{ "asOf": "2026-09-13", "frequency": "Monthly; completed months only", "providerCaveat": "Adjusted closes use current vendor history; rounding and adjustments can be revised. All candidates share the same dates and common training rows.", "marketCounts": { "soxx": 6328, "spy": 6461 }, "rows": [ { "month": "2002-07", "date": "2002-07-31", "soxxAdjustedClose": 11.26, "spyAdjustedClose": 58.81, "features": { "momentum12skip1": -35.14186162, "relative6m": -21.326589, "distance10m": -31.95141113, "volatility63d": 62.6153802, "ordersGrowthAcceleration3m": 11.24422756, "outputGrowthAcceleration3m": 9.59332423, "financialStress": 0.31074, "stressChange3m": -0.22826 }, "return3m": -11.81172291, "returnEndDate": "2002-10-31", "futureVolatility63d": 73.08625956, "volatilityEndDate": "2002-10-29", "sourceMonth": "2002-05", "macroEligibleAfter": "2002-07-30" }, { "month": "2002-08", "date": "2002-08-30", "soxxAdjustedClose": 10.34, "spyAdjustedClose": 59.21, "features": { "momentum12skip1": -39.85042735, "relative6m": -21.48077703, "distance10m": -35.36288054, "volatility63d": 63.98269731, "ordersGrowthAcceleration3m": 3.52382686, "outputGrowthAcceleration3m": 12.12723092, "financialStress": 0.711775, "stressChange3m": 0.425895 }, "return3m": 18.85880077, "returnEndDate": "2002-11-29", "futureVolatility63d": 74.9497809, "volatilityEndDate": "2002-11-29", "sourceMonth": "2002-06", "macroEligibleAfter": "2002-08-29" }, { "month": "2002-09", "date": "2002-09-30", "soxxAdjustedClose": 8.03, "spyAdjustedClose": 53, "features": { "momentum12skip1": -20.70552147, "relative6m": -30.53544713, "distance10m": -46.30558342, "volatility63d": 63.66634509, "ordersGrowthAcceleration3m": -6.85405113, "outputGrowthAcceleration3m": 14.4968766, "financialStress": 1.0776, "stressChange3m": 0.68345 }, "return3m": 17.43462017, "returnEndDate": "2002-12-31", "futureVolatility63d": 74.10903521, "volatilityEndDate": "2002-12-30", "sourceMonth": "2002-07", "macroEligibleAfter": "2002-09-29" }, { "month": "2002-10", "date": "2002-10-31", "soxxAdjustedClose": 9.93, "spyAdjustedClose": 57.37, "features": { "momentum12skip1": -49.30555556, "relative6m": -26.13571567, "distance10m": -29.7687248, "volatility63d": 72.66677679, "ordersGrowthAcceleration3m": -1.36791453, "outputGrowthAcceleration3m": 11.03328116, "financialStress": 1.01204, "stressChange3m": 0.7013 }, "return3m": -9.66767372, "returnEndDate": "2003-01-31", "futureVolatility63d": 58.80724656, "volatilityEndDate": "2003-02-03", "sourceMonth": "2002-08", "macroEligibleAfter": "2002-10-30" }, { "month": "2002-11", "date": "2002-11-29", "soxxAdjustedClose": 12.29, "spyAdjustedClose": 60.9, "features": { "momentum12skip1": -46.17886179, "relative6m": -12.77906395, "distance10m": -8.84817919, "volatility63d": 74.9497809, "ordersGrowthAcceleration3m": -0.98618096, "outputGrowthAcceleration3m": 5.64891784, "financialStress": 1.28385, "stressChange3m": 0.572075 }, "return3m": -20.66720911, "returnEndDate": "2003-02-28", "futureVolatility63d": 46.90438672, "volatilityEndDate": "2003-03-04", "sourceMonth": "2002-09", "macroEligibleAfter": "2002-11-29" }, { "month": "2002-12", "date": "2002-12-31", "soxxAdjustedClose": 9.43, "spyAdjustedClose": 57.46, "features": { "momentum12skip1": -32.06191266, "relative6m": -17.63481517, "distance10m": -26.02761217, "volatility63d": 73.36056222, "ordersGrowthAcceleration3m": -3.9444079, "outputGrowthAcceleration3m": -2.78135364, "financialStress": 1.152025, "stressChange3m": 0.074425 }, "return3m": 0.74231177, "returnEndDate": "2003-03-31", "futureVolatility63d": 47.12121759, "volatilityEndDate": "2003-04-02", "sourceMonth": "2002-10", "macroEligibleAfter": "2002-12-30" }, { "month": "2003-01", "date": "2003-01-31", "soxxAdjustedClose": 8.97, "spyAdjustedClose": 56.05, "features": { "momentum12skip1": -49.9734748, "relative6m": -15.64439839, "distance10m": -23.38571917, "volatility63d": 58.80697649, "ordersGrowthAcceleration3m": -0.49501541, "outputGrowthAcceleration3m": 0.67036178, "financialStress": 0.90906, "stressChange3m": -0.10298 }, "return3m": 19.39799331, "returnEndDate": "2003-04-30", "futureVolatility63d": 43.00129417, "volatilityEndDate": "2003-05-02", "sourceMonth": "2002-11", "macroEligibleAfter": "2003-01-29" }, { "month": "2003-02", "date": "2003-02-28", "soxxAdjustedClose": 9.75, "spyAdjustedClose": 55.29, "features": { "momentum12skip1": -46.54350417, "relative6m": 0.91450716, "distance10m": -10.78781224, "volatility63d": 48.29896844, "ordersGrowthAcceleration3m": -0.49501541, "outputGrowthAcceleration3m": 0.67036178, "financialStress": 0.90906, "stressChange3m": -0.10298 }, "return3m": 26.56410256, "returnEndDate": "2003-05-30", "futureVolatility63d": 43.25503773, "volatilityEndDate": "2003-05-30", "sourceMonth": "2002-11", "macroEligibleAfter": "2003-01-29" }, { "month": "2003-03", "date": "2003-03-31", "soxxAdjustedClose": 9.5, "spyAdjustedClose": 55.41, "features": { "momentum12skip1": -49.66442953, "relative6m": 13.75918137, "distance10m": -7.34419194, "volatility63d": 45.51815922, "ordersGrowthAcceleration3m": 3.53043862, "outputGrowthAcceleration3m": -2.58872072, "financialStress": 0.841025, "stressChange3m": -0.442825 }, "return3m": 24.73684211, "returnEndDate": "2003-06-30", "futureVolatility63d": 37.36245719, "volatilityEndDate": "2003-06-30", "sourceMonth": "2002-12", "macroEligibleAfter": "2003-03-01" }, { "month": "2003-04", "date": "2003-04-30", "soxxAdjustedClose": 10.71, "spyAdjustedClose": 60.1, "features": { "momentum12skip1": -45.83808438, "relative6m": 3.09640027, "distance10m": 6.87556132, "volatility63d": 43.90601985, "ordersGrowthAcceleration3m": 6.22726421, "outputGrowthAcceleration3m": -3.45143644, "financialStress": 0.812125, "stressChange3m": -0.096935 }, "return3m": 22.59570495, "returnEndDate": "2003-07-31", "futureVolatility63d": 35.29555194, "volatilityEndDate": "2003-07-30", "sourceMonth": "2003-02", "macroEligibleAfter": "2003-04-29" }, { "month": "2003-05", "date": "2003-05-30", "soxxAdjustedClose": 12.34, "spyAdjustedClose": 63.39, "features": { "momentum12skip1": -34.13284133, "relative6m": -3.68183513, "distance10m": 21.82841347, "volatility63d": 43.25503773, "ordersGrowthAcceleration3m": 9.73239861, "outputGrowthAcceleration3m": 0.66862072, "financialStress": 0.670525, "stressChange3m": -0.1705 }, "return3m": 23.82495948, "returnEndDate": "2003-08-29", "futureVolatility63d": 33.52685961, "volatilityEndDate": "2003-08-28", "sourceMonth": "2003-03", "macroEligibleAfter": "2003-05-30" }, { "month": "2003-06", "date": "2003-06-30", "soxxAdjustedClose": 11.85, "spyAdjustedClose": 64.07, "features": { "momentum12skip1": -5.29547199, "relative6m": 14.15912365, "distance10m": 15.27237354, "volatility63d": 37.36245719, "ordersGrowthAcceleration3m": -3.5873642, "outputGrowthAcceleration3m": -2.32711085, "financialStress": 0.386275, "stressChange3m": -0.408585 }, "return3m": 20.33755274, "returnEndDate": "2003-09-30", "futureVolatility63d": 35.94048611, "volatilityEndDate": "2003-09-29", "sourceMonth": "2003-04", "macroEligibleAfter": "2003-06-29" }, { "month": "2003-07", "date": "2003-07-31", "soxxAdjustedClose": 13.13, "spyAdjustedClose": 65.22, "features": { "momentum12skip1": 5.23978686, "relative6m": 30.01641909, "distance10m": 21.68674699, "volatility63d": 35.35157121, "ordersGrowthAcceleration3m": 4.80816755, "outputGrowthAcceleration3m": 0.75605264, "financialStress": 0.36874, "stressChange3m": -0.443385 }, "return3m": 29.0936786, "returnEndDate": "2003-10-31", "futureVolatility63d": 33.47265892, "volatilityEndDate": "2003-10-29", "sourceMonth": "2003-05", "macroEligibleAfter": "2003-07-30" }, { "month": "2003-08", "date": "2003-08-29", "soxxAdjustedClose": 15.28, "spyAdjustedClose": 66.57, "features": { "momentum12skip1": 26.98259188, "relative6m": 36.31642946, "distance10m": 34.92273731, "volatility63d": 33.20419899, "ordersGrowthAcceleration3m": 4.09171876, "outputGrowthAcceleration3m": 4.20428882, "financialStress": 0.355525, "stressChange3m": -0.315 }, "return3m": 16.7539267, "returnEndDate": "2003-11-28", "futureVolatility63d": 33.19608906, "volatilityEndDate": "2003-11-28", "sourceMonth": "2003-06", "macroEligibleAfter": "2003-08-29" }, { "month": "2003-09", "date": "2003-09-30", "soxxAdjustedClose": 14.26, "spyAdjustedClose": 65.84, "features": { "momentum12skip1": 90.2864259, "relative6m": 31.28194607, "distance10m": 23.76323555, "volatility63d": 36.18310726, "ordersGrowthAcceleration3m": 9.0683938, "outputGrowthAcceleration3m": 9.10076708, "financialStress": 0.221475, "stressChange3m": -0.1648 }, "return3m": 19.70546985, "returnEndDate": "2003-12-31", "futureVolatility63d": 30.30740237, "volatilityEndDate": "2003-12-30", "sourceMonth": "2003-07", "macroEligibleAfter": "2003-09-29" }, { "month": "2003-10", "date": "2003-10-31", "soxxAdjustedClose": 16.95, "spyAdjustedClose": 69.37, "features": { "momentum12skip1": 43.60523666, "relative6m": 42.83901248, "distance10m": 38.09678996, "volatility63d": 33.57347192, "ordersGrowthAcceleration3m": 7.86764901, "outputGrowthAcceleration3m": 8.79706943, "financialStress": 0.2549, "stressChange3m": -0.11384 }, "return3m": 4.30678466, "returnEndDate": "2004-01-30", "futureVolatility63d": 29.27515571, "volatilityEndDate": "2004-02-03", "sourceMonth": "2003-08", "macroEligibleAfter": "2003-10-30" }, { "month": "2003-11", "date": "2003-11-28", "soxxAdjustedClose": 17.84, "spyAdjustedClose": 70.13, "features": { "momentum12skip1": 37.9170057, "relative6m": 33.93791054, "distance10m": 35.55200973, "volatility63d": 33.19608906, "ordersGrowthAcceleration3m": 7.86764901, "outputGrowthAcceleration3m": 8.79706943, "financialStress": 0.2549, "stressChange3m": -0.11384 }, "return3m": -1.73766816, "returnEndDate": "2004-02-27", "futureVolatility63d": 28.33208914, "volatilityEndDate": "2004-03-02", "sourceMonth": "2003-08", "macroEligibleAfter": "2003-10-30" }, { "month": "2003-12", "date": "2003-12-31", "soxxAdjustedClose": 17.07, "spyAdjustedClose": 73.66, "features": { "momentum12skip1": 89.18345705, "relative6m": 29.08262917, "distance10m": 22.86763118, "volatility63d": 30.24480529, "ordersGrowthAcceleration3m": 21.60919936, "outputGrowthAcceleration3m": 9.9408237, "financialStress": -0.13792, "stressChange3m": -0.359395 }, "return3m": -1.75746924, "returnEndDate": "2004-03-31", "futureVolatility63d": 29.46248484, "volatilityEndDate": "2004-04-01", "sourceMonth": "2003-10", "macroEligibleAfter": "2003-12-30" }, { "month": "2004-01", "date": "2004-01-30", "soxxAdjustedClose": 17.68, "spyAdjustedClose": 75.11, "features": { "momentum12skip1": 90.30100334, "relative6m": 19.48940524, "distance10m": 20.1821766, "volatility63d": 29.22598089, "ordersGrowthAcceleration3m": 3.84927442, "outputGrowthAcceleration3m": 10.40087612, "financialStress": -0.2263, "stressChange3m": -0.4812 }, "return3m": -14.9321267, "returnEndDate": "2004-04-30", "futureVolatility63d": 30.11263101, "volatilityEndDate": "2004-04-30", "sourceMonth": "2003-11", "macroEligibleAfter": "2004-01-29" }, { "month": "2004-02", "date": "2004-02-27", "soxxAdjustedClose": 17.53, "spyAdjustedClose": 76.13, "features": { "momentum12skip1": 81.33333333, "relative6m": 0.3643077, "distance10m": 13.8829338, "volatility63d": 28.19406289, "ordersGrowthAcceleration3m": 3.84927442, "outputGrowthAcceleration3m": 10.40087612, "financialStress": -0.2263, "stressChange3m": -0.4812 }, "return3m": -5.3051911, "returnEndDate": "2004-05-28", "futureVolatility63d": 28.9453686, "volatilityEndDate": "2004-05-27", "sourceMonth": "2003-11", "macroEligibleAfter": "2004-01-29" }, { "month": "2004-03", "date": "2004-03-31", "soxxAdjustedClose": 16.77, "spyAdjustedClose": 75.13, "features": { "momentum12skip1": 84.52631579, "relative6m": 3.49171948, "distance10m": 5.89795403, "volatility63d": 29.18973199, "ordersGrowthAcceleration3m": -16.72607555, "outputGrowthAcceleration3m": -0.16269638, "financialStress": -0.35822, "stressChange3m": -0.2203 }, "return3m": -3.87596899, "returnEndDate": "2004-06-30", "futureVolatility63d": 29.22954839, "volatilityEndDate": "2004-07-01", "sourceMonth": "2004-01", "macroEligibleAfter": "2004-03-31" }, { "month": "2004-04", "date": "2004-04-30", "soxxAdjustedClose": 15.04, "spyAdjustedClose": 73.7, "features": { "momentum12skip1": 56.58263305, "relative6m": -17.51032789, "distance10m": -6.90188796, "volatility63d": 30.11263101, "ordersGrowthAcceleration3m": -1.79753105, "outputGrowthAcceleration3m": -3.95793412, "financialStress": -0.44195, "stressChange3m": -0.21565 }, "return3m": -8.31117021, "returnEndDate": "2004-07-30", "futureVolatility63d": 31.153796, "volatilityEndDate": "2004-08-02", "sourceMonth": "2004-02", "macroEligibleAfter": "2004-04-29" }, { "month": "2004-05", "date": "2004-05-28", "soxxAdjustedClose": 16.6, "spyAdjustedClose": 74.97, "features": { "momentum12skip1": 21.88006483, "relative6m": -13.85214135, "distance10m": 0.59386741, "volatility63d": 28.76517884, "ordersGrowthAcceleration3m": -1.79753105, "outputGrowthAcceleration3m": -3.95793412, "financialStress": -0.44195, "stressChange3m": -0.21565 }, "return3m": -25.06024096, "returnEndDate": "2004-08-31", "futureVolatility63d": 34.02320536, "volatilityEndDate": "2004-08-30", "sourceMonth": "2004-02", "macroEligibleAfter": "2004-04-29" }, { "month": "2004-06", "date": "2004-06-30", "soxxAdjustedClose": 16.12, "spyAdjustedClose": 76.36, "features": { "momentum12skip1": 40.08438819, "relative6m": -9.23080936, "distance10m": -2.80959846, "volatility63d": 28.26403512, "ordersGrowthAcceleration3m": -0.78883313, "outputGrowthAcceleration3m": -1.46637921, "financialStress": -0.50404, "stressChange3m": -0.14582 }, "return3m": -18.98263027, "returnEndDate": "2004-09-30", "futureVolatility63d": 36.5251118, "volatilityEndDate": "2004-09-29", "sourceMonth": "2004-04", "macroEligibleAfter": "2004-06-29" }, { "month": "2004-07", "date": "2004-07-30", "soxxAdjustedClose": 13.79, "spyAdjustedClose": 73.9, "features": { "momentum12skip1": 22.77227723, "relative6m": -20.39129187, "distance10m": -16.62131931, "volatility63d": 31.30955739, "ordersGrowthAcceleration3m": -0.87618226, "outputGrowthAcceleration3m": -1.50702987, "financialStress": -0.42795, "stressChange3m": 0.014 }, "return3m": 0.36258158, "returnEndDate": "2004-10-29", "futureVolatility63d": 34.75090031, "volatilityEndDate": "2004-10-28", "sourceMonth": "2004-05", "macroEligibleAfter": "2004-07-30" }, { "month": "2004-08", "date": "2004-08-31", "soxxAdjustedClose": 12.44, "spyAdjustedClose": 74.08, "features": { "momentum12skip1": -9.7513089, "relative6m": -26.34317601, "distance10m": -22.67528593, "volatility63d": 34.03471791, "ordersGrowthAcceleration3m": -8.01097126, "outputGrowthAcceleration3m": -7.20631599, "financialStress": -0.58, "stressChange3m": -0.18205 }, "return3m": 14.79099678, "returnEndDate": "2004-11-30", "futureVolatility63d": 31.12368658, "volatilityEndDate": "2004-11-30", "sourceMonth": "2004-06", "macroEligibleAfter": "2004-08-29" }, { "month": "2004-09", "date": "2004-09-30", "soxxAdjustedClose": 13.06, "spyAdjustedClose": 74.82, "features": { "momentum12skip1": -12.76297335, "relative6m": -21.71022027, "distance10m": -16.33568225, "volatility63d": 35.9420185, "ordersGrowthAcceleration3m": -6.89255435, "outputGrowthAcceleration3m": -12.82307399, "financialStress": -0.50002, "stressChange3m": 0.00402 }, "return3m": 12.02143951, "returnEndDate": "2004-12-31", "futureVolatility63d": 25.99236915, "volatilityEndDate": "2004-12-30", "sourceMonth": "2004-07", "macroEligibleAfter": "2004-09-29" }, { "month": "2004-10", "date": "2004-10-29", "soxxAdjustedClose": 13.84, "spyAdjustedClose": 75.79, "features": { "momentum12skip1": -22.94985251, "relative6m": -10.8145443, "distance10m": -9.46555897, "volatility63d": 34.75197268, "ordersGrowthAcceleration3m": -6.89255435, "outputGrowthAcceleration3m": -12.82307399, "financialStress": -0.50002, "stressChange3m": 0.00402 }, "return3m": -2.09537572, "returnEndDate": "2005-01-31", "futureVolatility63d": 23.26751793, "volatilityEndDate": "2005-01-31", "sourceMonth": "2004-07", "macroEligibleAfter": "2004-09-29" }, { "month": "2004-11", "date": "2004-11-30", "soxxAdjustedClose": 14.28, "spyAdjustedClose": 79.16, "features": { "momentum12skip1": -22.42152466, "relative6m": -19.56480584, "distance10m": -4.46243393, "volatility63d": 31.12368658, "ordersGrowthAcceleration3m": -2.52118398, "outputGrowthAcceleration3m": -12.27031831, "financialStress": -0.60555, "stressChange3m": -0.02555 }, "return3m": 2.38095238, "returnEndDate": "2005-02-28", "futureVolatility63d": 25.56980989, "volatilityEndDate": "2005-03-02", "sourceMonth": "2004-09", "macroEligibleAfter": "2004-11-29" }, { "month": "2004-12", "date": "2004-12-31", "soxxAdjustedClose": 14.63, "spyAdjustedClose": 81.55, "features": { "momentum12skip1": -16.34446397, "relative6m": -16.0399284, "distance10m": -0.18421232, "volatility63d": 24.41562463, "ordersGrowthAcceleration3m": -3.41383008, "outputGrowthAcceleration3m": -9.41092, "financialStress": -0.55834, "stressChange3m": -0.05832 }, "return3m": -5.26315789, "returnEndDate": "2005-03-31", "futureVolatility63d": 24.77193728, "volatilityEndDate": "2005-04-04", "sourceMonth": "2004-10", "macroEligibleAfter": "2004-12-30" }, { "month": "2005-01", "date": "2005-01-31", "soxxAdjustedClose": 13.55, "spyAdjustedClose": 79.72, "features": { "momentum12skip1": -17.25113122, "relative6m": -9.61589903, "distance10m": -5.47610743, "volatility63d": 23.26751793, "ordersGrowthAcceleration3m": 3.2260231, "outputGrowthAcceleration3m": -9.00181767, "financialStress": -0.804725, "stressChange3m": -0.32775 }, "return3m": -3.61623616, "returnEndDate": "2005-04-29", "futureVolatility63d": 24.36711871, "volatilityEndDate": "2005-05-02", "sourceMonth": "2004-11", "macroEligibleAfter": "2005-01-29" }, { "month": "2005-02", "date": "2005-02-28", "soxxAdjustedClose": 14.62, "spyAdjustedClose": 81.39, "features": { "momentum12skip1": -22.70393611, "relative6m": 7.65640517, "distance10m": 2.28783321, "volatility63d": 25.16451422, "ordersGrowthAcceleration3m": 3.2260231, "outputGrowthAcceleration3m": -9.00181767, "financialStress": -0.804725, "stressChange3m": -0.32775 }, "return3m": -0.47879617, "returnEndDate": "2005-05-31", "futureVolatility63d": 21.48340223, "volatilityEndDate": "2005-05-27", "sourceMonth": "2004-11", "macroEligibleAfter": "2005-01-29" }, { "month": "2005-03", "date": "2005-03-31", "soxxAdjustedClose": 13.86, "spyAdjustedClose": 79.9, "features": { "momentum12skip1": -12.82051282, "relative6m": -0.66405417, "distance10m": -1.13417505, "volatility63d": 24.66799264, "ordersGrowthAcceleration3m": -7.55769488, "outputGrowthAcceleration3m": -4.99755255, "financialStress": -0.79506, "stressChange3m": -0.18951 }, "return3m": 3.46320346, "returnEndDate": "2005-06-30", "futureVolatility63d": 19.66195572, "volatilityEndDate": "2005-06-29", "sourceMonth": "2004-12", "macroEligibleAfter": "2005-03-01" }, { "month": "2005-04", "date": "2005-04-29", "soxxAdjustedClose": 13.06, "spyAdjustedClose": 78.4, "features": { "momentum12skip1": -7.84574468, "relative6m": -9.07956424, "distance10m": -4.76190476, "volatility63d": 24.49417986, "ordersGrowthAcceleration3m": 3.75209769, "outputGrowthAcceleration3m": 4.46277907, "financialStress": -0.904825, "stressChange3m": -0.1001 }, "return3m": 22.51148545, "returnEndDate": "2005-07-29", "futureVolatility63d": 16.48421083, "volatilityEndDate": "2005-07-29", "sourceMonth": "2005-02", "macroEligibleAfter": "2005-04-29" }, { "month": "2005-05", "date": "2005-05-31", "soxxAdjustedClose": 14.55, "spyAdjustedClose": 80.93, "features": { "momentum12skip1": -21.3253012, "relative6m": -0.34522146, "distance10m": 5.51889187, "volatility63d": 20.99974023, "ordersGrowthAcceleration3m": 3.99390308, "outputGrowthAcceleration3m": 2.08384752, "financialStress": -0.846125, "stressChange3m": -0.051065 }, "return3m": 10.17182131, "returnEndDate": "2005-08-31", "futureVolatility63d": 17.90349441, "volatilityEndDate": "2005-08-29", "sourceMonth": "2005-03", "macroEligibleAfter": "2005-05-30" }, { "month": "2005-06", "date": "2005-06-30", "soxxAdjustedClose": 14.34, "spyAdjustedClose": 81.05, "features": { "momentum12skip1": -9.73945409, "relative6m": -1.36910751, "distance10m": 2.5824451, "volatility63d": 19.54983595, "ordersGrowthAcceleration3m": -4.68467949, "outputGrowthAcceleration3m": 1.80044464, "financialStress": -0.68888, "stressChange3m": 0.03777 }, "return3m": 12.41283124, "returnEndDate": "2005-09-30", "futureVolatility63d": 17.4938192, "volatilityEndDate": "2005-09-29", "sourceMonth": "2005-04", "macroEligibleAfter": "2005-06-29" }, { "month": "2005-07", "date": "2005-07-29", "soxxAdjustedClose": 16, "spyAdjustedClose": 84.15, "features": { "momentum12skip1": 3.98839739, "relative6m": 12.52423149, "distance10m": 12.09976879, "volatility63d": 16.48421083, "ordersGrowthAcceleration3m": -4.68467949, "outputGrowthAcceleration3m": 1.80044464, "financialStress": -0.68888, "stressChange3m": 0.03777 }, "return3m": -5.0625, "returnEndDate": "2005-10-31", "futureVolatility63d": 18.67211733, "volatilityEndDate": "2005-10-27", "sourceMonth": "2005-04", "macroEligibleAfter": "2005-06-29" }, { "month": "2005-08", "date": "2005-08-31", "soxxAdjustedClose": 16.03, "spyAdjustedClose": 83.36, "features": { "momentum12skip1": 28.61736334, "relative6m": 7.22387807, "distance10m": 10.61275186, "volatility63d": 17.74145963, "ordersGrowthAcceleration3m": 9.29432713, "outputGrowthAcceleration3m": 1.87873579, "financialStress": -0.7079, "stressChange3m": 0.138225 }, "return3m": 4.99064255, "returnEndDate": "2005-11-30", "futureVolatility63d": 18.84004918, "volatilityEndDate": "2005-11-30", "sourceMonth": "2005-06", "macroEligibleAfter": "2005-08-29" }, { "month": "2005-09", "date": "2005-09-30", "soxxAdjustedClose": 16.12, "spyAdjustedClose": 84.04, "features": { "momentum12skip1": 22.74119449, "relative6m": 11.12443946, "distance10m": 9.83919324, "volatility63d": 17.67742742, "ordersGrowthAcceleration3m": 2.80807576, "outputGrowthAcceleration3m": 2.30753132, "financialStress": -0.83286, "stressChange3m": -0.14398 }, "return3m": 2.91563275, "returnEndDate": "2005-12-30", "futureVolatility63d": 19.8743102, "volatilityEndDate": "2005-12-30", "sourceMonth": "2005-07", "macroEligibleAfter": "2005-09-29" }, { "month": "2005-10", "date": "2005-10-31", "soxxAdjustedClose": 15.19, "spyAdjustedClose": 82.05, "features": { "momentum12skip1": 16.47398844, "relative6m": 11.65372926, "distance10m": 3.10887863, "volatility63d": 18.6471214, "ordersGrowthAcceleration3m": 12.89465734, "outputGrowthAcceleration3m": 5.72414486, "financialStress": -0.850725, "stressChange3m": -0.187525 }, "return3m": 19.02567479, "returnEndDate": "2006-01-31", "futureVolatility63d": 21.31549424, "volatilityEndDate": "2006-02-01", "sourceMonth": "2005-08", "macroEligibleAfter": "2005-10-30" }, { "month": "2005-11", "date": "2005-11-30", "soxxAdjustedClose": 16.83, "spyAdjustedClose": 85.65, "features": { "momentum12skip1": 6.37254902, "relative6m": 9.83790243, "distance10m": 11.75298805, "volatility63d": 18.84004918, "ordersGrowthAcceleration3m": -13.54243569, "outputGrowthAcceleration3m": 6.82531106, "financialStress": -0.78456, "stressChange3m": -0.07666 }, "return3m": 5.05050505, "returnEndDate": "2006-02-28", "futureVolatility63d": 22.41017107, "volatilityEndDate": "2006-03-03", "sourceMonth": "2005-09", "macroEligibleAfter": "2005-11-29" }, { "month": "2005-12", "date": "2005-12-30", "soxxAdjustedClose": 16.59, "spyAdjustedClose": 85.49, "features": { "momentum12skip1": 15.03759398, "relative6m": 10.21227663, "distance10m": 8.73697319, "volatility63d": 19.8743102, "ordersGrowthAcceleration3m": -4.58901727, "outputGrowthAcceleration3m": 6.02737747, "financialStress": -0.740175, "stressChange3m": 0.092685 }, "return3m": 6.93188668, "returnEndDate": "2006-03-31", "futureVolatility63d": 23.14029995, "volatilityEndDate": "2006-04-03", "sourceMonth": "2005-10", "macroEligibleAfter": "2005-12-30" }, { "month": "2006-01", "date": "2006-01-31", "soxxAdjustedClose": 18.08, "spyAdjustedClose": 87.55, "features": { "momentum12skip1": 22.43542435, "relative6m": 8.95959596, "distance10m": 15.31347662, "volatility63d": 21.58701776, "ordersGrowthAcceleration3m": -8.70531839, "outputGrowthAcceleration3m": 2.83478713, "financialStress": -0.80475, "stressChange3m": 0.045975 }, "return3m": 0.44247788, "returnEndDate": "2006-04-28", "futureVolatility63d": 21.04173371, "volatilityEndDate": "2006-05-02", "sourceMonth": "2005-11", "macroEligibleAfter": "2006-01-29" }, { "month": "2006-02", "date": "2006-02-28", "soxxAdjustedClose": 17.68, "spyAdjustedClose": 88.05, "features": { "momentum12skip1": 23.66621067, "relative6m": 4.66700063, "distance10m": 9.53472523, "volatility63d": 21.27144071, "ordersGrowthAcceleration3m": -8.70531839, "outputGrowthAcceleration3m": 2.83478713, "financialStress": -0.80475, "stressChange3m": 0.045975 }, "return3m": -7.07013575, "returnEndDate": "2006-05-31", "futureVolatility63d": 22.59035704, "volatilityEndDate": "2006-05-30", "sourceMonth": "2005-11", "macroEligibleAfter": "2006-01-29" }, { "month": "2006-03", "date": "2006-03-31", "soxxAdjustedClose": 17.74, "spyAdjustedClose": 89.5, "features": { "momentum12skip1": 27.56132756, "relative6m": 3.55272156, "distance10m": 7.7764277, "volatility63d": 23.16369988, "ordersGrowthAcceleration3m": 5.62620919, "outputGrowthAcceleration3m": -0.287434, "financialStress": -0.69254, "stressChange3m": 0.09202 }, "return3m": -11.04847802, "returnEndDate": "2006-06-30", "futureVolatility63d": 24.47731202, "volatilityEndDate": "2006-06-30", "sourceMonth": "2005-12", "macroEligibleAfter": "2006-03-01" }, { "month": "2006-04", "date": "2006-04-28", "soxxAdjustedClose": 18.16, "spyAdjustedClose": 90.63, "features": { "momentum12skip1": 35.83460949, "relative6m": 9.09529867, "distance10m": 7.82567391, "volatility63d": 21.05678017, "ordersGrowthAcceleration3m": 3.53095155, "outputGrowthAcceleration3m": -6.28546606, "financialStress": -0.911375, "stressChange3m": -0.1712 }, "return3m": -16.85022026, "returnEndDate": "2006-07-31", "futureVolatility63d": 28.09110071, "volatilityEndDate": "2006-07-28", "sourceMonth": "2006-01", "macroEligibleAfter": "2006-04-01" }, { "month": "2006-05", "date": "2006-05-31", "soxxAdjustedClose": 16.43, "spyAdjustedClose": 87.9, "features": { "momentum12skip1": 24.81099656, "relative6m": -5.00367849, "distance10m": -2.69469944, "volatility63d": 21.42663021, "ordersGrowthAcceleration3m": 11.44086773, "outputGrowthAcceleration3m": -8.62819508, "financialStress": -1.02756, "stressChange3m": -0.33502 }, "return3m": 0.18259282, "returnEndDate": "2006-08-31", "futureVolatility63d": 29.07987537, "volatilityEndDate": "2006-08-29", "sourceMonth": "2006-03", "macroEligibleAfter": "2006-05-30" }, { "month": "2006-06", "date": "2006-06-30", "soxxAdjustedClose": 15.78, "spyAdjustedClose": 88.13, "features": { "momentum12skip1": 14.57461646, "relative6m": -7.97053979, "distance10m": -6.40569395, "volatility63d": 24.47731202, "ordersGrowthAcceleration3m": 15.59849481, "outputGrowthAcceleration3m": -8.82786736, "financialStress": -1.023175, "stressChange3m": -0.1118 }, "return3m": 6.14702155, "returnEndDate": "2006-09-29", "futureVolatility63d": 27.49709285, "volatilityEndDate": "2006-09-29", "sourceMonth": "2006-04", "macroEligibleAfter": "2006-06-29" }, { "month": "2006-07", "date": "2006-07-31", "soxxAdjustedClose": 15.1, "spyAdjustedClose": 88.53, "features": { "momentum12skip1": -1.375, "relative6m": -17.60166125, "distance10m": -9.89378207, "volatility63d": 28.0880888, "ordersGrowthAcceleration3m": 3.18547212, "outputGrowthAcceleration3m": -7.62453624, "financialStress": -0.96715, "stressChange3m": 0.06085 }, "return3m": 9.8013245, "returnEndDate": "2006-10-31", "futureVolatility63d": 23.92157733, "volatilityEndDate": "2006-10-27", "sourceMonth": "2006-05", "macroEligibleAfter": "2006-07-30" }, { "month": "2006-08", "date": "2006-08-31", "soxxAdjustedClose": 16.46, "spyAdjustedClose": 90.46, "features": { "momentum12skip1": -5.80162196, "relative6m": -9.63753369, "distance10m": -2.51702695, "volatility63d": 29.02681943, "ordersGrowthAcceleration3m": -8.42426453, "outputGrowthAcceleration3m": -5.59688266, "financialStress": -0.8167, "stressChange3m": 0.21086 }, "return3m": 4.07047388, "returnEndDate": "2006-11-30", "futureVolatility63d": 22.18716152, "volatilityEndDate": "2006-11-30", "sourceMonth": "2006-06", "macroEligibleAfter": "2006-08-29" }, { "month": "2006-09", "date": "2006-09-29", "soxxAdjustedClose": 16.75, "spyAdjustedClose": 92.9, "features": { "momentum12skip1": 2.10918114, "relative6m": -9.37949148, "distance10m": -0.75250341, "volatility63d": 27.49709285, "ordersGrowthAcceleration3m": 0.89725045, "outputGrowthAcceleration3m": -2.87079004, "financialStress": -0.864725, "stressChange3m": 0.15845 }, "return3m": -0.71641791, "returnEndDate": "2006-12-29", "futureVolatility63d": 19.22294864, "volatilityEndDate": "2006-12-29", "sourceMonth": "2006-07", "macroEligibleAfter": "2006-09-29" }, { "month": "2006-10", "date": "2006-10-31", "soxxAdjustedClose": 16.58, "spyAdjustedClose": 95.83, "features": { "momentum12skip1": 10.26991442, "relative6m": -14.43805501, "distance10m": -1.75397014, "volatility63d": 23.47406783, "ordersGrowthAcceleration3m": -2.26895818, "outputGrowthAcceleration3m": -1.38247296, "financialStress": -0.949575, "stressChange3m": 0.017575 }, "return3m": -0.06031363, "returnEndDate": "2007-01-31", "futureVolatility63d": 18.69685359, "volatilityEndDate": "2007-02-02", "sourceMonth": "2006-08", "macroEligibleAfter": "2006-10-30" }, { "month": "2006-11", "date": "2006-11-30", "soxxAdjustedClose": 17.13, "spyAdjustedClose": 97.74, "features": { "momentum12skip1": -1.48544266, "relative6m": -6.93404016, "distance10m": 2.07973303, "volatility63d": 22.18716152, "ordersGrowthAcceleration3m": 11.50848354, "outputGrowthAcceleration3m": -1.59799786, "financialStress": -0.8789, "stressChange3m": -0.0622 }, "return3m": -1.57618214, "returnEndDate": "2007-02-28", "futureVolatility63d": 19.1054023, "volatilityEndDate": "2007-03-06", "sourceMonth": "2006-09", "macroEligibleAfter": "2006-11-29" }, { "month": "2006-12", "date": "2006-12-29", "soxxAdjustedClose": 16.63, "spyAdjustedClose": 99.04, "features": { "momentum12skip1": 3.25497288, "relative6m": -6.99287419, "distance10m": -0.27584553, "volatility63d": 19.22294864, "ordersGrowthAcceleration3m": 11.50848354, "outputGrowthAcceleration3m": -1.59799786, "financialStress": -0.8789, "stressChange3m": -0.0622 }, "return3m": -1.08238124, "returnEndDate": "2007-03-30", "futureVolatility63d": 19.26073064, "volatilityEndDate": "2007-04-03", "sourceMonth": "2006-09", "macroEligibleAfter": "2006-11-29" }, { "month": "2007-01", "date": "2007-01-31", "soxxAdjustedClose": 16.57, "spyAdjustedClose": 100.53, "features": { "momentum12skip1": -8.0199115, "relative6m": -3.81962787, "distance10m": 0.06642913, "volatility63d": 18.67415381, "ordersGrowthAcceleration3m": 11.85434805, "outputGrowthAcceleration3m": -0.21125136, "financialStress": -0.94855, "stressChange3m": 0.001025 }, "return3m": 5.31080266, "returnEndDate": "2007-04-30", "futureVolatility63d": 17.99746845, "volatilityEndDate": "2007-05-02", "sourceMonth": "2006-11", "macroEligibleAfter": "2007-01-29" }, { "month": "2007-02", "date": "2007-02-28", "soxxAdjustedClose": 16.86, "spyAdjustedClose": 98.56, "features": { "momentum12skip1": -6.27828054, "relative6m": -6.52410026, "distance10m": 2.62340982, "volatility63d": 18.72240848, "ordersGrowthAcceleration3m": 11.85434805, "outputGrowthAcceleration3m": -0.21125136, "financialStress": -0.94855, "stressChange3m": 0.001025 }, "return3m": 4.32977461, "returnEndDate": "2007-05-31", "futureVolatility63d": 16.80141567, "volatilityEndDate": "2007-05-30", "sourceMonth": "2006-11", "macroEligibleAfter": "2007-01-29" }, { "month": "2007-03", "date": "2007-03-30", "soxxAdjustedClose": 16.45, "spyAdjustedClose": 99.71, "features": { "momentum12skip1": -4.96054115, "relative6m": -9.12150764, "distance10m": 0.11563508, "volatility63d": 19.22803387, "ordersGrowthAcceleration3m": -4.32974003, "outputGrowthAcceleration3m": 0.905173, "financialStress": -0.9145, "stressChange3m": -0.0356 }, "return3m": 9.30091185, "returnEndDate": "2007-06-29", "futureVolatility63d": 18.36136211, "volatilityEndDate": "2007-06-29", "sourceMonth": "2006-12", "macroEligibleAfter": "2007-03-01" }, { "month": "2007-04", "date": "2007-04-30", "soxxAdjustedClose": 17.45, "spyAdjustedClose": 104.12, "features": { "momentum12skip1": -9.41629956, "relative6m": -3.40344979, "distance10m": 5.13314857, "volatility63d": 17.95193823, "ordersGrowthAcceleration3m": -9.97307326, "outputGrowthAcceleration3m": 1.05859434, "financialStress": -1.0995, "stressChange3m": -0.15095 }, "return3m": 3.03724928, "returnEndDate": "2007-07-31", "futureVolatility63d": 19.48008205, "volatilityEndDate": "2007-07-30", "sourceMonth": "2007-02", "macroEligibleAfter": "2007-04-29" }, { "month": "2007-05", "date": "2007-05-31", "soxxAdjustedClose": 17.59, "spyAdjustedClose": 107.65, "features": { "momentum12skip1": 6.20815581, "relative6m": -7.45379733, "distance10m": 4.41028076, "volatility63d": 16.97445562, "ordersGrowthAcceleration3m": -24.3550636, "outputGrowthAcceleration3m": 5.97074665, "financialStress": -0.85232, "stressChange3m": 0.06218 }, "return3m": 3.63843093, "returnEndDate": "2007-08-31", "futureVolatility63d": 22.50414871, "volatilityEndDate": "2007-08-29", "sourceMonth": "2007-03", "macroEligibleAfter": "2007-05-30" }, { "month": "2007-06", "date": "2007-06-29", "soxxAdjustedClose": 17.98, "spyAdjustedClose": 106.08, "features": { "momentum12skip1": 11.47021546, "relative6m": 1.0096202, "distance10m": 5.7709277, "volatility63d": 18.36136211, "ordersGrowthAcceleration3m": -7.56821298, "outputGrowthAcceleration3m": 10.96864093, "financialStress": -1.0, "stressChange3m": 0.019225 }, "return3m": 2.61401557, "returnEndDate": "2007-09-28", "futureVolatility63d": 21.45068039, "volatilityEndDate": "2007-09-28", "sourceMonth": "2007-04", "macroEligibleAfter": "2007-06-29" }, { "month": "2007-07", "date": "2007-07-31", "soxxAdjustedClose": 17.98, "spyAdjustedClose": 102.75, "features": { "momentum12skip1": 19.07284768, "relative6m": 6.30105822, "distance10m": 5.01109683, "volatility63d": 19.78106511, "ordersGrowthAcceleration3m": -1.19831858, "outputGrowthAcceleration3m": 12.19440986, "financialStress": -0.94045, "stressChange3m": 0.15905 }, "return3m": -1.66852058, "returnEndDate": "2007-10-31", "futureVolatility63d": 23.29135097, "volatilityEndDate": "2007-10-29", "sourceMonth": "2007-05", "macroEligibleAfter": "2007-07-30" }, { "month": "2007-08", "date": "2007-08-31", "soxxAdjustedClose": 18.23, "spyAdjustedClose": 104.07, "features": { "momentum12skip1": 9.2345079, "relative6m": 2.53523815, "distance10m": 5.45496616, "volatility63d": 22.7068383, "ordersGrowthAcceleration3m": 7.89805041, "outputGrowthAcceleration3m": 9.73331778, "financialStress": -0.7309, "stressChange3m": 0.12142 }, "return3m": -11.30005485, "returnEndDate": "2007-11-30", "futureVolatility63d": 