176556574, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.30428807758221854, "ordinary_contribution_hhi": 0.20177093816746605, "effective_uncorrelated_component_count": 4.956115132745326, "absolute_correlation_adjusted_concentration_index": 0.5825908523270501, "effective_correlated_component_count": 1.7164704801074153, "correlation_overlap_multiplier": 2.887387339417091 }, { "date": "2025-08-15", "window_start": "2024-08-23", "window_end": "2025-08-15", "gross_absolute_contribution": 1.1045184694991521, "net_score": -0.5234505384713165, "net_to_gross_ratio": 0.4739174155310205, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.3039136849312162, "ordinary_contribution_hhi": 0.19844981247265286, "effective_uncorrelated_component_count": 5.039057419808869, "absolute_correlation_adjusted_concentration_index": 0.5740942007140994, "effective_correlated_component_count": 1.7418744149586052, "correlation_overlap_multiplier": 2.8928936417776248 }, { "date": "2025-08-22", "window_start": "2024-08-30", "window_end": "2025-08-22", "gross_absolute_contribution": 1.1126855308149577, "net_score": -0.5664475059786245, "net_to_gross_ratio": 0.5090813983747453, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2998738827056421, "ordinary_contribution_hhi": 0.1953168642732935, "effective_uncorrelated_component_count": 5.119885595750547, "absolute_correlation_adjusted_concentration_index": 0.5610126465439553, "effective_correlated_component_count": 1.7824910118521722, "correlation_overlap_multiplier": 2.8723205680742896 }, { "date": "2025-08-29", "window_start": "2024-09-06", "window_end": "2025-08-29", "gross_absolute_contribution": 1.063238935983593, "net_score": -0.5374985577919418, "net_to_gross_ratio": 0.5055294154504477, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.28325730824571177, "ordinary_contribution_hhi": 0.19583200055609812, "effective_uncorrelated_component_count": 5.106417731322413, "absolute_correlation_adjusted_concentration_index": 0.5530029112505818, "effective_correlated_component_count": 1.8083087442316752, "correlation_overlap_multiplier": 2.823863871482885 }, { "date": "2025-09-05", "window_start": "2024-09-13", "window_end": "2025-09-05", "gross_absolute_contribution": 1.0827967162792047, "net_score": -0.5753139713917373, "net_to_gross_ratio": 0.5313222350439689, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.28608451810992164, "ordinary_contribution_hhi": 0.1968694044405147, "effective_uncorrelated_component_count": 5.079509448621084, "absolute_correlation_adjusted_concentration_index": 0.5285871632817554, "effective_correlated_component_count": 1.8918355750288343, "correlation_overlap_multiplier": 2.684963490309492 }, { "date": "2025-09-12", "window_start": "2024-09-20", "window_end": "2025-09-12", "gross_absolute_contribution": 1.1244675384388936, "net_score": -0.6292075806509557, "net_to_gross_ratio": 0.5595604667472119, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2940940767272174, "ordinary_contribution_hhi": 0.1983967375174149, "effective_uncorrelated_component_count": 5.040405464894411, "absolute_correlation_adjusted_concentration_index": 0.5302178834301255, "effective_correlated_component_count": 1.8860171096657934, "correlation_overlap_multiplier": 2.6725131172259524 }, { "date": "2025-09-19", "window_start": "2024-09-27", "window_end": "2025-09-19", "gross_absolute_contribution": 1.1268284623103333, "net_score": -0.612797840813631, "net_to_gross_ratio": 0.543825312645381, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2920715941624939, "ordinary_contribution_hhi": 0.2011364101740498, "effective_uncorrelated_component_count": 4.971750262096593, "absolute_correlation_adjusted_concentration_index": 0.54380099531197, "effective_correlated_component_count": 1.8389079987364052, "correlation_overlap_multiplier": 2.7036427409706754 }, { "date": "2025-09-26", "window_start": "2024-10-04", "window_end": "2025-09-26", "gross_absolute_contribution": 1.1277235253403948, "net_score": -0.6021158778223439, "net_to_gross_ratio": 0.5339215368772233, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2714932032990307, "ordinary_contribution_hhi": 0.19668879201915604, "effective_uncorrelated_component_count": 5.084173784048699, "absolute_correlation_adjusted_concentration_index": 0.552782570926004, "effective_correlated_component_count": 1.8090295399958638, "correlation_overlap_multiplier": 2.81044265538103 }, { "date": "2025-10-03", "window_start": "2024-10-11", "window_end": "2025-10-03", "gross_absolute_contribution": 1.1731972040943743, "net_score": -0.6344372194738968, "net_to_gross_ratio": 0.5407762797761163, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.30205487245819873, "ordinary_contribution_hhi": 0.20888764999918252, "effective_uncorrelated_component_count": 4.787262435112432, "absolute_correlation_adjusted_concentration_index": 0.5905889839061335, "effective_correlated_component_count": 1.6932249453520745, "correlation_overlap_multiplier": 2.8273044572450536 }, { "date": "2025-10-10", "window_start": "2024-10-18", "window_end": "2025-10-10", "gross_absolute_contribution": 1.174880339865477, "net_score": -0.47365665988964645, "net_to_gross_ratio": 0.4031531074423118, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2720393052209813, "ordinary_contribution_hhi": 0.1924999984814791, "effective_uncorrelated_component_count": 5.194805235784002, "absolute_correlation_adjusted_concentration_index": 0.5871738853420514, "effective_correlated_component_count": 1.7030730162964614, "correlation_overlap_multiplier": 3.0502539738905234 }, { "date": "2025-10-17", "window_start": "2024-10-25", "window_end": "2025-10-17", "gross_absolute_contribution": 1.1584146346812683, "net_score": -0.5151134647938753, "net_to_gross_ratio": 0.444671061096881, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.26742296952089945, "ordinary_contribution_hhi": 0.19980363346340352, "effective_uncorrelated_component_count": 5.0049139881290605, "absolute_correlation_adjusted_concentration_index": 0.6176063357965669, "effective_correlated_component_count": 1.6191543739755119, "correlation_overlap_multiplier": 3.0910665891853717 }, { "date": "2025-10-24", "window_start": "2024-11-01", "window_end": "2025-10-24", "gross_absolute_contribution": 1.148137267266017, "net_score": -0.6266571934530016, "net_to_gross_ratio": 0.5458033732719249, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2710840385072708, "ordinary_contribution_hhi": 0.20895968658100197, "effective_uncorrelated_component_count": 4.7856120783965475, "absolute_correlation_adjusted_concentration_index": 0.6510923300867123, "effective_correlated_component_count": 1.5358804792967231, "correlation_overlap_multiplier": 3.115875319014322 }, { "date": "2025-10-31", "window_start": "2024-11-08", "window_end": "2025-10-31", "gross_absolute_contribution": 1.153248406895714, "net_score": -0.5416598607155527, "net_to_gross_ratio": 0.46968186340146745, "dominant_driver": "BTC", "dominant_absolute_contribution_share": 0.2649626480256025, "ordinary_contribution_hhi": 0.20156414598927125, "effective_uncorrelated_component_count": 4.961199796184126, "absolute_correlation_adjusted_concentration_index": 0.662222419852569, "effective_correlated_component_count": 1.510066663437083, "correlation_overlap_multiplier": 3.285417734401124 }, { "date": "2025-11-07", "window_start": "2024-11-15", "window_end": "2025-11-07", "gross_absolute_contribution": 1.1265766520234077, "net_score": -0.48165569132885744, "net_to_gross_ratio": 0.42753920957244346, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.25184579158100245, "ordinary_contribution_hhi": 0.19726004208073863, "effective_uncorrelated_component_count": 5.069450403902375, "absolute_correlation_adjusted_concentration_index": 0.6620809671376544, "effective_correlated_component_count": 1.5103892871641609, "correlation_overlap_multiplier": 3.3563866262720574 }, { "date": "2025-11-14", "window_start": "2024-11-22", "window_end": "2025-11-14", "gross_absolute_contribution": 1.115955902625338, "net_score": -0.4483621709259428, "net_to_gross_ratio": 0.4017740932873333, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.26505583374189184, "ordinary_contribution_hhi": 0.19388808320425463, "effective_uncorrelated_component_count": 5.157614555127317, "absolute_correlation_adjusted_concentration_index": 0.6452096835837898, "effective_correlated_component_count": 1.5498837439102624, "correlation_overlap_multiplier": 3.3277428551608454 }, { "date": "2025-11-21", "window_start": "2024-11-29", "window_end": "2025-11-21", "gross_absolute_contribution": 1.1550593012514805, "net_score": -0.3133535498445318, "net_to_gross_ratio": 0.2712878460049803, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2547915312669947, "ordinary_contribution_hhi": 0.16935932200498144, "effective_uncorrelated_component_count": 5.904605593370211, "absolute_correlation_adjusted_concentration_index": 0.5969287941521357, "effective_correlated_component_count": 1.6752416867750157, "correlation_overlap_multiplier": 3.5246290967944356 }, { "date": "2025-11-28", "window_start": "2024-12-06", "window_end": "2025-11-28", "gross_absolute_contribution": 1.1230225582448976, "net_score": -0.5347685900530583, "net_to_gross_ratio": 0.4761868638585631, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.27931067575728324, "ordinary_contribution_hhi": 0.19466091405774247, "effective_uncorrelated_component_count": 5.137138109314379, "absolute_correlation_adjusted_concentration_index": 0.6240081293705148, "effective_correlated_component_count": 1.602543224891601, "correlation_overlap_multiplier": 3.205615941911249 }, { "date": "2025-12-05", "window_start": "2024-12-13", "window_end": "2025-12-05", "gross_absolute_contribution": 1.1320773896976115, "net_score": -0.5504055367156488, "net_to_gross_ratio": 0.48619073371182453, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2764240408917617, "ordinary_contribution_hhi": 0.19387957331193684, "effective_uncorrelated_component_count": 5.157840936605939, "absolute_correlation_adjusted_concentration_index": 