24.63543692, "volatilityEndDate": "2007-11-30", "sourceMonth": "2007-06", "macroEligibleAfter": "2007-08-29" }, { "month": "2007-09", "date": "2007-09-28", "soxxAdjustedClose": 18.45, "spyAdjustedClose": 108.1, "features": { "momentum12skip1": 8.8358209, "relative6m": 3.74365295, "distance10m": 5.91882427, "volatility63d": 21.45068039, "ordersGrowthAcceleration3m": 7.89805041, "outputGrowthAcceleration3m": 9.73331778, "financialStress": -0.7309, "stressChange3m": 0.12142 }, "return3m": -11.81571816, "returnEndDate": "2007-12-31", "futureVolatility63d": 25.23516758, "volatilityEndDate": "2007-12-28", "sourceMonth": "2007-06", "macroEligibleAfter": "2007-08-29" }, { "month": "2007-10", "date": "2007-10-31", "soxxAdjustedClose": 17.68, "spyAdjustedClose": 109.57, "features": { "momentum12skip1": 11.27864897, "relative6m": -3.91629341, "distance10m": 0.89020772, "volatility63d": 23.35537133, "ordersGrowthAcceleration3m": -4.54275614, "outputGrowthAcceleration3m": 4.88230506, "financialStress": 0.74282, "stressChange3m": 1.68327 }, "return3m": -20.70135747, "returnEndDate": "2008-01-31", "futureVolatility63d": 31.2740349, "volatilityEndDate": "2008-02-01", "sourceMonth": "2007-08", "macroEligibleAfter": "2007-10-30" }, { "month": "2007-11", "date": "2007-11-30", "soxxAdjustedClose": 16.17, "spyAdjustedClose": 105.33, "features": { "momentum12skip1": 3.21074139, "relative6m": -5.91763625, "distance10m": -7.51544269, "volatility63d": 24.63543692, "ordersGrowthAcceleration3m": 2.45976553, "outputGrowthAcceleration3m": 1.77296338, "financialStress": 1.132575, "stressChange3m": 1.863475 }, "return3m": -14.96598639, "returnEndDate": "2008-02-29", "futureVolatility63d": 32.49136518, "volatilityEndDate": "2008-03-04", "sourceMonth": "2007-09", "macroEligibleAfter": "2007-11-29" }, { "month": "2007-12", "date": "2007-12-31", "soxxAdjustedClose": 16.27, "spyAdjustedClose": 104.14, "features": { "momentum12skip1": -2.76608539, "relative6m": -7.68175885, "distance10m": -6.62840746, "volatility63d": 24.83936175, "ordersGrowthAcceleration3m": 5.61542963, "outputGrowthAcceleration3m": 1.0268734, "financialStress": 0.641925, "stressChange3m": 1.207525 }, "return3m": -16.59496005, "returnEndDate": "2008-03-31", "futureVolatility63d": 37.19627245, "volatilityEndDate": "2008-04-02", "sourceMonth": "2007-10", "macroEligibleAfter": "2007-12-30" }, { "month": "2008-01", "date": "2008-01-31", "soxxAdjustedClose": 14.02, "spyAdjustedClose": 97.84, "features": { "momentum12skip1": -1.81050091, "relative6m": -17.24588283, "distance10m": -18.40297986, "volatility63d": 29.32342932, "ordersGrowthAcceleration3m": -10.32969141, "outputGrowthAcceleration3m": 7.08614309, "financialStress": 1.37292, "stressChange3m": 0.6301 }, "return3m": 4.27960057, "returnEndDate": "2008-04-30", "futureVolatility63d": 35.95245164, "volatilityEndDate": "2008-05-01", "sourceMonth": "2007-11", "macroEligibleAfter": "2008-01-29" }, { "month": "2008-02", "date": "2008-02-29", "soxxAdjustedClose": 13.75, "spyAdjustedClose": 95.31, "features": { "momentum12skip1": -16.84460261, "relative6m": -16.15746522, "distance10m": -18.21318106, "volatility63d": 32.5296654, "ordersGrowthAcceleration3m": 0.08828498, "outputGrowthAcceleration3m": 10.78268599, "financialStress": 1.76345, "stressChange3m": 0.630875 }, "return3m": 15.41818182, "returnEndDate": "2008-05-30", "futureVolatility63d": 30.57400356, "volatilityEndDate": "2008-05-30", "sourceMonth": "2007-12", "macroEligibleAfter": "2008-02-29" }, { "month": "2008-03", "date": "2008-03-31", "soxxAdjustedClose": 13.57, "spyAdjustedClose": 94.46, "features": { "momentum12skip1": -16.41337386, "relative6m": -13.83191815, "distance10m": -17.30652041, "volatility63d": 36.10420928, "ordersGrowthAcceleration3m": 4.74853876, "outputGrowthAcceleration3m": 6.59039393, "financialStress": 1.396925, "stressChange3m": 0.755 }, "return3m": 3.61090641, "returnEndDate": "2008-06-30", "futureVolatility63d": 29.9616957, "volatilityEndDate": "2008-06-27", "sourceMonth": "2008-01", "macroEligibleAfter": "2008-03-31" }, { "month": "2008-04", "date": "2008-04-30", "soxxAdjustedClose": 14.62, "spyAdjustedClose": 98.96, "features": { "momentum12skip1": -22.23495702, "relative6m": -7.62438483, "distance10m": -9.0456638, "volatility63d": 35.22391239, "ordersGrowthAcceleration3m": 4.08954023, "outputGrowthAcceleration3m": 5.53554883, "financialStress": 1.28676, "stressChange3m": -0.08616 }, "return3m": -11.76470588, "returnEndDate": "2008-07-31", "futureVolatility63d": 30.16108924, "volatilityEndDate": "2008-07-30", "sourceMonth": "2008-02", "macroEligibleAfter": "2008-04-29" }, { "month": "2008-05", "date": "2008-05-30", "soxxAdjustedClose": 15.87, "spyAdjustedClose": 100.45, "features": { "momentum12skip1": -16.88459352, "relative6m": 2.77777044, "distance10m": 0.04412784, "volatility63d": 30.57400356, "ordersGrowthAcceleration3m": 10.78536976, "outputGrowthAcceleration3m": 0.88591399, "financialStress": 2.156975, "stressChange3m": 0.393525 }, "return3m": -15.18588532, "returnEndDate": "2008-08-29", "futureVolatility63d": 29.34558322, "volatilityEndDate": "2008-08-28", "sourceMonth": "2008-03", "macroEligibleAfter": "2008-05-30" }, { "month": "2008-06", "date": "2008-06-30", "soxxAdjustedClose": 14.06, "spyAdjustedClose": 92.06, "features": { "momentum12skip1": -11.7352614, "relative6m": -1.98351257, "distance10m": -8.97319694, "volatility63d": 28.88232338, "ordersGrowthAcceleration3m": -5.75213543, "outputGrowthAcceleration3m": -3.04398224, "financialStress": 1.823025, "stressChange3m": 0.4261 }, "return3m": -20.83926031, "returnEndDate": "2008-09-30", "futureVolatility63d": 37.10311649, "volatilityEndDate": "2008-09-29", "sourceMonth": "2008-04", "macroEligibleAfter": "2008-06-29" }, { "month": "2008-07", "date": "2008-07-31", "soxxAdjustedClose": 12.9, "spyAdjustedClose": 91.23, "features": { "momentum12skip1": -21.80200222, "relative6m": -1.23265969, "distance10m": -13.37049224, "volatility63d": 29.11030029, "ordersGrowthAcceleration3m": 3.27445382, "outputGrowthAcceleration3m": -7.55276798, "financialStress": 1.12846, "stressChange3m": -0.1583 }, "return3m": -28.91472868, "returnEndDate": "2008-10-31", "futureVolatility63d": 53.05613271, "volatilityEndDate": "2008-10-29", "sourceMonth": "2008-05", "macroEligibleAfter": "2008-07-30" }, { "month": "2008-08", "date": "2008-08-29", "soxxAdjustedClose": 13.46, "spyAdjustedClose": 92.64, "features": { "momentum12skip1": -29.23752057, "relative6m": 0.69229405, "distance10m": -6.97352962, "volatility63d": 29.60513626, "ordersGrowthAcceleration3m": -1.50953032, "outputGrowthAcceleration3m": -9.62418781, "financialStress": 1.410375, "stressChange3m": -0.7466 }, "return3m": -44.79940565, "returnEndDate": "2008-11-28", "futureVolatility63d": 66.09916224, "volatilityEndDate": "2008-11-28", "sourceMonth": "2008-06", "macroEligibleAfter": "2008-08-29" }, { "month": "2008-09", "date": "2008-09-30", "soxxAdjustedClose": 11.13, "spyAdjustedClose": 83.92, "features": { "momentum12skip1": -27.04607046, "relative6m": -6.8226779, "distance10m": -20.30075188, "volatility63d": 38.07736594, "ordersGrowthAcceleration3m": -6.13474926, "outputGrowthAcceleration3m": -13.16688599, "financialStress": 1.66455, "stressChange3m": -0.158475 }, "return3m": -29.38005391, "returnEndDate": "2008-12-31", "futureVolatility63d": 69.47743802, "volatilityEndDate": "2008-12-30", "sourceMonth": "2008-07", "macroEligibleAfter": "2008-09-29" }, { "month": "2008-10", "date": "2008-10-31", "soxxAdjustedClose": 9.17, "spyAdjustedClose": 70.06, "features": { "momentum12skip1": -37.04751131, "relative6m": -8.0739831, "distance10m": -30.81855903, "volatility63d": 54.06285878, "ordersGrowthAcceleration3m": -5.70744278, "outputGrowthAcceleration3m": -14.58979234, "financialStress": 1.63382, "stressChange3m": 0.50536 }, "return3m": -16.57579062, "returnEndDate": "2009-01-30", "futureVolatility63d": 63.90084656, "volatilityEndDate": "2009-02-03", "sourceMonth": "2008-08", "macroEligibleAfter": "2008-10-30" }, { "month": "2008-11", "date": "2008-11-28", "soxxAdjustedClose": 7.43, "spyAdjustedClose": 65.18, "features": { "momentum12skip1": -43.29004329, "relative6m": -18.07010858, "distance10m": -41.01302001, "volatility63d": 66.09916224, "ordersGrowthAcceleration3m": -5.70744278, "outputGrowthAcceleration3m": -14.58979234, "financialStress": 1.63382, "stressChange3m": 0.50536 }, "return3m": 1.21130552, "returnEndDate": "2009-02-27", "futureVolatility63d": 56.89792569, "volatilityEndDate": "2009-03-03", "sourceMonth": "2008-08", "macroEligibleAfter": "2008-10-30" }, { "month": "2008-12", "date": "2008-12-31", "soxxAdjustedClose": 7.86, "spyAdjustedClose": 65.82, "features": { "momentum12skip1": -54.33312846, "relative6m": -15.59357819, "distance10m": -34.53818606, "volatility63d": 69.55032266, "ordersGrowthAcceleration3m": -7.21808185, "outputGrowthAcceleration3m": -20.71875728, "financialStress": 8.50142, "stressChange3m": 6.83687 }, "return3m": 9.6692112, "returnEndDate": "2009-03-31", "futureVolatility63d": 55.19648023, "volatilityEndDate": "2009-04-02", "sourceMonth": "2008-10", "macroEligibleAfter": "2008-12-30" }, { "month": "2009-01", "date": "2009-01-30", "soxxAdjustedClose": 7.65, "spyAdjustedClose": 60.42, "features": { "momentum12skip1": -43.93723252, "relative6m": -6.92588882, "distance10m": -32.98291721, "volatility63d": 64.46086715, "ordersGrowthAcceleration3m": 1.31069705, "outputGrowthAcceleration3m": -31.75548448, "financialStress": 6.740875, "stressChange3m": 5.107055 }, "return3m": 26.66666667, "returnEndDate": "2009-04-30", "futureVolatility63d": 49.10121335, "volatilityEndDate": "2009-05-01", "sourceMonth": "2008-11", "macroEligibleAfter": "2009-01-29" }, { "month": "2009-02", "date": "2009-02-27", "soxxAdjustedClose": 7.52, "spyAdjustedClose": 53.93, "features": { "momentum12skip1": -44.36363636, "relative6m": -2.34535193, "distance10m": -29.75245213, "volatility63d": 57.26580714, "ordersGrowthAcceleration3m": 1.31069705, "outputGrowthAcceleration3m": -31.75548448, "financialStress": 6.740875, "stressChange3m": 5.107055 }, "return3m": 34.04255319, "returnEndDate": "2009-05-29", "futureVolatility63d": 45.93187788, "volatilityEndDate": "2009-05-29", "sourceMonth": "2008-11", "macroEligibleAfter": "2009-01-29" }, { "month": "2009-03", "date": "2009-03-31", "soxxAdjustedClose": 8.62, "spyAdjustedClose": 58.42, "features": { "momentum12skip1": -44.58364038, "relative6m": 7.83441981, "distance10m": -13.62725451, "volatility63d": 55.22797633, "ordersGrowthAcceleration3m": -7.51356854, "outputGrowthAcceleration3m": -38.98416763, "financialStress": 6.114175, "stressChange3m": 2.963975 }, "return3m": 18.21345708, "returnEndDate": "2009-06-30", "futureVolatility63d": 37.72815978, "volatilityEndDate": "2009-06-30", "sourceMonth": "2008-12", "macroEligibleAfter": "2009-03-01" }, { "month": "2009-04", "date": "2009-04-30", "soxxAdjustedClose": 9.69, "spyAdjustedClose": 64.22, "features": { "momentum12skip1": -41.03967168, "relative6m": 14.00637746, "distance10m": 1.5403961, "volatility63d": 49.34513076, "ordersGrowthAcceleration3m": -11.03372464, "outputGrowthAcceleration3m": -15.46593132, "financialStress": 3.909275, "stressChange3m": -2.8316 }, "return3m": 21.3622291, "returnEndDate": "2009-07-31", "futureVolatility63d": 33.62619123, "volatilityEndDate": "2009-07-30", "sourceMonth": "2009-02", "macroEligibleAfter": "2009-04-29" }, { "month": "2009-05", "date": "2009-05-29", "soxxAdjustedClose": 10.08, "spyAdjustedClose": 67.98, "features": { "momentum12skip1": -38.94139887, "relative6m": 31.37042178, "distance10m": 8.84353741, "volatility63d": 45.93187788, "ordersGrowthAcceleration3m": -11.03372464, "outputGrowthAcceleration3m": -15.46593132, "financialStress": 3.909275, "stressChange3m": -2.8316 }, "return3m": 19.74206349, "returnEndDate": "2009-08-31", "futureVolatility63d": 28.37535893, "volatilityEndDate": "2009-08-27", "sourceMonth": "2009-02", "macroEligibleAfter": "2009-04-29" }, { "month": "2009-06", "date": "2009-06-30", "soxxAdjustedClose": 10.19, "spyAdjustedClose": 67.93, "features": { "momentum12skip1": -28.30725462, "relative6m": 26.43805335, "distance10m": 14.05865234, "volatility63d": 37.72815978, "ordersGrowthAcceleration3m": 1.42315681, "outputGrowthAcceleration3m": 1.3439721, "financialStress": 2.84195, "stressChange3m": -1.35853 }, "return3m": 22.08047105, "returnEndDate": "2009-09-30", "futureVolatility63d": 24.48663184, "volatilityEndDate": "2009-09-29", "sourceMonth": "2009-04", "macroEligibleAfter": "2009-06-29" }, { "month": "2009-07", "date": "2009-07-31", "soxxAdjustedClose": 11.76, "spyAdjustedClose": 73, "features": { "momentum12skip1": -21.00775194, "relative6m": 32.90456997, "distance10m": 30.71023675, "volatility63d": 33.63151309, "ordersGrowthAcceleration3m": -6.04290297, "outputGrowthAcceleration3m": 3.209818, "financialStress": 1.80298, "stressChange3m": -2.106295 }, "return3m": -4.08163265, "returnEndDate": "2009-10-30", "futureVolatility63d": 27.1181837, "volatilityEndDate": "2009-10-29", "sourceMonth": "2009-05", "macroEligibleAfter": "2009-07-30" }, { "month": "2009-08", "date": "2009-08-31", "soxxAdjustedClose": 12.07, "spyAdjustedClose": 75.7, "features": { "momentum12skip1": -12.63001486, "relative6m": 20.13817656, "distance10m": 29.96662001, "volatility63d": 26.42741524, "ordersGrowthAcceleration3m": -5.88958235, "outputGrowthAcceleration3m": 4.35727648, "financialStress": 1.3905, "stressChange3m": -2.457925 }, "return3m": -0.24855012, "returnEndDate": "2009-11-30", "futureVolatility63d": 27.86843074, "volatilityEndDate": "2009-11-30", "sourceMonth": "2009-06", "macroEligibleAfter": "2009-08-29" }, { "month": "2009-09", "date": "2009-09-30", "soxxAdjustedClose": 12.44, "spyAdjustedClose": 78.38, "features": { "momentum12skip1": 8.44564241, "relative6m": 10.14916387, "distance10m": 27.09440131, "volatility63d": 24.37612757, "ordersGrowthAcceleration3m": 8.55121562, "outputGrowthAcceleration3m": 8.50274556, "financialStress": 1.01646, "stressChange3m": -1.82549 }, "return3m": 10.45016077, "returnEndDate": "2009-12-31", "futureVolatility63d": 27.17829385, "volatilityEndDate": "2009-12-30", "sourceMonth": "2009-07", "macroEligibleAfter": "2009-09-29" }, { "month": "2009-10", "date": "2009-10-30", "soxxAdjustedClose": 11.28, "spyAdjustedClose": 76.88, "features": { "momentum12skip1": 35.65976009, "relative6m": -3.30481617, "distance10m": 11.35241856, "volatility63d": 27.78480213, "ordersGrowthAcceleration3m": 4.44106892, "outputGrowthAcceleration3m": 10.72736889, "financialStress": 0.6367, "stressChange3m": -1.16628 }, "return3m": 6.38297872, "returnEndDate": "2010-01-29", "futureVolatility63d": 26.40970174, "volatilityEndDate": "2010-02-02", "sourceMonth": "2009-08", "macroEligibleAfter": "2009-10-30" }, { "month": "2009-11", "date": "2009-11-30", "soxxAdjustedClose": 12.04, "spyAdjustedClose": 81.61, "features": { "momentum12skip1": 51.81695828, "relative6m": -0.60557027, "distance10m": 13.91806226, "volatility63d": 27.86843074, "ordersGrowthAcceleration3m": 6.15744238, "outputGrowthAcceleration3m": 15.13544148, "financialStress": 0.3371, "stressChange3m": -1.0534 }, "return3m": 7.64119601, "returnEndDate": "2010-02-26", "futureVolatility63d": 27.07198946, "volatilityEndDate": "2010-03-03", "sourceMonth": "2009-09", "macroEligibleAfter": "2009-11-29" }, { "month": "2009-12", "date": "2009-12-31", "soxxAdjustedClose": 13.74, "spyAdjustedClose": 83.17, "features": { "momentum12skip1": 53.18066158, "relative6m": 12.40321713, "distance10m": 22.7772317, "volatility63d": 25.24960599, "ordersGrowthAcceleration3m": 4.79254813, "outputGrowthAcceleration3m": 19.96273066, "financialStress": 0.30698, "stressChange3m": -0.70948 }, "return3m": 0.36390102, "returnEndDate": "2010-03-31", "futureVolatility63d": 27.47331561, "volatilityEndDate": "2010-04-05", "sourceMonth": "2009-10", "macroEligibleAfter": "2009-12-30" }, { "month": "2010-01", "date": "2010-01-29", "soxxAdjustedClose": 12, "spyAdjustedClose": 80.15, "features": { "momentum12skip1": 79.60784314, "relative6m": -7.75370422, "distance10m": 4.08534999, "volatility63d": 26.92689886, "ordersGrowthAcceleration3m": 5.70405672, "outputGrowthAcceleration3m": 32.39934387, "financialStress": 0.198475, "stressChange3m": -0.438225 }, "return3m": 17.33333333, "returnEndDate": "2010-04-30", "futureVolatility63d": 25.84207626, "volatilityEndDate": "2010-04-30", "sourceMonth": "2009-11", "macroEligibleAfter": "2010-01-29" }, { "month": "2010-02", "date": "2010-02-26", "soxxAdjustedClose": 12.96, "spyAdjustedClose": 82.65, "features": { "momentum12skip1": 59.57446809, "relative6m": -1.80732386, "distance10m": 9.31174089, "volatility63d": 26.82455912, "ordersGrowthAcceleration3m": 5.70405672, "outputGrowthAcceleration3m": 32.39934387, "financialStress": 0.198475, "stressChange3m": -0.438225 }, "return3m": 1.54320988, "returnEndDate": "2010-05-28", "futureVolatility63d": 30.98171411, "volatilityEndDate": "2010-05-27", "sourceMonth": "2009-11", "macroEligibleAfter": "2010-01-29" }, { "month": "2010-03", "date": "2010-03-31", "soxxAdjustedClose": 13.79, "spyAdjustedClose": 87.68, "features": { "momentum12skip1": 50.34802784, "relative6m": -1.01318172, "distance10m": 12.78318476, "volatility63d": 27.04911897, "ordersGrowthAcceleration3m": 5.93311531, "outputGrowthAcceleration3m": 41.89886703, "financialStress": -0.0733, "stressChange3m": -0.4104 }, "return3m": -11.09499637, "returnEndDate": "2010-06-30", "futureVolatility63d": 36.121893, "volatilityEndDate": "2010-06-30", "sourceMonth": "2009-12", "macroEligibleAfter": "2010-03-01" }, { "month": "2010-04", "date": "2010-04-30", "soxxAdjustedClose": 14.08, "spyAdjustedClose": 89.04, "features": { "momentum12skip1": 42.31166151, "relative6m": 9.0058376, "distance10m": 11.60431198, "volatility63d": 25.84207626, "ordersGrowthAcceleration3m": 7.6556248, "outputGrowthAcceleration3m": 30.38461385, "financialStress": -0.089775, "stressChange3m": -0.28825 }, "return3m": -8.45170455, "returnEndDate": "2010-07-30", "futureVolatility63d": 36.62125795, "volatilityEndDate": "2010-07-30", "sourceMonth": "2010-02", "macroEligibleAfter": "2010-04-29" }, { "month": "2010-05", "date": "2010-05-28", "soxxAdjustedClose": 13.16, "spyAdjustedClose": 81.96, "features": { "momentum12skip1": 39.68253968, "relative6m": 8.87345657, "distance10m": 3.16713703, "volatility63d": 30.78837231, "ordersGrowthAcceleration3m": 7.6556248, "outputGrowthAcceleration3m": 30.38461385, "financialStress": -0.089775, "stressChange3m": -0.28825 }, "return3m": -12.3100304, "returnEndDate": "2010-08-31", "futureVolatility63d": 31.7136895, "volatilityEndDate": "2010-08-27", "sourceMonth": "2010-02", "macroEligibleAfter": "2010-04-29" }, { "month": "2010-06", "date": "2010-06-30", "soxxAdjustedClose": 12.26, "spyAdjustedClose": 77.73, "features": { "momentum12skip1": 29.14622179, "relative6m": -4.23065015, "distance10m": -4.03131115, "volatility63d": 36.121893, "ordersGrowthAcceleration3m": 1.5930258, "outputGrowthAcceleration3m": 7.48975943, "financialStress": -0.37098, "stressChange3m": -0.18098 }, "return3m": 8.15660685, "returnEndDate": "2010-09-30", "futureVolatility63d": 28.40944187, "volatilityEndDate": "2010-09-29", "sourceMonth": "2010-04", "macroEligibleAfter": "2010-06-29" }, { "month": "2010-07", "date": "2010-07-30", "soxxAdjustedClose": 12.89, "spyAdjustedClose": 83.04, "features": { "momentum12skip1": 4.25170068, "relative6m": 3.81092743, "distance10m": 0.54602184, "volatility63d": 36.62125795, "ordersGrowthAcceleration3m": 7.63787763, "outputGrowthAcceleration3m": 4.15961923, "financialStress": 0.70405, "stressChange3m": 0.793825 }, "return3m": 10.00775795, "returnEndDate": "2010-10-29", "futureVolatility63d": 24.80263048, "volatilityEndDate": "2010-10-28", "sourceMonth": "2010-05", "macroEligibleAfter": "2010-07-30" }, { "month": "2010-08", "date": "2010-08-31", "soxxAdjustedClose": 11.54, "spyAdjustedClose": 79.3, "features": { "momentum12skip1": 6.7937034, "relative6m": -6.90355358, "distance10m": -10.16658882, "volatility63d": 31.32196052, "ordersGrowthAcceleration3m": -0.01469079, "outputGrowthAcceleration3m": 0.03672768, "financialStress": 0.729825, "stressChange3m": 1.139625 }, "return3m": 28.85615251, "returnEndDate": "2010-11-30", "futureVolatility63d": 21.8729136, "volatilityEndDate": "2010-11-30", "sourceMonth": "2010-06", "macroEligibleAfter": "2010-08-29" }, { "month": "2010-09", "date": "2010-09-30", "soxxAdjustedClose": 13.26, "spyAdjustedClose": 86.41, "features": { "momentum12skip1": -7.23472669, "relative6m": -2.39491585, "distance10m": 2.25169648, "volatility63d": 28.43770668, "ordersGrowthAcceleration3m": -5.78060531, "outputGrowthAcceleration3m": -4.74430719, "financialStress": 0.51688, "stressChange3m": 0.88786 }, "return3m": 18.47662142, "returnEndDate": "2010-12-31", "futureVolatility63d": 17.6631585, "volatilityEndDate": "2010-12-30", "sourceMonth": "2010-07", "macroEligibleAfter": "2010-09-29" }, { "month": "2010-10", "date": "2010-10-29", "soxxAdjustedClose": 14.18, "spyAdjustedClose": 89.71, "features": { "momentum12skip1": 17.55319149, "relative6m": -0.04224353, "distance10m": 8.97632954, "volatility63d": 24.65567847, "ordersGrowthAcceleration3m": -5.78060531, "outputGrowthAcceleration3m": -4.74430719, "financialStress": 0.51688, "stressChange3m": 0.88786 }, "return3m": 18.2651622, "returnEndDate": "2011-01-31", "futureVolatility63d": 18.8098418, "volatilityEndDate": "2011-01-31", "sourceMonth": "2010-07", "macroEligibleAfter": "2010-09-29" }, { "month": "2010-11", "date": "2010-11-30", "soxxAdjustedClose": 14.87, "spyAdjustedClose": 89.71, "features": { "momentum12skip1": 17.77408638, "relative6m": 3.53808886, "distance10m": 11.81291826, "volatility63d": 21.8729136, "ordersGrowthAcceleration3m": 5.08255575, "outputGrowthAcceleration3m": -9.15677863, "financialStress": 0.114675, "stressChange3m": -0.61515 }, "return3m": 17.68661735, "returnEndDate": "2011-02-28", "futureVolatility63d": 20.83531351, "volatilityEndDate": "2011-03-02", "sourceMonth": "2010-09", "macroEligibleAfter": "2010-11-29" }, { "month": "2010-12", "date": "2010-12-31", "soxxAdjustedClose": 15.71, "spyAdjustedClose": 95.7, "features": { "momentum12skip1": 8.22416303, "relative6m": 5.02180657, "distance10m": 15.73596582, "volatility63d": 17.6543497, "ordersGrowthAcceleration3m": -4.01735467, "outputGrowthAcceleration3m": -8.6575669, "financialStress": -0.06952, "stressChange3m": -0.5864 }, "return3m": 6.23806493, "returnEndDate": "2011-03-31", "futureVolatility63d": 24.16745934, "volatilityEndDate": "2011-04-01", "sourceMonth": "2010-10", "macroEligibleAfter": "2010-12-30" }, { "month": "2011-01", "date": "2011-01-31", "soxxAdjustedClose": 16.77, "spyAdjustedClose": 97.93, "features": { "momentum12skip1": 30.91666667, "relative6m": 12.16973584, "distance10m": 20.89100346, "volatility63d": 18.8098418, "ordersGrowthAcceleration3m": -2.91835319, "outputGrowthAcceleration3m": -6.68043891, "financialStress": -0.07945, "stressChange3m": -0.470225 }, "return3m": 2.3255814, "returnEndDate": "2011-04-29", "futureVolatility63d": 23.94413647, "volatilityEndDate": "2011-05-02", "sourceMonth": "2010-11", "macroEligibleAfter": "2011-01-29" }, { "month": "2011-02", "date": "2011-02-28", "soxxAdjustedClose": 17.5, "spyAdjustedClose": 101.33, "features": { "momentum12skip1": 29.39814815, "relative6m": 23.86586706, "distance10m": 23.11805262, "volatility63d": 20.49666117, "ordersGrowthAcceleration3m": -2.91835319, "outputGrowthAcceleration3m": -6.68043891, "financialStress": -0.07945, "stressChange3m": -0.470225 }, "return3m": -3.94285714, "returnEndDate": "2011-05-31", "futureVolatility63d": 21.72438291, "volatilityEndDate": "2011-05-27", "sourceMonth": "2010-11", "macroEligibleAfter": "2011-01-29" }, { "month": "2011-03", "date": "2011-03-31", "soxxAdjustedClose": 16.69, "spyAdjustedClose": 101.34, "features": { "momentum12skip1": 26.9035533, "relative6m": 8.58917717, "distance10m": 14.57403721, "volatility63d": 24.03944906, "ordersGrowthAcceleration3m": 4.3509276, "outputGrowthAcceleration3m": 3.09813861, "financialStress": -0.19248, "stressChange3m": -0.307155 }, "return3m": -5.93169563, "returnEndDate": "2011-06-30", "futureVolatility63d": 21.52787418, "volatilityEndDate": "2011-06-30", "sourceMonth": "2010-12", "macroEligibleAfter": "2011-03-01" }, { "month": "2011-04", "date": "2011-04-29", "soxxAdjustedClose": 17.16, "spyAdjustedClose": 104.28, "features": { "momentum12skip1": 18.53693182, "relative6m": 4.7742931, "distance10m": 13.96692568, "volatility63d": 23.88274402, "ordersGrowthAcceleration3m": 4.51185746, "outputGrowthAcceleration3m": -4.85516532, "financialStress": -0.30545, "stressChange3m": -0.226 }, "return3m": -13.46153846, "returnEndDate": "2011-07-29", "futureVolatility63d": 23.04202312, "volatilityEndDate": "2011-07-29", "sourceMonth": "2011-02", "macroEligibleAfter": "2011-04-29" }, { "month": "2011-05", "date": "2011-05-31", "soxxAdjustedClose": 16.81, "spyAdjustedClose": 103.11, "features": { "momentum12skip1": 30.39513678, "relative6m": -1.89061713, "distance10m": 8.80963169, "volatility63d": 21.61298379, "ordersGrowthAcceleration3m": -8.32828833, "outputGrowthAcceleration3m": -17.77425346, "financialStress": -0.174375, "stressChange3m": 0.018105 }, "return3m": -18.67935753, "returnEndDate": "2011-08-31", "futureVolatility63d": 36.49286046, "volatilityEndDate": "2011-08-29", "sourceMonth": "2011-03", "macroEligibleAfter": "2011-05-30" }, { "month": "2011-06", "date": "2011-06-30", "soxxAdjustedClose": 15.7, "spyAdjustedClose": 101.37, "features": { "momentum12skip1": 37.11256117, "relative6m": -5.98841861, "distance10m": -1.04002521, "volatility63d": 21.52787418, "ordersGrowthAcceleration3m": -4.41406448, "outputGrowthAcceleration3m": -18.64225278, "financialStress": -0.40996, "stressChange3m": -0.11031 }, "return3m": -17.00636943, "returnEndDate": "2011-09-30", "futureVolatility63d": 38.43972716, "volatilityEndDate": "2011-09-29", "sourceMonth": "2011-04", "macroEligibleAfter": "2011-06-29" }, { "month": "2011-07", "date": "2011-07-29", "soxxAdjustedClose": 14.85, "spyAdjustedClose": 99.34, "features": { "momentum12skip1": 21.79984484, "relative6m": -12.88882004, "distance10m": -7.32651023, "volatility63d": 23.04202312, "ordersGrowthAcceleration3m": -4.41406448, "outputGrowthAcceleration3m": -18.64225278, "financialStress": -0.40996, "stressChange3m": -0.11031 }, "return3m": 0.13468013, "returnEndDate": "2011-10-31", "futureVolatility63d": 41.72132078, "volatilityEndDate": "2011-10-27", "sourceMonth": "2011-04", "macroEligibleAfter": "2011-06-29" }, { "month": "2011-08", "date": "2011-08-31", "soxxAdjustedClose": 13.67, "spyAdjustedClose": 93.88, "features": { "momentum12skip1": 28.68284229, "relative6m": -14.53349875, "distance10m": -14.41808051, "volatility63d": 36.10347364, "ordersGrowthAcceleration3m": 6.04112853, "outputGrowthAcceleration3m": -8.0366935, "financialStress": -0.1434, "stressChange3m": 0.030975 }, "return3m": 4.9012436, "returnEndDate": "2011-11-30", "futureVolatility63d": 37.06322491, "volatilityEndDate": "2011-11-30", "sourceMonth": "2011-06", "macroEligibleAfter": "2011-08-29" }, { "month": "2011-09", "date": "2011-09-30", "soxxAdjustedClose": 13.03, "spyAdjustedClose": 87.36, "features": { "momentum12skip1": 3.09200603, "relative6m": -8.13415393, "distance10m": -17.47419089, "volatility63d": 38.66344715, "ordersGrowthAcceleration3m": -0.25605786, "outputGrowthAcceleration3m": -7.1807844, "financialStress": -0.2602, "stressChange3m": 0.14976 }, "return3m": 7.82808903, "returnEndDate": "2011-12-30", "futureVolatility63d": 35.72372669, "volatilityEndDate": "2011-12-30", "sourceMonth": "2011-07", "macroEligibleAfter": "2011-09-29" }, { "month": "2011-10", "date": "2011-10-31", "soxxAdjustedClose": 14.87, "spyAdjustedClose": 96.89, "features": { "momentum12skip1": -8.1100141, "relative6m": -6.25829866, "distance10m": -5.3167781, "volatility63d": 41.59611212, "ordersGrowthAcceleration3m": -1.05363147, "outputGrowthAcceleration3m": -3.81526412, "financialStress": 0.778425, "stressChange3m": 1.093975 }, "return3m": 6.1197041, "returnEndDate": "2012-01-31", "futureVolatility63d": 31.92217639, "volatilityEndDate": "2012-02-01", "sourceMonth": "2011-08", "macroEligibleAfter": "2011-10-30" }, { "month": "2011-11", "date": "2011-11-30", "soxxAdjustedClose": 14.34, "spyAdjustedClose": 96.5, "features": { "momentum12skip1": 0.0, "relative6m": -8.28300532, "distance10m": -7.25649981, "volatility63d": 37.06322491, "ordersGrowthAcceleration3m": -5.51251081, "outputGrowthAcceleration3m": -5.0666849, "financialStress": 0.8996, "stressChange3m": 1.043 }, "return3m": 14.36541144, "returnEndDate": "2012-02-29", "futureVolatility63d": 24.35112918, "volatilityEndDate": "2012-03-02", "sourceMonth": "2011-09", "macroEligibleAfter": "2011-11-29" }, { "month": "2011-12", "date": "2011-12-30", "soxxAdjustedClose": 14.05, "spyAdjustedClose": 97.5, "features": { "momentum12skip1": -8.72056015, "relative6m": -6.6918566, "distance10m": -7.05827876, "volatility63d": 35.72372669, "ordersGrowthAcceleration3m": 10.73133719, "outputGrowthAcceleration3m": -3.76404382, "financialStress": 0.716675, "stressChange3m": 0.976875 }, "return3m": 20.49822064, "returnEndDate": "2012-03-30", "futureVolatility63d": 19.79901645, "volatilityEndDate": "2012-04-02", "sourceMonth": "2011-10", "macroEligibleAfter": "2011-12-30" }, { "month": "2012-01", "date": "2012-01-31", "soxxAdjustedClose": 15.78, "spyAdjustedClose": 102.03, "features": { "momentum12skip1": -16.21943948, "relative6m": 3.55475431, "distance10m": 5.01796885, "volatility63d": 32.03821515, "ordersGrowthAcceleration3m": -3.09107826, "outputGrowthAcceleration3m": -7.37798052, "financialStress": 0.989425, "stressChange3m": 0.211 }, "return3m": 1.26742712, "returnEndDate": "2012-04-30", "futureVolatility63d": 20.2557232, "volatilityEndDate": "2012-05-01", "sourceMonth": "2011-11", "macroEligibleAfter": "2012-01-29" }, { "month": "2012-02", "date": "2012-02-29", "soxxAdjustedClose": 16.4, "spyAdjustedClose": 106.45, "features": { "momentum12skip1": -9.82857143, "relative6m": 6.58130553, "distance10m": 9.69899666, "volatility63d": 26.41227381, "ordersGrowthAcceleration3m": -2.39320119, "outputGrowthAcceleration3m": -8.9355685, "financialStress": 0.71156, "stressChange3m": -0.18804 }, "return3m": -12.80487805, "returnEndDate": "2012-05-31", "futureVolatility63d": 21.23875531, "volatilityEndDate": "2012-05-30", "sourceMonth": "2011-12", "macroEligibleAfter": "2012-02-29" }, { "month": "2012-03", "date": "2012-03-30", "soxxAdjustedClose": 16.93, "spyAdjustedClose": 109.88, "features": { "momentum12skip1": -1.73756741, "relative6m": 4.15254035, "distance10m": 13.15332175, "volatility63d": 19.83654876, "ordersGrowthAcceleration3m": -2.39320119, "outputGrowthAcceleration3m": -8.9355685, "financialStress": 0.71156, "stressChange3m": -0.18804 }, "return3m": -11.75428234, "returnEndDate": "2012-06-29", "futureVolatility63d": 27.28040473, "volatilityEndDate": "2012-06-29", "sourceMonth": "2011-12", "macroEligibleAfter": "2012-02-29" }, { "month": "2012-04", "date": "2012-04-30", "soxxAdjustedClose": 15.98, "spyAdjustedClose": 109.14, "features": { "momentum12skip1": -1.34032634, "relative6m": -5.17850962, "distance10m": 6.60440294, "volatility63d": 20.24748088, "ordersGrowthAcceleration3m": 0.62999204, "outputGrowthAcceleration3m": -3.33548005, "financialStress": 0.16805, "stressChange3m": -0.821375 }, "return3m": -6.75844806, "returnEndDate": "2012-07-31", "futureVolatility63d": 28.13736102, "volatilityEndDate": "2012-07-30", "sourceMonth": "2012-02", "macroEligibleAfter": "2012-04-29" }, { "month": "2012-05", "date": "2012-05-31", "soxxAdjustedClose": 14.3, "spyAdjustedClose": 102.59, "features": { "momentum12skip1": -4.93753718, "relative6m": -6.58982086, "distance10m": -4.25175762, "volatility63d": 21.30976898, "ordersGrowthAcceleration3m": 2.71931003, "outputGrowthAcceleration3m": 2.10533019, "financialStress": -0.00542, "stressChange3m": -0.71698 }, "return3m": 7.69230769, "returnEndDate": "2012-08-31", "futureVolatility63d": 26.28961195, "volatilityEndDate": "2012-08-29", "sourceMonth": "2012-03", "macroEligibleAfter": "2012-05-30" }, { "month": "2012-06", "date": "2012-06-29", "soxxAdjustedClose": 14.94, "spyAdjustedClose": 106.75, "features": { "momentum12skip1": -8.91719745, "relative6m": -3.15265991, "distance10m": -0.80998539, "volatility63d": 27.28040473, "ordersGrowthAcceleration3m": 3.16475455, "outputGrowthAcceleration3m": 4.78843066, "financialStress": 0.100925, "stressChange3m": -0.36905 }, "return3m": -0.46854083, "returnEndDate": "2012-09-28", "futureVolatility63d": 21.07868983, "volatilityEndDate": "2012-09-28", "sourceMonth": "2012-04", "macroEligibleAfter": "2012-06-29" }, { "month": "2012-07", "date": "2012-07-31", "soxxAdjustedClose": 14.9, "spyAdjustedClose": 108.01, "features": { "momentum12skip1": 0.60606061, "relative6m": -11.43770061, "distance10m": -2.28867467, "volatility63d": 28.1773354, "ordersGrowthAcceleration3m": 0.43542846, "outputGrowthAcceleration3m": 4.32442041, "financialStress": 0.219875, "stressChange3m": 0.051825 }, "return3m": -3.95973154, "returnEndDate": "2012-10-31", "futureVolatility63d": 18.36387968, "volatilityEndDate": "2012-10-31", "sourceMonth": "2012-05", "macroEligibleAfter": "2012-07-30" }, { "month": "2012-08", "date": "2012-08-31", "soxxAdjustedClose": 15.4, "spyAdjustedClose": 110.72, "features": { "momentum12skip1": 8.99780541, "relative6m": -10.10883387, "distance10m": 0.64043916, "volatility63d": 24.9828935, "ordersGrowthAcceleration3m": -9.23824685, "outputGrowthAcceleration3m": 3.85367521, "financialStress": 0.26068, "stressChange3m": 0.2661 }, "return3m": -5.12987013, "returnEndDate": "2012-11-30", "futureVolatility63d": 20.32546615, "volatilityEndDate": "2012-12-04", "sourceMonth": "2012-06", "macroEligibleAfter": "2012-08-29" }, { "month": "2012-09", "date": "2012-09-28", "soxxAdjustedClose": 14.87, "spyAdjustedClose": 113.52, "features": { "momentum12skip1": 18.18879509, "relative6m": -15.48045433, "distance10m": -3.15858027, "volatility63d": 21.07868983, "ordersGrowthAcceleration3m": -9.23824685, "outputGrowthAcceleration3m": 3.85367521, "financialStress": 0.26068, "stressChange3m": 0.2661 }, "return3m": 0.73974445, "returnEndDate": "2012-12-31", "futureVolatility63d": 20.40844388, "volatilityEndDate": "2013-01-02", "sourceMonth": "2012-06", "macroEligibleAfter": "2012-08-29" }, { "month": "2012-10", "date": "2012-10-31", "soxxAdjustedClose": 14.31, "spyAdjustedClose": 111.46, "features": { "momentum12skip1": 0.0, "relative6m": -12.5762733, "distance10m": -6.96313634, "volatility63d": 18.36387968, "ordersGrowthAcceleration3m": -14.10692918, "outputGrowthAcceleration3m": -2.22485462, "financialStress": -0.12488, "stressChange3m": -0.344755 }, "return3m": 12.64849755, "returnEndDate": "2013-01-31", "futureVolatility63d": 19.09344607, "volatilityEndDate": "2013-02-01", "sourceMonth": "2012-08", "macroEligibleAfter": "2012-10-30" }, { "month": "2012-11", "date": "2012-11-30", "soxxAdjustedClose": 14.61, "spyAdjustedClose": 112.09, "features": { "momentum12skip1": -0.20920502, "relative6m": -7.09232964, "distance10m": -4.28459119, "volatility63d": 20.64487838, "ordersGrowthAcceleration3m": -3.49855226, "outputGrowthAcceleration3m": -1.55417536, "financialStress": -0.3503, "stressChange3m": -0.61098 }, "return3m": 14.37371663, "returnEndDate": "2013-02-28", "futureVolatility63d": 18.31425629, "volatilityEndDate": "2013-03-05", "sourceMonth": "2012-09", "macroEligibleAfter": "2012-11-29" }, { "month": "2012-12", "date": "2012-12-31", "soxxAdjustedClose": 14.98, "spyAdjustedClose": 113.09, "features": { "momentum12skip1": 3.98576512, "relative6m": -5.67137245, "distance10m": -0.93902923, "volatility63d": 18.63867126, "ordersGrowthAcceleration3m": -7.0023632, "outputGrowthAcceleration3m": 1.14584709, "financialStress": -0.458525, "stressChange3m": -0.525875 }, "return3m": 14.15220294, "returnEndDate": "2013-03-28", "futureVolatility63d": 19.09395191, "volatilityEndDate": "2013-04-03", "sourceMonth": "2012-10", "macroEligibleAfter": "2012-12-30" }, { "month": "2013-01", "date": "2013-01-31", "soxxAdjustedClose": 16.12, "spyAdjustedClose": 118.88, "features": { "momentum12skip1": -5.06970849, "relative6m": -1.87596351, "distance10m": 7.17372515, "volatility63d": 18.76109841, "ordersGrowthAcceleration3m": 3.71588863, "outputGrowthAcceleration3m": 3.71308124, "financialStress": -0.36632, "stressChange3m": -0.24144 }, "return3m": 7.94044665, "returnEndDate": "2013-04-30", "futureVolatility63d": 20.3512514, "volatilityEndDate": "2013-05-02", "sourceMonth": "2012-11", "macroEligibleAfter": "2013-01-29" }, { "month": "2013-02", "date": "2013-02-28", "soxxAdjustedClose": 16.71, "spyAdjustedClose": 120.39, "features": { "momentum12skip1": -1.70731707, "relative6m": -0.22724927, "distance10m": 10.55974593, "volatility63d": 17.98642695, "ordersGrowthAcceleration3m": 3.71588863, "outputGrowthAcceleration3m": 3.71308124, "financialStress": -0.36632, "stressChange3m": -0.24144 }, "return3m": 10.05385996, "returnEndDate": "2013-05-31", "futureVolatility63d": 18.22513643, "volatilityEndDate": "2013-05-30", "sourceMonth": "2012-11", "macroEligibleAfter": "2013-01-29" }, { "month": "2013-03", "date": "2013-03-28", "soxxAdjustedClose": 17.1, "spyAdjustedClose": 124.96, "features": { "momentum12skip1": -1.2994684, "relative6m": 4.91911815, "distance10m": 11.08223983, "volatility63d": 18.30811187, "ordersGrowthAcceleration3m": 6.77431957, "outputGrowthAcceleration3m": 0.49103703, "financialStress": -0.505725, "stressChange3m": -0.155425 }, "return3m": 7.48538012, "returnEndDate": "2013-06-28", "futureVolatility63d": 21.38809064, "volatilityEndDate": "2013-06-27", "sourceMonth": "2012-12", "macroEligibleAfter": "2013-03-01" }, { "month": "2013-04", "date": "2013-04-30", "soxxAdjustedClose": 17.4, "spyAdjustedClose": 127.36, "features": { "momentum12skip1": 7.00876095, "relative6m": 7.32808416, "distance10m": 11.25319693, "volatility63d": 20.1626827, "ordersGrowthAcceleration3m": -6.07253421, "outputGrowthAcceleration3m": -5.19766323, "financialStress": -0.595075, "stressChange3m": -0.228755 }, "return3m": 8.10344828, "returnEndDate": "2013-07-31", "futureVolatility63d": 18.11279533, "volatilityEndDate": "2013-07-30", "sourceMonth": "2013-02", "macroEligibleAfter": "2013-04-29" }, { "month": "2013-05", "date": "2013-05-31", "soxxAdjustedClose": 18.39, "spyAdjustedClose": 130.37, "features": { "momentum12skip1": 21.67832168, "relative6m": 9.56436627, "distance10m": 15.01657389, "volatility63d": 18.44197414, "ordersGrowthAcceleration3m": -9.62539208, "outputGrowthAcceleration3m": -4.12746951, "financialStress": -0.64612, "stressChange3m": -0.140395 }, "return3m": -1.79445351, "returnEndDate": "2013-08-30", "futureVolatility63d": 19.19202214, "volatilityEndDate": "2013-08-29", "sourceMonth": "2013-03", "macroEligibleAfter": "2013-05-30" }, { "month": "2013-06", "date": "2013-06-28", "soxxAdjustedClose": 18.38, "spyAdjustedClose": 128.63, "features": { "momentum12skip1": 23.09236948, "relative6m": 8.95566122, "distance10m": 12.85073985, "volatility63d": 20.92850843, "ordersGrowthAcceleration3m": -9.62539208, "outputGrowthAcceleration3m": -4.12746951, "financialStress": -0.64612, "stressChange3m": -0.140395 }, "return3m": 5.44069641, "returnEndDate": "2013-09-30", "futureVolatility63d": 16.15677024, "volatilityEndDate": "2013-09-27", "sourceMonth": "2013-03", "macroEligibleAfter": "2013-05-30" }, { "month": "2013-07", "date": "2013-07-31", "soxxAdjustedClose": 18.81, "spyAdjustedClose": 135.27, "features": { "momentum12skip1": 23.3557047, "relative6m": 2.9003328, "distance10m": 12.7630238, "volatility63d": 18.04534633, "ordersGrowthAcceleration3m": 7.87756379, "outputGrowthAcceleration3m": 0.84091418, "financialStress": -0.58702, "stressChange3m": 0.008055 }, "return3m": 6.43274854, "returnEndDate": "2013-10-31", "futureVolatility63d": 17.00614869, "volatilityEndDate": "2013-10-29", "sourceMonth": "2013-05", "macroEligibleAfter": "2013-07-30" }, { "month": "2013-08", "date": "2013-08-30", "soxxAdjustedClose": 18.06, "spyAdjustedClose": 131.22, "features": { "momentum12skip1": 22.14285714, "relative6m": -0.91676915, "distance10m": 5.88649156, "volatility63d": 19.25683644, "ordersGrowthAcceleration3m": 15.37804732, "outputGrowthAcceleration3m": 0.53808601, "financialStress": -0.0681, "stressChange3m": 0.57802 }, "return3m": 11.84939092, "returnEndDate": "2013-11-29", "futureVolatility63d": 15.08645518, "volatilityEndDate": "2013-11-29", "sourceMonth": "2013-06", "macroEligibleAfter": "2013-08-29" }, { "month": "2013-09", "date": "2013-09-30", "soxxAdjustedClose": 19.38, "spyAdjustedClose": 135.37, "features": { "momentum12skip1": 21.45258911, "relative6m": 5.00266752, "distance10m": 10.53442081, "volatility63d": 16.1527413, "ordersGrowthAcceleration3m": 4.77316556, "outputGrowthAcceleration3m": 2.22685764, "financialStress": -0.358875, "stressChange3m": 0.2496 }, "return3m": 9.44272446, "returnEndDate": "2013-12-31", "futureVolatility63d": 13.95557746, "volatilityEndDate": "2013-12-30", "sourceMonth": "2013-07", "macroEligibleAfter": "2013-09-29" }, { "month": "2013-10", "date": "2013-10-31", "soxxAdjustedClose": 20.02, "spyAdjustedClose": 141.64, "features": { "momentum12skip1": 35.42976939, "relative6m": 3.84515971, "distance10m": 10.99406775, "volatility63d": 16.7327908, "ordersGrowthAcceleration3m": 3.41972899, "outputGrowthAcceleration3m": 5.38459618, "financialStress": -0.29722, "stressChange3m": 0.2898 }, "return3m": 4.74525475, "returnEndDate": "2014-01-31", "futureVolatility63d": 14.25973802, "volatilityEndDate": "2014-02-03", "sourceMonth": "2013-08", "macroEligibleAfter": "2013-10-30" }, { "month": "2013-11", "date": "2013-11-29", "soxxAdjustedClose": 20.2, "spyAdjustedClose": 145.84, "features": { "momentum12skip1": 37.0294319, "relative6m": -2.02392129, "distance10m": 9.51477365, "volatility63d": 15.08645518, "ordersGrowthAcceleration3m": -0.7916786, "outputGrowthAcceleration3m": 4.78052638, "financialStress": -0.3368, "stressChange3m": -0.2687 }, "return3m": 10.79207921, "returnEndDate": "2014-02-28", "futureVolatility63d": 14.2642495, "volatilityEndDate": "2014-03-04", "sourceMonth": "2013-09", "macroEligibleAfter": "2013-11-29" }, { "month": "2013-12", "date": "2013-12-31", "soxxAdjustedClose": 21.21, "spyAdjustedClose": 149.62, "features": { "momentum12skip1": 34.84646195, "relative6m": -0.92095091, "distance10m": 12.2519185, "volatility63d": 13.96096734, "ordersGrowthAcceleration3m": 4.27124345, "outputGrowthAcceleration3m": 2.83662379, "financialStress": -0.44165, "stressChange3m": -0.082775 }, "return3m": 9.85384253, "returnEndDate": "2014-03-31", "futureVolatility63d": 15.829622, "volatilityEndDate": "2014-04-02", "sourceMonth": "2013-10", "macroEligibleAfter": "2013-12-30" }, { "month": "2014-01", "date": "2014-01-31", "soxxAdjustedClose": 20.97, "spyAdjustedClose": 144.35, "features": { "momentum12skip1": 31.57568238, "relative6m": 4.77075266, "distance10m": 8.7542786, "volatility63d": 13.55148102, "ordersGrowthAcceleration3m": 6.32656069, "outputGrowthAcceleration3m": 1.85330164, "financialStress": -0.56252, "stressChange3m": -0.2653 }, "return3m": 9.06056271, "returnEndDate": "2014-04-30", "futureVolatility63d": 18.23605419, "volatilityEndDate": "2014-05-02", "sourceMonth": "2013-11", "macroEligibleAfter": "2014-01-29" }, { "month": "2014-02", "date": "2014-02-28", "soxxAdjustedClose": 22.38, "spyAdjustedClose": 150.92, "features": { "momentum12skip1": 25.49371634, "relative6m": 8.90731044, "distance10m": 13.1445905, "volatility63d": 13.7975864, "ordersGrowthAcceleration3m": 6.32656069, "outputGrowthAcceleration3m": 1.85330164, "financialStress": -0.56252, "stressChange3m": -0.2653 }, "return3m": 6.70241287, "returnEndDate": "2014-05-30", "futureVolatility63d": 17.82268259, "volatilityEndDate": "2014-05-30", "sourceMonth": "2013-11", "macroEligibleAfter": "2014-01-29" }, { "month": "2014-03", "date": "2014-03-31", "soxxAdjustedClose": 23.3, "spyAdjustedClose": 152.17, "features": { "momentum12skip1": 30.87719298, "relative6m": 7.81660751, "distance10m": 14.94252874, "volatility63d": 15.62203912, "ordersGrowthAcceleration3m": -7.78620279, "outputGrowthAcceleration3m": 4.22845636, "financialStress": -0.54705, "stressChange3m": -0.21025 }, "return3m": 8.71244635, "returnEndDate": "2014-06-30", "futureVolatility63d": 16.08180557, "volatilityEndDate": "2014-06-30", "sourceMonth": "2013-12", "macroEligibleAfter": "2014-03-01" }, { "month": "2014-04", "date": "2014-04-30", "soxxAdjustedClose": 22.87, "spyAdjustedClose": 153.23, "features": { "momentum12skip1": 33.90804598, "relative6m": 6.05304749, "distance10m": 10.37644788, "volatility63d": 18.3851392, "ordersGrowthAcceleration3m": 2.20194105, "outputGrowthAcceleration3m": 8.26911514, "financialStress": -0.570175, "stressChange3m": -0.007655 }, "return3m": 5.94665501, "returnEndDate": "2014-07-31", "futureVolatility63d": 13.32249206, "volatilityEndDate": "2014-07-30", "sourceMonth": "2014-02", "macroEligibleAfter": "2014-04-29" }, { "month": "2014-05", "date": "2014-05-30", "soxxAdjustedClose": 23.88, "spyAdjustedClose": 156.79, "features": { "momentum12skip1": 24.3610658, "relative6m": 10.70959359, "distance10m": 12.49823338, "volatility63d": 17.82268259, "ordersGrowthAcceleration3m": 17.50245244, "outputGrowthAcceleration3m": 8.43397108, "financialStress": -0.6077, "stressChange3m": -0.06065 }, "return3m": 7.95644891, "returnEndDate": "2014-08-29", "futureVolatility63d": 13.62356512, "volatilityEndDate": "2014-08-28", "sourceMonth": "2014-03", "macroEligibleAfter": "2014-05-30" }, { "month": "2014-06", "date": "2014-06-30", "soxxAdjustedClose": 25.33, "spyAdjustedClose": 160.02, "features": { "momentum12skip1": 29.92383025, "relative6m": 12.47385724, "distance10m": 15.37760773, "volatility63d": 16.08180557, "ordersGrowthAcceleration3m": -1.70301689, "outputGrowthAcceleration3m": 6.50087733, "financialStress": -0.618325, "stressChange3m": -0.082225 }, "return3m": 0.82905645, "returnEndDate": "2014-09-30", "futureVolatility63d": 15.61940852, "volatilityEndDate": "2014-09-29", "sourceMonth": "2014-04", "macroEligibleAfter": "2014-06-29" }, { "month": "2014-07", "date": "2014-07-31", "soxxAdjustedClose": 24.23, "spyAdjustedClose": 157.87, "features": { "momentum12skip1": 34.66241361, "relative6m": 6.17989412, "distance10m": 7.98163911, "volatility63d": 13.98646427, "ordersGrowthAcceleration3m": -9.25819416, "outputGrowthAcceleration3m": 2.42752403, "financialStress": -0.69794, "stressChange3m": -0.127765 }, "return3m": 5.77796121, "returnEndDate": "2014-10-31", "futureVolatility63d": 23.90176396, "volatilityEndDate": "2014-10-29", "sourceMonth": "2014-05", "macroEligibleAfter": "2014-07-30" }, { "month": "2014-08", "date": "2014-08-29", "soxxAdjustedClose": 25.78, "spyAdjustedClose": 164.1, "features": { "momentum12skip1": 34.16389812, "relative6m": 6.4590322, "distance10m": 12.01390398, "volatility63d": 13.65465076, "ordersGrowthAcceleration3m": -8.8043524, "outputGrowthAcceleration3m": -0.01482625, "financialStress": -0.797125, "stressChange3m": -0.189425 }, "return3m": 6.59425912, "returnEndDate": "2014-11-28", "futureVolatility63d": 25.69170558, "volatilityEndDate": "2014-11-28", "sourceMonth": "2014-06", "macroEligibleAfter": "2014-08-29" }, { "month": "2014-09", "date": "2014-09-30", "soxxAdjustedClose": 25.54, "spyAdjustedClose": 161.84, "features": { "momentum12skip1": 33.02373581, "relative6m": 3.25899907, "distance10m": 8.45471145, "volatility63d": 15.46584248, "ordersGrowthAcceleration3m": 0.1134869, "outputGrowthAcceleration3m": -1.60318865, "financialStress": -0.71065, "stressChange3m": -0.092325 }, "return3m": 7.7916993, "returnEndDate": "2014-12-31", "futureVolatility63d": 26.19678507, "volatilityEndDate": "2014-12-30", "sourceMonth": "2014-07", "macroEligibleAfter": "2014-09-29" }, { "month": "2014-10", "date": "2014-10-31", "soxxAdjustedClose": 25.63, "spyAdjustedClose": 165.65, "features": { "momentum12skip1": 27.57242757, "relative6m": 3.96274925, "distance10m": 6.83172856, "volatility63d": 25.18477359, "ordersGrowthAcceleration3m": 12.43965633, "outputGrowthAcceleration3m": -4.66243718, "financialStress": -0.6018, "stressChange3m": 0.09614 }, "return3m": 2.2239563, "returnEndDate": "2015-01-30", "futureVolatility63d": 18.35274792, "volatilityEndDate": "2015-02-03", "sourceMonth": "2014-08", "macroEligibleAfter": "2014-10-30" }, { "month": "2014-11", "date": "2014-11-28", "soxxAdjustedClose": 27.48, "spyAdjustedClose": 170.2, "features": { "momentum12skip1": 26.88118812, "relative6m": 6.5225355, "distance10m": 11.51692233, "volatility63d": 25.69170558, "ordersGrowthAcceleration3m": 12.43965633, "outputGrowthAcceleration3m": -4.66243718, "financialStress": -0.6018, "stressChange3m": 0.09614 }, "return3m": 4.51237263, "returnEndDate": "2015-02-27", "futureVolatility63d": 19.8694198, "volatilityEndDate": "2015-03-03", "sourceMonth": "2014-08", "macroEligibleAfter": "2014-10-30" }, { "month": "2014-12", "date": "2014-12-31", "soxxAdjustedClose": 27.53, "spyAdjustedClose": 169.78, "features": { "momentum12skip1": 29.56152758, "relative6m": 2.58611574, "distance10m": 9.43276225, "volatility63d": 25.68736457, "ordersGrowthAcceleration3m": -4.4970353, "outputGrowthAcceleration3m": -7.07110655, "financialStress": -0.26866, "stressChange3m": 0.44199 }, "return3m": 1.52560843, "returnEndDate": "2015-03-31", "futureVolatility63d": 21.84750594, "volatilityEndDate": "2015-04-02", "sourceMonth": "2014-10", "macroEligibleAfter": "2014-12-30" }, { "month": "2015-01", "date": "2015-01-30", "soxxAdjustedClose": 26.2, "spyAdjustedClose": 164.75, "features": { "momentum12skip1": 31.28278493, "relative6m": 3.77240075, "distance10m": 2.95909144, "volatility63d": 19.71398086, "ordersGrowthAcceleration3m": -16.62436257, "outputGrowthAcceleration3m": -7.2290056, "financialStress": -0.389325, "stressChange3m": 0.212475 }, "return3m": 5.30534351, "returnEndDate": "2015-04-30", "futureVolatility63d": 20.82328094, "volatilityEndDate": "2015-05-01", "sourceMonth": "2014-11", "macroEligibleAfter": "2015-01-29" }, { "month": "2015-02", "date": "2015-02-27", "soxxAdjustedClose": 28.72, "spyAdjustedClose": 174.01, "features": { "momentum12skip1": 17.06881144, "relative6m": 5.36518868, "distance10m": 10.32575292, "volatility63d": 19.18934541, "ordersGrowthAcceleration3m": -16.62436257, "outputGrowthAcceleration3m": -7.2290056, "financialStress": -0.389325, "stressChange3m": 0.212475 }, "return3m": 4.63091922, "returnEndDate": "2015-05-29", "futureVolatility63d": 21.20145417, "volatilityEndDate": "2015-05-29", "sourceMonth": "2014-11", "macroEligibleAfter": "2015-01-29" }, { "month": "2015-03", "date": "2015-03-31", "soxxAdjustedClose": 27.95, "spyAdjustedClose": 171.27, "features": { "momentum12skip1": 23.26180258, "relative6m": 3.60943608, "distance10m": 5.71504217, "volatility63d": 21.87133219, "ordersGrowthAcceleration3m": -3.4654587, "outputGrowthAcceleration3m": -7.50943294, "financialStress": -0.167375, "stressChange3m": 0.333175 }, "return3m": -1.78890877, "returnEndDate": "2015-06-30", "futureVolatility63d": 18.06346937, "volatilityEndDate": "2015-06-30", "sourceMonth": "2014-12", "macroEligibleAfter": "2015-03-01" }, { "month": "2015-04", "date": "2015-04-30", "soxxAdjustedClose": 27.59, "spyAdjustedClose": 172.96, "features": { "momentum12skip1": 22.21250547, "relative6m": 3.23436953, "distance10m": 3.46896681, "volatility63d": 20.55520462, "ordersGrowthAcceleration3m": -0.21418523, "outputGrowthAcceleration3m": -7.58015774, "financialStress": -0.2194, "stressChange3m": 0.169925 }, "return3m": -5.43675245, "returnEndDate": "2015-07-31", "futureVolatility63d": 19.87571785, "volatilityEndDate": "2015-07-30", "sourceMonth": "2015-02", "macroEligibleAfter": "2015-04-29" }, { "month": "2015-05", "date": "2015-05-29", "soxxAdjustedClose": 30.05, "spyAdjustedClose": 175.18, "features": { "momentum12skip1": 15.5360134, "relative6m": 6.42628674, "distance10m": 10.28737109, "volatility63d": 21.20145417, "ordersGrowthAcceleration3m": -0.21418523, "outputGrowthAcceleration3m": -7.58015774, "financialStress": -0.2194, "stressChange3m": 0.169925 }, "return3m": -17.67054908, "returnEndDate": "2015-08-31", "futureVolatility63d": 24.5200074, "volatilityEndDate": "2015-08-27", "sourceMonth": "2015-02", "macroEligibleAfter": "2015-04-29" }, { "month": "2015-06", "date": "2015-06-30", "soxxAdjustedClose": 27.45, "spyAdjustedClose": 171.62, "features": { "momentum12skip1": 18.63403079, "relative6m": -1.37434753, "distance10m": 0.13131976, "volatility63d": 18.06346937, "ordersGrowthAcceleration3m": 3.86719751, "outputGrowthAcceleration3m": -9.6210391, "financialStress": -0.316975, "stressChange3m": -0.363735 }, "return3m": -11.07468124, "returnEndDate": "2015-09-30", "futureVolatility63d": 27.60165655, "volatilityEndDate": "2015-09-29", "sourceMonth": "2015-04", "macroEligibleAfter": "2015-06-29" }, { "month": "2015-07", "date": "2015-07-31", "soxxAdjustedClose": 26.09, "spyAdjustedClose": 175.5, "features": { "momentum12skip1": 13.28931077, "relative6m": -6.94488526, "distance10m": -5.02020459, "volatility63d": 19.14015811, "ordersGrowthAcceleration3m": 5.33835925, "outputGrowthAcceleration3m": -9.0283545, "financialStress": -0.28894, "stressChange3m": -0.06954 }, "return3m": 2.87466462, "returnEndDate": "2015-10-30", "futureVolatility63d": 30.10206899, "volatilityEndDate": "2015-10-29", "sourceMonth": "2015-05", "macroEligibleAfter": "2015-07-30" }, { "month": "2015-08", "date": "2015-08-31", "soxxAdjustedClose": 24.74, "spyAdjustedClose": 164.8, "features": { "momentum12skip1": 1.20248254, "relative6m": -8.56513945, "distance10m": -9.64207451, "volatility63d": 24.51994511, "ordersGrowthAcceleration3m": -3.22876377, "outputGrowthAcceleration3m": -5.623448, "financialStress": -0.21285, "stressChange3m": -0.0415 }, "return3m": 10.99434115, "returnEndDate": "2015-11-30", "futureVolatility63d": 25.36407702, "volatilityEndDate": "2015-11-30", "sourceMonth": "2015-06", "macroEligibleAfter": "2015-08-29" }, { "month": "2015-09", "date": "2015-09-30", "soxxAdjustedClose": 24.41, "spyAdjustedClose": 160.6, "features": { "momentum12skip1": -3.13234143, "relative6m": -6.43554471, "distance10m": -9.83636834, "volatility63d": 28.75199888, "ordersGrowthAcceleration3m": 2.87036554, "outputGrowthAcceleration3m": -4.08519289, "financialStress": -0.10136, "stressChange3m": 0.215615 }, "return3m": 10.56943875, "returnEndDate": "2015-12-31", "futureVolatility63d": 20.59877435, "volatilityEndDate": "2015-12-30", "sourceMonth": "2015-07", "macroEligibleAfter": "2015-09-29" }, { "month": "2015-10", "date": "2015-10-30", "soxxAdjustedClose": 26.84, "spyAdjustedClose": 174.26, "features": { "momentum12skip1": -4.76004682, "relative6m": -3.46999509, "distance10m": -0.60731743, "volatility63d": 30.13517722, "ordersGrowthAcceleration3m": -1.01929333, "outputGrowthAcceleration3m": -0.48452004, "financialStress": 0.17585, "stressChange3m": 0.46479 }, "return3m": -7.07898659, "returnEndDate": "2016-01-29", "futureVolatility63d": 25.02601345, "volatilityEndDate": "2016-02-02", "sourceMonth": "2015-08", "macroEligibleAfter": "2015-10-30" }, { "month": "2015-11", "date": "2015-11-30", "soxxAdjustedClose": 27.46, "spyAdjustedClose": 174.9, "features": { "momentum12skip1": -2.32896652, "relative6m": -8.45913279, "distance10m": 1.21636565, "volatility63d": 25.36407702, "ordersGrowthAcceleration3m": 0.29252341, "outputGrowthAcceleration3m": 0.11442931, "financialStress": 0.2834, "stressChange3m": 0.49625 }, "return3m": -7.57465404, "returnEndDate": "2016-02-29", "futureVolatility63d": 27.83756823, "volatilityEndDate": "2016-03-02", "sourceMonth": "2015-09", "macroEligibleAfter": "2015-11-29" }, { "month": "2015-12", "date": "2015-12-31", "soxxAdjustedClose": 26.99, "spyAdjustedClose": 171.88, "features": { "momentum12skip1": -0.25426807, "relative6m": -1.82727163, "distance10m": 0.12241718, "volatility63d": 20.64659922, "ordersGrowthAcceleration3m": 0.21764768, "outputGrowthAcceleration3m": 1.83426752, "financialStress": 0.2014, "stressChange3m": 0.30276 }, "return3m": 2.29714709, "returnEndDate": "2016-03-31", "futureVolatility63d": 27.33398901, "volatilityEndDate": "2016-04-04", "sourceMonth": "2015-10", "macroEligibleAfter": "2015-12-30" }, { "month": "2016-01", "date": "2016-01-29", "soxxAdjustedClose": 24.94, "spyAdjustedClose": 163.32, "features": { "momentum12skip1": 3.01526718, "relative6m": 2.53235185, "distance10m": -6.43757503, "volatility63d": 24.77805068, "ordersGrowthAcceleration3m": 5.63104033, "outputGrowthAcceleration3m": 1.96000166, "financialStress": 0.059575, "stressChange3m": -0.116275 }, "return3m": 5.5733761, "returnEndDate": "2016-04-29", "futureVolatility63d": 22.30737701, "volatilityEndDate": "2016-04-29", "sourceMonth": "2015-11", "macroEligibleAfter": "2016-01-29" }, { "month": "2016-02", "date": "2016-02-29", "soxxAdjustedClose": 25.38, "spyAdjustedClose": 163.19, "features": { "momentum12skip1": -13.16155989, "relative6m": 3.56384555, "distance10m": -3.99092113, "volatility63d": 27.37380043, "ordersGrowthAcceleration3m": 6.82691823, "outputGrowthAcceleration3m": 2.6746944, "financialStress": 0.387225, "stressChange3m": 0.103825 }, "return3m": 12.76595745, "returnEndDate": "2016-05-31", "futureVolatility63d": 18.54232188, "volatilityEndDate": "2016-05-27", "sourceMonth": "2015-12", "macroEligibleAfter": "2016-02-29" }, { "month": "2016-03", "date": "2016-03-31", "soxxAdjustedClose": 27.61, "spyAdjustedClose": 174.16, "features": { "momentum12skip1": -9.19499106, "relative6m": 4.66604392, "distance10m": 5.41789164, "volatility63d": 27.44245776, "ordersGrowthAcceleration3m": 8.53512773, "outputGrowthAcceleration3m": 0.99973913, "financialStress": 0.69608, "stressChange3m": 0.49468 }, "return3m": 2.53531329, "returnEndDate": "2016-06-30", "futureVolatility63d": 23.22632884, "volatilityEndDate": "2016-06-29", "sourceMonth": "2016-01", "macroEligibleAfter": "2016-03-31" }, { "month": "2016-04", "date": "2016-04-29", "soxxAdjustedClose": 26.33, "spyAdjustedClose": 174.85, "features": { "momentum12skip1": 0.07249003, "relative6m": -2.23872358, "distance10m": 0.96246022, "volatility63d": 22.30737701, "ordersGrowthAcceleration3m": 8.47413529, "outputGrowthAcceleration3m": 1.77986753, "financialStress": 0.788025, "stressChange3m": 0.72845 }, "return3m": 19.40751994, "returnEndDate": "2016-07-29", "futureVolatility63d": 23.60398485, "volatilityEndDate": "2016-07-29", "sourceMonth": "2016-02", "macroEligibleAfter": "2016-04-29" }, { "month": "2016-05", "date": "2016-05-31", "soxxAdjustedClose": 28.62, "spyAdjustedClose": 177.82, "features": { "momentum12skip1": -12.37936772, "relative6m": 2.55480085, "distance10m": 8.68904755, "volatility63d": 17.87717283, "ordersGrowthAcceleration3m": -3.67252169, "outputGrowthAcceleration3m": 1.96401255, "financialStress": 0.21885, "stressChange3m": -0.168375 }, "return3m": 15.02445842, "returnEndDate": "2016-08-31", "futureVolatility63d": 22.11880888, "volatilityEndDate": "2016-08-29", "sourceMonth": "2016-03", "macroEligibleAfter": "2016-05-30" }, { "month": "2016-06", "date": "2016-06-30", "soxxAdjustedClose": 28.31, "spyAdjustedClose": 178.44, "features": { "momentum12skip1": 4.26229508, "relative6m": 1.07408402, "distance10m": 6.07366331, "volatility63d": 23.43638047, "ordersGrowthAcceleration3m": -0.59254761, "outputGrowthAcceleration3m": 4.64786142, "financialStress": 0.18248, "stressChange3m": -0.5136 }, "return3m": 21.1586012, "returnEndDate": "2016-09-30", "futureVolatility63d": 17.75504603, "volatilityEndDate": "2016-09-29", "sourceMonth": "2016-04", "macroEligibleAfter": "2016-06-29" }, { "month": "2016-07", "date": "2016-07-29", "soxxAdjustedClose": 31.44, "spyAdjustedClose": 184.95, "features": { "momentum12skip1": 8.50900728, "relative6m": 12.81861184, "distance10m": 14.77803738, "volatility63d": 23.60398485, "ordersGrowthAcceleration3m": -0.59254761, "outputGrowthAcceleration3m": 4.64786142, "financialStress": 0.18248, "stressChange3m": -0.5136 }, "return3m": 7.50636132, "returnEndDate": "2016-10-31", "futureVolatility63d": 15.6763298, "volatilityEndDate": "2016-10-27", "sourceMonth": "2016-04", "macroEligibleAfter": "2016-06-29" }, { "month": "2016-08", "date": "2016-08-31", "soxxAdjustedClose": 32.92, "spyAdjustedClose": 185.17, "features": { "momentum12skip1": 27.08164915, "relative6m": 16.23946928, "distance10m": 17.57142857, "volatility63d": 22.13113726, "ordersGrowthAcceleration3m": 4.46559323, "outputGrowthAcceleration3m": 4.69873145, "financialStress": 0.2887, "stressChange3m": 0.06985 }, "return3m": 10.08505468, "returnEndDate": "2016-11-30", "futureVolatility63d": 18.74365421, "volatilityEndDate": "2016-11-30", "sourceMonth": "2016-06", "macroEligibleAfter": "2016-08-29" }, { "month": "2016-09", "date": "2016-09-30", "soxxAdjustedClose": 34.3, "spyAdjustedClose": 185.18, "features": { "momentum12skip1": 34.86276116, "relative6m": 17.90283639, "distance10m": 19.57885929, "volatility63d": 17.79410693, "ordersGrowthAcceleration3m": -2.37807508, "outputGrowthAcceleration3m": 6.41377923, "financialStress": 0.21572, "stressChange3m": 0.03324 }, "return3m": 8.86297376, "returnEndDate": "2016-12-30", "futureVolatility63d": 20.32426271, "volatilityEndDate": "2016-12-30", "sourceMonth": "2016-07", "macroEligibleAfter": "2016-09-29" }, { "month": "2016-10", "date": "2016-10-31", "soxxAdjustedClose": 33.8, "spyAdjustedClose": 181.97, "features": { "momentum12skip1": 27.79433681, "relative6m": 24.29861807, "distance10m": 15.10301379, "volatility63d": 15.40292807, "ordersGrowthAcceleration3m": -2.93069505, "outputGrowthAcceleration3m": 5.37751649, "financialStress": 0.268275, "stressChange3m": 0.127325 }, "return3m": 15.0887574, "returnEndDate": "2017-01-31", "futureVolatility63d": 20.87362035, "volatilityEndDate": "2017-02-01", "sourceMonth": "2016-08", "macroEligibleAfter": "2016-10-30" }, { "month": "2016-11", "date": "2016-11-30", "soxxAdjustedClose": 36.24, "spyAdjustedClose": 188.68, "features": { "momentum12skip1": 23.08812819, "relative6m": 20.51743843, "distance10m": 18.83915396, "volatility63d": 18.74365421, "ordersGrowthAcceleration3m": 0.56775217, "outputGrowthAcceleration3m": 6.08838959, "financialStress": 0.35472, "stressChange3m": 0.06602 }, "return3m": 10.37527594, "returnEndDate": "2017-02-28", "futureVolatility63d": 18.57856982, "volatilityEndDate": "2017-03-03", "sourceMonth": "2016-09", "macroEligibleAfter": "2016-11-29" }, { "month": "2016-12", "date": "2016-12-30", "soxxAdjustedClose": 37.34, "spyAdjustedClose": 192.5, "features": { "momentum12skip1": 34.27195258, "relative6m": 24.017457, "distance10m": 17.82525007, "volatility63d": 20.32426271, "ordersGrowthAcceleration3m": -0.09930294, "outputGrowthAcceleration3m": 3.92366571, "financialStress": 0.15875, "stressChange3m": -0.05697 }, "return3m": 11.83717193, "returnEndDate": "2017-03-31", "futureVolatility63d": 13.56044366, "volatilityEndDate": "2017-04-03", "sourceMonth": "2016-10", "macroEligibleAfter": "2016-12-30" }, { "month": "2017-01", "date": "2017-01-31", "soxxAdjustedClose": 38.9, "spyAdjustedClose": 195.94, "features": { "momentum12skip1": 49.71932638, "relative6m": 17.78558884, "distance10m": 18.52528946, "volatility63d": 20.70618378, "ordersGrowthAcceleration3m": -0.95242528, "outputGrowthAcceleration3m": 3.77082178, "financialStress": 0.08785, "stressChange3m": -0.180425 }, "return3m": 6.76092545, "returnEndDate": "2017-04-28", "futureVolatility63d": 13.81038048, "volatilityEndDate": "2017-05-02", "sourceMonth": "2016-11", "macroEligibleAfter": "2017-01-29" }, { "month": "2017-02", "date": "2017-02-28", "soxxAdjustedClose": 40, "spyAdjustedClose": 203.64, "features": { "momentum12skip1": 53.27029157, "relative6m": 11.53206495, "distance10m": 17.00353936, "volatility63d": 18.30547381, "ordersGrowthAcceleration3m": -0.95242528, "outputGrowthAcceleration3m": 3.77082178, "financialStress": 0.08785, "stressChange3m": -0.180425 }, "return3m": 12.875, "returnEndDate": "2017-05-31", "futureVolatility63d": 16.88298656, "volatilityEndDate": "2017-05-30", "sourceMonth": "2016-11", "macroEligibleAfter": "2017-01-29" }, { "month": "2017-03", "date": "2017-03-31", "soxxAdjustedClose": 41.76, "spyAdjustedClose": 203.89, "features": { "momentum12skip1": 44.87504527, "relative6m": 11.64558823, "distance10m": 17.63048928, "volatility63d": 13.91107028, "ordersGrowthAcceleration3m": -0.03820309, "outputGrowthAcceleration3m": 1.07388688, "financialStress": -0.10524, "stressChange3m": -0.45996 }, "return3m": 2.68199234, "returnEndDate": "2017-06-30", "futureVolatility63d": 21.09190122, "volatilityEndDate": "2017-06-30", "sourceMonth": "2016-12", "macroEligibleAfter": "2017-03-01" }, { "month": "2017-04", "date": "2017-04-28", "soxxAdjustedClose": 41.53, "spyAdjustedClose": 205.92, "features": { "momentum12skip1": 58.60235473, "relative6m": 9.70831235, "distance10m": 12.78277164, "volatility63d": 13.84186507, "ordersGrowthAcceleration3m": -2.05125647, "outputGrowthAcceleration3m": 2.05438866, "financialStress": -0.113725, "stressChange3m": -0.272475 }, "return3m": 8.23501084, "returnEndDate": "2017-07-31", "futureVolatility63d": 21.16073076, "volatilityEndDate": "2017-07-28", "sourceMonth": "2017-01", "macroEligibleAfter": "2017-04-01" }, { "month": "2017-05", "date": "2017-05-31", "soxxAdjustedClose": 45.15, "spyAdjustedClose": 208.82, "features": { "momentum12skip1": 45.10831586, "relative6m": 13.91193541, "distance10m": 18.21228465, "volatility63d": 16.66454649, "ordersGrowthAcceleration3m": -4.55521792, "outputGrowthAcceleration3m": 3.38232902, "financialStress": -0.35668, "stressChange3m": -0.25144 }, "return3m": 2.45847176, "returnEndDate": "2017-08-31", "futureVolatility63d": 20.3912283, "volatilityEndDate": "2017-08-29", "sourceMonth": "2017-03", "macroEligibleAfter": "2017-05-30" }, { "month": "2017-06", "date": "2017-06-30", "soxxAdjustedClose": 42.88, "spyAdjustedClose": 210.16, "features": { "momentum12skip1": 59.48428117, "relative6m": 5.66261034, "distance10m": 9.41566726, "volatility63d": 21.09190122, "ordersGrowthAcceleration3m": -3.50383685, "outputGrowthAcceleration3m": 4.16200665, "financialStress": -0.3602, "stressChange3m": -0.246475 }, "return3m": 13.45615672, "returnEndDate": "2017-09-29", "futureVolatility63d": 17.78120814, "volatilityEndDate": "2017-09-29", "sourceMonth": "2017-04", "macroEligibleAfter": "2017-06-29" }, { "month": "2017-07", "date": "2017-07-31", "soxxAdjustedClose": 44.95, "spyAdjustedClose": 214.48, "features": { "momentum12skip1": 36.38676845, "relative6m": 6.090619, "distance10m": 11.66314744, "volatility63d": 21.17159969, "ordersGrowthAcceleration3m": -3.46047893, "outputGrowthAcceleration3m": 2.87189504, "financialStress": -0.553925, "stressChange3m": -0.354825 }, "return3m": 17.8865406, "returnEndDate": "2017-10-31", "futureVolatility63d": 16.26535226, "volatilityEndDate": "2017-10-27", "sourceMonth": "2017-05", "macroEligibleAfter": "2017-07-30" }, { "month": "2017-08", "date": "2017-08-31", "soxxAdjustedClose": 46.26, "spyAdjustedClose": 215.1, "features": { "momentum12skip1": 36.54313487, "relative6m": 10.02242192, "distance10m": 11.46719356, "volatility63d": 20.67361268, "ordersGrowthAcceleration3m": -1.38634055, "outputGrowthAcceleration3m": -0.80929791, "financialStress": -0.6108, "stressChange3m": -0.25412 }, "return3m": 14.44012105, "returnEndDate": "2017-11-30", "futureVolatility63d": 17.23836353, "volatilityEndDate": "2017-11-30", "sourceMonth": "2017-06", "macroEligibleAfter": "2017-08-29" }, { "month": "2017-09", "date": "2017-09-29", "soxxAdjustedClose": 48.65, "spyAdjustedClose": 219.44, "features": { "momentum12skip1": 34.86880466, "relative6m": 8.87238071, "distance10m": 13.8224697, "volatility63d": 17.78120814, "ordersGrowthAcceleration3m": 3.08284572, "outputGrowthAcceleration3m": -7.68232311, "financialStress": -0.636875, "stressChange3m": -0.276675 }, "return3m": 7.27646454, "returnEndDate": "2017-12-29", "futureVolatility63d": 16.9224582, "volatilityEndDate": "2017-12-29", "sourceMonth": "2017-07", "macroEligibleAfter": "2017-09-29" }, { "month": "2017-10", "date": "2017-10-31", "soxxAdjustedClose": 52.99, "spyAdjustedClose": 224.61, "features": { "momentum12skip1": 43.93491124, "relative6m": 18.51816967, "distance10m": 19.59735482, "volatility63d": 16.16346294, "ordersGrowthAcceleration3m": 3.40948364, "outputGrowthAcceleration3m": -8.07424025, "financialStress": -0.49, "stressChange3m": 0.063925 }, "return3m": 7.001321, "returnEndDate": "2018-01-31", "futureVolatility63d": 20.85883534, "volatilityEndDate": "2018-02-01", "sourceMonth": "2017-08", "macroEligibleAfter": "2017-10-30" }, { "month": "2017-11", "date": "2017-11-30", "soxxAdjustedClose": 52.94, "spyAdjustedClose": 231.47, "features": { "momentum12skip1": 46.2196468, "relative6m": 6.40693692, "distance10m": 15.81457417, "volatility63d": 17.23836353, "ordersGrowthAcceleration3m": 8.76035594, "outputGrowthAcceleration3m": -7.23604333, "financialStress": -0.59184, "stressChange3m": 0.01896 }, "return3m": 7.34794107, "returnEndDate": "2018-02-28", "futureVolatility63d": 26.50428198, "volatilityEndDate": "2018-03-05", "sourceMonth": "2017-09", "macroEligibleAfter": "2017-11-29" }, { "month": "2017-12", "date": "2017-12-29", "soxxAdjustedClose": 52.19, "spyAdjustedClose": 234.28, "features": { "momentum12skip1": 41.77825388, "relative6m": 10.2347838, "distance10m": 11.2081824, "volatility63d": 16.9224582, "ordersGrowthAcceleration3m": 8.76035594, "outputGrowthAcceleration3m": -7.23604333, "financialStress": -0.59184, "stressChange3m": 0.01896 }, "return3m": 6.26556812, "returnEndDate": "2018-03-29", "futureVolatility63d": 31.55769006, "volatilityEndDate": "2018-04-03", "sourceMonth": "2017-09", "macroEligibleAfter": "2017-11-29" }, { "month": "2018-01", "date": "2018-01-31", "soxxAdjustedClose": 56.7, "spyAdjustedClose": 247.49, "features": { "momentum12skip1": 34.16452442, "relative6m": 10.74944331, "distance10m": 17.09069883, "volatility63d": 20.8710554, "ordersGrowthAcceleration3m": 