0.6148211499583673, "effective_correlated_component_count": 1.6264892645084104, "correlation_overlap_multiplier": 3.1711496959464056 }, { "date": "2025-12-12", "window_start": "2024-12-20", "window_end": "2025-12-12", "gross_absolute_contribution": 1.1430334842420862, "net_score": -0.5509625531101718, "net_to_gross_ratio": 0.4820178592366433, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.28421181924186917, "ordinary_contribution_hhi": 0.19691259206423795, "effective_uncorrelated_component_count": 5.0783953911579935, "absolute_correlation_adjusted_concentration_index": 0.6083946795982053, "effective_correlated_component_count": 1.643669863550447, "correlation_overlap_multiplier": 3.0896687368765696 }, { "date": "2025-12-19", "window_start": "2024-12-27", "window_end": "2025-12-19", "gross_absolute_contribution": 1.1633055219453876, "net_score": -0.5623957714487033, "net_to_gross_ratio": 0.4834463181333592, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2864684294166349, "ordinary_contribution_hhi": 0.19198090216711566, "effective_uncorrelated_component_count": 5.208851446741923, "absolute_correlation_adjusted_concentration_index": 0.5918120413951836, "effective_correlated_component_count": 1.6897256731081753, "correlation_overlap_multiplier": 3.082661008020593 }, { "date": "2025-12-26", "window_start": "2025-01-03", "window_end": "2025-12-26", "gross_absolute_contribution": 1.213891396660127, "net_score": -0.6336165238093505, "net_to_gross_ratio": 0.5219713440202876, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2934315739035618, "ordinary_contribution_hhi": 0.19046289677850492, "effective_uncorrelated_component_count": 5.250366433116526, "absolute_correlation_adjusted_concentration_index": 0.5760784713752427, "effective_correlated_component_count": 1.7358746241857486, "correlation_overlap_multiplier": 3.024623068949654 }, { "date": "2026-01-02", "window_start": "2025-01-10", "window_end": "2026-01-02", "gross_absolute_contribution": 1.1662688163380008, "net_score": -0.5792901035427488, "net_to_gross_ratio": 0.49670375768227903, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.28022702557974416, "ordinary_contribution_hhi": 0.1919111244655219, "effective_uncorrelated_component_count": 5.210745353011866, "absolute_correlation_adjusted_concentration_index": 0.5663768550295312, "effective_correlated_component_count": 1.765608871760587, "correlation_overlap_multiplier": 2.951245565398605 }, { "date": "2026-01-09", "window_start": "2025-01-17", "window_end": "2026-01-09", "gross_absolute_contribution": 1.2121839274674455, "net_score": -0.6042424967406949, "net_to_gross_ratio": 0.49847426867233596, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.28946567148301505, "ordinary_contribution_hhi": 0.19265664904532553, "effective_uncorrelated_component_count": 5.190581300750924, "absolute_correlation_adjusted_concentration_index": 0.5641060558039063, "effective_correlated_component_count": 1.7727162999072972, "correlation_overlap_multiplier": 2.928038344896113 }, { "date": "2026-01-16", "window_start": "2025-01-24", "window_end": "2026-01-16", "gross_absolute_contribution": 1.2325199292038762, "net_score": -0.594739819554627, "net_to_gross_ratio": 0.4825397183952947, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2955790863573383, "ordinary_contribution_hhi": 0.19825254348983143, "effective_uncorrelated_component_count": 5.0440714777073765, "absolute_correlation_adjusted_concentration_index": 0.5633824467088446, "effective_correlated_component_count": 1.7749931788641593, "correlation_overlap_multiplier": 2.8417413304850796 }, { "date": "2026-01-23", "window_start": "2025-01-31", "window_end": "2026-01-23", "gross_absolute_contribution": 1.239000768530554, "net_score": -0.6763153305113663, "net_to_gross_ratio": 0.5458554568238657, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.3368550585853747, "ordinary_contribution_hhi": 0.2146575237436025, "effective_uncorrelated_component_count": 4.658583508092868, "absolute_correlation_adjusted_concentration_index": 0.582331218442849, "effective_correlated_component_count": 1.717235772923175, "correlation_overlap_multiplier": 2.712838610485482 }, { "date": "2026-01-30", "window_start": "2025-02-07", "window_end": "2026-01-30", "gross_absolute_contribution": 1.167447149659325, "net_score": -0.6462736367874001, "net_to_gross_ratio": 0.5535784955884216, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.326761934126197, "ordinary_contribution_hhi": 0.2140826490146217, "effective_uncorrelated_component_count": 4.671093171739017, "absolute_correlation_adjusted_concentration_index": 0.5888155983308908, "effective_correlated_component_count": 1.6983245736605639, "correlation_overlap_multiplier": 2.7504125207768477 }, { "date": "2026-02-06", "window_start": "2025-02-14", "window_end": "2026-02-06", "gross_absolute_contribution": 1.1408927867253662, "net_score": -0.5496936657087577, "net_to_gross_ratio": 0.4818100982884722, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.3628240338586609, "ordinary_contribution_hhi": 