7.74467396, "outputGrowthAcceleration3m": -0.92519124, "financialStress": -0.715325, "stressChange3m": -0.225325 }, "return3m": -8.34215168, "returnEndDate": "2018-04-30", "futureVolatility63d": 32.49783639, "volatilityEndDate": "2018-05-02", "sourceMonth": "2017-11", "macroEligibleAfter": "2018-01-29" }, { "month": "2018-02", "date": "2018-02-28", "soxxAdjustedClose": 56.83, "spyAdjustedClose": 238.49, "features": { "momentum12skip1": 41.75, "relative6m": 11.97510162, "distance10m": 13.76466349, "volatility63d": 27.6546421, "ordersGrowthAcceleration3m": 7.74467396, "outputGrowthAcceleration3m": -0.92519124, "financialStress": -0.715325, "stressChange3m": -0.225325 }, "return3m": 1.5836706, "returnEndDate": "2018-05-31", "futureVolatility63d": 27.31357143, "volatilityEndDate": "2018-05-30", "sourceMonth": "2017-11", "macroEligibleAfter": "2018-01-29" }, { "month": "2018-03", "date": "2018-03-29", "soxxAdjustedClose": 55.46, "spyAdjustedClose": 231.96, "features": { "momentum12skip1": 36.08716475, "relative6m": 8.29251249, "distance10m": 8.7770913, "volatility63d": 30.38084399, "ordersGrowthAcceleration3m": -3.74388731, "outputGrowthAcceleration3m": 2.24638104, "financialStress": -0.64832, "stressChange3m": -0.05648 }, "return3m": -0.66714749, "returnEndDate": "2018-06-29", "futureVolatility63d": 23.27839048, "volatilityEndDate": "2018-06-28", "sourceMonth": "2017-12", "macroEligibleAfter": "2018-03-01" }, { "month": "2018-04", "date": "2018-04-30", "soxxAdjustedClose": 51.97, "spyAdjustedClose": 233.15, "features": { "momentum12skip1": 33.54201782, "relative6m": -5.72703743, "distance10m": 0.14645238, "volatility63d": 32.57344091, "ordersGrowthAcceleration3m": -6.74730243, "outputGrowthAcceleration3m": 0.40113762, "financialStress": -0.2499, "stressChange3m": 0.465425 }, "return3m": 10.31364249, "returnEndDate": "2018-07-31", "futureVolatility63d": 18.42297169, "volatilityEndDate": "2018-07-30", "sourceMonth": "2018-02", "macroEligibleAfter": "2018-04-29" }, { "month": "2018-05", "date": "2018-05-31", "soxxAdjustedClose": 57.73, "spyAdjustedClose": 238.82, "features": { "momentum12skip1": 15.10520487, "relative6m": 5.87262135, "distance10m": 8.57218085, "volatility63d": 27.15698976, "ordersGrowthAcceleration3m": 1.0595673, "outputGrowthAcceleration3m": -3.60515256, "financialStress": 0.08448, "stressChange3m": 0.7328 }, "return3m": 1.88809977, "returnEndDate": "2018-08-31", "futureVolatility63d": 18.01909884, "volatilityEndDate": "2018-08-29", "sourceMonth": "2018-03", "macroEligibleAfter": "2018-05-30" }, { "month": "2018-06", "date": "2018-06-29", "soxxAdjustedClose": 55.09, "spyAdjustedClose": 240.19, "features": { "momentum12skip1": 34.63152985, "relative6m": 3.03399754, "distance10m": 1.91471649, "volatility63d": 21.88778755, "ordersGrowthAcceleration3m": 1.99452669, "outputGrowthAcceleration3m": -7.16222951, "financialStress": 0.0963, "stressChange3m": 0.7547 }, "return3m": 4.26574696, "returnEndDate": "2018-09-28", "futureVolatility63d": 17.47069171, "volatilityEndDate": "2018-09-28", "sourceMonth": "2018-04", "macroEligibleAfter": "2018-06-29" }, { "month": "2018-07", "date": "2018-07-31", "soxxAdjustedClose": 57.33, "spyAdjustedClose": 249.09, "features": { "momentum12skip1": 22.55839822, "relative6m": 0.46462034, "distance10m": 4.38249914, "volatility63d": 18.20725647, "ordersGrowthAcceleration3m": 4.88808575, "outputGrowthAcceleration3m": -5.3742416, "financialStress": -0.1878, "stressChange3m": 0.0621 }, "return3m": -11.75649747, "returnEndDate": "2018-10-31", "futureVolatility63d": 24.70173831, "volatilityEndDate": "2018-10-29", "sourceMonth": "2018-05", "macroEligibleAfter": "2018-07-30" }, { "month": "2018-08", "date": "2018-08-31", "soxxAdjustedClose": 58.82, "spyAdjustedClose": 257.04, "features": { "momentum12skip1": 23.92996109, "relative6m": -4.27643225, "distance10m": 5.97052571, "volatility63d": 17.49953781, "ordersGrowthAcceleration3m": 4.61260754, "outputGrowthAcceleration3m": -1.40318715, "financialStress": -0.19734, "stressChange3m": -0.28182 }, "return3m": -11.22067324, "returnEndDate": "2018-11-30", "futureVolatility63d": 31.35366839, "volatilityEndDate": "2018-11-30", "sourceMonth": "2018-06", "macroEligibleAfter": "2018-08-29" }, { "month": "2018-09", "date": "2018-09-28", "soxxAdjustedClose": 57.44, "spyAdjustedClose": 258.58, "features": { "momentum12skip1": 20.90441932, "relative6m": -7.90597593, "distance10m": 2.65208378, "volatility63d": 17.47069171, "ordersGrowthAcceleration3m": 4.61260754, "outputGrowthAcceleration3m": -1.40318715, "financialStress": -0.19734, "stressChange3m": -0.28182 }, "return3m": -15.02437326, "returnEndDate": "2018-12-31", "futureVolatility63d": 37.09226816, "volatilityEndDate": "2018-12-31", "sourceMonth": "2018-06", "macroEligibleAfter": "2018-08-29" }, { "month": "2018-10", "date": "2018-10-31", "soxxAdjustedClose": 50.59, "spyAdjustedClose": 240.71, "features": { "momentum12skip1": 8.39781091, "relative6m": -5.89792582, "distance10m": -9.33041795, "volatility63d": 26.25028654, "ordersGrowthAcceleration3m": -2.33231919, "outputGrowthAcceleration3m": 3.31918502, "financialStress": -0.54616, "stressChange3m": -0.35836 }, "return3m": 6.18699348, "returnEndDate": "2019-01-31", "futureVolatility63d": 37.88686813, "volatilityEndDate": "2019-02-04", "sourceMonth": "2018-08", "macroEligibleAfter": "2018-10-30" }, { "month": "2018-11", "date": "2018-11-30", "soxxAdjustedClose": 52.22, "spyAdjustedClose": 245.17, "features": { "momentum12skip1": -4.43898753, "relative6m": -12.20333726, "distance10m": -5.65151406, "volatility63d": 31.35366839, "ordersGrowthAcceleration3m": -8.80697628, "outputGrowthAcceleration3m": -0.23303751, "financialStress": -0.718375, "stressChange3m": -0.521035 }, "return3m": 9.45997702, "returnEndDate": "2019-02-28", "futureVolatility63d": 34.1133197, "volatilityEndDate": "2019-03-06", "sourceMonth": "2018-09", "macroEligibleAfter": "2018-11-29" }, { "month": "2018-12", "date": "2018-12-31", "soxxAdjustedClose": 48.81, "spyAdjustedClose": 223.58, "features": { "momentum12skip1": 0.05748228, "relative6m": -4.48416937, "distance10m": -10.51589484, "volatility63d": 37.09226816, "ordersGrowthAcceleration3m": -1.11875327, "outputGrowthAcceleration3m": -4.19697573, "financialStress": -0.4837, "stressChange3m": -0.083825 }, "return3m": 21.12272075, "returnEndDate": "2019-03-29", "futureVolatility63d": 29.11887497, "volatilityEndDate": "2019-04-02", "sourceMonth": "2018-10", "macroEligibleAfter": "2018-12-30" }, { "month": "2019-01", "date": "2019-01-31", "soxxAdjustedClose": 53.72, "spyAdjustedClose": 241.48, "features": { "momentum12skip1": -13.91534392, "relative6m": -3.24175709, "distance10m": -1.19914662, "volatility63d": 38.70318394, "ordersGrowthAcceleration3m": -2.31412962, "outputGrowthAcceleration3m": -8.6859647, "financialStress": -0.15722, "stressChange3m": 0.38894 }, "return3m": 22.84065525, "returnEndDate": "2019-04-30", "futureVolatility63d": 20.2523324, "volatilityEndDate": "2019-05-02", "sourceMonth": "2018-11", "macroEligibleAfter": "2019-01-29" }, { "month": "2019-02", "date": "2019-02-28", "soxxAdjustedClose": 57.16, "spyAdjustedClose": 249.31, "features": { "momentum12skip1": -5.47246173, "relative6m": 0.18514471, "distance10m": 4.13364668, "volatility63d": 34.2708488, "ordersGrowthAcceleration3m": -2.31412962, "outputGrowthAcceleration3m": -8.6859647, "financialStress": -0.15722, "stressChange3m": 0.38894 }, "return3m": -3.67389783, "returnEndDate": "2019-05-31", "futureVolatility63d": 25.5532182, "volatilityEndDate": "2019-05-30", "sourceMonth": "2018-11", "macroEligibleAfter": "2019-01-29" }, { "month": "2019-03", "date": "2019-03-29", "soxxAdjustedClose": 59.12, "spyAdjustedClose": 253.83, "features": { "momentum12skip1": 3.06527227, "relative6m": 4.76174677, "distance10m": 7.43230965, "volatility63d": 28.81497978, "ordersGrowthAcceleration3m": 5.64205354, "outputGrowthAcceleration3m": -9.21559018, "financialStress": 0.42905, "stressChange3m": 1.147425 }, "return3m": 5.12516915, "returnEndDate": "2019-06-28", "futureVolatility63d": 27.70262327, "volatilityEndDate": "2019-06-28", "sourceMonth": "2018-12", "macroEligibleAfter": "2019-03-01" }, { "month": "2019-04", "date": "2019-04-30", "soxxAdjustedClose": 65.99, "spyAdjustedClose": 264.2, "features": { "momentum12skip1": 13.75793727, "relative6m": 20.68216786, "distance10m": 17.5873129, "volatility63d": 20.72443115, "ordersGrowthAcceleration3m": 1.86368709, "outputGrowthAcceleration3m": -1.22955867, "financialStress": -0.32185, "stressChange3m": -0.16463 }, "return3m": -0.53038339, "returnEndDate": "2019-07-31", "futureVolatility63d": 27.72224494, "volatilityEndDate": "2019-07-30", "sourceMonth": "2019-02", "macroEligibleAfter": "2019-04-29" }, { "month": "2019-05", "date": "2019-05-31", "soxxAdjustedClose": 55.06, "spyAdjustedClose": 247.35, "features": { "momentum12skip1": 14.30798545, "relative6m": 4.54935036, "distance10m": -1.49034763, "volatility63d": 25.64762456, "ordersGrowthAcceleration3m": 1.41098174, "outputGrowthAcceleration3m": 2.52578149, "financialStress": -0.49648, "stressChange3m": -0.92553 }, "return3m": 16.45477661, "returnEndDate": "2019-08-30", "futureVolatility63d": 29.44279861, "volatilityEndDate": "2019-08-29", "sourceMonth": "2019-03", "macroEligibleAfter": "2019-05-30" }, { "month": "2019-06", "date": "2019-06-28", "soxxAdjustedClose": 62.15, "spyAdjustedClose": 264.56, "features": { "momentum12skip1": -0.05445634, "relative6m": 9.00145532, "distance10m": 10.53605094, "volatility63d": 27.70262327, "ordersGrowthAcceleration3m": 1.41098174, "outputGrowthAcceleration3m": 2.52578149, "financialStress": -0.49648, "stressChange3m": -0.92553 }, "return3m": 7.0152856, "returnEndDate": "2019-09-30", "futureVolatility63d": 27.12025685, "volatilityEndDate": "2019-09-27", "sourceMonth": "2019-03", "macroEligibleAfter": "2019-05-30" }, { "month": "2019-07", "date": "2019-07-31", "soxxAdjustedClose": 65.64, "spyAdjustedClose": 268.56, "features": { "momentum12skip1": 8.40746555, "relative6m": 10.97494959, "distance10m": 15.06503523, "volatility63d": 28.51445533, "ordersGrowthAcceleration3m": -0.99055004, "outputGrowthAcceleration3m": 0.88188346, "financialStress": -0.40598, "stressChange3m": -0.08413 }, "return3m": 7.52589884, "returnEndDate": "2019-10-31", "futureVolatility63d": 28.08744923, "volatilityEndDate": "2019-10-29", "sourceMonth": "2019-05", "macroEligibleAfter": "2019-07-30" }, { "month": "2019-08", "date": "2019-08-30", "soxxAdjustedClose": 64.12, "spyAdjustedClose": 264.07, "features": { "momentum12skip1": 11.59469568, "relative6m": 6.25600696, "distance10m": 9.79640062, "volatility63d": 29.44653809, "ordersGrowthAcceleration3m": -4.47216691, "outputGrowthAcceleration3m": -0.43221409, "financialStress": -0.320625, "stressChange3m": 0.175855 }, "return3m": 14.55084217, "returnEndDate": "2019-11-29", "futureVolatility63d": 21.91366406, "volatilityEndDate": "2019-11-29", "sourceMonth": "2019-06", "macroEligibleAfter": "2019-08-29" }, { "month": "2019-09", "date": "2019-09-30", "soxxAdjustedClose": 66.51, "spyAdjustedClose": 269.2, "features": { "momentum12skip1": 11.62952646, "relative6m": 6.44476618, "distance10m": 11.16868356, "volatility63d": 26.73573847, "ordersGrowthAcceleration3m": -5.18740246, "outputGrowthAcceleration3m": 0.14879841, "financialStress": -0.452325, "stressChange3m": 0.2271 }, "return3m": 19.20012028, "returnEndDate": "2019-12-31", "futureVolatility63d": 20.33807075, "volatilityEndDate": "2019-12-30", "sourceMonth": "2019-07", "macroEligibleAfter": "2019-09-29" }, { "month": "2019-10", "date": "2019-10-31", "soxxAdjustedClose": 70.58, "spyAdjustedClose": 275.15, "features": { "momentum12skip1": 31.4686697, "relative6m": 2.8110119, "distance10m": 13.82952988, "volatility63d": 27.59334692, "ordersGrowthAcceleration3m": -2.69034736, "outputGrowthAcceleration3m": 1.69667248, "financialStress": 0.0173, "stressChange3m": 0.42328 }, "return3m": 8.7276849, "returnEndDate": "2020-01-31", "futureVolatility63d": 20.67480202, "volatilityEndDate": "2020-02-03", "sourceMonth": "2019-08", "macroEligibleAfter": "2019-10-30" }, { "month": "2019-11", "date": "2019-11-29", "soxxAdjustedClose": 73.45, "spyAdjustedClose": 285.11, "features": { "momentum12skip1": 35.15894293, "relative6m": 18.13410968, "distance10m": 14.80508925, "volatility63d": 21.91366406, "ordersGrowthAcceleration3m": -0.76692006, "outputGrowthAcceleration3m": 2.56698549, "financialStress": -0.119325, "stressChange3m": 0.2013 }, "return3m": -0.367597, "returnEndDate": "2020-02-28", "futureVolatility63d": 29.73483734, "volatilityEndDate": "2020-03-03", "sourceMonth": "2019-09", "macroEligibleAfter": "2019-11-29" }, { "month": "2019-12", "date": "2019-12-31", "soxxAdjustedClose": 79.28, "spyAdjustedClose": 293.39, "features": { "momentum12skip1": 50.48145872, "relative6m": 16.66501018, "distance10m": 19.77640127, "volatility63d": 20.18865911, "ordersGrowthAcceleration3m": -4.07116069, "outputGrowthAcceleration3m": 3.5481771, "financialStress": 0.0647, "stressChange3m": 0.517025 }, "return3m": -17.99949546, "returnEndDate": "2020-03-31", "futureVolatility63d": 72.16055062, "volatilityEndDate": "2020-04-01", "sourceMonth": "2019-10", "macroEligibleAfter": "2019-12-30" }, { "month": "2020-01", "date": "2020-01-31", "soxxAdjustedClose": 76.74, "spyAdjustedClose": 293.28, "features": { "momentum12skip1": 47.58004468, "relative6m": 7.70577347, "distance10m": 12.93265835, "volatility63d": 20.62201492, "ordersGrowthAcceleration3m": -5.16198893, "outputGrowthAcceleration3m": 6.5152025, "financialStress": -0.09846, "stressChange3m": -0.11576 }, "return3m": -2.95804014, "returnEndDate": "2020-04-30", "futureVolatility63d": 78.73921214, "volatilityEndDate": "2020-05-01", "sourceMonth": "2019-11", "macroEligibleAfter": "2020-01-29" }, { "month": "2020-02", "date": "2020-02-28", "soxxAdjustedClose": 73.18, "spyAdjustedClose": 270.06, "features": { "momentum12skip1": 34.25472358, "relative6m": 11.86141877, "distance10m": 6.56609049, "volatility63d": 28.09985089, "ordersGrowthAcceleration3m": -5.16198893, "outputGrowthAcceleration3m": 6.5152025, "financialStress": -0.09846, "stressChange3m": -0.11576 }, "return3m": 9.03252255, "returnEndDate": "2020-05-29", "futureVolatility63d": 78.25484969, "volatilityEndDate": "2020-05-29", "sourceMonth": "2019-11", "macroEligibleAfter": "2020-01-29" }, { "month": "2020-03", "date": "2020-03-31", "soxxAdjustedClose": 65.01, "spyAdjustedClose": 236.34, "features": { "momentum12skip1": 23.78213802, "relative6m": 9.95123794, "distance10m": -6.68331754, "volatility63d": 71.384316, "ordersGrowthAcceleration3m": 2.37319666, "outputGrowthAcceleration3m": 3.39089921, "financialStress": -0.32274, "stressChange3m": -0.38744 }, "return3m": 32.28734041, "returnEndDate": "2020-06-30", "futureVolatility63d": 44.71269444, "volatilityEndDate": "2020-06-30", "sourceMonth": "2020-01", "macroEligibleAfter": "2020-03-31" }, { "month": "2020-04", "date": "2020-04-30", "soxxAdjustedClose": 74.47, "spyAdjustedClose": 266.35, "features": { "momentum12skip1": -1.4850735, "relative6m": 8.70973184, "distance10m": 5.03822393, "volatility63d": 78.43956147, "ordersGrowthAcceleration3m": 4.3047502, "outputGrowthAcceleration3m": -3.97484822, "financialStress": -0.196925, "stressChange3m": -0.098465 }, "return3m": 23.80824493, "returnEndDate": "2020-07-31", "futureVolatility63d": 31.788407, "volatilityEndDate": "2020-07-30", "sourceMonth": "2020-02", "macroEligibleAfter": "2020-04-29" }, { "month": "2020-05", "date": "2020-05-29", "soxxAdjustedClose": 79.79, "spyAdjustedClose": 279.04, "features": { "momentum12skip1": 35.25245187, "relative6m": 10.7607251, "distance10m": 10.33977293, "volatility63d": 78.25484969, "ordersGrowthAcceleration3m": 4.3047502, "outputGrowthAcceleration3m": -3.97484822, "financialStress": -0.196925, "stressChange3m": -0.098465 }, "return3m": 22.24589548, "returnEndDate": "2020-08-31", "futureVolatility63d": 25.49299397, "volatilityEndDate": "2020-08-27", "sourceMonth": "2020-02", "macroEligibleAfter": "2020-04-29" }, { "month": "2020-06", "date": "2020-06-30", "soxxAdjustedClose": 86, "spyAdjustedClose": 283.99, "features": { "momentum12skip1": 28.38294449, "relative6m": 11.68021309, "distance10m": 15.43469215, "volatility63d": 44.71269444, "ordersGrowthAcceleration3m": -4.43640906, "outputGrowthAcceleration3m": -5.32349752, "financialStress": 2.537075, "stressChange3m": 2.859815 }, "return3m": 12.87209302, "returnEndDate": "2020-09-30", "futureVolatility63d": 27.2502057, "volatilityEndDate": "2020-09-29", "sourceMonth": "2020-04", "macroEligibleAfter": "2020-06-29" }, { "month": "2020-07", "date": "2020-07-31", "soxxAdjustedClose": 92.2, "spyAdjustedClose": 300.72, "features": { "momentum12skip1": 31.01767215, "relative6m": 17.60912248, "distance10m": 19.63150383, "volatility63d": 29.91259285, "ordersGrowthAcceleration3m": -3.61851181, "outputGrowthAcceleration3m": -2.48125224, "financialStress": 0.76118, "stressChange3m": 0.958105 }, "return3m": 5.57483731, "returnEndDate": "2020-10-30", "futureVolatility63d": 27.80385226, "volatilityEndDate": "2020-10-29", "sourceMonth": "2020-05", "macroEligibleAfter": "2020-07-30" }, { "month": "2020-08", "date": "2020-08-31", "soxxAdjustedClose": 97.54, "spyAdjustedClose": 321.7, "features": { "momentum12skip1": 43.79288833, "relative6m": 14.16610688, "distance10m": 22.28267683, "volatility63d": 25.37684639, "ordersGrowthAcceleration3m": -0.11669036, "outputGrowthAcceleration3m": -1.57713381, "financialStress": 0.3064, "stressChange3m": -3.6709 }, "return3m": 18.1976625, "returnEndDate": "2020-11-30", "futureVolatility63d": 31.08166511, "volatilityEndDate": "2020-11-30", "sourceMonth": "2020-06", "macroEligibleAfter": "2020-08-29" }, { "month": "2020-09", "date": "2020-09-30", "soxxAdjustedClose": 97.07, "spyAdjustedClose": 309.66, "features": { "momentum12skip1": 46.6546384, "relative6m": 18.29238761, "distance10m": 18.19355153, "volatility63d": 27.0818734, "ordersGrowthAcceleration3m": 4.48234848, "outputGrowthAcceleration3m": 2.36174031, "financialStress": 0.07622, "stressChange3m": -2.460855 }, "return3m": 24.72442567, "returnEndDate": "2020-12-31", "futureVolatility63d": 25.27594572, "volatilityEndDate": "2020-12-30", "sourceMonth": "2020-07", "macroEligibleAfter": "2020-09-29" }, { "month": "2020-10", "date": "2020-10-30", "soxxAdjustedClose": 97.34, "spyAdjustedClose": 301.94, "features": { "momentum12skip1": 37.53187872, "relative6m": 17.34823565, "distance10m": 15.9720733, "volatility63d": 27.73662901, "ordersGrowthAcceleration3m": 5.23300403, "outputGrowthAcceleration3m": 1.68875045, "financialStress": -0.188325, "stressChange3m": -0.949505 }, "return3m": 28.39531539, "returnEndDate": "2021-01-29", "futureVolatility63d": 27.94306641, "volatilityEndDate": "2021-02-02", "sourceMonth": "2020-08", "macroEligibleAfter": "2020-10-30" }, { "month": "2020-11", "date": "2020-11-30", "soxxAdjustedClose": 115.29, "spyAdjustedClose": 334.78, "features": { "momentum12skip1": 32.52552757, "relative6m": 24.51616022, "distance10m": 31.32624816, "volatility63d": 31.08166511, "ordersGrowthAcceleration3m": 4.77818268, "outputGrowthAcceleration3m": 4.17639726, "financialStress": 0.0288, "stressChange3m": -0.2776 }, "return3m": 15.46534825, "returnEndDate": "2021-02-26", "futureVolatility63d": 32.3008331, "volatilityEndDate": "2021-03-03", "sourceMonth": "2020-09", "macroEligibleAfter": "2020-11-29" }, { "month": "2020-12", "date": "2020-12-31", "soxxAdjustedClose": 121.07, "spyAdjustedClose": 347.18, "features": { "momentum12skip1": 45.42129162, "relative6m": 18.52828629, "distance10m": 30.77621033, "volatility63d": 25.02028914, "ordersGrowthAcceleration3m": 8.09795904, "outputGrowthAcceleration3m": 6.02658587, "financialStress": 0.0131, "stressChange3m": -0.06312 }, "return3m": 12.03436029, "returnEndDate": "2021-03-31", "futureVolatility63d": 42.1591124, "volatilityEndDate": "2021-04-05", "sourceMonth": "2020-10", "macroEligibleAfter": "2020-12-30" }, { "month": "2021-01", "date": "2021-01-29", "soxxAdjustedClose": 124.98, "spyAdjustedClose": 343.64, "features": { "momentum12skip1": 57.76648423, "relative6m": 21.28073246, "distance10m": 26.78671063, "volatility63d": 27.52373225, "ordersGrowthAcceleration3m": 6.46922428, "outputGrowthAcceleration3m": 6.1976628, "financialStress": -0.264125, "stressChange3m": -0.0758 }, "return3m": 8.02528405, "returnEndDate": "2021-04-30", "futureVolatility63d": 40.52217551, "volatilityEndDate": "2021-04-30", "sourceMonth": "2020-11", "macroEligibleAfter": "2021-01-29" }, { "month": "2021-02", "date": "2021-02-26", "soxxAdjustedClose": 133.12, "spyAdjustedClose": 353.19, "features": { "momentum12skip1": 70.78436731, "relative6m": 26.68871969, "distance10m": 27.46074301, "volatility63d": 30.47017523, "ordersGrowthAcceleration3m": 6.46922428, "outputGrowthAcceleration3m": 6.1976628, "financialStress": -0.264125, "stressChange3m": -0.0758 }, "return3m": 3.98137019, "returnEndDate": "2021-05-28", "futureVolatility63d": 38.27758561, "volatilityEndDate": "2021-05-27", "sourceMonth": "2020-11", "macroEligibleAfter": "2021-01-29" }, { "month": "2021-03", "date": "2021-03-31", "soxxAdjustedClose": 135.64, "spyAdjustedClose": 369.22, "features": { "momentum12skip1": 104.76849715, "relative6m": 20.50021384, "distance10m": 23.28107248, "volatility63d": 41.55533875, "ordersGrowthAcceleration3m": 5.58836643, "outputGrowthAcceleration3m": 0.96907205, "financialStress": -0.40185, "stressChange3m": -0.43065 }, "return3m": 7.2544972, "returnEndDate": "2021-06-30", "futureVolatility63d": 26.32775921, "volatilityEndDate": "2021-06-30", "sourceMonth": "2020-12", "macroEligibleAfter": "2021-03-01" }, { "month": "2021-04", "date": "2021-04-30", "soxxAdjustedClose": 135.01, "spyAdjustedClose": 388.76, "features": { "momentum12skip1": 82.14045925, "relative6m": 9.94534705, "distance10m": 17.47559299, "volatility63d": 40.52217551, "ordersGrowthAcceleration3m": -8.41408398, "outputGrowthAcceleration3m": 0.42167925, "financialStress": -0.598675, "stressChange3m": -0.33455 }, "return3m": 8.39197097, "returnEndDate": "2021-07-30", "futureVolatility63d": 24.69420089, "volatilityEndDate": "2021-07-30", "sourceMonth": "2021-02", "macroEligibleAfter": "2021-04-29" }, { "month": "2021-05", "date": "2021-05-28", "soxxAdjustedClose": 138.42, "spyAdjustedClose": 391.31, "features": { "momentum12skip1": 69.2066675, "relative6m": 3.17673522, "distance10m": 15.78612775, "volatility63d": 37.80551195, "ordersGrowthAcceleration3m": -8.41408398, "outputGrowthAcceleration3m": 0.42167925, "financialStress": -0.598675, "stressChange3m": -0.33455 }, "return3m": 8.32972114, "returnEndDate": "2021-08-31", "futureVolatility63d": 20.02430001, "volatilityEndDate": "2021-08-27", "sourceMonth": "2021-02", "macroEligibleAfter": "2021-04-29" }, { "month": "2021-06", "date": "2021-06-30", "soxxAdjustedClose": 145.48, "spyAdjustedClose": 400.09, "features": { "momentum12skip1": 60.95348837, "relative6m": 4.92195664, "distance10m": 16.99988741, "volatility63d": 26.32775921, "ordersGrowthAcceleration3m": 3.42148121, "outputGrowthAcceleration3m": 5.00010181, "financialStress": -0.75122, "stressChange3m": -0.30922 }, "return3m": -1.60159472, "returnEndDate": "2021-09-30", "futureVolatility63d": 20.81058032, "volatilityEndDate": "2021-09-29", "sourceMonth": "2021-04", "macroEligibleAfter": "2021-06-29" }, { "month": "2021-07", "date": "2021-07-30", "soxxAdjustedClose": 146.34, "spyAdjustedClose": 409.86, "features": { "momentum12skip1": 57.78741866, "relative6m": -2.17943194, "distance10m": 13.20579567, "volatility63d": 24.69420089, "ordersGrowthAcceleration3m": 2.85052737, "outputGrowthAcceleration3m": 6.12467689, "financialStress": -0.756875, "stressChange3m": -0.1582 }, "return3m": 4.13420801, "returnEndDate": "2021-10-29", "futureVolatility63d": 19.8817817, "volatilityEndDate": "2021-10-28", "sourceMonth": "2021-05", "macroEligibleAfter": "2021-07-30" }, { "month": "2021-08", "date": "2021-08-31", "soxxAdjustedClose": 149.95, "spyAdjustedClose": 422.06, "features": { "momentum12skip1": 50.03075661, "relative6m": -6.85669121, "distance10m": 11.46212741, "volatility63d": 20.07274697, "ordersGrowthAcceleration3m": 0.87258565, "outputGrowthAcceleration3m": 1.73517842, "financialStress": -0.791825, "stressChange3m": -0.285475 }, "return3m": 13.31777259, "returnEndDate": "2021-11-30", "futureVolatility63d": 23.71748702, "volatilityEndDate": "2021-11-30", "sourceMonth": "2021-06", "macroEligibleAfter": "2021-08-29" }, { "month": "2021-09", "date": "2021-09-30", "soxxAdjustedClose": 143.15, "spyAdjustedClose": 402.38, "features": { "momentum12skip1": 54.47615123, "relative6m": -3.44438045, "distance10m": 4.24859448, "volatility63d": 20.61106498, "ordersGrowthAcceleration3m": -2.19505772, "outputGrowthAcceleration3m": -8.12275757, "financialStress": -0.72526, "stressChange3m": 0.02596 }, "return3m": 21.87216207, "returnEndDate": "2021-12-31", "futureVolatility63d": 28.04093972, "volatilityEndDate": "2021-12-30", "sourceMonth": "2021-07", "macroEligibleAfter": "2021-09-29" }, { "month": "2021-10", "date": "2021-10-29", "soxxAdjustedClose": 152.39, "spyAdjustedClose": 430.61, "features": { "momentum12skip1": 47.06184508, "relative6m": 2.10812411, "distance10m": 8.50279107, "volatility63d": 19.86279643, "ordersGrowthAcceleration3m": -2.19505772, "outputGrowthAcceleration3m": -8.12275757, "financialStress": -0.72526, "stressChange3m": 0.02596 }, "return3m": 1.21399042, "returnEndDate": "2022-01-31", "futureVolatility63d": 35.98229183, "volatilityEndDate": "2022-01-31", "sourceMonth": "2021-07", "macroEligibleAfter": "2021-09-29" }, { "month": "2021-11", "date": "2021-11-30", "soxxAdjustedClose": 169.92, "spyAdjustedClose": 427.15, "features": { "momentum12skip1": 32.1797207, "relative6m": 13.59784823, "distance10m": 17.23310014, "volatility63d": 23.71748702, "ordersGrowthAcceleration3m": -1.9981966, "outputGrowthAcceleration3m": -9.03282085, "financialStress": -0.663325, "stressChange3m": 0.1285 }, "return3m": -10.23422787, "returnEndDate": "2022-02-28", "futureVolatility63d": 41.31525492, "volatilityEndDate": "2022-03-02", "sourceMonth": "2021-09", "macroEligibleAfter": "2021-11-29" }, { "month": "2021-12", "date": "2021-12-31", "soxxAdjustedClose": 174.46, "spyAdjustedClose": 446.91, "features": { "momentum12skip1": 40.34855869, "relative6m": 8.21789699, "distance10m": 17.02755641, "volatility63d": 28.06432811, "ordersGrowthAcceleration3m": -4.49334122, "outputGrowthAcceleration3m": -5.27189795, "financialStress": -0.73476, "stressChange3m": -0.0095 }, "return3m": -12.5644847, "returnEndDate": "2022-03-31", "futureVolatility63d": 45.33071126, "volatilityEndDate": "2022-04-01", "sourceMonth": "2021-10", "macroEligibleAfter": "2021-12-30" }, { "month": "2022-01", "date": "2022-01-31", "soxxAdjustedClose": 154.24, "spyAdjustedClose": 423.34, "features": { "momentum12skip1": 39.59033445, "relative6m": 2.10945939, "distance10m": 2.18900726, "volatility63d": 35.98229183, "ordersGrowthAcceleration3m": -1.00712627, "outputGrowthAcceleration3m": -3.74739931, "financialStress": -0.65295, "stressChange3m": 0.067775 }, "return3m": -16.25389004, "returnEndDate": "2022-04-29", "futureVolatility63d": 45.5134917, "volatilityEndDate": "2022-05-02", "sourceMonth": "2021-11", "macroEligibleAfter": "2022-01-29" }, { "month": "2022-02", "date": "2022-02-28", "soxxAdjustedClose": 152.53, "spyAdjustedClose": 410.84, "features": { "momentum12skip1": 15.86538462, "relative6m": 4.37896333, "distance10m": -0.10347899, "volatility63d": 41.05699796, "ordersGrowthAcceleration3m": -1.00712627, "outputGrowthAcceleration3m": -3.74739931, "financialStress": -0.65295, "stressChange3m": 0.067775 }, "return3m": -9.95214056, "returnEndDate": "2022-05-31", "futureVolatility63d": 47.82278399, "volatilityEndDate": "2022-05-27", "sourceMonth": "2021-11", "macroEligibleAfter": "2022-01-29" }, { "month": "2022-03", "date": "2022-03-31", "soxxAdjustedClose": 152.54, "spyAdjustedClose": 426.29, "features": { "momentum12skip1": 12.45207903, "relative6m": 0.61740867, "distance10m": -1.01232966, "volatility63d": 45.19680841, "ordersGrowthAcceleration3m": -1.35445083, "outputGrowthAcceleration3m": 1.0405286, "financialStress": -0.53526, "stressChange3m": 0.128065 }, "return3m": -26.01940475, "returnEndDate": "2022-06-30", "futureVolatility63d": 46.11575345, "volatilityEndDate": "2022-07-01", "sourceMonth": "2021-12", "macroEligibleAfter": "2022-03-01" }, { "month": "2022-04", "date": "2022-04-29", "soxxAdjustedClose": 129.17, "spyAdjustedClose": 388.87, "features": { "momentum12skip1": 12.98422339, "relative6m": -5.5439944, "distance10m": -15.28113912, "volatility63d": 46.28468901, "ordersGrowthAcceleration3m": 7.42616667, "outputGrowthAcceleration3m": 7.20207128, "financialStress": -0.311875, "stressChange3m": 0.341075 }, "return3m": 1.78834095, "returnEndDate": "2022-07-29", "futureVolatility63d": 44.48800604, "volatilityEndDate": "2022-08-01", "sourceMonth": "2022-02", "macroEligibleAfter": "2022-04-29" }, { "month": "2022-05", "date": "2022-05-31", "soxxAdjustedClose": 137.35, "spyAdjustedClose": 389.75, "features": { "momentum12skip1": -6.68256032, "relative6m": -10.41213726, "distance10m": -9.38180379, "volatility63d": 47.28725347, "ordersGrowthAcceleration3m": 9.66886187, "outputGrowthAcceleration3m": 5.24855191, "financialStress": -0.113725, "stressChange3m": 0.421535 }, "return3m": -13.11976702, "returnEndDate": "2022-08-31", "futureVolatility63d": 41.27119377, "volatilityEndDate": "2022-08-30", "sourceMonth": "2022-03", "macroEligibleAfter": "2022-05-30" }, { "month": "2022-06", "date": "2022-06-30", "soxxAdjustedClose": 112.85, "spyAdjustedClose": 357.62, "features": { "momentum12skip1": -5.58839703, "relative6m": -15.33527111, "distance10m": -23.67780333, "volatility63d": 45.83475937, "ordersGrowthAcceleration3m": -2.40708891, "outputGrowthAcceleration3m": 0.33903173, "financialStress": -0.2605, "stressChange3m": 0.22015 }, "return3m": -8.33850244, "returnEndDate": "2022-09-30", "futureVolatility63d": 37.432968, "volatilityEndDate": "2022-09-29", "sourceMonth": "2022-04", "macroEligibleAfter": "2022-06-29" }, { "month": "2022-07", "date": "2022-07-29", "soxxAdjustedClose": 131.48, "spyAdjustedClose": 390.55, "features": { "momentum12skip1": -22.88506218, "relative6m": -7.01067675, "distance10m": -10.370638, "volatility63d": 45.34381825, "ordersGrowthAcceleration3m": -2.40708891, "outputGrowthAcceleration3m": 0.33903173, "financialStress": -0.2605, "stressChange3m": 0.22015 }, "return3m": -19.40979617, "returnEndDate": "2022-10-31", "futureVolatility63d": 39.23049539, "volatilityEndDate": "2022-10-27", "sourceMonth": "2022-04", "macroEligibleAfter": "2022-06-29" }, { "month": "2022-08", "date": "2022-08-31", "soxxAdjustedClose": 119.33, "spyAdjustedClose": 374.61, "features": { "momentum12skip1": -12.31743915, "relative6m": -12.94769177, "distance10m": -16.77767162, "volatility63d": 41.20934756, "ordersGrowthAcceleration3m": -0.7758365, "outputGrowthAcceleration3m": -0.06620536, "financialStress": 0.0555, "stressChange3m": 0.169225 }, "return3m": 5.53088075, "returnEndDate": "2022-11-30", "futureVolatility63d": 45.16778446, "volatilityEndDate": "2022-11-30", "sourceMonth": "2022-06", "macroEligibleAfter": "2022-08-29" }, { "month": "2022-09", "date": "2022-09-30", "soxxAdjustedClose": 103.44, "spyAdjustedClose": 339.98, "features": { "momentum12skip1": -16.63988823, "relative6m": -11.94149812, "distance10m": -24.35223309, "volatility63d": 36.90502659, "ordersGrowthAcceleration3m": 2.21355651, "outputGrowthAcceleration3m": 6.98486717, "financialStress": 0.13936, "stressChange3m": 0.39986 }, "return3m": 9.4837587, "returnEndDate": "2022-12-30", "futureVolatility63d": 44.68749413, "volatilityEndDate": "2022-12-30", "sourceMonth": "2022-07", "macroEligibleAfter": "2022-09-29" }, { "month": "2022-10", "date": "2022-10-31", "soxxAdjustedClose": 105.96, "spyAdjustedClose": 367.61, "features": { "momentum12skip1": -32.12153028, "relative6m": -12.50144586, "distance10m": -18.42265319, "volatility63d": 40.27926762, "ordersGrowthAcceleration3m": -1.58888741, "outputGrowthAcceleration3m": 8.88596325, "financialStress": -0.3596, "stressChange3m": -0.70795 }, "return3m": 23.99018498, "returnEndDate": "2023-01-31", "futureVolatility63d": 42.10524609, "volatilityEndDate": "2023-02-01", "sourceMonth": "2022-08", "macroEligibleAfter": "2022-10-30" }, { "month": "2022-11", "date": "2022-11-30", "soxxAdjustedClose": 125.93, "spyAdjustedClose": 388.05, "features": { "momentum12skip1": -37.64124294, "relative6m": -7.8783479, "distance10m": -0.88778353, "volatility63d": 45.16778446, "ordersGrowthAcceleration3m": -0.61906606, "outputGrowthAcceleration3m": 5.28689863, "financialStress": -0.0433, "stressChange3m": -0.0988 }, "return3m": 5.91598507, "returnEndDate": "2023-02-28", "futureVolatility63d": 33.47402874, "volatilityEndDate": "2023-03-03", "sourceMonth": "2022-09", "macroEligibleAfter": "2022-11-29" }, { "month": "2022-12", "date": "2022-12-30", "soxxAdjustedClose": 113.25, "spyAdjustedClose": 365.69, "features": { "momentum12skip1": -27.8172647, "relative6m": -1.90213239, "distance10m": -8.02403963, "volatility63d": 44.68749413, "ordersGrowthAcceleration3m": -3.94203682, "outputGrowthAcceleration3m": -1.02771662, "financialStress": 0.009125, "stressChange3m": -0.130235 }, "return3m": 28.10596026, "returnEndDate": "2023-03-31", "futureVolatility63d": 32.12607386, "volatilityEndDate": "2023-04-03", "sourceMonth": "2022-10", "macroEligibleAfter": "2022-12-30" }, { "month": "2023-01", "date": "2023-01-31", "soxxAdjustedClose": 131.38, "spyAdjustedClose": 388.68, "features": { "momentum12skip1": -26.5754668, "relative6m": 0.40275474, "distance10m": 8.56595105, "volatility63d": 41.34183958, "ordersGrowthAcceleration3m": -4.8899554, "outputGrowthAcceleration3m": -3.73237921, "financialStress": -0.279175, "stressChange3m": 0.080425 }, "return3m": 2.35195616, "returnEndDate": "2023-04-28", "futureVolatility63d": 28.53143765, "volatilityEndDate": "2023-05-02", "sourceMonth": "2022-11", "macroEligibleAfter": "2023-01-29" }, { "month": "2023-02", "date": "2023-02-28", "soxxAdjustedClose": 133.38, "spyAdjustedClose": 378.91, "features": { "momentum12skip1": -13.8661247, "relative6m": 10.62621146, "distance10m": 9.83653807, "volatility63d": 35.67402772, "ordersGrowthAcceleration3m": -4.8899554, "outputGrowthAcceleration3m": -3.73237921, "financialStress": -0.279175, "stressChange3m": 0.080425 }, "return3m": 16.61418504, "returnEndDate": "2023-05-31", "futureVolatility63d": 30.0320484, "volatilityEndDate": "2023-05-30", "sourceMonth": "2022-11", "macroEligibleAfter": "2023-01-29" }, { "month": "2023-03", "date": "2023-03-31", "soxxAdjustedClose": 145.08, "spyAdjustedClose": 392.96, "features": { "momentum12skip1": -12.56063983, "relative6m": 24.67195081, "distance10m": 18.71563236, "volatility63d": 32.0417209, "ordersGrowthAcceleration3m": -4.59762266, "outputGrowthAcceleration3m": -8.57731903, "financialStress": 0.00772, "stressChange3m": 0.05102 }, "return3m": 14.24041908, "returnEndDate": "2023-06-30", "futureVolatility63d": 