0.22825239602963143, "effective_uncorrelated_component_count": 4.381115017387074, "absolute_correlation_adjusted_concentration_index": 0.6209438256669312, "effective_correlated_component_count": 1.6104516361458938, "correlation_overlap_multiplier": 2.7204263195831735 }, { "date": "2026-02-13", "window_start": "2025-02-21", "window_end": "2026-02-13", "gross_absolute_contribution": 1.1361803956768073, "net_score": -0.5829433949410313, "net_to_gross_ratio": 0.5130729214824903, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.3728542921290719, "ordinary_contribution_hhi": 0.2274890746252805, "effective_uncorrelated_component_count": 4.395815498600088, "absolute_correlation_adjusted_concentration_index": 0.6325719232357948, "effective_correlated_component_count": 1.5808479056179108, "correlation_overlap_multiplier": 2.7806694641391716 }, { "date": "2026-02-20", "window_start": "2025-02-28", "window_end": "2026-02-20", "gross_absolute_contribution": 1.1195540703844609, "net_score": -0.6082510741250785, "net_to_gross_ratio": 0.5432976309185333, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.3829496841999293, "ordinary_contribution_hhi": 0.23917565181364156, "effective_uncorrelated_component_count": 4.181027593808628, "absolute_correlation_adjusted_concentration_index": 0.6562873113352955, "effective_correlated_component_count": 1.5237228919836645, "correlation_overlap_multiplier": 2.7439553581593445 }, { "date": "2026-02-27", "window_start": "2025-03-07", "window_end": "2026-02-27", "gross_absolute_contribution": 1.1216394943052084, "net_score": -0.6212499820222858, "net_to_gross_ratio": 0.5538767002914021, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.39005402557709173, "ordinary_contribution_hhi": 0.23863551433147068, "effective_uncorrelated_component_count": 4.190491104400224, "absolute_correlation_adjusted_concentration_index": 0.6666379898478708, "effective_correlated_component_count": 1.5000645256178748, "correlation_overlap_multiplier": 2.7935405663127493 }, { "date": "2026-03-06", "window_start": "2025-03-14", "window_end": "2026-03-06", "gross_absolute_contribution": 1.4927569331961799, "net_score": -0.5402453367356769, "net_to_gross_ratio": 0.3619111221134601, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.29308187439683003, "ordinary_contribution_hhi": 0.1722819358433432, "effective_uncorrelated_component_count": 5.804439073109237, "absolute_correlation_adjusted_concentration_index": 0.5079306691217411, "effective_correlated_component_count": 1.9687726313693403, "correlation_overlap_multiplier": 2.9482526222807537 }, { "date": "2026-03-13", "window_start": "2025-03-21", "window_end": "2026-03-13", "gross_absolute_contribution": 1.56113861117592, "net_score": -0.5663279540026562, "net_to_gross_ratio": 0.3627659645007899, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.27403240508891435, "ordinary_contribution_hhi": 0.16118752123204833, "effective_uncorrelated_component_count": 6.203954204124665, "absolute_correlation_adjusted_concentration_index": 0.4899127982342882, "effective_correlated_component_count": 2.041179580537873, "correlation_overlap_multiplier": 3.039396564260091 }, { "date": "2026-03-20", "window_start": "2025-03-28", "window_end": "2026-03-20", "gross_absolute_contribution": 1.4777010509617265, "net_score": -0.488378856542651, "net_to_gross_ratio": 0.33049909264448396, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24486986722684131, "ordinary_contribution_hhi": 0.1543381695807187, "effective_uncorrelated_component_count": 6.479278604357175, "absolute_correlation_adjusted_concentration_index": 0.4928989756156651, "effective_correlated_component_count": 2.0288133055073416, "correlation_overlap_multiplier": 3.193629786816148 }, { "date": "2026-03-27", "window_start": "2025-04-04", "window_end": "2026-03-27", "gross_absolute_contribution": 1.5456667134602606, "net_score": -0.3628625015253488, "net_to_gross_ratio": 0.23476115411259266, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.22716297259926138, "ordinary_contribution_hhi": 0.14996095952246033, "effective_uncorrelated_component_count": 6.668402250721965, "absolute_correlation_adjusted_concentration_index": 0.4831751268381982, "effective_correlated_component_count": 2.069642960604783, "correlation_overlap_multiplier": 3.222006103300712 }, { "date": "2026-04-03", "window_start": "2025-04-11", "window_end": "2026-04-03", "gross_absolute_contribution": 1.523435357510544, "net_score": -0.6355086157498753, "net_to_gross_ratio": 0.41715496008203734, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24480205088563434, "ordinary_contribution_hhi": 0.16480591747799903, "effective_uncorrelated_component_count": 6.067743290428247, "absolute_correlation_adjusted_concentration_index": 0.5188603780239746, "effective_correlated_component_count": 1.9273007582664057, "correlation_overlap_multiplier": 3.148311577424036 }, { "date": "2026-04-10", "window_start": "2025-04-18", "window_end": "2026-04-10", "gross_absolute_contribution": 1.3477348103358529, "net_score": -0.7158010874657941, "net_to_gross_ratio": 