29.01590517, "volatilityEndDate": "2023-07-03", "sourceMonth": "2022-12", "macroEligibleAfter": "2023-03-01" }, { "month": "2023-04", "date": "2023-04-28", "soxxAdjustedClose": 134.47, "spyAdjustedClose": 399.24, "features": { "momentum12skip1": 12.31710149, "relative6m": 18.30215246, "distance10m": 8.12092948, "volatility63d": 29.18933278, "ordersGrowthAcceleration3m": -9.78076821, "outputGrowthAcceleration3m": -7.43905386, "financialStress": -0.361625, "stressChange3m": -0.37075 }, "return3m": 30.06618577, "returnEndDate": "2023-07-31", "futureVolatility63d": 30.00790175, "volatilityEndDate": "2023-07-31", "sourceMonth": "2023-01", "macroEligibleAfter": "2023-04-01" }, { "month": "2023-05", "date": "2023-05-31", "soxxAdjustedClose": 155.54, "spyAdjustedClose": 401.08, "features": { "momentum12skip1": -2.09683291, "relative6m": 20.1552481, "distance10m": 22.688837, "volatility63d": 30.57926424, "ordersGrowthAcceleration3m": -3.46328688, "outputGrowthAcceleration3m": -1.85350356, "financialStress": 0.12262, "stressChange3m": 0.1149 }, "return3m": 7.27144143, "returnEndDate": "2023-08-31", "futureVolatility63d": 27.08431318, "volatilityEndDate": "2023-08-30", "sourceMonth": "2023-03", "macroEligibleAfter": "2023-05-30" }, { "month": "2023-06", "date": "2023-06-30", "soxxAdjustedClose": 165.74, "spyAdjustedClose": 427.07, "features": { "momentum12skip1": 37.82897652, "relative6m": 29.56407751, "distance10m": 26.11762557, "volatility63d": 28.9961769, "ordersGrowthAcceleration3m": 1.18857646, "outputGrowthAcceleration3m": 2.78308236, "financialStress": -0.37465, "stressChange3m": -0.013025 }, "return3m": -6.29298902, "returnEndDate": "2023-09-29", "futureVolatility63d": 25.88582805, "volatilityEndDate": "2023-09-29", "sourceMonth": "2023-04", "macroEligibleAfter": "2023-06-29" }, { "month": "2023-07", "date": "2023-07-31", "soxxAdjustedClose": 174.9, "spyAdjustedClose": 441.05, "features": { "momentum12skip1": 26.05719501, "relative6m": 19.65147664, "distance10m": 26.2241724, "volatility63d": 30.00790175, "ordersGrowthAcceleration3m": -0.83108981, "outputGrowthAcceleration3m": 2.10932579, "financialStress": -0.399775, "stressChange3m": 0.063475 }, "return3m": -17.06117782, "returnEndDate": "2023-10-31", "futureVolatility63d": 25.25227008, "volatilityEndDate": "2023-10-27", "sourceMonth": "2023-05", "macroEligibleAfter": "2023-07-30" }, { "month": "2023-08", "date": "2023-08-31", "soxxAdjustedClose": 166.85, "spyAdjustedClose": 433.88, "features": { "momentum12skip1": 46.5683399, "relative6m": 10.58631439, "distance10m": 15.34579543, "volatility63d": 26.91632977, "ordersGrowthAcceleration3m": -0.5170733, "outputGrowthAcceleration3m": 0.11895934, "financialStress": -0.60714, "stressChange3m": -0.72976 }, "return3m": 0.94695835, "returnEndDate": "2023-11-30", "futureVolatility63d": 24.13079087, "volatilityEndDate": "2023-11-30", "sourceMonth": "2023-06", "macroEligibleAfter": "2023-08-29" }, { "month": "2023-09", "date": "2023-09-29", "soxxAdjustedClose": 155.31, "spyAdjustedClose": 413.3, "features": { "momentum12skip1": 61.30123743, "relative6m": 1.8751827, "distance10m": 5.23070669, "volatility63d": 25.88582805, "ordersGrowthAcceleration3m": -0.11406712, "outputGrowthAcceleration3m": -2.39228929, "financialStress": -0.73, "stressChange3m": -0.35535 }, "return3m": 21.87238426, "returnEndDate": "2023-12-29", "futureVolatility63d": 25.27220586, "volatilityEndDate": "2023-12-29", "sourceMonth": "2023-07", "macroEligibleAfter": "2023-09-29" }, { "month": "2023-10", "date": "2023-10-31", "soxxAdjustedClose": 145.06, "spyAdjustedClose": 404.32, "features": { "momentum12skip1": 46.57417894, "relative6m": 6.60294494, "distance10m": -3.78786371, "volatility63d": 24.36636447, "ordersGrowthAcceleration3m": 1.17818887, "outputGrowthAcceleration3m": -3.56678156, "financialStress": -0.66635, "stressChange3m": -0.266575 }, "return3m": 32.73817731, "returnEndDate": "2024-01-31", "futureVolatility63d": 26.25581999, "volatilityEndDate": "2024-02-01", "sourceMonth": "2023-08", "macroEligibleAfter": "2023-10-30" }, { "month": "2023-11", "date": "2023-11-30", "soxxAdjustedClose": 168.43, "spyAdjustedClose": 441.26, "features": { "momentum12skip1": 15.19097912, "relative6m": -1.73069423, "distance10m": 9.03311841, "volatility63d": 24.13079087, "ordersGrowthAcceleration3m": 1.82165399, "outputGrowthAcceleration3m": -2.91671721, "financialStress": -0.66318, "stressChange3m": -0.05604 }, "return3m": 27.20417978, "returnEndDate": "2024-02-29", "futureVolatility63d": 27.88437427, "volatilityEndDate": "2024-03-04", "sourceMonth": "2023-09", "macroEligibleAfter": "2023-11-29" }, { "month": "2023-12", "date": "2023-12-29", "soxxAdjustedClose": 189.28, "spyAdjustedClose": 461.4, "features": { "momentum12skip1": 48.72406181, "relative6m": 6.16447364, "distance10m": 18.25122137, "volatility63d": 25.27220586, "ordersGrowthAcceleration3m": 1.82165399, "outputGrowthAcceleration3m": -2.91671721, "financialStress": -0.66318, "stressChange3m": -0.05604 }, "return3m": 17.76732883, "returnEndDate": "2024-03-28", "futureVolatility63d": 29.68352509, "volatilityEndDate": "2024-04-02", "sourceMonth": "2023-09", "macroEligibleAfter": "2023-11-29" }, { "month": "2024-01", "date": "2024-01-31", "soxxAdjustedClose": 192.55, "spyAdjustedClose": 468.75, "features": { "momentum12skip1": 44.0706348, "relative6m": 3.81101378, "distance10m": 16.82937632, "volatility63d": 26.27114215, "ordersGrowthAcceleration3m": 4.4520152, "outputGrowthAcceleration3m": 1.17982994, "financialStress": -0.662675, "stressChange3m": 0.003675 }, "return3m": 9.65463516, "returnEndDate": "2024-04-30", "futureVolatility63d": 31.32520661, "volatilityEndDate": "2024-05-01", "sourceMonth": "2023-11", "macroEligibleAfter": "2024-01-29" }, { "month": "2024-02", "date": "2024-02-29", "soxxAdjustedClose": 214.25, "spyAdjustedClose": 493.21, "features": { "momentum12skip1": 44.36197331, "relative6m": 14.73446255, "distance10m": 23.99372653, "volatility63d": 26.95097303, "ordersGrowthAcceleration3m": 1.69766158, "outputGrowthAcceleration3m": 5.90809113, "financialStress": -0.48794, "stressChange3m": 0.17524 }, "return3m": 7.77129522, "returnEndDate": "2024-05-31", "futureVolatility63d": 30.27191514, "volatilityEndDate": "2024-05-30", "sourceMonth": "2023-12", "macroEligibleAfter": "2024-02-29" }, { "month": "2024-03", "date": "2024-03-28", "soxxAdjustedClose": 222.91, "spyAdjustedClose": 509.34, "features": { "momentum12skip1": 47.67714364, "relative6m": 20.28849367, "distance10m": 24.16447574, "volatility63d": 29.49659188, "ordersGrowthAcceleration3m": 1.69766158, "outputGrowthAcceleration3m": 5.90809113, "financialStress": -0.48794, "stressChange3m": 0.17524 }, "return3m": 9.30868961, "returnEndDate": "2024-06-28", "futureVolatility63d": 28.40989237, "volatilityEndDate": "2024-06-28", "sourceMonth": "2023-12", "macroEligibleAfter": "2024-02-29" }, { "month": "2024-04", "date": "2024-04-30", "soxxAdjustedClose": 211.14, "spyAdjustedClose": 488.8, "features": { "momentum12skip1": 65.76931658, "relative6m": 24.65922293, "distance10m": 14.70760806, "volatility63d": 30.66317389, "ordersGrowthAcceleration3m": 1.64792839, "outputGrowthAcceleration3m": 0.22795547, "financialStress": -0.66395, "stressChange3m": -0.001275 }, "return3m": 10.13545515, "returnEndDate": "2024-07-31", "futureVolatility63d": 35.85936095, "volatilityEndDate": "2024-07-31", "sourceMonth": "2024-02", "macroEligibleAfter": "2024-04-29" }, { "month": "2024-05", "date": "2024-05-31", "soxxAdjustedClose": 230.9, "spyAdjustedClose": 513.53, "features": { "momentum12skip1": 35.74643179, "relative6m": 20.71149304, "distance10m": 21.73903874, "volatility63d": 29.19493327, "ordersGrowthAcceleration3m": 0.01009204, "outputGrowthAcceleration3m": -2.57076737, "financialStress": -0.87006, "stressChange3m": -0.38212 }, "return3m": -1.10437419, "returnEndDate": "2024-08-30", "futureVolatility63d": 44.38334114, "volatilityEndDate": "2024-08-30", "sourceMonth": "2024-03", "macroEligibleAfter": "2024-05-30" }, { "month": "2024-06", "date": "2024-06-28", "soxxAdjustedClose": 243.66, "spyAdjustedClose": 531.64, "features": { "momentum12skip1": 39.31458912, "relative6m": 13.50669029, "distance10m": 23.46654911, "volatility63d": 28.40989237, "ordersGrowthAcceleration3m": 0.01009204, "outputGrowthAcceleration3m": -2.57076737, "financialStress": -0.87006, "stressChange3m": -0.38212 }, "return3m": -6.27924157, "returnEndDate": "2024-09-30", "futureVolatility63d": 48.53338475, "volatilityEndDate": "2024-09-27", "sourceMonth": "2024-03", "macroEligibleAfter": "2024-05-30" }, { "month": "2024-07", "date": "2024-07-31", "soxxAdjustedClose": 232.54, "spyAdjustedClose": 538.08, "features": { "momentum12skip1": 39.31389365, "relative6m": 5.97823152, "distance10m": 13.39432004, "volatility63d": 35.85936095, "ordersGrowthAcceleration3m": -0.34405265, "outputGrowthAcceleration3m": 2.52677911, "financialStress": -0.88784, "stressChange3m": -0.22389 }, "return3m": -7.04824976, "returnEndDate": "2024-10-31", "futureVolatility63d": 41.89065895, "volatilityEndDate": "2024-10-29", "sourceMonth": "2024-05", "macroEligibleAfter": "2024-07-30" }, { "month": "2024-08", "date": "2024-08-30", "soxxAdjustedClose": 228.35, "spyAdjustedClose": 550.65, "features": { "momentum12skip1": 39.37069224, "relative6m": -5.06505793, "distance10m": 7.00512181, "volatility63d": 44.38334114, "ordersGrowthAcceleration3m": 0.49294392, "outputGrowthAcceleration3m": 2.28318535, "financialStress": -0.836675, "stressChange3m": 0.033385 }, "return3m": -6.58200131, "returnEndDate": "2024-11-29", "futureVolatility63d": 34.03910138, "volatilityEndDate": "2024-11-29", "sourceMonth": "2024-06", "macroEligibleAfter": "2024-08-29" }, { "month": "2024-09", "date": "2024-09-30", "soxxAdjustedClose": 228.36, "spyAdjustedClose": 562.22, "features": { "momentum12skip1": 47.0285236, "relative6m": -7.93713013, "distance10m": 4.08671158, "volatility63d": 48.56027114, "ordersGrowthAcceleration3m": -0.52151214, "outputGrowthAcceleration3m": -0.99989277, "financialStress": -0.729725, "stressChange3m": -0.0075 }, "return3m": -6.40217201, "returnEndDate": "2024-12-31", "futureVolatility63d": 28.90135836, "volatilityEndDate": "2024-12-30", "sourceMonth": "2024-07", "macroEligibleAfter": "2024-09-29" }, { "month": "2024-10", "date": "2024-10-31", "soxxAdjustedClose": 216.15, "spyAdjustedClose": 557.2, "features": { "momentum12skip1": 57.42451399, "relative6m": -11.62062016, "distance10m": -2.6706472, "volatility63d": 38.9917412, "ordersGrowthAcceleration3m": -1.26201771, "outputGrowthAcceleration3m": 3.67673788, "financialStress": -0.4976, "stressChange3m": 0.39024 }, "return3m": 0.09715475, "returnEndDate": "2025-01-31", "futureVolatility63d": 31.3171391, "volatilityEndDate": "2025-02-04", "sourceMonth": "2024-08", "macroEligibleAfter": "2024-10-30" }, { "month": "2024-11", "date": "2024-11-29", "soxxAdjustedClose": 213.32, "spyAdjustedClose": 590.43, "features": { "momentum12skip1": 28.33224485, "relative6m": -22.58846797, "distance10m": -4.83498247, "volatility63d": 34.03910138, "ordersGrowthAcceleration3m": -0.07411384, "outputGrowthAcceleration3m": 3.03022144, "financialStress": -0.34705, "stressChange3m": 0.489625 }, "return3m": -3.04237765, "returnEndDate": "2025-02-28", "futureVolatility63d": 34.03651446, "volatilityEndDate": "2025-03-05", "sourceMonth": "2024-09", "macroEligibleAfter": "2024-11-29" }, { "month": "2024-12", "date": "2024-12-31", "soxxAdjustedClose": 213.74, "spyAdjustedClose": 576.22, "features": { "momentum12skip1": 12.70076078, "relative6m": -20.66477929, "distance10m": -4.6259153, "volatility63d": 28.39864032, "ordersGrowthAcceleration3m": -1.53967452, "outputGrowthAcceleration3m": 4.10880945, "financialStress": -0.526825, "stressChange3m": 0.2029 }, "return3m": -12.56666979, "returnEndDate": "2025-03-31", "futureVolatility63d": 41.25002664, "volatilityEndDate": "2025-04-03", "sourceMonth": "2024-10", "macroEligibleAfter": "2024-12-30" }, { "month": "2025-01", "date": "2025-01-31", "soxxAdjustedClose": 216.36, "spyAdjustedClose": 591.7, "features": { "momentum12skip1": 11.00493378, "relative6m": -16.92300368, "distance10m": -3.17383599, "volatility63d": 32.79479815, "ordersGrowthAcceleration3m": -2.02961183, "outputGrowthAcceleration3m": -2.1856121, "financialStress": -0.5712, "stressChange3m": -0.0736 }, "return3m": -15.61286744, "returnEndDate": "2025-04-30", "futureVolatility63d": 58.50486405, "volatilityEndDate": "2025-05-02", "sourceMonth": "2024-11", "macroEligibleAfter": "2025-01-29" }, { "month": "2025-02", "date": "2025-02-28", "soxxAdjustedClose": 206.83, "spyAdjustedClose": 584.19, "features": { "momentum12skip1": 0.98483081, "relative6m": -15.51511301, "distance10m": -7.25985445, "volatility63d": 33.27907355, "ordersGrowthAcceleration3m": -2.02961183, "outputGrowthAcceleration3m": -2.1856121, "financialStress": -0.5712, "stressChange3m": -0.0736 }, "return3m": -1.59067833, "returnEndDate": "2025-05-30", "futureVolatility63d": 58.77988225, "volatilityEndDate": "2025-05-30", "sourceMonth": "2024-11", "macroEligibleAfter": "2025-01-29" }, { "month": "2025-03", "date": "2025-03-31", "soxxAdjustedClose": 186.88, "spyAdjustedClose": 551.64, "features": { "momentum12skip1": -7.21367368, "relative6m": -16.28247636, "distance10m": -14.51795132, "volatility63d": 35.75024471, "ordersGrowthAcceleration3m": 1.05986843, "outputGrowthAcceleration3m": -0.79816318, "financialStress": -0.55285, "stressChange3m": -0.2058 }, "return3m": 27.13505993, "returnEndDate": "2025-06-30", "futureVolatility63d": 56.24728027, "volatilityEndDate": "2025-07-01", "sourceMonth": "2024-12", "macroEligibleAfter": "2025-03-01" }, { "month": "2025-04", "date": "2025-04-30", "soxxAdjustedClose": 182.58, "spyAdjustedClose": 546.85, "features": { "momentum12skip1": -11.49000663, "relative6m": -13.67337954, "distance10m": -14.08444739, "volatility63d": 58.20941675, "ordersGrowthAcceleration3m": 3.17849495, "outputGrowthAcceleration3m": 8.00139239, "financialStress": -0.697425, "stressChange3m": -0.126225 }, "return3m": 30.85222916, "returnEndDate": "2025-07-31", "futureVolatility63d": 26.47081185, "volatilityEndDate": "2025-07-31", "sourceMonth": "2025-02", "macroEligibleAfter": "2025-04-29" }, { "month": "2025-05", "date": "2025-05-30", "soxxAdjustedClose": 203.54, "spyAdjustedClose": 581.22, "features": { "momentum12skip1": -20.92680814, "relative6m": -3.02478145, "distance10m": -2.89631746, "volatility63d": 58.77988225, "ordersGrowthAcceleration3m": -0.96800246, "outputGrowthAcceleration3m": 6.96084079, "financialStress": -0.4511, "stressChange3m": 0.10175 }, "return3m": 19.96659133, "returnEndDate": "2025-08-29", "futureVolatility63d": 22.6999477, "volatilityEndDate": "2025-08-29", "sourceMonth": "2025-03", "macroEligibleAfter": "2025-05-30" }, { "month": "2025-06", "date": "2025-06-30", "soxxAdjustedClose": 237.59, "spyAdjustedClose": 611.08, "features": { "momentum12skip1": -16.46556677, "relative6m": 5.10864411, "distance10m": 12.85059491, "volatility63d": 56.23775122, "ordersGrowthAcceleration3m": 0.02654543, "outputGrowthAcceleration3m": -0.62156103, "financialStress": 0.06355, "stressChange3m": 0.85233 }, "return3m": 13.82213056, "returnEndDate": "2025-09-30", "futureVolatility63d": 19.88205147, "volatilityEndDate": "2025-09-29", "sourceMonth": "2025-04", "macroEligibleAfter": "2025-06-29" }, { "month": "2025-07", "date": "2025-07-31", "soxxAdjustedClose": 238.91, "spyAdjustedClose": 625.16, "features": { "momentum12skip1": 2.17166939, "relative6m": 4.76755139, "distance10m": 12.91176332, "volatility63d": 26.47081185, "ordersGrowthAcceleration3m": 0.78592511, "outputGrowthAcceleration3m": -1.61457404, "financialStress": -0.54114, "stressChange3m": 0.156285 }, "return3m": 27.98543385, "returnEndDate": "2025-10-31", "futureVolatility63d": 28.31544308, "volatilityEndDate": "2025-10-29", "sourceMonth": "2025-05", "macroEligibleAfter": "2025-07-30" }, { "month": "2025-08", "date": "2025-08-29", "soxxAdjustedClose": 244.18, "spyAdjustedClose": 637.99, "features": { "momentum12skip1": 4.62447996, "relative6m": 8.84897618, "distance10m": 13.89364392, "volatility63d": 22.6999477, "ordersGrowthAcceleration3m": 2.98288002, "outputGrowthAcceleration3m": -1.31263789, "financialStress": -0.727575, "stressChange3m": -0.276475 }, "return3m": 21.21385863, "returnEndDate": "2025-11-28", "futureVolatility63d": 33.99668877, "volatilityEndDate": "2025-11-28", "sourceMonth": "2025-06", "macroEligibleAfter": "2025-08-29" }, { "month": "2025-09", "date": "2025-09-30", "soxxAdjustedClose": 270.43, "spyAdjustedClose": 660.72, "features": { "momentum12skip1": 6.92765808, "relative6m": 24.9340684, "distance10m": 22.8646458, "volatility63d": 19.8764259, "ordersGrowthAcceleration3m": 2.4133808, "outputGrowthAcceleration3m": 6.87196185, "financialStress": -0.781475, "stressChange3m": -0.845025 }, "return3m": 11.23765854, "returnEndDate": "2025-12-31", "futureVolatility63d": 36.67840115, "volatilityEndDate": "2025-12-30", "sourceMonth": "2025-07", "macroEligibleAfter": "2025-09-29" }, { "month": "2025-10", "date": "2025-10-31", "soxxAdjustedClose": 305.77, "spyAdjustedClose": 676.47, "features": { "momentum12skip1": 25.11219061, "relative6m": 43.76876676, "distance10m": 33.34525331, "volatility63d": 28.30131288, "ordersGrowthAcceleration3m": -0.92604746, "outputGrowthAcceleration3m": -0.20109764, "financialStress": -0.68044, "stressChange3m": -0.1393 }, "return3m": 13.13078458, "returnEndDate": "2026-01-30", "futureVolatility63d": 34.32660716, "volatilityEndDate": "2026-02-03", "sourceMonth": "2025-08", "macroEligibleAfter": "2025-10-30" }, { "month": "2025-11", "date": "2025-11-28", "soxxAdjustedClose": 295.98, "spyAdjustedClose": 677.79, "features": { "momentum12skip1": 43.33864617, "relative6m": 28.80108332, "distance10m": 24.74448832, "volatility63d": 33.99668877, "ordersGrowthAcceleration3m": -0.92604746, "outputGrowthAcceleration3m": -0.20109764, "financialStress": -0.68044, "stressChange3m": -0.1393 }, "return3m": 18.89316846, "returnEndDate": "2026-02-27", "futureVolatility63d": 33.14034653, "volatilityEndDate": "2026-03-03", "sourceMonth": "2025-08", "macroEligibleAfter": "2025-10-30" }, { "month": "2025-12", "date": "2025-12-31", "soxxAdjustedClose": 300.82, "spyAdjustedClose": 678.33, "features": { "momentum12skip1": 38.47665388, "relative6m": 15.60796723, "distance10m": 21.95339485, "volatility63d": 36.61925758, "ordersGrowthAcceleration3m": -0.37321211, "outputGrowthAcceleration3m": -5.90826789, "financialStress": -0.45884, "stressChange3m": 0.322635 }, "return3m": 9.2048401, "returnEndDate": "2026-03-31", "futureVolatility63d": 38.18661181, "volatilityEndDate": "2026-04-02", "sourceMonth": "2025-10", "macroEligibleAfter": "2025-12-30" }, { "month": "2026-01", "date": "2026-01-30", "soxxAdjustedClose": 345.92, "spyAdjustedClose": 688.32, "features": { "momentum12skip1": 39.03679053, "relative6m": 34.68791182, "distance10m": 31.74291242, "volatility63d": 34.02214089, "ordersGrowthAcceleration3m": 2.19593494, "outputGrowthAcceleration3m": 0.82486274, "financialStress": -0.331175, "stressChange3m": 0.349265 }, "return3m": 33.33140611, "returnEndDate": "2026-04-30", "futureVolatility63d": 39.52878955, "volatilityEndDate": "2026-05-01", "sourceMonth": "2025-11", "macroEligibleAfter": "2026-01-29" }, { "month": "2026-02", "date": "2026-02-27", "soxxAdjustedClose": 351.9, "spyAdjustedClose": 682.37, "features": { "momentum12skip1": 67.24846492, "relative6m": 37.15877525, "distance10m": 25.90159711, "volatility63d": 31.90147723, "ordersGrowthAcceleration3m": 2.19593494, "outputGrowthAcceleration3m": 0.82486274, "financialStress": -0.331175, "stressChange3m": 0.349265 }, "return3m": 61.63967036, "returnEndDate": "2026-05-29", "futureVolatility63d": 43.51787637, "volatilityEndDate": "2026-05-29", "sourceMonth": "2025-11", "macroEligibleAfter": "2026-01-29" }, { "month": "2026-03", "date": "2026-03-31", "soxxAdjustedClose": 328.51, "spyAdjustedClose": 648.68, "features": { "momentum12skip1": 88.30265411, "relative6m": 23.29916166, "distance10m": 12.50303937, "volatility63d": 37.87333991, "ordersGrowthAcceleration3m": 3.63535032, "outputGrowthAcceleration3m": 0.37584418, "financialStress": -0.419925, "stressChange3m": 0.10425 }, "return3m": 95.05037898, "returnEndDate": "2026-06-30", "futureVolatility63d": 59.04452689, "volatilityEndDate": "2026-07-01", "sourceMonth": "2025-12", "macroEligibleAfter": "2026-03-01" }, { "month": "2026-04", "date": "2026-04-30", "soxxAdjustedClose": 461.22, "spyAdjustedClose": 716.82, "features": { "momentum12skip1": 79.92660751, "relative6m": 44.87407802, "distance10m": 46.71527274, "volatility63d": 40.60020766, "ordersGrowthAcceleration3m": 3.32407432, "outputGrowthAcceleration3m": -4.20848493, "financialStress": -0.542225, "stressChange3m": -0.21105 }, "return3m": 9.46836651, "returnEndDate": "2026-07-31", "futureVolatility63d": 66.71773986, "volatilityEndDate": "2026-07-31", "sourceMonth": "2026-02", "macroEligibleAfter": "2026-04-29" }, { "month": "2026-05", "date": "2026-05-29", "soxxAdjustedClose": 568.81, "spyAdjustedClose": 754.54, "features": { "momentum12skip1": 126.59919426, "relative6m": 80.85495928, "distance10m": 63.75513165, "volatility63d": 43.51787637, "ordersGrowthAcceleration3m": 3.32407432, "outputGrowthAcceleration3m": -4.20848493, "financialStress": -0.542225, "stressChange3m": -0.21105 }, "return3m": -10.1562912, "returnEndDate": "2026-08-31", "futureVolatility63d": 64.53261919, "volatilityEndDate": "2026-08-28", "sourceMonth": "2026-02", "macroEligibleAfter": "2026-04-29" }, { "month": "2026-06", "date": "2026-06-30", "soxxAdjustedClose": 640.76, "spyAdjustedClose": 746.77, "features": { "momentum12skip1": 139.40822425, "relative6m": 102.91497002, "distance10m": 65.5659256, "volatility63d": 57.81625936, "ordersGrowthAcceleration3m": 7.54773206, "outputGrowthAcceleration3m": -3.05094187, "financialStress": -0.5719, "stressChange3m": 0.07418 }, "return3m": null, "returnEndDate": null, "futureVolatility63d": null, "volatilityEndDate": null, "sourceMonth": "2026-04", "macroEligibleAfter": "2026-06-29" }, { "month": "2026-07", "date": "2026-07-31", "soxxAdjustedClose": 504.89, "spyAdjustedClose": 747.03, "features": { "momentum12skip1": 168.20141476, "relative6m": 37.42624926, "distance10m": 23.00649518, "volatility63d": 66.71773986, "ordersGrowthAcceleration3m": 5.09898226, "outputGrowthAcceleration3m": 1.50730263, "financialStress": -0.71912, "stressChange3m": -0.176895 }, "return3m": null, "returnEndDate": null, "futureVolatility63d": null, "volatilityEndDate": null, "sourceMonth": "2026-05", "macroEligibleAfter": "2026-07-30" }, { "month": "2026-08", "date": "2026-08-31", "soxxAdjustedClose": 511.04, "spyAdjustedClose": 767.05, "features": { "momentum12skip1": 106.7695962, "relative6m": 32.81338498, "distance10m": 18.5748924, "volatility63d": 64.53156685, "ordersGrowthAcceleration3m": 0.35051643, "outputGrowthAcceleration3m": 5.92019768, "financialStress": -0.805875, "stressChange3m": -0.4906 }, "return3m": null, "returnEndDate": null, "futureVolatility63d": null, "volatilityEndDate": null, "sourceMonth": "2026-06", "macroEligibleAfter": "2026-08-29" } ], "macro": [ { "month": "1996-04", "eligibleAfter": "1996-06-29", "features": { "ordersGrowthAcceleration3m": -4.17301227, "outputGrowthAcceleration3m": 1.00950129, "financialStress": -0.0985, "stressChange3m": 0.21075 }, "levels": { "orders": 26655.0, "output": 1.1973, "stress": -0.0985 }, "growth": { "orders": 2.90313863, "output": 52.32824427 } }, { "month": "1996-05", "eligibleAfter": "1996-07-30", "features": { "ordersGrowthAcceleration3m": -10.63889916, "outputGrowthAcceleration3m": -3.44574343, "financialStress": -0.20074, "stressChange3m": 0.12951 }, "levels": { "orders": 27181.0, "output": 1.2357, "stress": -0.20074 }, "growth": { "orders": 1.7252994, "output": 51.95523856 } }, { "month": "1996-06", "eligibleAfter": "1996-08-29", "features": { "ordersGrowthAcceleration3m": -4.25523483, "outputGrowthAcceleration3m": -1.24233067, "financialStress": -0.160925, "stressChange3m": 0.023715 }, "levels": { "orders": 26365.0, "output": 1.2657, "stress": -0.160925 }, "growth": { "orders": 4.86854143, "output": 52.03603604 } }, { "month": "1996-07", "eligibleAfter": "1996-09-29", "features": { "ordersGrowthAcceleration3m": 7.55235623, "outputGrowthAcceleration3m": 3.27356353, "financialStress": -0.11045, "stressChange3m": -0.01195 }, "levels": { "orders": 27499.0, "output": 1.3083, "stress": -0.11045 }, "growth": { "orders": 10.45549486, "output": 55.6018078 } }, { "month": "1996-08", "eligibleAfter": "1996-10-30", "features": { "ordersGrowthAcceleration3m": 6.05291072, "outputGrowthAcceleration3m": 1.80990695, "financialStress": -0.18912, "stressChange3m": 0.01162 }, "levels": { "orders": 27699.0, "output": 1.3579, "stress": -0.18912 }, "growth": { "orders": 7.77821012, "output": 53.76514551 } }, { "month": "1996-09", "eligibleAfter": "1996-11-29", "features": { "ordersGrowthAcceleration3m": -9.69827908, "outputGrowthAcceleration3m": 0.10928522, "financialStress": -0.14035, "stressChange3m": 0.020575 }, "levels": { "orders": 25321.0, "output": 1.4113, "stress": -0.14035 }, "growth": { "orders": -4.82973765, "output": 52.14532126 } }, { "month": "1996-10", "eligibleAfter": "1996-12-30", "features": { "ordersGrowthAcceleration3m": -4.90404627, "outputGrowthAcceleration3m": -0.44495123, "financialStress": -0.118025, "stressChange3m": -0.007575 }, "levels": { "orders": 29984.0, "output": 1.4788, "stress": -0.118025 }, "growth": { "orders": 5.55144859, "output": 55.15685657 } }, { "month": "1996-11", "eligibleAfter": "1997-01-29", "features": { "ordersGrowthAcceleration3m": -0.54663001, "outputGrowthAcceleration3m": 1.73020261, "financialStress": -0.223, "stressChange3m": -0.03388 }, "levels": { "orders": 29093.0, "output": 1.5209, "stress": -0.223 }, "growth": { "orders": 7.23158011, "output": 55.49534812 } }, { "month": "1996-12", "eligibleAfter": "1997-03-01", "features": { "ordersGrowthAcceleration3m": -0.22804468, "outputGrowthAcceleration3m": -1.02642653, "financialStress": -0.108375, "stressChange3m": 0.031975 }, "levels": { "orders": 25961.0, "output": 1.5532, "stress": -0.108375 }, "growth": { "orders": -5.05778233, "output": 51.11889473 } }, { "month": "1997-01", "eligibleAfter": "1997-04-01", "features": { "ordersGrowthAcceleration3m": 2.58625457, "outputGrowthAcceleration3m": -7.23362275, "financialStress": -0.2633, "stressChange3m": -0.145275 }, "levels": { "orders": 28145.0, "output": 1.5955, "stress": -0.2633 }, "growth": { "orders": 8.13770315, "output": 47.92323382 } }, { "month": "1997-02", "eligibleAfter": "1997-04-29", "features": { "ordersGrowthAcceleration3m": 7.03713433, "outputGrowthAcceleration3m": -8.066877, "financialStress": -0.314575, "stressChange3m": -0.091575 }, "levels": { "orders": 30728.0, "output": 1.6798, "stress": -0.314575 }, "growth": { "orders": 14.26871444, "output": 47.42847113 } }, { "month": "1997-03", "eligibleAfter": "1997-05-30", "features": { "ordersGrowthAcceleration3m": 14.11112708, "outputGrowthAcceleration3m": -1.95564336, "financialStress": -0.29235, "stressChange3m": -0.183975 }, "levels": { "orders": 29295.0, "output": 1.747, "stress": -0.29235 }, "growth": { "orders": 9.05334475, "output": 49.16325137 } }, { "month": "1997-04", "eligibleAfter": "1997-06-29", "features": { "ordersGrowthAcceleration3m": 4.11890911, "outputGrowthAcceleration3m": 2.25633688, "financialStress": -0.16665, "stressChange3m": 0.09665 }, "levels": { "orders": 29922.0, "output": 1.7981, "stress": -0.16665 }, "growth": { "orders": 12.25661227, "output": 50.1795707 } }, { "month": "1997-05", "eligibleAfter": "1997-07-30", "features": { "ordersGrowthAcceleration3m": -5.62664829, "outputGrowthAcceleration3m": 4.41259062, "financialStress": -0.2332, "stressChange3m": 0.081375 }, "levels": { "orders": 29530.0, "output": 1.8763, "stress": -0.2332 }, "growth": { "orders": 8.64206615, "output": 51.84106175 } }, { "month": "1997-06", "eligibleAfter": "1997-08-29", "features": { "ordersGrowthAcceleration3m": 8.04508119, "outputGrowthAcceleration3m": 3.11611973, "financialStress": -0.173875, "stressChange3m": 0.118475 }, "levels": { "orders": 30873.0, "output": 1.9274, "stress": -0.173875 }, "growth": { "orders": 17.09842594, "output": 52.2793711 } }, { "month": "1997-07", "eligibleAfter": "1997-09-29", "features": { "ordersGrowthAcceleration3m": 6.1840583, "outputGrowthAcceleration3m": 0.42808809, "financialStress": -0.274225, "stressChange3m": -0.107575 }, "levels": { "orders": 32570.0, "output": 1.9704, "stress": -0.274225 }, "growth": { "orders": 18.44067057, "output": 50.60765879 } }, { "month": "1997-08", "eligibleAfter": "1997-10-30", "features": { "ordersGrowthAcceleration3m": 4.67249394, "outputGrowthAcceleration3m": 0.72540117, "financialStress": -0.28914, "stressChange3m": -0.05594 }, "levels": { "orders": 31387.0, "output": 2.0717, "stress": -0.28914 }, "growth": { "orders": 13.31456009, "output": 52.56646292 } }, { "month": "1997-09", "eligibleAfter": "1997-11-29", "features": { "ordersGrowthAcceleration3m": 5.86275252, "outputGrowthAcceleration3m": 1.64254487, "financialStress": -0.155725, "stressChange3m": 0.01815 }, "levels": { "orders": 31135.0, "output": 2.1723, "stress": -0.155725 }, "growth": { "orders": 22.96117847, "output": 53.92191596 } }, { "month": "1997-10", "eligibleAfter": "1997-12-30", "features": { "ordersGrowthAcceleration3m": -18.90758626, "outputGrowthAcceleration3m": 0.69745346, "financialStress": -0.01652, "stressChange3m": 0.257705 }, "levels": { "orders": 29844.0, "output": 2.2375, "stress": -0.01652 }, "growth": { "orders": -0.46691569, "output": 51.30511225 } }, { "month": "1997-11", "eligibleAfter": "1998-01-29", "features": { "ordersGrowthAcceleration3m": -9.99073649, "outputGrowthAcceleration3m": -0.49860836, "financialStress": 0.00535, "stressChange3m": 0.29449 }, "levels": { "orders": 30060.0, "output": 2.3128, "stress": 0.00535 }, "growth": { "orders": 3.3238236, "output": 52.06785456 } }, { "month": "1997-12", "eligibleAfter": "1998-03-01", "features": { "ordersGrowthAcceleration3m": -5.8431938, "outputGrowthAcceleration3m": -1.45603906, "financialStress": -0.07645, "stressChange3m": 0.079275 }, "levels": { "orders": 30405.0, "output": 2.3681, "stress": -0.07645 }, "growth": { "orders": 17.11798467, "output": 52.4658769 } }, { "month": "1998-01", "eligibleAfter": "1998-04-01", "features": { "ordersGrowthAcceleration3m": 9.02616245, "outputGrowthAcceleration3m": 1.21134027, "financialStress": -0.14176, "stressChange3m": -0.12524 }, "levels": { "orders": 30554.0, "output": 2.4334, "stress": -0.14176 }, "growth": { "orders": 8.55924676, "output": 52.51645252 } }, { "month": "1998-02", "eligibleAfter": "1998-04-29", "features": { "ordersGrowthAcceleration3m": 0.18437739, "outputGrowthAcceleration3m": -6.83627937, "financialStress": -0.351725, "stressChange3m": -0.357075 }, "levels": { "orders": 31806.0, "output": 2.4396, "stress": -0.351725 }, "growth": { "orders": 3.50820099, "output": 45.23157519 } }, { "month": "1998-03", "eligibleAfter": "1998-05-30", "features": { "ordersGrowthAcceleration3m": -11.45490223, "outputGrowthAcceleration3m": -9.75265423, "financialStress": -0.3229, "stressChange3m": -0.24645 }, "levels": { "orders": 30954.0, "output": 2.4932, "stress": -0.3229 }, "growth": { "orders": 5.66308244, "output": 42.71322267 } }, { "month": "1998-04", "eligibleAfter": "1998-06-29", "features": { "ordersGrowthAcceleration3m": -7.09209884, "outputGrowthAcceleration3m": -8.38653761, "financialStress": -0.2209, "stressChange3m": -0.07914 }, "levels": { "orders": 30361.0, "output": 2.5916, "stress": -0.2209 }, "growth": { "orders": 1.46714792, "output": 44.12991491 } }, { "month": "1998-05", "eligibleAfter": "1998-07-30", "features": { "ordersGrowthAcceleration3m": 4.7342643, "outputGrowthAcceleration3m": -5.17934473, "financialStress": -0.19472, "stressChange3m": 0.157005 }, "levels": { "orders": 31964.0, "output": 2.6278, "stress": -0.19472 }, "growth": { "orders": 8.24246529, "output": 40.05223045 } }, { "month": "1998-06", "eligibleAfter": "1998-08-29", "features": { "ordersGrowthAcceleration3m": -3.15603745, "outputGrowthAcceleration3m": -0.53204595, "financialStress": -0.170375, "stressChange3m": 0.152525 }, "levels": { "orders": 31647.0, "output": 2.7404, "stress": -0.170375 }, "growth": { "orders": 2.50704499, "output": 42.18117671 } }, { "month": "1998-07", "eligibleAfter": "1998-09-29", "features": { "ordersGrowthAcceleration3m": -9.34863395, "outputGrowthAcceleration3m": 2.45961006, "financialStress": -0.25714, "stressChange3m": -0.03624 }, "levels": { "orders": 30003.0, "output": 2.8884, "stress": -0.25714 }, "growth": { "orders": -7.88148603, "output": 46.58952497 } }, { "month": "1998-08", "eligibleAfter": "1998-10-30", "features": { "ordersGrowthAcceleration3m": -12.77618944, "outputGrowthAcceleration3m": 6.29135211, "financialStress": 0.392525, "stressChange3m": 0.587245 }, "levels": { "orders": 29964.0, "output": 3.0318, "stress": 0.392525 }, "growth": { "orders": -4.53372415, "output": 46.34358257 } }, { "month": "1998-09", "eligibleAfter": "1998-11-29", "features": { "ordersGrowthAcceleration3m": -1.89358747, "outputGrowthAcceleration3m": 5.7449845, "financialStress": 0.826175, "stressChange3m": 0.99655 }, "levels": { "orders": 31326.0, "output": 3.2134, "stress": 0.826175 }, "growth": { "orders": 0.61345752, "output": 47.92616121 } }, { "month": "1998-10", "eligibleAfter": "1998-12-30", "features": { "ordersGrowthAcceleration3m": 9.31561014, "outputGrowthAcceleration3m": 4.62835213, "financialStress": 1.14986, "stressChange3m": 1.407 }, "levels": { "orders": 30272.0, "output": 3.3835, "stress": 1.14986 }, "growth": { "orders": 1.43412411, "output": 51.21787709 } }, { "month": "1998-11", "eligibleAfter": "1999-01-29", "features": { "ordersGrowthAcceleration3m": 7.94689781, "outputGrowthAcceleration3m": 5.42483667, "financialStress": 0.35355, "stressChange3m": -0.038975 }, "levels": { "orders": 31086.0, "output": 3.5101, "stress": 0.35355 }, "growth": { "orders": 3.41317365, "output": 51.76841923 } }, { "month": "1998-12", "eligibleAfter": "1999-03-01", "features": { "ordersGrowthAcceleration3m": 4.82643723, "outputGrowthAcceleration3m": 6.94905521, "financialStress": 0.436025, "stressChange3m": -0.39015 }, "levels": { "orders": 32059.0, "output": 3.6676, "stress": 0.436025 }, "growth": { "orders": 5.43989475, "output": 54.87521642 } }, { "month": "1999-01", "eligibleAfter": "1999-04-01", "features": { "ordersGrowthAcceleration3m": -1.39157649, "outputGrowthAcceleration3m": 6.22438476, "financialStress": 0.36524, "stressChange3m": -0.78462 }, "levels": { "orders": 30567.0, "output": 3.8312, "stress": 0.36524 }, "growth": { "orders": 0.04254762, "output": 57.44226186 } }, { "month": "1999-02", "eligibleAfter": "1999-04-29", "features": { "ordersGrowthAcceleration3m": -4.46014592, "outputGrowthAcceleration3m": 13.78331056, "financialStress": 0.146525, "stressChange3m": -0.207025 }, "levels": { "orders": 