0.531114193961806, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2879233838490181, "ordinary_contribution_hhi": 0.18477286812491817, "effective_uncorrelated_component_count": 5.412049994937226, "absolute_correlation_adjusted_concentration_index": 0.5769364802398024, "effective_correlated_component_count": 1.7332930647483968, "correlation_overlap_multiplier": 3.122409074960923 }, { "date": "2026-04-17", "window_start": "2025-04-25", "window_end": "2026-04-17", "gross_absolute_contribution": 1.2913933923667504, "net_score": -0.7404557715370909, "net_to_gross_ratio": 0.5733773890387108, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.31062378744953895, "ordinary_contribution_hhi": 0.1961125955446628, "effective_uncorrelated_component_count": 5.099111544685356, "absolute_correlation_adjusted_concentration_index": 0.6203176552173306, "effective_correlated_component_count": 1.6120772826458507, "correlation_overlap_multiplier": 3.163068917090841 }, { "date": "2026-04-24", "window_start": "2025-05-02", "window_end": "2026-04-24", "gross_absolute_contribution": 1.3571730295454474, "net_score": -0.7563724320222758, "net_to_gross_ratio": 0.557314664789356, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.28192905816842007, "ordinary_contribution_hhi": 0.1870143405382937, "effective_uncorrelated_component_count": 5.347183521443569, "absolute_correlation_adjusted_concentration_index": 0.6036580002988096, "effective_correlated_component_count": 1.6565671282497738, "correlation_overlap_multiplier": 3.2278701117853714 }, { "date": "2026-05-01", "window_start": "2025-05-09", "window_end": "2026-05-01", "gross_absolute_contribution": 1.4331622465554588, "net_score": -0.8278651942165712, "net_to_gross_ratio": 0.5776493179375246, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.258159815547165, "ordinary_contribution_hhi": 0.18012698546951636, "effective_uncorrelated_component_count": 5.551639013962371, "absolute_correlation_adjusted_concentration_index": 0.5859248827981505, "effective_correlated_component_count": 1.7067034177220586, "correlation_overlap_multiplier": 3.2528434385935414 }, { "date": "2026-05-08", "window_start": "2025-05-16", "window_end": "2026-05-08", "gross_absolute_contribution": 1.4278364526785996, "net_score": -0.8215392892323952, "net_to_gross_ratio": 0.5753735224305276, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2677943820365944, "ordinary_contribution_hhi": 0.18025282811530735, "effective_uncorrelated_component_count": 5.547763163861719, "absolute_correlation_adjusted_concentration_index": 0.585825172471203, "effective_correlated_component_count": 1.7069939070417057, "correlation_overlap_multiplier": 3.250019312298678 }, { "date": "2026-05-15", "window_start": "2025-05-23", "window_end": "2026-05-15", "gross_absolute_contribution": 1.5069659107917481, "net_score": -0.7680787337570759, "net_to_gross_ratio": 0.5096855398364873, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.23878905145236817, "ordinary_contribution_hhi": 0.17550992221995065, "effective_uncorrelated_component_count": 5.697683568834306, "absolute_correlation_adjusted_concentration_index": 0.555196734494979, "effective_correlated_component_count": 1.8011633316064537, "correlation_overlap_multiplier": 3.1633353116025047 }, { "date": "2026-05-22", "window_start": "2025-05-30", "window_end": "2026-05-22", "gross_absolute_contribution": 1.4541509077425454, "net_score": -0.7233657646567133, "net_to_gross_ratio": 0.49744889667584885, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24418776161400071, "ordinary_contribution_hhi": 0.1707211076350616, "effective_uncorrelated_component_count": 5.857506513709067, "absolute_correlation_adjusted_concentration_index": 0.5303389355467854, "effective_correlated_component_count": 1.8855866182425185, "correlation_overlap_multiplier": 3.106463769438828 }, { "date": "2026-05-29", "window_start": "2025-06-06", "window_end": "2026-05-29", "gross_absolute_contribution": 1.3862221124713097, "net_score": -0.7240092916241129, "net_to_gross_ratio": 0.5222895271331185, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.26005213040882447, "ordinary_contribution_hhi": 0.17442736684673563, "effective_uncorrelated_component_count": 5.7330453246976525, "absolute_correlation_adjusted_concentration_index": 0.5170921913603298, "effective_correlated_component_count": 1.933891125621662, "correlation_overlap_multiplier": 2.9645129701160027 }, { "date": "2026-06-05", "window_start": "2025-06-13", "window_end": "2026-06-05", "gross_absolute_contribution": 1.3803160284514795, "net_score": -0.4824011529696856, "net_to_gross_ratio": 0.3494860184380181, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2390218922540789, "ordinary_contribution_hhi": 0.16269514662139375, "effective_uncorrelated_component_count": 6.146464850159851, "absolute_correlation_adjusted_concentration_index": 0.4958294674361304, "effective_correlated_component_count": 2.0168224473847225, "correlation_overlap_multiplier": 3.047598393269654 }, { "date": "2026-06-12", "window_start": "2025-06-20", "window_end": "2026-06-12", "gross_absolute_contribution": 1.2623473527713558, "net_score": -0.5322256277707023, "net_to_gross_ratio": 0.42161583070004843, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24812562803759552, "ordinary_contribution_hhi": 0.17657341707554922, "effective_uncorrelated_component_count": 5.663366641265922, "absolute_correlation_adjusted_concentration_index": 0.5261477975944905, "effective_correlated_component_count": 1.9006066443153946, "correlation_overlap_multiplier": 2.979767885272172 }, { "date": "2026-06-19", "window_start": "2025-06-27", "window_end": "2026-06-19", "gross_absolute_contribution": 1.2691996426585517, "net_score": -0.4696949824525867, "net_to_gross_ratio": 0.3700717890754615, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24776697150991275, "ordinary_contribution_hhi": 0.17183179583678784, "effective_uncorrelated_component_count": 5.819644700389658, "absolute_correlation_adjusted_concentration_index": 0.5168429625779165, "effective_correlated_component_count": 1.9348236745106988, "correlation_overlap_multiplier": 3.007842408100262 }, { "date": "2026-06-26", "window_start": "2025-07-04", "window_end": "2026-06-26", "gross_absolute_contribution": 1.1405571132794363, "net_score": -0.34015881479882804, "net_to_gross_ratio": 0.29823917701128677, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.25827111409995507, "ordinary_contribution_hhi": 0.18643398594045588, "effective_uncorrelated_component_count": 5.3638288907226634, "absolute_correlation_adjusted_concentration_index": 0.5208723342203186, "effective_correlated_component_count": 1.9198562378953685, "correlation_overlap_multiplier": 2.793870074669096 }, { "date": "2026-07-03", "window_start": "2025-07-11", "window_end": "2026-07-03", "gross_absolute_contribution": 1.1972599480064463, "net_score": -0.398661852869472, "net_to_gross_ratio": 0.33297852611981427, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.2508096170774988, "ordinary_contribution_hhi": 0.18053776493041998, "effective_uncorrelated_component_count": 5.539007311768838, "absolute_correlation_adjusted_concentration_index": 0.5168358798531801, "effective_correlated_component_count": 1.9348501893561927, "correlation_overlap_multiplier": 2.8627577174912453 }, { "date": "2026-07-10", "window_start": "2025-07-18", "window_end": "2026-07-10", "gross_absolute_contribution": 1.2651786689369862, "net_score": -0.4348857872811988, "net_to_gross_ratio": 0.3437346818742949, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.24330364480332867, "ordinary_contribution_hhi": 0.17042434525028852, "effective_uncorrelated_component_count": 5.867706274777706, "absolute_correlation_adjusted_concentration_index": 0.5151645775261035, "effective_correlated_component_count": 1.9411272506392967, "correlation_overlap_multiplier": 3.022834424093123 }, { "date": "2026-07-17", "window_start": "2025-07-25", "window_end": "2026-07-17", "gross_absolute_contribution": 1.2653542672278648, "net_score": -0.43042736832971057, "net_to_gross_ratio": 0.3401635253285152, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.23566062807720725, "ordinary_contribution_hhi": 0.16814403329087105, "effective_uncorrelated_component_count": 5.947282103493425, "absolute_correlation_adjusted_concentration_index": 0.539951426815011, "effective_correlated_component_count": 1.852018441545119, "correlation_overlap_multiplier": 3.2112434574526545 }, { "date": "2026-07-24", "window_start": "2025-08-01", "window_end": "2026-07-24", "gross_absolute_contribution": 1.359986936234657, "net_score": -0.44070973977503874, "net_to_gross_ratio": 0.3240543920188047, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.21651303784422207, "ordinary_contribution_hhi": 0.16166111823170076, "effective_uncorrelated_component_count": 6.185779307593, "absolute_correlation_adjusted_concentration_index": 0.545744236588703, "effective_correlated_component_count": 1.832360166093049, "correlation_overlap_multiplier": 3.375853405928537 }, { "date": "2026-07-31", "window_start": "2025-08-08", "window_end": "2026-07-31", "gross_absolute_contribution": 1.316096755265845, "net_score": -0.4959854152126396, "net_to_gross_ratio": 0.37686090572607867, "dominant_driver": "SPX", "dominant_absolute_contribution_share": 0.22856556644291895, "ordinary_contribution_hhi": 0.16565341597126157, "effective_uncorrelated_component_count": 6.036700143711406, "absolute_correlation_adjusted_concentration_index": 0.5398948837543209, "effective_correlated_component_count": 1.8522124029888933, "correlation_overlap_multiplier": 3.2591835223487617 }, { "date": "2026-08-07", "window_start": "2025-08-15", "window_end": "2026-08-07", "gross_absolute_contribution": 1.3372247160029673, "net_score": -0.5630844070986332, "net_to_gross_ratio": 0.4210843550526953, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.24709257114673022, "ordinary_contribution_hhi": 0.17384895470096123, "effective_uncorrelated_component_count": 5.752119716337131, "absolute_correlation_adjusted_concentration_index": 