31473.0, "output": 4.0388, "stress": 0.146525 }, "growth": { "orders": -1.04697227, "output": 65.55172979 } }, { "month": "1999-03", "eligibleAfter": "1999-05-30", "features": { "ordersGrowthAcceleration3m": -0.68445119, "outputGrowthAcceleration3m": 13.65919719, "financialStress": 0.107425, "stressChange3m": -0.3286 }, "levels": { "orders": 32426.0, "output": 4.2019, "stress": 0.107425 }, "growth": { "orders": 4.75544356, "output": 68.53441361 } }, { "month": "1999-04", "eligibleAfter": "1999-06-29", "features": { "ordersGrowthAcceleration3m": 7.08501735, "outputGrowthAcceleration3m": 11.81611135, "financialStress": 0.04262, "stressChange3m": -0.32262 }, "levels": { "orders": 32525.0, "output": 4.3865, "stress": 0.04262 }, "growth": { "orders": 7.12756497, "output": 69.25837321 } }, { "month": "1999-05", "eligibleAfter": "1999-07-30", "features": { "ordersGrowthAcceleration3m": 3.97213808, "outputGrowthAcceleration3m": 6.65315642, "financialStress": 0.1486, "stressChange3m": 0.002075 }, "levels": { "orders": 32899.0, "output": 4.5252, "stress": 0.1486 }, "growth": { "orders": 2.92516581, "output": 72.20488622 } }, { "month": "1999-06", "eligibleAfter": "1999-08-29", "features": { "ordersGrowthAcceleration3m": -0.90357767, "outputGrowthAcceleration3m": 3.68861953, "financialStress": 0.11435, "stressChange3m": 0.006925 }, "levels": { "orders": 32866.0, "output": 4.7196, "stress": 0.11435 }, "growth": { "orders": 3.8518659, "output": 72.22303313 } }, { "month": "1999-07", "eligibleAfter": "1999-09-29", "features": { "ordersGrowthAcceleration3m": 7.87093518, "outputGrowthAcceleration3m": 4.41563316, "financialStress": 0.1814, "stressChange3m": 0.13878 }, "levels": { "orders": 34503.0, "output": 5.0164, "stress": 0.1814 }, "growth": { "orders": 14.99850015, "output": 73.67400637 } }, { "month": "1999-08", "eligibleAfter": "1999-10-30", "features": { "ordersGrowthAcceleration3m": 10.6210897, "outputGrowthAcceleration3m": -8.21979485, "financialStress": 0.25905, "stressChange3m": 0.11045 }, "levels": { "orders": 34023.0, "output": 4.9717, "stress": 0.25905 }, "growth": { "orders": 13.54625551, "output": 63.98509136 } }, { "month": "1999-09", "eligibleAfter": "1999-11-29", "features": { "ordersGrowthAcceleration3m": 7.4709969, "outputGrowthAcceleration3m": -17.86005311, "financialStress": 0.321325, "stressChange3m": 0.206975 }, "levels": { "orders": 34873.0, "output": 4.9603, "stress": 0.321325 }, "growth": { "orders": 11.3228628, "output": 54.36298002 } }, { "month": "1999-10", "eligibleAfter": "1999-12-30", "features": { "ordersGrowthAcceleration3m": 2.1229322, "outputGrowthAcceleration3m": -22.77700622, "financialStress": 0.38184, "stressChange3m": 0.20044 }, "levels": { "orders": 35455.0, "output": 5.1056, "stress": 0.38184 }, "growth": { "orders": 17.12143235, "output": 50.89700015 } }, { "month": "1999-11", "eligibleAfter": "2000-01-29", "features": { "ordersGrowthAcceleration3m": -1.52798362, "outputGrowthAcceleration3m": -12.59624204, "financialStress": 0.137075, "stressChange3m": -0.121975 }, "levels": { "orders": 34822.0, "output": 5.3139, "stress": 0.137075 }, "growth": { "orders": 12.01827189, "output": 51.38884932 } }, { "month": "1999-12", "eligibleAfter": "2000-02-29", "features": { "ordersGrowthAcceleration3m": 3.63705485, "outputGrowthAcceleration3m": -5.58721385, "financialStress": 0.16226, "stressChange3m": -0.159065 }, "levels": { "orders": 36855.0, "output": 5.4565, "stress": 0.16226 }, "growth": { "orders": 14.95991765, "output": 48.77576617 } }, { "month": "2000-01", "eligibleAfter": "2000-03-31", "features": { "ordersGrowthAcceleration3m": -4.85330005, "outputGrowthAcceleration3m": -4.19622754, "financialStress": 0.0106, "stressChange3m": -0.37124 }, "levels": { "orders": 34317.0, "output": 5.6204, "stress": 0.0106 }, "growth": { "orders": 12.2681323, "output": 46.7007726 } }, { "month": "2000-02", "eligibleAfter": "2000-04-29", "features": { "ordersGrowthAcceleration3m": -6.62317133, "outputGrowthAcceleration3m": -8.37112128, "financialStress": 0.12085, "stressChange3m": -0.016225 }, "levels": { "orders": 33171.0, "output": 5.7762, "stress": 0.12085 }, "growth": { "orders": 5.39510056, "output": 43.01772804 } }, { "month": "2000-03", "eligibleAfter": "2000-05-30", "features": { "ordersGrowthAcceleration3m": -4.20928544, "outputGrowthAcceleration3m": -4.67666814, "financialStress": 0.0318, "stressChange3m": -0.13046 }, "levels": { "orders": 35912.0, "output": 6.0549, "stress": 0.0318 }, "growth": { "orders": 10.75063221, "output": 44.09909803 } }, { "month": "2000-04", "eligibleAfter": "2000-06-29", "features": { "ordersGrowthAcceleration3m": -0.30810155, "outputGrowthAcceleration3m": -1.50072701, "financialStress": 0.41565, "stressChange3m": 0.40505 }, "levels": { "orders": 36415.0, "output": 6.3692, "stress": 0.41565 }, "growth": { "orders": 11.96003075, "output": 45.20004559 } }, { "month": "2000-05", "eligibleAfter": "2000-07-30", "features": { "ordersGrowthAcceleration3m": 4.407629, "outputGrowthAcceleration3m": 4.84093014, "financialStress": 0.45105, "stressChange3m": 0.3302 }, "levels": { "orders": 36124.0, "output": 6.6909, "stress": 0.45105 }, "growth": { "orders": 9.80272957, "output": 47.85865818 } }, { "month": "2000-06", "eligibleAfter": "2000-08-29", "features": { "ordersGrowthAcceleration3m": 14.46691784, "outputGrowthAcceleration3m": 3.24813479, "financialStress": 0.41978, "stressChange3m": 0.38798 }, "levels": { "orders": 41154.0, "output": 6.9542, "stress": 0.41978 }, "growth": { "orders": 25.21755005, "output": 47.34723282 } }, { "month": "2000-07", "eligibleAfter": "2000-09-29", "features": { "ordersGrowthAcceleration3m": -8.47917401, "outputGrowthAcceleration3m": 0.45221499, "financialStress": 0.1625, "stressChange3m": -0.25315 }, "levels": { "orders": 35704.0, "output": 7.3065, "stress": 0.1625 }, "growth": { "orders": 3.48085674, "output": 45.65226059 } }, { "month": "2000-08", "eligibleAfter": "2000-10-30", "features": { "ordersGrowthAcceleration3m": 1.04287488, "outputGrowthAcceleration3m": 1.23722452, "financialStress": 0.038775, "stressChange3m": -0.412275 }, "levels": { "orders": 37713.0, "output": 7.4126, "stress": 0.038775 }, "growth": { "orders": 10.84560444, "output": 49.0958827 } }, { "month": "2000-09", "eligibleAfter": "2000-11-29", "features": { "ordersGrowthAcceleration3m": -17.67303137, "outputGrowthAcceleration3m": 4.66978228, "financialStress": 0.10012, "stressChange3m": -0.31966 }, "levels": { "orders": 37504.0, "output": 7.5405, "stress": 0.10012 }, "growth": { "orders": 7.54451868, "output": 52.0170151 } }, { "month": "2000-10", "eligibleAfter": "2000-12-30", "features": { "ordersGrowthAcceleration3m": -1.04114443, "outputGrowthAcceleration3m": 5.10964791, "financialStress": 0.420325, "stressChange3m": 0.257825 }, "levels": { "orders": 36320.0, "output": 7.6973, "stress": 0.420325 }, "growth": { "orders": 2.43971231, "output": 50.76190849 } }, { "month": "2000-11", "eligibleAfter": "2001-01-29", "features": { "ordersGrowthAcceleration3m": -5.83440463, "outputGrowthAcceleration3m": 2.11509229, "financialStress": 0.3507, "stressChange3m": 0.311925 }, "levels": { "orders": 36567.0, "output": 8.0352, "stress": 0.3507 }, "growth": { "orders": 5.01119982, "output": 51.21097499 } }, { "month": "2000-12", "eligibleAfter": "2001-03-01", "features": { "ordersGrowthAcceleration3m": -14.07280521, "outputGrowthAcceleration3m": -0.26039456, "financialStress": 0.6658, "stressChange3m": 0.56568 }, "levels": { "orders": 34449.0, "output": 8.2806, "stress": 0.6658 }, "growth": { "orders": -6.52828653, "output": 51.75662054 } }, { "month": "2001-01", "eligibleAfter": "2001-04-01", "features": { "ordersGrowthAcceleration3m": -3.46252899, "outputGrowthAcceleration3m": -5.63166865, "financialStress": 0.501375, "stressChange3m": 0.08105 }, "levels": { "orders": 33966.0, "output": 8.1569, "stress": 0.501375 }, "growth": { "orders": -1.02281668, "output": 45.13023984 } }, { "month": "2001-02", "eligibleAfter": "2001-04-29", "features": { "ordersGrowthAcceleration3m": -4.26054412, "outputGrowthAcceleration3m": -10.65143758, "financialStress": 0.441075, "stressChange3m": 0.090375 }, "levels": { "orders": 33420.0, "output": 8.119, "stress": 0.441075 }, "growth": { "orders": 0.75065569, "output": 40.55953741 } }, { "month": "2001-03", "eligibleAfter": "2001-05-30", "features": { "ordersGrowthAcceleration3m": -7.26932987, "outputGrowthAcceleration3m": -16.63795632, "financialStress": 0.67918, "stressChange3m": 0.01338 }, "levels": { "orders": 30957.0, "output": 8.1813, "stress": 0.67918 }, "growth": { "orders": -13.7976164, "output": 35.11866422 } }, { "month": "2001-04", "eligibleAfter": "2001-06-29", "features": { "ordersGrowthAcceleration3m": -23.31056242, "outputGrowthAcceleration3m": -18.86948496, "financialStress": 0.80285, "stressChange3m": 0.301475 }, "levels": { "orders": 27554.0, "output": 8.0418, "stress": 0.80285 }, "growth": { "orders": -24.3333791, "output": 26.26075488 } }, { "month": "2001-05", "eligibleAfter": "2001-07-30", "features": { "ordersGrowthAcceleration3m": -21.20243291, "outputGrowthAcceleration3m": -22.13451238, "financialStress": 0.3906, "stressChange3m": -0.050475 }, "levels": { "orders": 28736.0, "output": 7.9237, "stress": 0.3906 }, "growth": { "orders": -20.45177721, "output": 18.42502503 } }, { "month": "2001-06", "eligibleAfter": "2001-08-29", "features": { "ordersGrowthAcceleration3m": -15.52152634, "outputGrowthAcceleration3m": -22.92890839, "financialStress": 0.42454, "stressChange3m": -0.25464 }, "levels": { "orders": 29088.0, "output": 7.8019, "stress": 0.42454 }, "growth": { "orders": -29.31914273, "output": 12.18975583 } }, { "month": "2001-07", "eligibleAfter": "2001-09-29", "features": { "ordersGrowthAcceleration3m": 1.70566232, "outputGrowthAcceleration3m": -24.05176289, "financialStress": 0.41225, "stressChange3m": -0.3906 }, "levels": { "orders": 27625.0, "output": 7.4679, "stress": 0.41225 }, "growth": { "orders": -22.62771678, "output": 2.20899199 } }, { "month": "2001-08", "eligibleAfter": "2001-10-30", "features": { "ordersGrowthAcceleration3m": -6.3692129, "outputGrowthAcceleration3m": -15.90768969, "financialStress": 0.36424, "stressChange3m": -0.02636 }, "levels": { "orders": 27598.0, "output": 7.5992, "stress": 0.36424 }, "growth": { "orders": -26.82099011, "output": 2.51733535 } }, { "month": "2001-09", "eligibleAfter": "2001-11-29", "features": { "ordersGrowthAcceleration3m": 0.33023488, "outputGrowthAcceleration3m": -9.2496325, "financialStress": 1.198275, "stressChange3m": 0.773735 }, "levels": { "orders": 26632.0, "output": 7.7622, "stress": 1.198275 }, "growth": { "orders": -28.98890785, "output": 2.94012333 } }, { "month": "2001-10", "eligibleAfter": "2001-12-30", "features": { "ordersGrowthAcceleration3m": -4.74838454, "outputGrowthAcceleration3m": 0.72320501, "financialStress": 0.892525, "stressChange3m": 0.480275 }, "levels": { "orders": 26377.0, "output": 7.923, "stress": 0.892525 }, "growth": { "orders": -27.37610132, "output": 2.932197 } }, { "month": "2001-11", "eligibleAfter": "2002-01-29", "features": { "ordersGrowthAcceleration3m": 0.82487339, "outputGrowthAcceleration3m": -5.35609481, "financialStress": 0.71144, "stressChange3m": 0.3472 }, "levels": { "orders": 27061.0, "output": 7.8071, "stress": 0.71144 }, "growth": { "orders": -25.99611672, "output": -2.83875946 } }, { "month": "2001-12", "eligibleAfter": "2002-03-01", "features": { "ordersGrowthAcceleration3m": 7.32499888, "outputGrowthAcceleration3m": -4.00526354, "financialStress": 0.7427, "stressChange3m": -0.455575 }, "levels": { "orders": 26986.0, "output": 8.1924, "stress": 0.7427 }, "growth": { "orders": -21.66390897, "output": -1.06514021 } }, { "month": "2002-01", "eligibleAfter": "2002-04-01", "features": { "ordersGrowthAcceleration3m": -2.09160168, "outputGrowthAcceleration3m": -1.11165243, "financialStress": 0.525225, "stressChange3m": -0.3673 }, "levels": { "orders": 23957.0, "output": 8.3054, "stress": 0.525225 }, "growth": { "orders": -29.467703, "output": 1.82054457 } }, { "month": "2002-02", "eligibleAfter": "2002-04-29", "features": { "ordersGrowthAcceleration3m": 1.78905508, "outputGrowthAcceleration3m": 9.46765464, "financialStress": 0.539, "stressChange3m": -0.17244 }, "levels": { "orders": 25330.0, "output": 8.6572, "stress": 0.539 }, "growth": { "orders": -24.20706164, "output": 6.62889518 } }, { "month": "2002-03", "eligibleAfter": "2002-05-30", "features": { "ordersGrowthAcceleration3m": -0.00485739, "outputGrowthAcceleration3m": 9.03942302, "financialStress": 0.28588, "stressChange3m": -0.45682 }, "levels": { "orders": 24249.0, "output": 8.8337, "stress": 0.28588 }, "growth": { "orders": -21.66876635, "output": 7.97428282 } }, { "month": "2002-04", "eligibleAfter": "2002-06-29", "features": { "ordersGrowthAcceleration3m": 21.62492155, "outputGrowthAcceleration3m": 11.07582192, "financialStress": 0.39415, "stressChange3m": -0.131075 }, "levels": { "orders": 25393.0, "output": 9.0789, "stress": 0.39415 }, "growth": { "orders": -7.84278145, "output": 12.89636649 } }, { "month": "2002-05", "eligibleAfter": "2002-07-30", "features": { "ordersGrowthAcceleration3m": 11.24422756, "outputGrowthAcceleration3m": 9.59332423, "financialStress": 0.31074, "stressChange3m": -0.22826 }, "levels": { "orders": 25011.0, "output": 9.2091, "stress": 0.31074 }, "growth": { "orders": -12.96283408, "output": 16.22221942 } }, { "month": "2002-06", "eligibleAfter": "2002-08-29", "features": { "ordersGrowthAcceleration3m": 3.52382686, "outputGrowthAcceleration3m": 12.12723092, "financialStress": 0.711775, "stressChange3m": 0.425895 }, "levels": { "orders": 23810.0, "output": 9.3702, "stress": 0.711775 }, "growth": { "orders": -18.14493949, "output": 20.10151373 } }, { "month": "2002-07", "eligibleAfter": "2002-09-29", "features": { "ordersGrowthAcceleration3m": -6.85405113, "outputGrowthAcceleration3m": 14.4968766, "financialStress": 1.0776, "stressChange3m": 0.68345 }, "levels": { "orders": 23565.0, "output": 9.5136, "stress": 1.0776 }, "growth": { "orders": -14.69683258, "output": 27.39324308 } }, { "month": "2002-08", "eligibleAfter": "2002-10-30", "features": { "ordersGrowthAcceleration3m": -1.36791453, "outputGrowthAcceleration3m": 11.03328116, "financialStress": 1.01204, "stressChange3m": 0.7013 }, "levels": { "orders": 23643.0, "output": 9.6704, "stress": 1.01204 }, "growth": { "orders": -14.3307486, "output": 27.25550058 } }, { "month": "2002-09", "eligibleAfter": "2002-11-29", "features": { "ordersGrowthAcceleration3m": -0.98618096, "outputGrowthAcceleration3m": 5.64891784, "financialStress": 1.28385, "stressChange3m": 0.572075 }, "levels": { "orders": 21537.0, "output": 9.761, "stress": 1.28385 }, "growth": { "orders": -19.13112046, "output": 25.75043158 } }, { "month": "2002-10", "eligibleAfter": "2002-12-30", "features": { "ordersGrowthAcceleration3m": -3.9444079, "outputGrowthAcceleration3m": -2.78135364, "financialStress": 1.152025, "stressChange3m": 0.074425 }, "levels": { "orders": 21460.0, "output": 9.873, "stress": 1.152025 }, "growth": { "orders": -18.64124047, "output": 24.61188944 } }, { "month": "2002-11", "eligibleAfter": "2003-01-29", "features": { "ordersGrowthAcceleration3m": -0.49501541, "outputGrowthAcceleration3m": 0.67036178, "financialStress": 0.90906, "stressChange3m": -0.10298 }, "levels": { "orders": 23049.0, "output": 9.9873, "stress": 0.90906 }, "growth": { "orders": -14.82576401, "output": 27.92586236 } }, { "month": "2002-12", "eligibleAfter": "2003-03-01", "features": { "ordersGrowthAcceleration3m": 3.53043862, "outputGrowthAcceleration3m": -2.58872072, "financialStress": 0.841025, "stressChange3m": -0.442825 }, "levels": { "orders": 22776.0, "output": 10.0899, "stress": 0.841025 }, "growth": { "orders": -15.60068184, "output": 23.16171085 } }, { "month": "2003-01", "eligibleAfter": "2003-04-01", "features": { "ordersGrowthAcceleration3m": 14.45874684, "outputGrowthAcceleration3m": 0.76316776, "financialStress": 0.79486, "stressChange3m": -0.357165 }, "levels": { "orders": 22955.0, "output": 10.4129, "stress": 0.79486 }, "growth": { "orders": -4.18249363, "output": 25.37505719 } }, { "month": "2003-02", "eligibleAfter": "2003-04-29", "features": { "ordersGrowthAcceleration3m": 6.22726421, "outputGrowthAcceleration3m": -3.45143644, "financialStress": 0.812125, "stressChange3m": -0.096935 }, "levels": { "orders": 23152.0, "output": 10.776, "stress": 0.812125 }, "growth": { "orders": -8.5984998, "output": 24.47442591 } }, { "month": "2003-03", "eligibleAfter": "2003-05-30", "features": { "ordersGrowthAcceleration3m": 9.73239861, "outputGrowthAcceleration3m": 0.66862072, "financialStress": 0.670525, "stressChange3m": -0.1705 }, "levels": { "orders": 22826.0, "output": 10.9388, "stress": 0.670525 }, "growth": { "orders": -5.86828323, "output": 23.83033157 } }, { "month": "2003-04", "eligibleAfter": "2003-06-29", "features": { "ordersGrowthAcceleration3m": -3.5873642, "outputGrowthAcceleration3m": -2.32711085, "financialStress": 0.386275, "stressChange3m": -0.408585 }, "levels": { "orders": 23420.0, "output": 11.1714, "stress": 0.386275 }, "growth": { "orders": -7.76985783, "output": 23.04794634 } }, { "month": "2003-05", "eligibleAfter": "2003-07-30", "features": { "ordersGrowthAcceleration3m": 4.80816755, "outputGrowthAcceleration3m": 0.75605264, "financialStress": 0.36874, "stressChange3m": -0.443385 }, "levels": { "orders": 24063.0, "output": 11.5326, "stress": 0.36874 }, "growth": { "orders": -3.79033225, "output": 25.23047855 } }, { "month": "2003-06", "eligibleAfter": "2003-08-29", "features": { "ordersGrowthAcceleration3m": 4.09171876, "outputGrowthAcceleration3m": 4.20428882, "financialStress": 0.355525, "stressChange3m": -0.315 }, "levels": { "orders": 23387.0, "output": 11.9971, "stress": 0.355525 }, "growth": { "orders": -1.77656447, "output": 28.03462039 } }, { "month": "2003-07", "eligibleAfter": "2003-09-29", "features": { "ordersGrowthAcceleration3m": 9.0683938, "outputGrowthAcceleration3m": 9.10076708, "financialStress": 0.221475, "stressChange3m": -0.1648 }, "levels": { "orders": 23871.0, "output": 12.5721, "stress": 0.221475 }, "growth": { "orders": 1.29853596, "output": 32.14871342 } }, { "month": "2003-08", "eligibleAfter": "2003-10-30", "features": { "ordersGrowthAcceleration3m": 7.86764901, "outputGrowthAcceleration3m": 8.79706943, "financialStress": 0.2549, "stressChange3m": -0.11384 }, "levels": { "orders": 24607.0, "output": 12.961, "stress": 0.2549 }, "growth": { "orders": 4.07731675, "output": 34.02754798 } }, { "month": "2003-09", "eligibleAfter": "2003-11-29", "features": { "ordersGrowthAcceleration3m": 18.86343822, "outputGrowthAcceleration3m": 10.09569412, "financialStress": 0.07, "stressChange3m": -0.285525 }, "levels": { "orders": 25217.0, "output": 13.4829, "stress": 0.07 }, "growth": { "orders": 17.08687375, "output": 38.13031452 } }, { "month": "2003-10", "eligibleAfter": "2003-12-30", "features": { "ordersGrowthAcceleration3m": 21.60919936, "outputGrowthAcceleration3m": 9.9408237, "financialStress": -0.13792, "stressChange3m": -0.359395 }, "levels": { "orders": 26376.0, "output": 14.0285, "stress": -0.13792 }, "growth": { "orders": 22.90773532, "output": 42.08953712 } }, { "month": "2003-11", "eligibleAfter": "2004-01-29", "features": { "ordersGrowthAcceleration3m": 3.84927442, "outputGrowthAcceleration3m": 10.40087612, "financialStress": -0.2263, "stressChange3m": -0.4812 }, "levels": { "orders": 24876.0, "output": 14.4245, "stress": -0.2263 }, "growth": { "orders": 7.92659118, "output": 44.4284241 } }, { "month": "2003-12", "eligibleAfter": "2004-02-29", "features": { "ordersGrowthAcceleration3m": -1.51346314, "outputGrowthAcceleration3m": 5.8166027, "financialStress": -0.2393, "stressChange3m": -0.3093 }, "levels": { "orders": 26323.0, "output": 14.5241, "stress": -0.2393 }, "growth": { "orders": 15.57341061, "output": 43.94691721 } }, { "month": "2004-01", "eligibleAfter": "2004-03-31", "features": { "ordersGrowthAcceleration3m": -16.72607555, "outputGrowthAcceleration3m": -0.16269638, "financialStress": -0.35822, "stressChange3m": -0.2203 }, "levels": { "orders": 24374.0, "output": 14.7787, "stress": -0.35822 }, "growth": { "orders": 6.18165977, "output": 41.92684075 } }, { "month": "2004-02", "eligibleAfter": "2004-04-29", "features": { "ordersGrowthAcceleration3m": -1.79753105, "outputGrowthAcceleration3m": -3.95793412, "financialStress": -0.44195, "stressChange3m": -0.21565 }, "levels": { "orders": 24571.0, "output": 15.1371, "stress": -0.44195 }, "growth": { "orders": 6.12906012, "output": 40.47048998 } }, { "month": "2004-03", "eligibleAfter": "2004-05-30", "features": { "ordersGrowthAcceleration3m": -2.11069265, "outputGrowthAcceleration3m": -2.37562969, "financialStress": -0.39795, "stressChange3m": -0.15865 }, "levels": { "orders": 25899.0, "output": 15.4862, "stress": -0.39795 }, "growth": { "orders": 13.46271795, "output": 41.57128753 } }, { "month": "2004-04", "eligibleAfter": "2004-06-29", "features": { "ordersGrowthAcceleration3m": -0.78883313, "outputGrowthAcceleration3m": -1.46637921, "financialStress": -0.50404, "stressChange3m": -0.14582 }, "levels": { "orders": 24683.0, "output": 15.6914, "stress": -0.50404 }, "growth": { "orders": 5.39282664, "output": 40.46046154 } }, { "month": "2004-05", "eligibleAfter": "2004-07-30", "features": { "ordersGrowthAcceleration3m": -0.87618226, "outputGrowthAcceleration3m": -1.50702987, "financialStress": -0.42795, "stressChange3m": 0.014 }, "levels": { "orders": 25327.0, "output": 16.0261, "stress": -0.42795 }, "growth": { "orders": 5.25287786, "output": 38.9634601 } }, { "month": "2004-06", "eligibleAfter": "2004-08-29", "features": { "ordersGrowthAcceleration3m": -8.01097126, "outputGrowthAcceleration3m": -7.20631599, "financialStress": -0.58, "stressChange3m": -0.18205 }, "levels": { "orders": 24662.0, "output": 16.1199, "stress": -0.58 }, "growth": { "orders": 5.4517467, "output": 34.36497153 } }, { "month": "2004-07", "eligibleAfter": "2004-09-29", "features": { "ordersGrowthAcceleration3m": -6.89255435, "outputGrowthAcceleration3m": -12.82307399, "financialStress": -0.50002, "stressChange3m": 0.00402 }, "levels": { "orders": 23513.0, "output": 16.0467, "stress": -0.50002 }, "growth": { "orders": -1.4997277, "output": 27.63738755 } }, { "month": "2004-08", "eligibleAfter": "2004-10-30", "features": { "ordersGrowthAcceleration3m": -9.15827064, "outputGrowthAcceleration3m": -14.30564049, "financialStress": -0.476975, "stressChange3m": -0.049025 }, "levels": { "orders": 23646.0, "output": 16.1569, "stress": -0.476975 }, "growth": { "orders": -3.90539277, "output": 24.65781961 } }, { "month": "2004-09", "eligibleAfter": "2004-11-29", "features": { "ordersGrowthAcceleration3m": -2.52118398, "outputGrowthAcceleration3m": -12.27031831, "financialStress": -0.60555, "stressChange3m": -0.02555 }, "levels": { "orders": 25956.0, "output": 16.4619, "stress": -0.60555 }, "growth": { "orders": 2.93056272, "output": 22.09465323 } }, { "month": "2004-10", "eligibleAfter": "2004-12-30", "features": { "ordersGrowthAcceleration3m": -3.41383008, "outputGrowthAcceleration3m": -9.41092, "financialStress": -0.55834, "stressChange3m": -0.05832 }, "levels": { "orders": 25080.0, "output": 16.5854, "stress": -0.55834 }, "growth": { "orders": -4.91355778, "output": 18.22646755 } }, { "month": "2004-11", "eligibleAfter": "2005-01-29", "features": { "ordersGrowthAcceleration3m": 3.2260231, "outputGrowthAcceleration3m": -9.00181767, "financialStress": -0.804725, "stressChange3m": -0.32775 }, "levels": { "orders": 24707.0, "output": 16.6828, "stress": -0.804725 }, "growth": { "orders": -0.67936967, "output": 15.65600194 } }, { "month": "2004-12", "eligibleAfter": "2005-03-01", "features": { "ordersGrowthAcceleration3m": -7.55769488, "outputGrowthAcceleration3m": -4.99755255, "financialStress": -0.79506, "stressChange3m": -0.18951 }, "levels": { "orders": 25105.0, "output": 17.0073, "stress": -0.79506 }, "growth": { "orders": -4.62713217, "output": 17.09710068 } }, { "month": "2005-01", "eligibleAfter": "2005-04-01", "features": { "ordersGrowthAcceleration3m": 8.25318197, "outputGrowthAcceleration3m": 1.34020611, "financialStress": -0.72665, "stressChange3m": -0.16831 }, "levels": { "orders": 25188.0, "output": 17.6704, "stress": -0.72665 }, "growth": { "orders": 3.33962419, "output": 19.56667366 } }, { "month": "2005-02", "eligibleAfter": "2005-04-29", "features": { "ordersGrowthAcceleration3m": 3.75209769, "outputGrowthAcceleration3m": 4.46277907, "financialStress": -0.904825, "stressChange3m": -0.1001 }, "levels": { "orders": 25326.0, "output": 18.1825, "stress": -0.904825 }, "growth": { "orders": 3.07272801, "output": 20.11878101 } }, { "month": "2005-03", "eligibleAfter": "2005-05-30", "features": { "ordersGrowthAcceleration3m": 3.99390308, "outputGrowthAcceleration3m": 2.08384752, "financialStress": -0.846125, "stressChange3m": -0.051065 }, "levels": { "orders": 25735.0, "output": 18.4566, "stress": -0.846125 }, "growth": { "orders": -0.63322908, "output": 19.1809482 } }, { "month": "2005-04", "eligibleAfter": "2005-06-29", "features": { "ordersGrowthAcceleration3m": -4.68467949, "outputGrowthAcceleration3m": 1.80044464, "financialStress": -0.68888, "stressChange3m": 0.03777 }, "levels": { "orders": 24351.0, "output": 19.0442, "stress": -0.68888 }, "growth": { "orders": -1.3450553, "output": 21.36711829 } }, { "month": "2005-05", "eligibleAfter": "2005-07-30", "features": { "ordersGrowthAcceleration3m": -5.80499003, "outputGrowthAcceleration3m": 0.33660115, "financialStress": -0.6632, "stressChange3m": 0.241625 }, "levels": { "orders": 24635.0, "output": 19.3043, "stress": -0.6632 }, "growth": { "orders": -2.73226201, "output": 20.45538216 } }, { "month": "2005-06", "eligibleAfter": "2005-08-29", "features": { "ordersGrowthAcceleration3m": 9.29432713, "outputGrowthAcceleration3m": 1.87873579, "financialStress": -0.7079, "stressChange3m": 0.138225 }, "levels": { "orders": 26798.0, "output": 19.5147, "stress": -0.7079 }, "growth": { "orders": 8.66109805, "output": 21.05968399 } }, { "month": "2005-07", "eligibleAfter": "2005-09-29", "features": { "ordersGrowthAcceleration3m": 2.80807576, "outputGrowthAcceleration3m": 2.30753132, "financialStress": -0.83286, "stressChange3m": -0.14398 }, "levels": { "orders": 23857.0, "output": 19.8457, "stress": -0.83286 }, "growth": { "orders": 1.46302046, "output": 23.67464962 } }, { "month": "2005-08", "eligibleAfter": "2005-10-30", "features": { "ordersGrowthAcceleration3m": 12.89465734, "outputGrowthAcceleration3m": 5.72414486, "financialStress": -0.850725, "stressChange3m": -0.187525 }, "levels": { "orders": 26049.0, "output": 20.3867, "stress": -0.850725 }, "growth": { "orders": 10.16239533, "output": 26.17952701 } }, { "month": "2005-09", "eligibleAfter": "2005-11-29", "features": { "ordersGrowthAcceleration3m": -13.54243569, "outputGrowthAcceleration3m": 6.82531106, "financialStress": -0.78456, "stressChange3m": -0.07666 }, "levels": { "orders": 24689.0, "output": 21.0523, "stress": -0.78456 }, "growth": { "orders": -4.88133765, "output": 27.88499505 } }, { "month": "2005-10", "eligibleAfter": "2005-12-30", "features": { "ordersGrowthAcceleration3m": -4.58901727, "outputGrowthAcceleration3m": 6.02737747, "financialStress": -0.740175, "stressChange3m": 0.092685 }, "levels": { "orders": 24296.0, "output": 21.5116, "stress": -0.740175 }, "growth": { "orders": -3.12599681, "output": 29.70202708 } }, { "month": "2005-11", "eligibleAfter": "2006-01-29", "features": { "ordersGrowthAcceleration3m": -8.70531839, "outputGrowthAcceleration3m": 2.83478713, "financialStress": -0.80475, "stressChange3m": 0.045975 }, "levels": { "orders": 25067.0, "output": 21.5232, "stress": -0.80475 }, "growth": { "orders": 1.45707694, "output": 29.01431414 } }, { "month": "2005-12", "eligibleAfter": "2006-03-01", "features": { "ordersGrowthAcceleration3m": 5.62620919, "outputGrowthAcceleration3m": -0.287434, "financialStress": -0.69254, "stressChange3m": 0.09202 }, "levels": { "orders": 25292.0, "output": 21.7009, "stress": -0.69254 }, "growth": { "orders": 0.74487154, "output": 27.59756105 } }, { "month": "2006-01", "eligibleAfter": "2006-04-01", "features": { "ordersGrowthAcceleration3m": 3.53095155, "outputGrowthAcceleration3m": -6.28546606, "financialStress": -0.911375, "stressChange3m": -0.1712 }, "levels": { "orders": 25290.0, "output": 21.8082, "stress": -0.911375 }, "growth": { "orders": 0.40495474, "output": 23.41656103 } }, { "month": "2006-02", "eligibleAfter": "2006-04-29", "features": { "ordersGrowthAcceleration3m": 3.28113675, "outputGrowthAcceleration3m": -7.45402265, "financialStress": -1.028, "stressChange3m": -0.22325 }, "levels": { "orders": 26526.0, "output": 22.1027, "stress": -1.028 }, "growth": { "orders": 4.73821369, "output": 21.56029149 } }, { "month": "2006-03", "eligibleAfter": "2006-05-30", "features": { "ordersGrowthAcceleration3m": 11.44086773, "outputGrowthAcceleration3m": -8.62819508, "financialStress": -1.02756, "stressChange3m": -0.33502 }, "levels": { "orders": 28871.0, "output": 21.9577, "stress": -1.02756 }, "growth": { "orders": 12.18573927, "output": 18.96936597 } }, { "month": "2006-04", "eligibleAfter": "2006-06-29", "features": { "ordersGrowthAcceleration3m": 15.59849481, "outputGrowthAcceleration3m": -8.82786736, "financialStress": -1.023175, "stressChange3m": -0.1118 }, "levels": { "orders": 28248.0, "output": 21.8225, "stress": -1.023175 }, "growth": { "orders": 16.00344955, "output": 14.58869367 } }, { "month": "2006-05", "eligibleAfter": "2006-07-30", "features": { "ordersGrowthAcceleration3m": 3.18547212, "outputGrowthAcceleration3m": -7.62453624, "financialStress": -0.96715, "stressChange3m": 0.06085 }, "levels": { "orders": 26587.0, "output": 21.9945, "stress": -0.96715 }, "growth": { "orders": 7.92368581, "output": 13.93575525 } }, { "month": "2006-06", "eligibleAfter": "2006-08-29", "features": { "ordersGrowthAcceleration3m": -8.42426453, "outputGrowthAcceleration3m": -5.59688266, "financialStress": -0.8167, "stressChange3m": 0.21086 }, "levels": { "orders": 27806.0, "output": 22.1243, "stress": -0.8167 }, "growth": { "orders": 3.76147474, "output": 13.37248331 } }, { "month": "2006-07", "eligibleAfter": "2006-09-29", "features": { "ordersGrowthAcceleration3m": 0.89725045, "outputGrowthAcceleration3m": -2.87079004, "financialStress": -0.864725, "stressChange3m": 0.15845 }, "levels": { "orders": 27889.0, "output": 22.1712, "stress": -0.864725 }, "growth": { "orders": 16.9007, "output": 11.71790363 } }, { "month": "2006-08", "eligibleAfter": "2006-10-30", "features": { "ordersGrowthAcceleration3m": -2.26895818, "outputGrowthAcceleration3m": -1.38247296, "financialStress": -0.949575, "stressChange3m": 0.017575 }, "levels": { "orders": 27522.0, "output": 22.9459, "stress": -0.949575 }, "growth": { "orders": 5.65472763, "output": 12.55328229 } }, { "month": "2006-09", "eligibleAfter": "2006-11-29", "features": { "ordersGrowthAcceleration3m": 11.50848354, "outputGrowthAcceleration3m": -1.59799786, "financialStress": -0.8789, "stressChange3m": -0.0622 }, "levels": { "orders": 28459.0, "output": 23.5311, "stress": -0.8789 }, "growth": { "orders": 15.26995828, "output": 11.77448545 } }, { "month": "2006-10", "eligibleAfter": "2006-12-30", "features": { "ordersGrowthAcceleration3m": -6.41337699, "outputGrowthAcceleration3m": -0.76148941, "financialStress": -0.955475, "stressChange3m": -0.09075 }, "levels": { "orders": 26844.0, "output": 23.8685, "stress": -0.955475 }, "growth": { "orders": 10.48732302, "output": 10.95641421 } }, { "month": "2006-11", "eligibleAfter": "2007-01-29", "features": { "ordersGrowthAcceleration3m": 11.85434805, "outputGrowthAcceleration3m": -0.21125136, "financialStress": -0.94855, "stressChange3m": 0.001025 }, "levels": { "orders": 29456.0, "output": 24.1796, "stress": -0.94855 }, "growth": { "orders": 17.50907568, "output": 12.34203092 } }, { "month": "2006-12", "eligibleAfter": "2007-03-01", "features": { "ordersGrowthAcceleration3m": -4.32974003, "outputGrowthAcceleration3m": 0.905173, "financialStress": -0.9145, "stressChange3m": -0.0356 }, "levels": { "orders": 28059.0, "output": 24.4525, "stress": -0.9145 }, "growth": { "orders": 10.94021825, "output": 12.67965845 } }, { "month": "2007-01", "eligibleAfter": "2007-04-01", "features": { "ordersGrowthAcceleration3m": -7.34774215, "outputGrowthAcceleration3m": 2.10885481, "financialStress": -1.019225, "stressChange3m": -0.06375 }, "levels": { "orders": 26084.0, "output": 24.6575, "stress": -1.019225 }, "growth": { "orders": 3.13958086, "output": 13.06526903 } }, { "month": "2007-02", "eligibleAfter": "2007-04-29", "features": { "ordersGrowthAcceleration3m": -9.97307326, "outputGrowthAcceleration3m": 1.05859434, "financialStress": -1.0995, "stressChange3m": -0.15095 }, "levels": { "orders": 28525.0, "output": 25.0646, "stress": -1.0995 }, "growth": { "orders": 7.53600241, "output": 13.40062526 } }, { "month": "2007-03", "eligibleAfter": "2007-05-30", "features": { "ordersGrowthAcceleration3m": -24.3550636, "outputGrowthAcceleration3m": 5.97074665, "financialStress": -0.85232, "stressChange3m": 0.06218 }, "levels": { "orders": 24998.0, "output": 26.0529, "stress": -0.85232 }, "growth": { "orders": -13.41484535, "output": 18.6504051 } }, { "month": "2007-04", "eligibleAfter": "2007-06-29", "features": { "ordersGrowthAcceleration3m": -7.56821298, "outputGrowthAcceleration3m": 10.96864093, "financialStress": -1.0, "stressChange3m": 0.019225 }, "levels": { "orders": 26997.0, "output": 27.0673, "stress": -1.0 }, "growth": { "orders": -4.42863212, "output": 24.03390996 } }, { "month": "2007-05", "eligibleAfter": "2007-07-30", "features": { "ordersGrowthAcceleration3m": -1.19831858, "outputGrowthAcceleration3m": 12.19440986, "financialStress": -0.94045, "stressChange3m": 0.15905 }, "levels": { "orders": 28272.0, "output": 27.624, "stress": -0.94045 }, "growth": { "orders": 6.33768383, "output": 25.59503512 } }, { "month": "2007-06", "eligibleAfter": "2007-08-29", "features": { "ordersGrowthAcceleration3m": 7.89805041, "outputGrowthAcceleration3m": 9.73331778, "financialStress": -0.7309, "stressChange3m": 0.12142 }, "levels": { "orders": 26272.0, "output": 28.404, "stress": -0.7309 }, "growth": { "orders": -5.51679494, "output": 28.38372287 } }, { "month": "2007-07", "eligibleAfter": "2007-09-29", "features": { "ordersGrowthAcceleration3m": 0.73541974, "outputGrowthAcceleration3m": 8.7888511, "financialStress": -0.5656, "stressChange3m": 0.4344 }, "levels": { "orders": 26859.0, "output": 29.4484, "stress": -0.5656 }, "growth": { "orders": -3.69321238, "output": 32.82276106 } }, { "month": "2007-08", "eligibleAfter": "2007-10-30", "features": { "ordersGrowthAcceleration3m": -4.54275614, "outputGrowthAcceleration3m": 4.88230506, "financialStress": 0.74282, "stressChange3m": 1.68327 }, "levels": { "orders": 28016.0, "output": 29.9392, "stress": 0.74282 }, "growth": { "orders": 1.79492769, "output": 30.47734018 } }, { "month": "2007-09", "eligibleAfter": "2007-11-29", "features": { "ordersGrowthAcceleration3m": 2.45976553, "outputGrowthAcceleration3m": 1.77296338, "financialStress": 1.132575, "stressChange3m": 1.863475 }, "levels": { "orders": 27589.0, "output": 30.6273, "stress": 1.132575 }, "growth": { "orders": -3.05702941, "output": 30.15668626 } }, { "month": "2007-10", "eligibleAfter": "2007-12-30", "features": { "ordersGrowthAcceleration3m": 5.61542963, "outputGrowthAcceleration3m": 1.0268734, "financialStress": 0.641925, "stressChange3m": 1.207525 }, "levels": { "orders": 27360.0, "output": 31.9479, "stress": 0.641925 }, "growth": { "orders": 1.92221726, "output": 33.84963446 } }, { "month": "2007-11", "eligibleAfter": "2008-01-29", "features": { "ordersGrowthAcceleration3m": -10.32969141, "outputGrowthAcceleration3m": 7.08614309, "financialStress": 1.37292, "stressChange3m": 0.6301 }, "levels": { "orders": 26942.0, "output": 33.2623, "stress": 1.37292 }, "growth": { "orders": -8.53476372, "output": 37.56348327 } }, { "month": "2007-12", "eligibleAfter": "2008-02-29", "features": { "ordersGrowthAcceleration3m": 0.08828498, "outputGrowthAcceleration3m": 10.78268599, "financialStress": 1.76345, "stressChange3m": 0.630875 }, "levels": { "orders": 27226.0, "output": 34.4632, "stress": 1.76345 }, "growth": { "orders": -2.96874443, "output": 40.93937225 } }, { "month": "2008-01", "eligibleAfter": "2008-03-31", "features": { "ordersGrowthAcceleration3m": 4.74853876, "outputGrowthAcceleration3m": 6.59039393, "financialStress": 1.396925, "stressChange3m": 0.755 }, "levels": { "orders": 27824.0, "output": 34.629, "stress": 1.396925 }, "growth": { "orders": 6.67075602, "output": 40.44002839 } }, { "month": "2008-02", "eligibleAfter": "2008-04-29", "features": { "ordersGrowthAcceleration3m": 4.08954023, "outputGrowthAcceleration3m": 5.53554883, "financialStress": 1.28676, "stressChange3m": -0.08616 }, "levels": { "orders": 27257.0, "output": 35.8672, "stress": 1.28676 }, "growth": { "orders": -4.44522349, "output": 43.0990321 } }, { "month": "2008-03", "eligibleAfter": "2008-05-30", "features": { "ordersGrowthAcceleration3m": 10.78536976, "outputGrowthAcceleration3m": 0.88591399, "financialStress": 2.156975, "stressChange3m": 0.393525 }, "levels": { "orders": 26952.0, "output": 36.9496, "stress": 2.156975 }, "growth": { "orders": 7.81662533, "output": 41.82528624 } }, { "month": "2008-04", "eligibleAfter": "2008-06-29", "features": { "ordersGrowthAcceleration3m": -5.75213543, "outputGrowthAcceleration3m": -3.04398224, "financialStress": 1.823025, "stressChange3m": 0.4261 }, "levels": { "orders": 27245.0, "output": 37.1894, "stress": 1.823025 }, "growth": { "orders": 0.91862059, "output": 37.39604615 } }, { "month": "2008-05", "eligibleAfter": "2008-07-30", "features": { "ordersGrowthAcceleration3m": 3.27445382, "outputGrowthAcceleration3m": -7.55276798, "financialStress": 1.12846, "stressChange3m": -0.1583 }, "levels": { "orders": 27941.0, "output": 37.4433, "stress": 1.12846 }, "growth": { "orders": -1.17076967, "output": 35.54626412 } }, { "month": "2008-06", "eligibleAfter": "2008-08-29", "features": { "ordersGrowthAcceleration3m": -1.50953032, "outputGrowthAcceleration3m": -9.62418781, "financialStress": 1.410375, "stressChange3m": -0.7466 }, "levels": { "orders": 27929.0, "output": 37.5504, "stress": 1.410375 }, "growth": { "orders": 6.30709501, "output": 32.20109844 } }, { "month": "2008-07", "eligibleAfter": "2008-09-29", "features": { "ordersGrowthAcceleration3m": -6.13474926, "outputGrowthAcceleration3m": -13.16688599, "financialStress": 1.66455, "stressChange3m": -0.158475 }, "levels": { "orders": 25458.0, "output": 36.5835, "stress": 1.66455 }, "growth": { "orders": -5.21612867, "output": 24.22916016 } }, { "month": "2008-08", "eligibleAfter": "2008-10-30", "features": { "ordersGrowthAcceleration3m": -5.70744278, "outputGrowthAcceleration3m": -14.58979234, "financialStress": 1.63382, "stressChange3m": 0.50536 }, "levels": { "orders": 26089.0, "output": 36.2134, "stress": 1.63382 }, "growth": { "orders": -6.87821245, "output": 20.95647178 } }, { "month": "2008-09", "eligibleAfter": "2008-11-29", "features": { "ordersGrowthAcceleration3m": -10.61678365, "outputGrowthAcceleration3m": -16.45273015, "financialStress": 3.1502, "stressChange3m": 1.739825 }, "levels": { "orders": 26400.0, "output": 35.4506, "stress": 3.1502 }, "growth": { "orders": -4.30968864, "output": 15.74836829 } }, { "month": "2008-10", "eligibleAfter": "2008-12-30", "features": { "ordersGrowthAcceleration3m": -7.21808185, "outputGrowthAcceleration3m": -20.71875728, "financialStress": 8.50142, "stressChange3m": 6.83687 }, "levels": { "orders": 23958.0, "output": 33.0694, "stress": 8.50142 }, "growth": { "orders": -12.43421053, "output": 3.51040287 } }, { "month": "2008-11", "eligibleAfter": "2009-01-29", "features": { "ordersGrowthAcceleration3m": 1.31069705, "outputGrowthAcceleration3m": -31.75548448, "financialStress": 6.740875, "stressChange3m": 5.107055 }, "levels": { "orders": 25442.0, "output": 29.6703, "stress": 6.740875 }, "growth": { "orders": -5.5675154, "output": -10.7990127 } }, { "month": "2008-12", "eligibleAfter": "2009-03-01", "features": { "ordersGrowthAcceleration3m": -7.51356854, "outputGrowthAcceleration3m": -38.98416763, "financialStress": 6.114175, "stressChange3m": 2.963975 }, "levels": { "orders": 24007.0, "output": 26.4554, "stress": 6.114175 }, "growth": { "orders": -11.82325718, "output": -23.23579935 } }, { "month": "2009-01", "eligibleAfter": "2009-04-01", "features": { "ordersGrowthAcceleration3m": -10.92691656, "outputGrowthAcceleration3m": -29.13199172, "financialStress": 4.20048, "stressChange3m": -4.30094 }, "levels": { "orders": 21324.0, "output": 25.7565, "stress": 4.20048 }, "growth": { "orders": -23.36112708, "output": -25.62158884 } }, { "month": "2009-02", "eligibleAfter": "2009-04-29", "features": { "ordersGrowthAcceleration3m": -11.03372464, "outputGrowthAcceleration3m": -15.46593132, "financialStress": 3.909275, "stressChange3m": -2.8316 }, "levels": { "orders": 22732.0, "output": 26.4467, "stress": 3.909275 }, "growth": { "orders": -16.60124005, "output": -26.26494402 } }, { "month": "2009-03", "eligibleAfter": "2009-05-30", "features": { "ordersGrowthAcceleration3m": -2.721118, "outputGrowthAcceleration3m": -2.50899897, "financialStress": 3.848425, "stressChange3m": -2.26575 }, "levels": { "orders": 23032.0, "output": 27.437, "stress": 3.848425 }, "growth": { "orders": -14.54437519, "output": -25.74479832 } }, { "month": "2009-04", "eligibleAfter": "2009-06-29", "features": { "ordersGrowthAcceleration3m": 1.42315681, "outputGrowthAcceleration3m": 1.3439721, "financialStress": 2.84195, "stressChange3m": -1.35853 }, "levels": { "orders": 21268.0, "output": 28.1607, "stress": 2.84195 }, "growth": { "orders": -21.93797027, "output": -24.27761674 } }, { "month": "2009-05", "eligibleAfter": "2009-07-30", "features": { "ordersGrowthAcceleration3m": -6.04290297, "outputGrowthAcceleration3m": 3.209818, "financialStress": 1.80298, "stressChange3m": -2.106295 }, "levels": { "orders": 21614.0, "output": 28.8107, "stress": 1.80298 }, "growth": { "orders": -22.64414302, "output": -23.05512602 } }, { "month": "2009-06", "eligibleAfter": "2009-08-29", "features": { "ordersGrowthAcceleration3m": -5.88958235, "outputGrowthAcceleration3m": 4.35727648, "financialStress": 1.3905, "stressChange3m": -2.457925 }, "levels": { "orders": 22222.0, "output": 29.5193, "stress": 1.3905 }, "growth": { "orders": -20.43395754, "output": -21.38752184 } }, { "month": "2009-07", "eligibleAfter": "2009-09-29", "features": { "ordersGrowthAcceleration3m": 8.55121562, "outputGrowthAcceleration3m": 8.50274556, "financialStress": 1.01646, "stressChange3m": -1.82549 }, "levels": { "orders": 22050.0, "output": 30.8125, "stress": 1.01646 }, "growth": { "orders": -13.38675465, "output": -15.77487119 } }, { "month": "2009-08", "eligibleAfter": "2009-10-30", "features": { "ordersGrowthAcceleration3m": 4.44106892, "outputGrowthAcceleration3m": 10.72736889, "financialStress": 0.6367, "stressChange3m": -1.16628 }, "levels": { "orders": 21340.0, "output": 31.7491, "stress": 0.6367 }, "growth": { "orders": -18.20307409, "output": -12.32775713 } }, { "month": "2009-09", "eligibleAfter": "2009-11-29", "features": { "ordersGrowthAcceleration3m": 6.15744238, "outputGrowthAcceleration3m": 15.13544148, "financialStress": 0.3371, "stressChange3m": -1.0534 }, "levels": { "orders": 22631.0, "output": 33.2342, "stress": 0.3371 }, "growth": { "orders": -14.27651515, "output": -6.25208036 } }, { "month": "2009-10", "eligibleAfter": "2009-12-30", "features": { "ordersGrowthAcceleration3m": 4.79254813, "outputGrowthAcceleration3m": 19.96273066, "financialStress": 0.30698, "stressChange3m": -0.70948 }, "levels": { "orders": 21899.0, "output": 34.4543, "stress": 0.30698 }, "growth": { "orders": -8.59420653, "output": 4.18785947 } }, { "month": "2009-11", "eligibleAfter": "2010-01-29", "features": { "ordersGrowthAcceleration3m": 5.70405672, "outputGrowthAcceleration3m": 32.39934387, "financialStress": 0.198475, "stressChange3m": -0.438225 }, "levels": { "orders": 22262.0, "output": 35.6256, "stress": 0.198475 }, "growth": { "orders": -12.49901737, "output": 20.07158674 } }, { "month": "2009-12", "eligibleAfter": "2010-03-01", "features": { "ordersGrowthAcceleration3m": 5.93311531, "outputGrowthAcceleration3m": 41.89886703, "financialStress": -0.0733, "stressChange3m": -0.4104 }, "levels": { "orders": 22004.0, "output": 35.8859, "stress": -0.0733 }, "growth": { "orders": -8.34339984, "output": 35.64678667 } }, { "month": "2010-01", "eligibleAfter": "2010-04-01", "features": { "ordersGrowthAcceleration3m": 13.60264772, "outputGrowthAcceleration3m": 42.21557267, "financialStress": -0.19, "stressChange3m": -0.49698 }, "levels": { "orders": 22392.0, "output": 37.7084, "stress": -0.19 }, "growth": { "orders": 5.00844119, "output": 46.40343214 } }, { "month": "2010-02", "eligibleAfter": "2010-04-29", "features": { "ordersGrowthAcceleration3m": 7.6556248, "outputGrowthAcceleration3m": 30.38461385, "financialStress": -0.089775, "stressChange3m": -0.28825 }, "levels": { "orders": 21631.0, "output": 39.7907, "stress": -0.089775 }, "growth": { "orders": -4.84339257, "output": 50.45620058 } }, { "month": "2010-03", "eligibleAfter": "2010-05-30", "features": { "ordersGrowthAcceleration3m": 7.32308029, "outputGrowthAcceleration3m": 16.72118359, "financialStress": -0.4098, "stressChange3m": -0.3365 }, "levels": { "orders": 22797.0, "output": 41.8052, "stress": -0.4098 }, "growth": { "orders": -1.02031956, "output": 52.36797026 } }, { "month": "2010-04", "eligibleAfter": "2010-06-29", "features": { "ordersGrowthAcceleration3m": 1.5930258, "outputGrowthAcceleration3m": 7.48975943, "financialStress": -0.37098, "stressChange3m": -0.18098 }, "levels": { "orders": 22672.0, "output": 43.3374, "stress": -0.37098 }, "growth": { "orders": 6.60146699, "output": 53.89319158 } }, { "month": "2010-05", "eligibleAfter": "2010-07-30", "features": { "ordersGrowthAcceleration3m": 7.63787763, "outputGrowthAcceleration3m": 4.15961923, "financialStress": 0.70405, "stressChange3m": 0.793825 }, "levels": { "orders": 22218.0, "output": 44.5459, "stress": 0.70405 }, "growth": { "orders": 2.79448506, "output": 54.61581982 } }, { "month": "2010-06", "eligibleAfter": "2010-08-29", "features": { "ordersGrowthAcceleration3m": -0.01469079, "outputGrowthAcceleration3m": 0.03672768, "financialStress": 0.729825, "stressChange3m": 1.139625 }, "levels": { "orders": 21992.0, "output": 44.9888, "stress": 0.729825 }, "growth": { "orders": -1.03501035, "output": 52.40469794 } }, { "month": "2010-07", "eligibleAfter": "2010-09-29", "features": { "ordersGrowthAcceleration3m": -5.78060531, "outputGrowthAcceleration3m": -4.74430719, "financialStress": 0.51688, "stressChange3m": 0.88786 }, "levels": { "orders": 22231.0, "output": 45.9565, "stress": 0.51688 }, "growth": { "orders": 0.82086168, "output": 49.14888438 } }, { "month": "2010-08", "eligibleAfter": "2010-10-30", "features": { "ordersGrowthAcceleration3m": 4.87186921, "outputGrowthAcceleration3m": -7.0743147, "financialStress": 0.390775, "stressChange3m": -0.313275 }, "levels": { "orders": 22976.0, "output": 46.8431, "stress": 0.390775 }, "growth": { "orders": 7.66635426, "output": 47.54150511 } }, { "month": "2010-09", "eligibleAfter": "2010-11-29", "features": { "ordersGrowthAcceleration3m": 5.08255575, "outputGrowthAcceleration3m": -9.15677863, "financialStress": 0.114675, "stressChange3m": -0.61515 }, "levels": { "orders": 23547.0, "output": 47.6073, "stress": 0.114675 }, "growth": { "orders": 4.0475454, "output": 43.24791931 } }, { "month": "2010-10", "eligibleAfter": "2010-12-30", "features": { "ordersGrowthAcceleration3m": -4.01735467, "outputGrowthAcceleration3m": -8.6575669, "financialStress": -0.06952, "stressChange3m": -0.5864 }, "levels": { "orders": 21199.0, "output": 48.4053, "stress": -0.06952 }, "growth": { "orders": -3.19649299, "output": 40.49131748 } }, { "month": "2010-11", "eligibleAfter": "2011-01-29", "features": { "ordersGrowthAcceleration3m": -2.91835319, "outputGrowthAcceleration3m": -6.68043891, "financialStress": -0.07945, "stressChange3m": -0.470225 }, "levels": { "orders": 23319.0, "output": 50.1826, "stress": -0.07945 }, "growth": { "orders": 4.74800108, "output": 40.8610662 } }, { "month": "2010-12", "eligibleAfter": "2011-03-01", "features": { "ordersGrowthAcceleration3m": 4.3509276, "outputGrowthAcceleration3m": 3.09813861, "financialStress": -0.19248, "stressChange3m": -0.307155 }, "levels": { "orders": 23852.0, "output": 52.5176, "stress": -0.19248 }, "growth": { "orders": 8.398473, "output": 46.34605792 } }, { "month": "2011-01", "eligibleAfter": "2011-04-01", "features": { "ordersGrowthAcceleration3m": 9.895314, "outputGrowthAcceleration3m": 2.10714864, "financialStress": -0.29965, "stressChange3m": -0.23013 }, "levels": { "orders": 23892.0, "output": 53.7716, "stress": -0.29965 }, "growth": { "orders": 6.69882101, "output": 42.59846612 } }, { "month": "2011-02", "eligibleAfter": "2011-04-29", "features": { "ordersGrowthAcceleration3m": 4.51185746, "outputGrowthAcceleration3m": -4.85516532, "financialStress": -0.30545, "stressChange3m": -0.226 }, "levels": { "orders": 23634.0, "output": 54.1177, "stress": -0.30545 }, "growth": { "orders": 9.25985854, "output": 36.00590088 } }, { "month": "2011-03", "eligibleAfter": "2011-05-30", "features": { "ordersGrowthAcceleration3m": -8.32828833, "outputGrowthAcceleration3m": -17.77425346, "financialStress": -0.174375, "stressChange3m": 0.018105 }, "levels": { "orders": 22813.0, "output": 53.7497, "stress": -0.174375 }, "growth": { "orders": 0.07018467, "output": 28.57180446 } }, { "month": "2011-04", "eligibleAfter": "2011-06-29", "features": { "ordersGrowthAcceleration3m": -4.41406448, "outputGrowthAcceleration3m": -18.64225278, "financialStress": -0.40996, "stressChange3m": -0.11031 }, "levels": { "orders": 23190.0, "output": 53.7194, "stress": -0.40996 }, "growth": { "orders": 2.28475653, "output": 23.95621334 } }, { "month": "2011-05", "eligibleAfter": "2011-07-30", "features": { "ordersGrowthAcceleration3m": -4.76350423, "outputGrowthAcceleration3m": -14.73705234, "financialStress": -0.31555, "stressChange3m": -0.0101 }, "levels": { "orders": 23217.0, "output": 54.0203, "stress": -0.31555 }, "growth": { "orders": 4.49635431, "output": 21.26884854 } }, { "month": "2011-06", "eligibleAfter": "2011-08-29", "features": { "ordersGrowthAcceleration3m": 6.04112853, "outputGrowthAcceleration3m": -8.0366935, "financialStress": -0.1434, "stressChange3m": 0.030975 }, "levels": { "orders": 23336.0, "output": 54.2273, "stress": -0.1434 }, "growth": { "orders": 6.1113132, "output": 20.53511096 } }, { "month": "2011-07", "eligibleAfter": "2011-09-29", "features": { "ordersGrowthAcceleration3m": -0.25605786, "outputGrowthAcceleration3m": -7.1807844, "financialStress": -0.2602, "stressChange3m": 0.14976 }, "levels": { "orders": 22682.0, "output": 53.6659, "stress": -0.2602 }, "growth": { "orders": 2.02869866, "output": 16.77542894 } }, { "month": "2011-08", "eligibleAfter": "2011-10-30", "features": { "ordersGrowthAcceleration3m": -1.05363147, "outputGrowthAcceleration3m": -3.81526412, "financialStress": 0.778425, "stressChange3m": 1.093975 }, "levels": { "orders": 23767.0, "output": 55.0189, "stress": 0.778425 }, "growth": { "orders": 3.44272284, "output": 17.45358441 } }, { "month": "2011-09", "eligibleAfter": "2011-11-29", "features": { "ordersGrowthAcceleration3m": -5.51251081, "outputGrowthAcceleration3m": -5.0666849, "financialStress": 0.8996, "stressChange3m": 1.043 }, "levels": { "orders": 23688.0, "output": 54.9714, "stress": 0.8996 }, "growth": { "orders": 0.5988024, "output": 15.46842606 } }, { "month": "2011-10", "eligibleAfter": "2011-12-30", "features": { "ordersGrowthAcceleration3m": 10.73133719, "outputGrowthAcceleration3m": -3.76404382, "financialStress": 0.716675, "stressChange3m": 0.976875 }, "levels": { "orders": 23904.0, "output": 54.7035, "stress": 0.716675 }, "growth": { "orders": 12.76003585, "output": 13.01138512 } }, { "month": "2011-11", "eligibleAfter": "2012-01-29", "features": { "ordersGrowthAcceleration3m": -3.09107826, "outputGrowthAcceleration3m": -7.37798052, "financialStress": 0.989425, "stressChange3m": 0.211 }, "levels": { "orders": 23401.0, "output": 55.2388, "stress": 0.989425 }, "growth": { "orders": 0.35164458, "output": 10.07560389 } }, { "month": "2011-12", "eligibleAfter": "2012-02-29", "features": { "ordersGrowthAcceleration3m": -2.39320119, "outputGrowthAcceleration3m": -8.9355685, "financialStress": 0.71156, "stressChange3m": -0.18804 }, "levels": { "orders": 23424.0, "output": 55.9485, "stress": 0.71156 }, "growth": { "orders": -1.79439879, "output": 6.53285756 } }, { "month": "2012-01", "eligibleAfter": "2012-03-31", "features": { "ordersGrowthAcceleration3m": -16.19214702, "outputGrowthAcceleration3m": -7.8078948, "financialStress": 0.469975, "stressChange3m": -0.2467 }, "levels": { "orders": 23072.0, "output": 56.5696, "stress": 0.469975 }, "growth": { "orders": -3.43211117, "output": 5.20349032 } }, { "month": "2012-02", "eligibleAfter": "2012-04-29", "features": { "ordersGrowthAcceleration3m": 0.62999204, "outputGrowthAcceleration3m": -3.33548005, "financialStress": 0.16805, "stressChange3m": -0.821375 }, "levels": { "orders": 23866.0, "output": 57.7653, "stress": 0.16805 }, "growth": { "orders": 0.98163663, "output": 6.74012384 } }, { "month": "2012-03", "eligibleAfter": "2012-05-30", "features": { "ordersGrowthAcceleration3m": 2.71931003, "outputGrowthAcceleration3m": 2.10533019, "financialStress": -0.00542, "stressChange3m": -0.71698 }, "levels": { "orders": 23024.0, "output": 58.3927, "stress": -0.00542 }, "growth": { "orders": 0.92491123, "output": 8.63818775 } }, { "month": "2012-04", "eligibleAfter": "2012-06-29", "features": { "ordersGrowthAcceleration3m": 3.16475455, "outputGrowthAcceleration3m": 4.78843066, "financialStress": 0.100925, "stressChange3m": -0.36905 }, "levels": { "orders": 23128.0, "output": 59.087, "stress": 0.100925 }, "growth": { "orders": -0.26735662, "output": 9.99192098 } }, { "month": "2012-05", "eligibleAfter": "2012-07-30", "features": { "ordersGrowthAcceleration3m": 0.43542846, "outputGrowthAcceleration3m": 4.32442041, "financialStress": 0.219875, "stressChange3m": 0.051825 }, "levels": { "orders": 23546.0, "output": 59.9974, "stress": 0.219875 }, "growth": { "orders": 1.41706508, "output": 11.06454425 } }, { "month": "2012-06", "eligibleAfter": "2012-08-29", "features": { "ordersGrowthAcceleration3m": -9.23824685, "outputGrowthAcceleration3m": 3.85367521, "financialStress": 0.26068, "stressChange3m": 0.2661 }, "levels": { "orders": 21396.0, "output": 61.0013, "stress": 0.26068 }, "growth": { "orders": -8.31333562, "output": 12.49186295 } }, { "month": "2012-07", "eligibleAfter": "2012-09-29", "features": { "ordersGrowthAcceleration3m": -4.57348634, "outputGrowthAcceleration3m": 2.94963036, "financialStress": 0.06735, "stressChange3m": -0.033575 }, "levels": { "orders": 21584.0, "output": 60.6111, "stress": 0.06735 }, "growth": { "orders": -4.84084296, "output": 12.94155134 } }, { "month": "2012-08", "eligibleAfter": "2012-10-30", "features": { "ordersGrowthAcceleration3m": -14.10692918, "outputGrowthAcceleration3m": -2.22485462, "financialStress": -0.12488, "stressChange3m": -0.344755 }, "levels": { "orders": 20751.0, "output": 59.8824, "stress": -0.12488 }, "growth": { "orders": -12.6898641, "output": 8.83968963 } }, { "month": "2012-09", "eligibleAfter": "2012-11-29", "features": { "ordersGrowthAcceleration3m": -3.49855226, "outputGrowthAcceleration3m": -1.55417536, "financialStress": -0.3503, "stressChange3m": -0.61098 }, "levels": { "orders": 20890.0, "output": 60.984, "stress": -0.3503 }, "growth": { "orders": -11.81188788, "output": 10.9376876 } }, { "month": "2012-10", "eligibleAfter": "2012-12-30", "features": { "ordersGrowthAcceleration3m": -7.0023632, "outputGrowthAcceleration3m": 1.14584709, "financialStress": -0.458525, "stressChange3m": -0.525875 }, "levels": { "orders": 21073.0, "output": 62.4098, "stress": -0.458525 }, "growth": { "orders": -11.84320616, "output": 14.08739843 } }, { "month": "2012-11", "eligibleAfter": "2013-01-29", "features": { "ordersGrowthAcceleration3m": 3.71588863, "outputGrowthAcceleration3m": 3.71308124, "financialStress": -0.36632, "stressChange3m": -0.24144 }, "levels": { "orders": 21301.0, "output": 62.1728, "stress": -0.36632 }, "growth": { "orders": -8.97397547, "output": 12.55277088 } }, { "month": "2012-12", "eligibleAfter": "2013-03-01", "features": { "ordersGrowthAcceleration3m": 6.77431957, "outputGrowthAcceleration3m": 0.49103703, "financialStress": -0.505725, "stressChange3m": -0.155425 }, "levels": { "orders": 22244.0, "output": 62.3427, "stress": -0.505725 }, "growth": { "orders": -5.03756831, "output": 11.42872463 } }, { "month": "2013-01", "eligibleAfter": "2013-04-01", "features": { "ordersGrowthAcceleration3m": 2.53322003, "outputGrowthAcceleration3m": -3.20310722, "financialStress": -0.63425, "stressChange3m": -0.175725 }, "levels": { "orders": 20924.0, "output": 62.7268, "stress": -0.63425 }, "growth": { "orders": -9.30998613, "output": 10.88429121 } }, { "month": "2013-02", "eligibleAfter": "2013-04-29", "features": { "ordersGrowthAcceleration3m": -6.07253421, "outputGrowthAcceleration3m": -5.19766323, "financialStress": -0.595075, "stressChange3m": -0.228755 }, "levels": { "orders": 20275.0, "output": 62.014, "stress": -0.595075 }, "growth": { "orders": -15.04650968, "output": 7.35510765 } }, { "month": "2013-03", "eligibleAfter": "2013-05-30", "features": { "ordersGrowthAcceleration3m": -9.62539208, "outputGrowthAcceleration3m": -4.12746951, "financialStress": -0.64612, "stressChange3m": -0.140395 }, "levels": { "orders": 19648.0, "output": 62.6561, "stress": -0.64612 }, "growth": { "orders": -14.66296039, "output": 7.30125512 } }, { "month": "2013-04", "eligibleAfter": "2013-06-29", "features": { "ordersGrowthAcceleration3m": 1.81258039, "outputGrowthAcceleration3m": -2.74984539, "financialStress": -0.608475, "stressChange3m": 0.025775 }, "levels": { "orders": 21394.0, "output": 63.8934, "stress": -0.608475 }, "growth": { "orders": -7.49740574, "output": 8.13444582 } }, { "month": "2013-05", "eligibleAfter": "2013-07-30", "features": { "ordersGrowthAcceleration3m": 7.87756379, "outputGrowthAcceleration3m": 0.84091418, "financialStress": -0.58702, "stressChange3m": 0.008055 }, "levels": { "orders": 21858.0, "output": 64.9148, "stress": -0.58702 }, "growth": { "orders": -7.16894589, "output": 8.19602183 } }, { "month": "2013-06", "eligibleAfter": "2013-08-29", "features": { "ordersGrowthAcceleration3m": 15.37804732, "outputGrowthAcceleration3m": 0.53808601, "financialStress": -0.0681, "stressChange3m": 0.57802 }, "levels": { "orders": 21549.0, "output": 65.7834, "stress": -0.0681 }, "growth": { "orders": 0.71508693, "output": 7.83934113 } }, { "month": "2013-07", "eligibleAfter": "2013-09-29", "features": { "ordersGrowthAcceleration3m": 4.77316556, "outputGrowthAcceleration3m": 2.22685764, "financialStress": -0.358875, "stressChange3m": 0.2496 }, "levels": { "orders": 20996.0, "output": 66.8912, "stress": -0.358875 }, "growth": { "orders": -2.72424018, "output": 10.36130346 } }, { "month": "2013-08", "eligibleAfter": "2013-10-30", "features": { "ordersGrowthAcceleration3m": 3.41972899, "outputGrowthAcceleration3m": 5.38459618, "financialStress": -0.29722, "stressChange3m": 0.2898 }, "levels": { "orders": 19973.0, "output": 68.0148, "stress": -0.29722 }, "growth": { "orders": -3.74921691, "output": 13.58061801 } }, { "month": "2013-09", "eligibleAfter": "2013-11-29", "features": { "ordersGrowthAcceleration3m": -0.7916786, "outputGrowthAcceleration3m": 4.78052638, "financialStress": -0.3368, "stressChange3m": -0.2687 }, "levels": { "orders": 20874.0, "output": 68.6801, "stress": -0.3368 }, "growth": { "orders": -0.07659167, "output": 12.61986751 } }, { "month": "2013-10", "eligibleAfter": "2013-12-30", "features": { "ordersGrowthAcceleration3m": 4.27124345, "outputGrowthAcceleration3m": 2.83662379, "financialStress": -0.44165, "stressChange3m": -0.082775 }, "levels": { "orders": 21399.0, "output": 70.6466, "stress": -0.44165 }, "growth": { "orders": 1.54700327, "output": 13.19792725 } }, { "month": "2013-11", "eligibleAfter": "2014-01-29", "features": { "ordersGrowthAcceleration3m": 6.32656069, "outputGrowthAcceleration3m": 1.85330164, "financialStress": -0.56252, "stressChange3m": -0.2653 }, "levels": { "orders": 21850.0, "output": 71.7685, "stress": -0.56252 }, "growth": { "orders": 2.57734379, "output": 15.43391966 } }, { "month": "2013-12", "eligibleAfter": "2014-03-01", "features": { "ordersGrowthAcceleration3m": -7.78620279, "outputGrowthAcceleration3m": 4.22845636, "financialStress": -0.54705, "stressChange3m": -0.21025 }, "levels": { "orders": 20495.0, "output": 72.8464, "stress": -0.54705 }, "growth": { "orders": -7.86279446, "output": 16.84832386 } }, { "month": "2014-01", "eligibleAfter": "2014-04-01", "features": { "ordersGrowthAcceleration3m": 0.86649319, "outputGrowthAcceleration3m": 5.60615649, "financialStress": -0.5361, "stressChange3m": -0.09445 }, "levels": { "orders": 21429.0, "output": 74.522, "stress": -0.5361 }, "growth": { "orders": 2.41349646, "output": 18.80408374 } }, { "month": "2014-02", "eligibleAfter": "2014-04-29", "features": { "ordersGrowthAcceleration3m": 2.20194105, "outputGrowthAcceleration3m": 8.26911514, "financialStress": -0.570175, "stressChange3m": -0.007655 }, "levels": { "orders": 21244.0, "output": 76.7132, "stress": -0.570175 }, "growth": { "orders": 4.77928483, "output": 23.7030348 } }, { "month": "2014-03", "eligibleAfter": "2014-05-30", "features": { "ordersGrowthAcceleration3m": 17.50245244, "outputGrowthAcceleration3m": 8.43397108, "financialStress": -0.6077, "stressChange3m": -0.06065 }, "levels": { "orders": 21542.0, "output": 78.497, "stress": -0.6077 }, "growth": { "orders": 9.63965798, "output": 25.28229494 } }, { "month": "2014-04", "eligibleAfter": "2014-06-29", "features": { "ordersGrowthAcceleration3m": -1.70301689, "outputGrowthAcceleration3m": 6.50087733, "financialStress": -0.618325, "stressChange3m": -0.082225 }, "levels": { "orders": 21546.0, "output": 80.0616, "stress": -0.618325 }, "growth": { "orders": 0.71047957, "output": 25.30496108 } }, { "month": "2014-05", "eligibleAfter": "2014-07-30", "features": { "ordersGrowthAcceleration3m": -9.25819416, "outputGrowthAcceleration3m": 2.42752403, "financialStress": -0.69794, "stressChange3m": -0.127765 }, "levels": { "orders": 20879.0, "output": 81.8774, "stress": -0.69794 }, "growth": { "orders": -4.47890932, "output": 26.13055882 } }, { "month": "2014-06", "eligibleAfter": "2014-08-29", "features": { "ordersGrowthAcceleration3m": -8.8043524, "outputGrowthAcceleration3m": -0.01482625, "financialStress": -0.797125, "stressChange3m": -0.189425 }, "levels": { "orders": 21729.0, "output": 82.4052, "stress": -0.797125 }, "growth": { "orders": 0.83530558, "output": 25.26746869 } }, { "month": "2014-07", "eligibleAfter": "2014-09-29", "features": { "ordersGrowthAcceleration3m": 0.1134869, "outputGrowthAcceleration3m": -1.60318865, "financialStress": -0.71065, "stressChange3m": -0.092325 }, "levels": { "orders": 21169.0, "output": 82.7456, "stress": -0.71065 }, "growth": { "orders": 0.82396647, "output": 23.70177243 } }, { "month": "2014-08", "eligibleAfter": "2014-10-30", "features": { "ordersGrowthAcceleration3m": 12.43965633, "outputGrowthAcceleration3m": -4.66243718, "financialStress": -0.6018, "stressChange3m": 0.09614 }, "levels": { "orders": 21563.0, "output": 82.6163, "stress": -0.6018 }, "growth": { "orders": 7.96074701, "output": 21.46812164 } }, { "month": "2014-09", "eligibleAfter": "2014-11-29", "features": { "ordersGrowthAcceleration3m": 0.94681572, "outputGrowthAcceleration3m": -4.98444639, "financialStress": -0.50055, "stressChange3m": 0.296575 }, "levels": { "orders": 21246.0, "output": 82.6105, "stress": -0.50055 }, "growth": { "orders": 1.7821213, "output": 20.2830223 } }, { "month": "2014-10", "eligibleAfter": "2014-12-30", "features": { "ordersGrowthAcceleration3m": -4.4970353, "outputGrowthAcceleration3m": -7.07110655, "financialStress": -0.26866, "stressChange3m": 0.44199 }, "levels": { "orders": 20613.0, "output": 82.3956, "stress": -0.26866 }, "growth": { "orders": -3.67306883, "output": 16.63066588 } }, { "month": "2014-11", "eligibleAfter": "2015-01-29", "features": { "ordersGrowthAcceleration3m": -16.62436257, "outputGrowthAcceleration3m": -7.2290056, "financialStress": -0.389325, "stressChange3m": 0.212475 }, "levels": { "orders": 19957.0, "output": 81.9877, "stress": -0.389325 }, "growth": { "orders": -8.66361556, "output": 14.23911605 } }, { "month": "2014-12", "eligibleAfter": "2015-03-01", "features": { "ordersGrowthAcceleration3m": -3.4654587, "outputGrowthAcceleration3m": -7.50943294, "financialStress": -0.167375, "stressChange3m": 0.333175 }, "levels": { "orders": 20150.0, "output": 82.1515, "stress": -0.167375 }, "growth": { "orders": -1.6833374, "output": 12.77358936 } }, { "month": "2015-01", "eligibleAfter": "2015-04-01", "features": { "ordersGrowthAcceleration3m": -5.06742302, "outputGrowthAcceleration3m": -6.39422563, "financialStress": 0.04676, "stressChange3m": 0.31542 }, "levels": { "orders": 19556.0, "output": 82.1504, "stress": 0.04676 }, "growth": { "orders": -8.74049186, "output": 10.23644025 } }, { "month": "2015-02", "eligibleAfter": "2015-04-29", "features": { "ordersGrowthAcceleration3m": -0.21418523, "outputGrowthAcceleration3m": -7.58015774, "financialStress": -0.2194, "stressChange3m": 0.169925 }, "levels": { "orders": 19358.0, "output": 81.8215, "stress": -0.2194 }, "growth": { "orders": -8.87780079, "output": 6.6589583 } }, { "month": "2015-03", "eligibleAfter": "2015-05-30", "features": { "ordersGrowthAcceleration3m": 0.38819303, "outputGrowthAcceleration3m": -9.55181018, "financialStress": -0.17135, "stressChange3m": -0.003975 }, "levels": { "orders": 21263.0, "output": 81.026, "stress": -0.17135 }, "growth": { "orders": -1.29514437, "output": 3.22177918 } }, { "month": "2015-04", "eligibleAfter": "2015-06-29", "features": { "ordersGrowthAcceleration3m": 3.86719751, "outputGrowthAcceleration3m": -9.6210391, "financialStress": -0.316975, "stressChange3m": -0.363735 }, "levels": { "orders": 20496.0, "output": 80.5543, "stress": -0.316975 }, "growth": { "orders": -4.87329435, "output": 0.61540114 } }, { "month": "2015-05", "eligibleAfter": "2015-07-30", "features": { "ordersGrowthAcceleration3m": 5.33835925, "outputGrowthAcceleration3m": -9.0283545, "financialStress": -0.28894, "stressChange3m": -0.06954 }, "levels": { "orders": 20140.0, "output": 79.9374, "stress": -0.28894 }, "growth": { "orders": -3.53944154, "output": -2.36939619 } }, { "month": "2015-06", "eligibleAfter": "2015-08-29", "features": { "ordersGrowthAcceleration3m": -3.22876377, "outputGrowthAcceleration3m": -5.623448, "financialStress": -0.21285, "stressChange3m": -0.0415 }, "levels": { "orders": 20746.0, "output": 80.4261, "stress": -0.21285 }, "growth": { "orders": -4.52390814, "output": -2.40166883 } }, { "month": "2015-07", "eligibleAfter": "2015-09-29", "features": { "ordersGrowthAcceleration3m": 2.87036554, "outputGrowthAcceleration3m": -4.08519289, "financialStress": -0.10136, "stressChange3m": 0.215615 }, "levels": { "orders": 20745.0, "output": 79.8745, "stress": -0.10136 }, "growth": { "orders": -2.00292881, "output": -3.46979175 } }, { "month": "2015-08", "eligibleAfter": "2015-10-30", "features": { "ordersGrowthAcceleration3m": -1.01929333, "outputGrowthAcceleration3m": -0.48452004, "financialStress": 0.17585, "stressChange3m": 0.46479 }, "levels": { "orders": 20580.0, "output": 80.2585, "stress": 0.17585 }, "growth": { "orders": -4.55873487, "output": -2.85391624 } }, { "month": "2015-09", "eligibleAfter": "2015-11-29", "features": { "ordersGrowthAcceleration3m": 0.29252341, "outputGrowthAcceleration3m": 0.11442931, "financialStress": 0.2834, "stressChange3m": 0.49625 }, "levels": { "orders": 20347.0, "output": 80.721, "stress": 0.2834 }, "growth": { "orders": -4.23138473, "output": -2.28723952 } }, { "month": "2015-10", "eligibleAfter": "2015-12-30", "features": { "ordersGrowthAcceleration3m": 0.21764768, "outputGrowthAcceleration3m": 1.83426752, "financialStress": 0.2014, "stressChange3m": 0.30276 }, "levels": { "orders": 20245.0, "output": 81.048, "stress": 0.2014 }, "growth": { "orders": -1.78528113, "output": -1.63552423 } }, { "month": "2015-11", "eligibleAfter": "2016-01-29", "features": { "ordersGrowthAcceleration3m": 5.63104033, "outputGrowthAcceleration3m": 1.96000166, "financialStress": 0.059575, "stressChange3m": -0.116275 }, "levels": { "orders": 20171.0, "output": 81.2548, "stress": 0.059575 }, "growth": { "orders": 1.07230546, "output": -0.89391457 } }, { "month": "2015-12", "eligibleAfter": "2016-02-29", "features": { "ordersGrowthAcceleration3m": 6.82691823, "outputGrowthAcceleration3m": 2.6746944, "financialStress": 0.387225, "stressChange3m": 0.103825 }, "levels": { "orders": 20673.0, "output": 82.4698, "stress": 0.387225 }, "growth": { "orders": 2.5955335, "output": 0.38745489 } }, { "month": "2016-01", "eligibleAfter": "2016-03-31", "features": { "ordersGrowthAcceleration3m": 8.53512773, "outputGrowthAcceleration3m": 0.99973913, "financialStress": 0.69608, "stressChange3m": 0.49468 }, "levels": { "orders": 20876.0, "output": 81.6281, "stress": 0.69608 }, "growth": { "orders": 6.74984659, "output": -0.6357851 } }, { "month": "2016-02", "eligibleAfter": "2016-04-29", "features": { "ordersGrowthAcceleration3m": 8.47413529, "outputGrowthAcceleration3m": 1.77986753, "financialStress": 0.788025, "stressChange3m": 0.72845 }, "levels": { "orders": 21206.0, "output": 82.5464, "stress": 0.788025 }, "growth": { "orders": 9.54644075, "output": 0.88595296 } }, { "month": "2016-03", "eligibleAfter": "2016-05-30", "features": { "ordersGrowthAcceleration3m": -3.67252169, "outputGrowthAcceleration3m": 