0.5270707963478696, "effective_correlated_component_count": 1.8972783294561337, "correlation_overlap_multiplier": 3.0317743195780937 }, { "date": "2026-08-14", "window_start": "2025-08-22", "window_end": "2026-08-14", "gross_absolute_contribution": 1.3826824464965262, "net_score": -0.6015864934636053, "net_to_gross_ratio": 0.435086519676242, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2428972575961594, "ordinary_contribution_hhi": 0.16927276823710632, "effective_uncorrelated_component_count": 5.907624778719662, "absolute_correlation_adjusted_concentration_index": 0.5197966095483363, "effective_correlated_component_count": 1.9238294010207646, "correlation_overlap_multiplier": 3.070763330462221 }, { "date": "2026-08-21", "window_start": "2025-08-29", "window_end": "2026-08-21", "gross_absolute_contribution": 1.4714594293518966, "net_score": -0.7124595351204911, "net_to_gross_ratio": 0.4841856465144224, "dominant_driver": "GOLD", "dominant_absolute_contribution_share": 0.2509015189887958, "ordinary_contribution_hhi": 0.1712458474697493, "effective_uncorrelated_component_count": 5.839557658042778, "absolute_correlation_adjusted_concentration_index": 0.5292873109607216, "effective_correlated_component_count": 1.8893330319687374, "correlation_overlap_multiplier": 3.0908037700255506 } ] }, "regime_threshold_sensitivity": [ { "variant": "narrower", "neutral_boundary": 0.2, "strong_boundary": 0.8, "latest_regime": "Soft dollar regime", "label_agreement_rate_vs_production": 0.8536184210526315 }, { "variant": "production", "neutral_boundary": 0.3, "strong_boundary": 1.0, "latest_regime": "Soft dollar regime", "label_agreement_rate_vs_production": 1.0 }, { "variant": "wider", "neutral_boundary": 0.4, "strong_boundary": 1.2, "latest_regime": "Soft dollar regime", "label_agreement_rate_vs_production": 0.9029605263157895 } ], "score_distribution": { "diagnostic": "Distribution of the current-vintage recalculated production score", "caution": "Full-sample normalization makes this a current-vintage descriptive distribution, not an immutable as-published history or forecast.", "observations": 608, "mean": -0.0021228484558885566, "sample_standard_deviation": 0.334784052370857, "minimum": -0.8278651942165712, "maximum": 0.8993065482437073, "quantiles": { "p05": -0.6247646694522511, "p25": -0.16706039991729582, "p50": 0.054375324467760444, "p75": 0.2150999229626232, "p95": 0.47435581154938067 }, "regimes": [ { "regime": "Strong dollar regime", "weeks": 0, "share": 0.0 }, { "regime": "Firm dollar regime", "weeks": 95, "share": 0.15625 }, { "regime": "Neutral / transitional", "weeks": 386, "share": 0.6348684210526315 }, { "regime": "Soft dollar regime", "weeks": 127, "share": 0.20888157894736842 }, { "regime": "Weak dollar regime", "weeks": 0, "share": 0.0 } ] }, "regime_duration": { "diagnostic": "Consecutive duration of current-vintage production regime labels", "caution": "Historical labels may change when full-sample normalization or upstream source history is recalculated.", "observations": 608, "run_count": 48, "current_run": { "regime": "Soft dollar regime", "start": "2025-06-06", "end": "2026-08-21", "weeks": 64 }, "by_regime": [ { "regime": "Strong dollar regime", "runs": 0, "total_weeks": 0, "mean_weeks": null, "median_weeks": null, "maximum_weeks": null }, { "regime": "Firm dollar regime", "runs": 16, "total_weeks": 95, "mean_weeks": 5.9375, "median_weeks": 2.5, "maximum_weeks": 20 }, { "regime": "Neutral / transitional", "runs": 24, "total_weeks": 386, "mean_weeks": 16.083333333333332, "median_weeks": 6.5, "maximum_weeks": 84 }, { "regime": "Soft dollar regime", "runs": 8, "total_weeks": 127, "mean_weeks": 15.875, "median_weeks": 4.5, "maximum_weeks": 64 }, { "regime": "Weak dollar regime", "runs": 0, "total_weeks": 0, "mean_weeks": null, "median_weeks": null, "maximum_weeks": null } ], "runs": [ { "regime": "Neutral / transitional", "start": "2015-01-02", "end": "2015-03-06", "weeks": 10 }, { "regime": "Firm dollar regime", "start": "2015-03-13", "end": "2015-03-13", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2015-03-20", "end": "2015-08-14", "weeks": 22 }, { "regime": "Firm dollar regime", "start": "2015-08-21", "end": "2015-09-25", "weeks": 6 }, { "regime": "Neutral / transitional", "start": "2015-10-02", "end": "2015-10-30", "weeks": 5 }, { "regime": "Firm dollar regime", "start": "2015-11-06", "end": "2016-02-26", "weeks": 17 }, { "regime": "Neutral / transitional", "start": "2016-03-04", "end": "2016-10-28", "weeks": 35 }, { "regime": "Firm dollar regime", "start": "2016-11-04", "end": "2016-11-04", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2016-11-11", "end": "2016-11-11", "weeks": 1 }, { "regime": "Firm dollar regime", "start": "2016-11-18", "end": "2016-11-25", "weeks": 2 }, { "regime": "Neutral / transitional", "start": "2016-12-02", "end": "2016-12-09", "weeks": 2 }, { "regime": "Firm dollar regime", "start": "2016-12-16", "end": "2016-12-30", "weeks": 3 }, { "regime": "Neutral / transitional", "start": "2017-01-06", "end": "2017-03-03", "weeks": 9 }, { "regime": "Firm dollar regime", "start": "2017-03-10", "end": "2017-03-10", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2017-03-17", "end": "2018-10-19", "weeks": 84 }, { "regime": "Firm dollar regime", "start": "2018-10-26", "end": "2019-01-18", "weeks": 13 }, { "regime": "Neutral / transitional", "start": "2019-01-25", "end": "2020-02-21", "weeks": 57 }, { "regime": "Firm dollar regime", "start": "2020-02-28", "end": "2020-05-01", "weeks": 10 }, { "regime": "Neutral / transitional", "start": "2020-05-08", "end": "2020-05-08", "weeks": 1 }, { "regime": "Firm dollar regime", "start": "2020-05-15", "end": "2020-05-15", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2020-05-22", "end": "2020-11-27", "weeks": 28 }, { "regime": "Soft dollar regime", "start": "2020-12-04", "end": "2020-12-04", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2020-12-11", "end": "2020-12-11", "weeks": 1 }, { "regime": "Soft dollar regime", "start": "2020-12-18", "end": "2021-01-22", "weeks": 6 }, { "regime": "Neutral / transitional", "start": "2021-01-29", "end": "2021-01-29", "weeks": 1 }, { "regime": "Soft dollar regime", "start": "2021-02-05", "end": "2021-11-26", "weeks": 43 }, { "regime": "Neutral / transitional", "start": "2021-12-03", "end": "2021-12-03", "weeks": 1 }, { "regime": "Soft dollar regime", "start": "2021-12-10", "end": "2022-01-14", "weeks": 6 }, { "regime": "Neutral / transitional", "start": "2022-01-21", "end": "2022-01-28", "weeks": 2 }, { "regime": "Soft dollar regime", "start": "2022-02-04", "end": "2022-02-18", "weeks": 3 }, { "regime": "Neutral / transitional", "start": "2022-02-25", "end": "2022-02-25", "weeks": 1 }, { "regime": "Soft dollar regime", "start": "2022-03-04", "end": "2022-03-04", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2022-03-11", "end": "2022-03-11", "weeks": 1 }, { "regime": "Soft dollar regime", "start": "2022-03-18", "end": "2022-04-01", "weeks": 3 }, { "regime": "Neutral / transitional", "start": "2022-04-08", "end": "2022-08-19", "weeks": 20 }, { "regime": "Firm dollar regime", "start": "2022-08-26", "end": "2023-01-06", "weeks": 20 }, { "regime": "Neutral / transitional", "start": "2023-01-13", "end": "2023-01-27", "weeks": 3 }, { "regime": "Firm dollar regime", "start": "2023-02-03", "end": "2023-03-24", "weeks": 8 }, { "regime": "Neutral / transitional", "start": "2023-03-31", "end": "2023-05-19", "weeks": 8 }, { "regime": "Firm dollar regime", "start": "2023-05-26", "end": "2023-05-26", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2023-06-02", "end": "2023-08-11", "weeks": 11 }, { "regime": "Firm dollar regime", "start": "2023-08-18", "end": "2023-08-25", "weeks": 2 }, { "regime": "Neutral / transitional", "start": "2023-09-01", "end": "2023-09-15", "weeks": 3 }, { "regime": "Firm dollar regime", "start": "2023-09-22", "end": "2023-11-10", "weeks": 8 }, { "regime": "Neutral / transitional", "start": "2023-11-17", "end": "2025-03-28", "weeks": 72 }, { "regime": "Firm dollar regime", "start": "2025-04-04", "end": "2025-04-04", "weeks": 1 }, { "regime": "Neutral / transitional", "start": "2025-04-11", "end": "2025-05-30", "weeks": 8 }, { "regime": "Soft dollar regime", "start": "2025-06-06", "end": "2026-08-21", "weeks": 64 } ] }, "subperiod_stability": [ { "period": "2015-2018", "start": "2015-01-01", "end": "2018-12-31", "weeks": 209, "mean_score": 0.15622424151859543, "score_std": 0.15834833201040394, "min_score": -0.18481724402008612, "max_score": 0.6478414185005424, "positive_score_share": 0.8803827751196173, "negative_score_share": 0.11961722488038277, "neutral_regime_share": 0.8038277511961722 }, { "period": "2019-2021", "start": "2019-01-01", "end": "2021-12-31", "weeks": 157, "mean_score": -0.12482993921622909, "score_std": 0.35481728200452617, "min_score": -0.7328087886807326, "max_score": 0.7755876053518084, "positive_score_share": 0.4267515923566879, "negative_score_share": 0.5732484076433121, "neutral_regime_share": 0.5668789808917197 }, { "period": "2022-latest", "start": "2022-01-01", "end": "2026-08-21", "weeks": 242, "mean_score": -0.059269660667846, "score_std": 0.3799049248206644, "min_score": -0.8278651942165712, "max_score": 0.8993065482437073, "positive_score_share": 0.5165289256198347, "negative_score_share": 0.4834710743801653, "neutral_regime_share": 0.5330578512396694 } ], "limitations": [ "The production score is descriptive, not predictive.", "Current-vintage source histories can differ from historical as-published vintages.", "Leave-one-out and rolling-window variants are diagnostics, not alternative production models.", "Sign flips are adversarial assumption checks, not data-selected alternative weights.", "Correlation diagnostics use current-vintage weekly levels or component z-scores and may reflect common trends.", "The correlation-adjusted contribution concentration is a transparent heuristic, not a covariance risk model.", "2008 is outside canonical v2 because the production specification begins in 2015 and includes Bitcoin." ] }