1.96401255, "financialStress": 0.21885, "stressChange3m": -0.168375 }, "levels": { "orders": 21034.0, "output": 82.9313, "stress": 0.21885 }, "growth": { "orders": -1.0769882, "output": 2.35146743 } }, { "month": "2016-04", "eligibleAfter": "2016-06-29", "features": { "ordersGrowthAcceleration3m": -0.59254761, "outputGrowthAcceleration3m": 4.64786142, "financialStress": 0.18248, "stressChange3m": -0.5136 }, "levels": { "orders": 21758.0, "output": 83.7862, "stress": 0.18248 }, "growth": { "orders": 6.15729899, "output": 4.01207633 } }, { "month": "2016-05", "eligibleAfter": "2016-07-30", "features": { "ordersGrowthAcceleration3m": -2.24256786, "outputGrowthAcceleration3m": 5.15139627, "financialStress": 0.14095, "stressChange3m": -0.647075 }, "levels": { "orders": 21611.0, "output": 84.7635, "stress": 0.14095 }, "growth": { "orders": 7.30387289, "output": 6.03734923 } }, { "month": "2016-06", "eligibleAfter": "2016-08-29", "features": { "ordersGrowthAcceleration3m": 4.46559323, "outputGrowthAcceleration3m": 4.69873145, "financialStress": 0.2887, "stressChange3m": 0.06985 }, "levels": { "orders": 21449.0, "output": 86.0963, "stress": 0.2887 }, "growth": { "orders": 3.38860503, "output": 7.05019888 } }, { "month": "2016-07", "eligibleAfter": "2016-09-29", "features": { "ordersGrowthAcceleration3m": -2.37807508, "outputGrowthAcceleration3m": 6.41377923, "financialStress": 0.21572, "stressChange3m": 0.03324 }, "levels": { "orders": 21529.0, "output": 88.2021, "stress": 0.21572 }, "growth": { "orders": 3.77922391, "output": 10.42585556 } }, { "month": "2016-08", "eligibleAfter": "2016-10-30", "features": { "ordersGrowthAcceleration3m": -2.93069505, "outputGrowthAcceleration3m": 5.37751649, "financialStress": 0.268275, "stressChange3m": 0.127325 }, "levels": { "orders": 21480.0, "output": 89.4199, "stress": 0.268275 }, "growth": { "orders": 4.37317784, "output": 11.41486572 } }, { "month": "2016-09", "eligibleAfter": "2016-11-29", "features": { "ordersGrowthAcceleration3m": 0.56775217, "outputGrowthAcceleration3m": 6.08838959, "financialStress": 0.35472, "stressChange3m": 0.06602 }, "levels": { "orders": 21152.0, "output": 91.3266, "stress": 0.35472 }, "growth": { "orders": 3.9563572, "output": 13.13858847 } }, { "month": "2016-10", "eligibleAfter": "2016-12-30", "features": { "ordersGrowthAcceleration3m": -0.09930294, "outputGrowthAcceleration3m": 3.92366571, "financialStress": 0.15875, "stressChange3m": -0.05697 }, "levels": { "orders": 20990.0, "output": 92.678, "stress": 0.15875 }, "growth": { "orders": 3.67992097, "output": 14.34952127 } }, { "month": "2016-11", "eligibleAfter": "2017-01-29", "features": { "ordersGrowthAcceleration3m": -0.95242528, "outputGrowthAcceleration3m": 3.77082178, "financialStress": 0.08785, "stressChange3m": -0.180425 }, "levels": { "orders": 20861.0, "output": 93.5939, "stress": 0.08785 }, "growth": { "orders": 3.42075257, "output": 15.18568749 } }, { "month": "2016-12", "eligibleAfter": "2017-03-01", "features": { "ordersGrowthAcceleration3m": -0.03820309, "outputGrowthAcceleration3m": 1.07388688, "financialStress": -0.10524, "stressChange3m": -0.45996 }, "levels": { "orders": 21483.0, "output": 94.1908, "stress": -0.10524 }, "growth": { "orders": 3.91815411, "output": 14.21247535 } }, { "month": "2017-01", "eligibleAfter": "2017-04-01", "features": { "ordersGrowthAcceleration3m": -2.05125647, "outputGrowthAcceleration3m": 2.05438866, "financialStress": -0.113725, "stressChange3m": -0.272475 }, "levels": { "orders": 21216.0, "output": 95.0183, "stress": -0.113725 }, "growth": { "orders": 1.6286645, "output": 16.40390993 } }, { "month": "2017-02", "eligibleAfter": "2017-04-29", "features": { "ordersGrowthAcceleration3m": -1.97776473, "outputGrowthAcceleration3m": 1.14561224, "financialStress": -0.1991, "stressChange3m": -0.28695 }, "levels": { "orders": 21512.0, "output": 96.0273, "stress": -0.1991 }, "growth": { "orders": 1.44298783, "output": 16.33129973 } }, { "month": "2017-03", "eligibleAfter": "2017-05-30", "features": { "ordersGrowthAcceleration3m": -4.55521792, "outputGrowthAcceleration3m": 3.38232902, "financialStress": -0.35668, "stressChange3m": -0.25144 }, "levels": { "orders": 20900.0, "output": 97.5229, "stress": -0.35668 }, "growth": { "orders": -0.6370638, "output": 17.59480437 } }, { "month": "2017-04", "eligibleAfter": "2017-06-29", "features": { "ordersGrowthAcceleration3m": -3.50383685, "outputGrowthAcceleration3m": 4.16200665, "financialStress": -0.3602, "stressChange3m": -0.246475 }, "levels": { "orders": 21350.0, "output": 101.0176, "stress": -0.3602 }, "growth": { "orders": -1.87517235, "output": 20.56591658 } }, { "month": "2017-05", "eligibleAfter": "2017-07-30", "features": { "ordersGrowthAcceleration3m": -3.46047893, "outputGrowthAcceleration3m": 2.87189504, "financialStress": -0.553925, "stressChange3m": -0.354825 }, "levels": { "orders": 21175.0, "output": 101.0408, "stress": -0.553925 }, "growth": { "orders": -2.01749109, "output": 19.20319477 } }, { "month": "2017-06", "eligibleAfter": "2017-08-29", "features": { "ordersGrowthAcceleration3m": -1.38634055, "outputGrowthAcceleration3m": -0.80929791, "financialStress": -0.6108, "stressChange3m": -0.25412 }, "levels": { "orders": 21015.0, "output": 100.548, "stress": -0.6108 }, "growth": { "orders": -2.02340435, "output": 16.78550646 } }, { "month": "2017-07", "eligibleAfter": "2017-09-29", "features": { "ordersGrowthAcceleration3m": 3.08284572, "outputGrowthAcceleration3m": -7.68232311, "financialStress": -0.636875, "stressChange3m": -0.276675 }, "levels": { "orders": 21789.0, "output": 99.5657, "stress": -0.636875 }, "growth": { "orders": 1.20767337, "output": 12.88359347 } }, { "month": "2017-08", "eligibleAfter": "2017-10-30", "features": { "ordersGrowthAcceleration3m": 3.40948364, "outputGrowthAcceleration3m": -8.07424025, "financialStress": -0.49, "stressChange3m": 0.063925 }, "levels": { "orders": 21779.0, "output": 99.3714, "stress": -0.49 }, "growth": { "orders": 1.39199255, "output": 11.12895452 } }, { "month": "2017-09", "eligibleAfter": "2017-11-29", "features": { "ordersGrowthAcceleration3m": 8.76035594, "outputGrowthAcceleration3m": -7.23604333, "financialStress": -0.59184, "stressChange3m": 0.01896 }, "levels": { "orders": 22577.0, "output": 100.0478, "stress": -0.59184 }, "growth": { "orders": 6.73695159, "output": 9.54946314 } }, { "month": "2017-10", "eligibleAfter": "2017-12-30", "features": { "ordersGrowthAcceleration3m": 5.00957294, "outputGrowthAcceleration3m": -3.47812508, "financialStress": -0.71085, "stressChange3m": -0.073975 }, "levels": { "orders": 22295.0, "output": 101.3948, "stress": -0.71085 }, "growth": { "orders": 6.21724631, "output": 9.4054684 } }, { "month": "2017-11", "eligibleAfter": "2018-01-29", "features": { "ordersGrowthAcceleration3m": 7.74467396, "outputGrowthAcceleration3m": -0.92519124, "financialStress": -0.715325, "stressChange3m": -0.225325 }, "levels": { "orders": 22767.0, "output": 103.144, "stress": -0.715325 }, "growth": { "orders": 9.13666651, "output": 10.20376328 } }, { "month": "2017-12", "eligibleAfter": "2018-03-01", "features": { "ordersGrowthAcceleration3m": -3.74388731, "outputGrowthAcceleration3m": 2.24638104, "financialStress": -0.64832, "stressChange3m": -0.05648 }, "levels": { "orders": 22126.0, "output": 105.3014, "stress": -0.64832 }, "growth": { "orders": 2.99306428, "output": 11.79584418 } }, { "month": "2018-01", "eligibleAfter": "2018-04-01", "features": { "ordersGrowthAcceleration3m": -3.10638658, "outputGrowthAcceleration3m": 2.69114878, "financialStress": -0.6584, "stressChange3m": 0.05245 }, "levels": { "orders": 21876.0, "output": 106.5123, "stress": -0.6584 }, "growth": { "orders": 3.11085973, "output": 12.09661718 } }, { "month": "2018-02", "eligibleAfter": "2018-04-29", "features": { "ordersGrowthAcceleration3m": -6.74730243, "outputGrowthAcceleration3m": 0.40113762, "financialStress": -0.2499, "stressChange3m": 0.465425 }, "levels": { "orders": 22026.0, "output": 106.2109, "stress": -0.2499 }, "growth": { "orders": 2.38936408, "output": 10.6049009 } }, { "month": "2018-03", "eligibleAfter": "2018-05-30", "features": { "ordersGrowthAcceleration3m": 1.0595673, "outputGrowthAcceleration3m": -3.60515256, "financialStress": 0.08448, "stressChange3m": 0.7328 }, "levels": { "orders": 21747.0, "output": 105.5107, "stress": 0.08448 }, "growth": { "orders": 4.05263158, "output": 8.19069162 } }, { "month": "2018-04", "eligibleAfter": "2018-06-29", "features": { "ordersGrowthAcceleration3m": 1.99452669, "outputGrowthAcceleration3m": -7.16222951, "financialStress": 0.0963, "stressChange3m": 0.7547 }, "levels": { "orders": 22440.0, "output": 106.0022, "stress": 0.0963 }, "growth": { "orders": 5.10538642, "output": 4.93438767 } }, { "month": "2018-05", "eligibleAfter": "2018-07-30", "features": { "ordersGrowthAcceleration3m": 4.88808575, "outputGrowthAcceleration3m": -5.3742416, "financialStress": -0.1878, "stressChange3m": 0.0621 }, "levels": { "orders": 22716.0, "output": 106.3259, "stress": -0.1878 }, "growth": { "orders": 7.27744982, "output": 5.2306593 } }, { "month": "2018-06", "eligibleAfter": "2018-08-29", "features": { "ordersGrowthAcceleration3m": 4.61260754, "outputGrowthAcceleration3m": -1.40318715, "financialStress": -0.19734, "stressChange3m": -0.28182 }, "levels": { "orders": 22836.0, "output": 107.3727, "stress": -0.19734 }, "growth": { "orders": 8.66523911, "output": 6.78750448 } }, { "month": "2018-07", "eligibleAfter": "2018-09-29", "features": { "ordersGrowthAcceleration3m": 0.31477972, "outputGrowthAcceleration3m": 3.07037702, "financialStress": -0.399875, "stressChange3m": -0.496175 }, "levels": { "orders": 22970.0, "output": 107.5357, "stress": -0.399875 }, "growth": { "orders": 5.42016614, "output": 8.00476469 } }, { "month": "2018-08", "eligibleAfter": "2018-10-30", "features": { "ordersGrowthAcceleration3m": -2.33231919, "outputGrowthAcceleration3m": 3.31918502, "financialStress": -0.54616, "stressChange3m": -0.35836 }, "levels": { "orders": 22856.0, "output": 107.8675, "stress": -0.54616 }, "growth": { "orders": 4.94513063, "output": 8.54984432 } }, { "month": "2018-09", "eligibleAfter": "2018-11-29", "features": { "ordersGrowthAcceleration3m": -8.80697628, "outputGrowthAcceleration3m": -0.23303751, "financialStress": -0.718375, "stressChange3m": -0.521035 }, "levels": { "orders": 22545.0, "output": 106.6054, "stress": -0.718375 }, "growth": { "orders": -0.14173717, "output": 6.55446696 } }, { "month": "2018-10", "eligibleAfter": "2018-12-30", "features": { "ordersGrowthAcceleration3m": -1.11875327, "outputGrowthAcceleration3m": -4.19697573, "financialStress": -0.4837, "stressChange3m": -0.083825 }, "levels": { "orders": 23254.0, "output": 105.2557, "stress": -0.4837 }, "growth": { "orders": 4.30141287, "output": 3.80778896 } }, { "month": "2018-11", "eligibleAfter": "2019-01-29", "features": { "ordersGrowthAcceleration3m": -2.31412962, "outputGrowthAcceleration3m": -8.6859647, "financialStress": -0.15722, "stressChange3m": 0.38894 }, "levels": { "orders": 23366.0, "output": 103.0036, "stress": -0.15722 }, "growth": { "orders": 2.63100101, "output": -0.13612038 } }, { "month": "2018-12", "eligibleAfter": "2019-03-01", "features": { "ordersGrowthAcceleration3m": 5.64205354, "outputGrowthAcceleration3m": -9.21559018, "financialStress": 0.42905, "stressChange3m": 1.147425 }, "levels": { "orders": 23343.0, "output": 102.4992, "stress": 0.42905 }, "growth": { "orders": 5.50031637, "output": -2.66112321 } }, { "month": "2019-01", "eligibleAfter": "2019-04-01", "features": { "ordersGrowthAcceleration3m": 0.68578771, "outputGrowthAcceleration3m": -6.40063504, "financialStress": -0.027975, "stressChange3m": 0.455725 }, "levels": { "orders": 22967.0, "output": 103.7506, "stress": -0.027975 }, "growth": { "orders": 4.98720059, "output": -2.59284608 } }, { "month": "2019-02", "eligibleAfter": "2019-04-29", "features": { "ordersGrowthAcceleration3m": 1.86368709, "outputGrowthAcceleration3m": -1.22955867, "financialStress": -0.32185, "stressChange3m": -0.16463 }, "levels": { "orders": 23016.0, "output": 104.7604, "stress": -0.32185 }, "growth": { "orders": 4.4946881, "output": -1.36567904 } }, { "month": "2019-03", "eligibleAfter": "2019-05-30", "features": { "ordersGrowthAcceleration3m": 1.41098174, "outputGrowthAcceleration3m": 2.52578149, "financialStress": -0.49648, "stressChange3m": -0.92553 }, "levels": { "orders": 23250.0, "output": 105.3679, "stress": -0.49648 }, "growth": { "orders": 6.91129811, "output": -0.13534172 } }, { "month": "2019-04", "eligibleAfter": "2019-06-29", "features": { "ordersGrowthAcceleration3m": 1.15361938, "outputGrowthAcceleration3m": 2.4290759, "financialStress": -0.679425, "stressChange3m": -0.65145 }, "levels": { "orders": 23818.0, "output": 105.8286, "stress": -0.679425 }, "growth": { "orders": 6.14081996, "output": -0.16377019 } }, { "month": "2019-05", "eligibleAfter": "2019-07-30", "features": { "ordersGrowthAcceleration3m": -0.99055004, "outputGrowthAcceleration3m": 0.88188346, "financialStress": -0.40598, "stressChange3m": -0.08413 }, "levels": { "orders": 23512.0, "output": 105.8115, "stress": -0.40598 }, "growth": { "orders": 3.50413805, "output": -0.48379558 } }, { "month": "2019-06", "eligibleAfter": "2019-08-29", "features": { "ordersGrowthAcceleration3m": -4.47216691, "outputGrowthAcceleration3m": -0.43221409, "financialStress": -0.320625, "stressChange3m": 0.175855 }, "levels": { "orders": 23393.0, "output": 106.7633, "stress": -0.320625 }, "growth": { "orders": 2.4391312, "output": -0.56755581 } }, { "month": "2019-07", "eligibleAfter": "2019-09-29", "features": { "ordersGrowthAcceleration3m": -5.18740246, "outputGrowthAcceleration3m": 0.14879841, "financialStress": -0.452325, "stressChange3m": 0.2271 }, "levels": { "orders": 23189.0, "output": 107.5196, "stress": -0.452325 }, "growth": { "orders": 0.9534175, "output": -0.01497177 } }, { "month": "2019-08", "eligibleAfter": "2019-10-30", "features": { "ordersGrowthAcceleration3m": -2.69034736, "outputGrowthAcceleration3m": 1.69667248, "financialStress": 0.0173, "stressChange3m": 0.42328 }, "levels": { "orders": 23042.0, "output": 109.1758, "stress": 0.0173 }, "growth": { "orders": 0.81379069, "output": 1.21287691 } }, { "month": "2019-09", "eligibleAfter": "2019-11-29", "features": { "ordersGrowthAcceleration3m": -0.76692006, "outputGrowthAcceleration3m": 2.56698549, "financialStress": -0.119325, "stressChange3m": 0.2013 }, "levels": { "orders": 22922.0, "output": 108.7369, "stress": -0.119325 }, "growth": { "orders": 1.67221113, "output": 1.99942967 } }, { "month": "2019-10", "eligibleAfter": "2019-12-30", "features": { "ordersGrowthAcceleration3m": -4.07116069, "outputGrowthAcceleration3m": 3.5481771, "financialStress": 0.0647, "stressChange3m": 0.517025 }, "levels": { "orders": 22529.0, "output": 108.9746, "stress": 0.0647 }, "growth": { "orders": -3.11774318, "output": 3.53320533 } }, { "month": "2019-11", "eligibleAfter": "2020-01-29", "features": { "ordersGrowthAcceleration3m": -5.16198893, "outputGrowthAcceleration3m": 6.5152025, "financialStress": -0.09846, "stressChange3m": -0.11576 }, "levels": { "orders": 22350.0, "output": 110.9638, "stress": -0.09846 }, "growth": { "orders": -4.34819824, "output": 7.72807941 } }, { "month": "2019-12", "eligibleAfter": "2020-02-29", "features": { "ordersGrowthAcceleration3m": -4.98369638, "outputGrowthAcceleration3m": 7.88133037, "financialStress": -0.225225, "stressChange3m": -0.1059 }, "levels": { "orders": 22570.0, "output": 112.6269, "stress": -0.225225 }, "growth": { "orders": -3.31148524, "output": 9.88076004 } }, { "month": "2020-01", "eligibleAfter": "2020-03-31", "features": { "ordersGrowthAcceleration3m": 2.37319666, "outputGrowthAcceleration3m": 3.39089921, "financialStress": -0.32274, "stressChange3m": -0.38744 }, "levels": { "orders": 22796.0, "output": 110.9344, "stress": -0.32274 }, "growth": { "orders": -0.74454652, "output": 6.92410454 } }, { "month": "2020-02", "eligibleAfter": "2020-04-29", "features": { "ordersGrowthAcceleration3m": 4.3047502, "outputGrowthAcceleration3m": -3.97484822, "financialStress": -0.196925, "stressChange3m": -0.098465 }, "levels": { "orders": 23006.0, "output": 108.6923, "stress": -0.196925 }, "growth": { "orders": -0.04344804, "output": 3.75323118 } }, { "month": "2020-03", "eligibleAfter": "2020-05-30", "features": { "ordersGrowthAcceleration3m": 0.72223793, "outputGrowthAcceleration3m": -5.98222928, "financialStress": 3.9773, "stressChange3m": 4.202525 }, "levels": { "orders": 22648.0, "output": 109.4757, "stress": 3.9773 }, "growth": { "orders": -2.58924731, "output": 3.89853077 } }, { "month": "2020-04", "eligibleAfter": "2020-06-29", "features": { "ordersGrowthAcceleration3m": -4.43640906, "outputGrowthAcceleration3m": -5.32349752, "financialStress": 2.537075, "stressChange3m": 2.859815 }, "levels": { "orders": 22584.0, "output": 107.5225, "stress": 2.537075 }, "growth": { "orders": -5.18095558, "output": 1.60060702 } }, { "month": "2020-05", "eligibleAfter": "2020-07-30", "features": { "ordersGrowthAcceleration3m": -3.61851181, "outputGrowthAcceleration3m": -2.48125224, "financialStress": 0.76118, "stressChange3m": 0.958105 }, "levels": { "orders": 22651.0, "output": 107.1574, "stress": 0.76118 }, "growth": { "orders": -3.66195985, "output": 1.27197894 } }, { "month": "2020-06", "eligibleAfter": "2020-08-29", "features": { "ordersGrowthAcceleration3m": -0.11669036, "outputGrowthAcceleration3m": -1.57713381, "financialStress": 0.3064, "stressChange3m": -3.6709 }, "levels": { "orders": 22760.0, "output": 109.2417, "stress": 0.3064 }, "growth": { "orders": -2.70593767, "output": 2.32139696 } }, { "month": "2020-07", "eligibleAfter": "2020-09-29", "features": { "ordersGrowthAcceleration3m": 4.48234848, "outputGrowthAcceleration3m": 2.36174031, "financialStress": 0.07622, "stressChange3m": -2.460855 }, "levels": { "orders": 23027.0, "output": 111.7799, "stress": 0.07622 }, "growth": { "orders": -0.6986071, "output": 3.96234733 } }, { "month": "2020-08", "eligibleAfter": "2020-10-30", "features": { "ordersGrowthAcceleration3m": 5.23300403, "outputGrowthAcceleration3m": 1.68875045, "financialStress": -0.188325, "stressChange3m": -0.949505 }, "levels": { "orders": 23404.0, "output": 112.4082, "stress": -0.188325 }, "growth": { "orders": 1.57104418, "output": 2.96072939 } }, { "month": "2020-09", "eligibleAfter": "2020-11-29", "features": { "ordersGrowthAcceleration3m": 4.77818268, "outputGrowthAcceleration3m": 4.17639726, "financialStress": 0.0288, "stressChange3m": -0.2776 }, "levels": { "orders": 23397.0, "output": 115.8024, "stress": 0.0288 }, "growth": { "orders": 2.072245, "output": 6.49779422 } }, { "month": "2020-10", "eligibleAfter": "2020-12-30", "features": { "ordersGrowthAcceleration3m": 8.09795904, "outputGrowthAcceleration3m": 6.02658587, "financialStress": 0.0131, "stressChange3m": -0.06312 }, "levels": { "orders": 24196.0, "output": 119.86, "stress": 0.0131 }, "growth": { "orders": 7.39935195, "output": 9.9889332 } }, { "month": "2020-11", "eligibleAfter": "2021-01-29", "features": { "ordersGrowthAcceleration3m": 6.46922428, "outputGrowthAcceleration3m": 6.1976628, "financialStress": -0.264125, "stressChange3m": -0.0758 }, "levels": { "orders": 24147.0, "output": 121.1263, "stress": -0.264125 }, "growth": { "orders": 8.04026846, "output": 9.1583922 } }, { "month": "2020-12", "eligibleAfter": "2021-03-01", "features": { "ordersGrowthAcceleration3m": 5.58836643, "outputGrowthAcceleration3m": 0.96907205, "financialStress": -0.40185, "stressChange3m": -0.43065 }, "levels": { "orders": 24299.0, "output": 121.0366, "stress": -0.40185 }, "growth": { "orders": 7.66061143, "output": 7.46686626 } }, { "month": "2021-01", "eligibleAfter": "2021-04-01", "features": { "ordersGrowthAcceleration3m": -8.00910804, "outputGrowthAcceleration3m": -1.53222365, "financialStress": -0.442, "stressChange3m": -0.4551 }, "levels": { "orders": 22657.0, "output": 120.3158, "stress": -0.442 }, "growth": { "orders": -0.6097561, "output": 8.45670955 } }, { "month": "2021-02", "eligibleAfter": "2021-04-29", "features": { "ordersGrowthAcceleration3m": -8.41408398, "outputGrowthAcceleration3m": 0.42167925, "financialStress": -0.598675, "stressChange3m": -0.33455 }, "levels": { "orders": 22920.0, "output": 119.1051, "stress": -0.598675 }, "growth": { "orders": -0.37381553, "output": 9.58007145 } }, { "month": "2021-03", "eligibleAfter": "2021-05-30", "features": { "ordersGrowthAcceleration3m": -6.41105297, "outputGrowthAcceleration3m": 1.82304922, "financialStress": -0.50635, "stressChange3m": -0.1045 }, "levels": { "orders": 22931.0, "output": 119.6459, "stress": -0.50635 }, "growth": { "orders": 1.24955846, "output": 9.28991548 } }, { "month": "2021-04", "eligibleAfter": "2021-06-29", "features": { "ordersGrowthAcceleration3m": 3.42148121, "outputGrowthAcceleration3m": 5.00010181, "financialStress": -0.75122, "stressChange3m": -0.30922 }, "levels": { "orders": 23219.0, "output": 121.9916, "stress": -0.75122 }, "growth": { "orders": 2.81172512, "output": 13.45681137 } }, { "month": "2021-05", "eligibleAfter": "2021-07-30", "features": { "ordersGrowthAcceleration3m": 2.85052737, "outputGrowthAcceleration3m": 6.12467689, "financialStress": -0.756875, "stressChange3m": -0.1582 }, "levels": { "orders": 23212.0, "output": 123.9862, "stress": -0.756875 }, "growth": { "orders": 2.47671184, "output": 15.70474834 } }, { "month": "2021-06", "eligibleAfter": "2021-08-29", "features": { "ordersGrowthAcceleration3m": 0.87258565, "outputGrowthAcceleration3m": 1.73517842, "financialStress": -0.791825, "stressChange3m": -0.285475 }, "levels": { "orders": 23243.0, "output": 121.2857, "stress": -0.791825 }, "growth": { "orders": 2.12214411, "output": 11.0250939 } }, { "month": "2021-07", "eligibleAfter": "2021-09-29", "features": { "ordersGrowthAcceleration3m": -2.19505772, "outputGrowthAcceleration3m": -8.12275757, "financialStress": -0.72526, "stressChange3m": 0.02596 }, "levels": { "orders": 23169.0, "output": 117.7423, "stress": -0.72526 }, "growth": { "orders": 0.61666739, "output": 5.3340538 } }, { "month": "2021-08", "eligibleAfter": "2021-10-30", "features": { "ordersGrowthAcceleration3m": -0.56678192, "outputGrowthAcceleration3m": -10.8919322, "financialStress": -0.720725, "stressChange3m": 0.03615 }, "levels": { "orders": 23851.0, "output": 117.8182, "stress": -0.720725 }, "growth": { "orders": 1.90992993, "output": 4.81281615 } }, { "month": "2021-09", "eligibleAfter": "2021-11-29", "features": { "ordersGrowthAcceleration3m": -1.9981966, "outputGrowthAcceleration3m": -9.03282085, "financialStress": -0.663325, "stressChange3m": 0.1285 }, "levels": { "orders": 23426.0, "output": 118.1095, "stress": -0.663325 }, "growth": { "orders": 0.12394751, "output": 1.99227304 } }, { "month": "2021-10", "eligibleAfter": "2021-12-30", "features": { "ordersGrowthAcceleration3m": -4.49334122, "outputGrowthAcceleration3m": -5.27189795, "financialStress": -0.73476, "stressChange3m": -0.0095 }, "levels": { "orders": 23258.0, "output": 119.9345, "stress": -0.73476 }, "growth": { "orders": -3.87667383, "output": 0.06215585 } }, { "month": "2021-11", "eligibleAfter": "2022-01-29", "features": { "ordersGrowthAcceleration3m": -1.00712627, "outputGrowthAcceleration3m": -3.74739931, "financialStress": -0.65295, "stressChange3m": 0.067775 }, "levels": { "orders": 24365.0, "output": 122.4168, "stress": -0.65295 }, "growth": { "orders": 0.90280366, "output": 1.06541684 } }, { "month": "2021-12", "eligibleAfter": "2022-03-01", "features": { "ordersGrowthAcceleration3m": -1.35445083, "outputGrowthAcceleration3m": 1.0405286, "financialStress": -0.53526, "stressChange3m": 0.128065 }, "levels": { "orders": 24000.0, "output": 124.7074, "stress": -0.53526 }, "growth": { "orders": -1.23050331, "output": 3.03280165 } }, { "month": "2022-01", "eligibleAfter": "2022-04-01", "features": { "ordersGrowthAcceleration3m": 14.00158004, "outputGrowthAcceleration3m": 4.47357429, "financialStress": -0.48065, "stressChange3m": 0.25411 }, "levels": { "orders": 24951.0, "output": 125.773, "stress": -0.48065 }, "growth": { "orders": 10.12490621, "output": 4.53573014 } }, { "month": "2022-02", "eligibleAfter": "2022-04-29", "features": { "ordersGrowthAcceleration3m": 7.42616667, "outputGrowthAcceleration3m": 7.20207128, "financialStress": -0.311875, "stressChange3m": 0.341075 }, "levels": { "orders": 24829.0, "output": 128.9521, "stress": -0.311875 }, "growth": { "orders": 8.32897033, "output": 8.26748813 } }, { "month": "2022-03", "eligibleAfter": "2022-05-30", "features": { "ordersGrowthAcceleration3m": 9.66886187, "outputGrowthAcceleration3m": 5.24855191, "financialStress": -0.113725, "stressChange3m": 0.421535 }, "levels": { "orders": 24866.0, "output": 129.5542, "stress": -0.113725 }, "growth": { "orders": 8.43835855, "output": 8.28135356 } }, { "month": "2022-04", "eligibleAfter": "2022-06-29", "features": { "ordersGrowthAcceleration3m": -2.40708891, "outputGrowthAcceleration3m": 0.33903173, "financialStress": -0.2605, "stressChange3m": 0.22015 }, "levels": { "orders": 25011.0, "output": 127.9384, "stress": -0.2605 }, "growth": { "orders": 7.7178173, "output": 4.87476187 } }, { "month": "2022-05", "eligibleAfter": "2022-07-30", "features": { "ordersGrowthAcceleration3m": -0.0401542, "outputGrowthAcceleration3m": -4.40915551, "financialStress": 0.34835, "stressChange3m": 0.660225 }, "levels": { "orders": 25136.0, "output": 128.77, "stress": 0.34835 }, "growth": { "orders": 8.28881613, "output": 3.85833262 } }, { "month": "2022-06", "eligibleAfter": "2022-08-29", "features": { "ordersGrowthAcceleration3m": -0.7758365, "outputGrowthAcceleration3m": -0.06620536, "financialStress": 0.0555, "stressChange3m": 0.169225 }, "levels": { "orders": 25024.0, "output": 131.2495, "stress": 0.0555 }, "growth": { "orders": 7.66252205, "output": 8.2151482 } }, { "month": "2022-07", "eligibleAfter": "2022-09-29", "features": { "ordersGrowthAcceleration3m": 2.21355651, "outputGrowthAcceleration3m": 6.98486717, "financialStress": 0.13936, "stressChange3m": 0.39986 }, "levels": { "orders": 25470.0, "output": 131.7061, "stress": 0.13936 }, "growth": { "orders": 9.93137382, "output": 11.85962904 } }, { "month": "2022-08", "eligibleAfter": "2022-10-30", "features": { "ordersGrowthAcceleration3m": -1.58888741, "outputGrowthAcceleration3m": 8.88596325, "financialStress": -0.3596, "stressChange3m": -0.70795 }, "levels": { "orders": 25449.0, "output": 132.8333, "stress": -0.3596 }, "growth": { "orders": 6.69992872, "output": 12.74429587 } }, { "month": "2022-09", "eligibleAfter": "2022-11-29", "features": { "ordersGrowthAcceleration3m": -0.61906606, "outputGrowthAcceleration3m": 5.28689863, "financialStress": -0.0433, "stressChange3m": -0.0988 }, "levels": { "orders": 25076.0, "output": 134.0567, "stress": -0.0433 }, "growth": { "orders": 7.04345599, "output": 13.50204683 } }, { "month": "2022-10", "eligibleAfter": "2022-12-30", "features": { "ordersGrowthAcceleration3m": -3.94203682, "outputGrowthAcceleration3m": -1.02771662, "financialStress": 0.009125, "stressChange3m": -0.130235 }, "levels": { "orders": 24651.0, "output": 132.9257, "stress": 0.009125 }, "growth": { "orders": 5.989337, "output": 10.83191242 } }, { "month": "2022-11", "eligibleAfter": "2023-01-29", "features": { "ordersGrowthAcceleration3m": -4.8899554, "outputGrowthAcceleration3m": -3.73237921, "financialStress": -0.279175, "stressChange3m": 0.080425 }, "levels": { "orders": 24806.0, "output": 133.4489, "stress": -0.279175 }, "growth": { "orders": 1.80997332, "output": 9.01191667 } }, { "month": "2022-12", "eligibleAfter": "2023-03-01", "features": { "ordersGrowthAcceleration3m": -4.59762266, "outputGrowthAcceleration3m": -8.57731903, "financialStress": 0.00772, "stressChange3m": 0.05102 }, "levels": { "orders": 24587.0, "output": 130.8489, "stress": 0.00772 }, "growth": { "orders": 2.44583333, "output": 4.9247278 } }, { "month": "2023-01", "eligibleAfter": "2023-04-01", "features": { "ordersGrowthAcceleration3m": -9.78076821, "outputGrowthAcceleration3m": -7.43905386, "financialStress": -0.361625, "stressChange3m": -0.37075 }, "levels": { "orders": 24005.0, "output": 130.0403, "stress": -0.361625 }, "growth": { "orders": -3.79143121, "output": 3.39285856 } }, { "month": "2023-02", "eligibleAfter": "2023-04-29", "features": { "ordersGrowthAcceleration3m": -4.12178612, "outputGrowthAcceleration3m": -5.45408395, "financialStress": -0.46325, "stressChange3m": -0.184075 }, "levels": { "orders": 24255.0, "output": 133.54, "stress": -0.46325 }, "growth": { "orders": -2.3118128, "output": 3.55783271 } }, { "month": "2023-03", "eligibleAfter": "2023-05-30", "features": { "ordersGrowthAcceleration3m": -3.46328688, "outputGrowthAcceleration3m": -1.85350356, "financialStress": 0.12262, "stressChange3m": 0.1149 }, "levels": { "orders": 24613.0, "output": 133.5331, "stress": 0.12262 }, "growth": { "orders": -1.01745355, "output": 3.07122424 } }, { "month": "2023-04", "eligibleAfter": "2023-06-29", "features": { "ordersGrowthAcceleration3m": 1.18857646, "outputGrowthAcceleration3m": 2.78308236, "financialStress": -0.37465, "stressChange3m": -0.013025 }, "levels": { "orders": 24360.0, "output": 135.8398, "stress": -0.37465 }, "growth": { "orders": -2.60285474, "output": 6.17594092 } }, { "month": "2023-05", "eligibleAfter": "2023-07-30", "features": { "ordersGrowthAcceleration3m": -0.83108981, "outputGrowthAcceleration3m": 2.10932579, "financialStress": -0.399775, "stressChange3m": 0.063475 }, "levels": { "orders": 24346.0, "output": 136.0676, "stress": -0.399775 }, "growth": { "orders": -3.14290261, "output": 5.6671585 } }, { "month": "2023-06", "eligibleAfter": "2023-08-29", "features": { "ordersGrowthAcceleration3m": -0.5170733, "outputGrowthAcceleration3m": 0.11895934, "financialStress": -0.60714, "stressChange3m": -0.72976 }, "levels": { "orders": 24640.0, "output": 135.4366, "stress": -0.60714 }, "growth": { "orders": -1.53452685, "output": 3.19018358 } }, { "month": "2023-07", "eligibleAfter": "2023-09-29", "features": { "ordersGrowthAcceleration3m": -0.11406712, "outputGrowthAcceleration3m": -2.39228929, "financialStress": -0.73, "stressChange3m": -0.35535 }, "levels": { "orders": 24778.0, "output": 136.6894, "stress": -0.73 }, "growth": { "orders": -2.71692187, "output": 3.78365163 } }, { "month": "2023-08", "eligibleAfter": "2023-10-30", "features": { "ordersGrowthAcceleration3m": 1.17818887, "outputGrowthAcceleration3m": -3.56678156, "financialStress": -0.66635, "stressChange3m": -0.266575 }, "levels": { "orders": 24949.0, "output": 135.6233, "stress": -0.66635 }, "growth": { "orders": -1.96471374, "output": 2.10037694 } }, { "month": "2023-09", "eligibleAfter": "2023-11-29", "features": { "ordersGrowthAcceleration3m": 1.82165399, "outputGrowthAcceleration3m": -2.91671721, "financialStress": -0.66318, "stressChange3m": -0.05604 }, "levels": { "orders": 25148.0, "output": 134.4233, "stress": -0.66318 }, "growth": { "orders": 0.28712713, "output": 0.27346638 } }, { "month": "2023-10", "eligibleAfter": "2023-12-30", "features": { "ordersGrowthAcceleration3m": 5.41458119, "outputGrowthAcceleration3m": -1.1665505, "financialStress": -0.4061, "stressChange3m": 0.3239 }, "levels": { "orders": 25316.0, "output": 136.4045, "stress": -0.4061 }, "growth": { "orders": 2.69765932, "output": 2.61710113 } }, { "month": "2023-11", "eligibleAfter": "2024-01-29", "features": { "ordersGrowthAcceleration3m": 4.4520152, "outputGrowthAcceleration3m": 1.17982994, "financialStress": -0.662675, "stressChange3m": 0.003675 }, "levels": { "orders": 25423.0, "output": 137.8263, "stress": -0.662675 }, "growth": { "orders": 2.48730146, "output": 3.28020688 } }, { "month": "2023-12", "eligibleAfter": "2024-02-29", "features": { "ordersGrowthAcceleration3m": 1.69766158, "outputGrowthAcceleration3m": 5.90809113, "financialStress": -0.48794, "stressChange3m": 0.17524 }, "levels": { "orders": 25075.0, "output": 138.9374, "stress": -0.48794 }, "growth": { "orders": 1.98478871, "output": 6.18155751 } }, { "month": "2024-01", "eligibleAfter": "2024-03-31", "features": { "ordersGrowthAcceleration3m": 3.64268644, "outputGrowthAcceleration3m": 4.5967395, "financialStress": -0.72365, "stressChange3m": -0.31755 }, "levels": { "orders": 25527.0, "output": 139.4212, "stress": -0.72365 }, "growth": { "orders": 6.34034576, "output": 7.21384063 } }, { "month": "2024-02", "eligibleAfter": "2024-04-29", "features": { "ordersGrowthAcceleration3m": 1.64792839, "outputGrowthAcceleration3m": 0.22795547, "financialStress": -0.66395, "stressChange3m": -0.001275 }, "levels": { "orders": 25258.0, "output": 138.2248, "stress": -0.66395 }, "growth": { "orders": 4.13522985, "output": 3.50816235 } }, { "month": "2024-03", "eligibleAfter": "2024-05-30", "features": { "ordersGrowthAcceleration3m": 0.01009204, "outputGrowthAcceleration3m": -2.57076737, "financialStress": -0.87006, "stressChange3m": -0.38212 }, "levels": { "orders": 25104.0, "output": 138.3547, "stress": -0.87006 }, "growth": { "orders": 1.99488075, "output": 3.61079013 } }, { "month": "2024-04", "eligibleAfter": "2024-06-29", "features": { "ordersGrowthAcceleration3m": -2.69913065, "outputGrowthAcceleration3m": -1.29959459, "financialStress": -0.722225, "stressChange3m": 0.001425 }, "levels": { "orders": 25247.0, "output": 143.8737, "stress": -0.722225 }, "growth": { "orders": 3.64121511, "output": 5.91424605 } }, { "month": "2024-05", "eligibleAfter": "2024-07-30", "features": { "ordersGrowthAcceleration3m": -0.34405265, "outputGrowthAcceleration3m": 2.52677911, "financialStress": -0.88784, "stressChange3m": -0.22389 }, "levels": { "orders": 25269.0, "output": 144.2792, "stress": -0.88784 }, "growth": { "orders": 3.7911772, "output": 6.03494146 } }, { "month": "2024-06", "eligibleAfter": "2024-08-29", "features": { "ordersGrowthAcceleration3m": 0.49294392, "outputGrowthAcceleration3m": 2.28318535, "financialStress": -0.836675, "stressChange3m": 0.033385 }, "levels": { "orders": 25253.0, "output": 143.4192, "stress": -0.836675 }, "growth": { "orders": 2.48782468, "output": 5.89397548 } }, { "month": "2024-07", "eligibleAfter": "2024-09-29", "features": { "ordersGrowthAcceleration3m": -0.52151214, "outputGrowthAcceleration3m": -0.99989277, "financialStress": -0.729725, "stressChange3m": -0.0075 }, "levels": { "orders": 25551.0, "output": 143.4068, "stress": -0.729725 }, "growth": { "orders": 3.11970296, "output": 4.91435327 } }, { "month": "2024-08", "eligibleAfter": "2024-10-30", "features": { "ordersGrowthAcceleration3m": -1.26201771, "outputGrowthAcceleration3m": 3.67673788, "financialStress": -0.4976, "stressChange3m": 0.39024 }, "levels": { "orders": 25580.0, "output": 148.7946, "stress": -0.4976 }, "growth": { "orders": 2.52915949, "output": 9.71167934 } }, { "month": "2024-09", "eligibleAfter": "2024-11-29", "features": { "ordersGrowthAcceleration3m": -0.07411384, "outputGrowthAcceleration3m": 3.03022144, "financialStress": -0.34705, "stressChange3m": 0.489625 }, "levels": { "orders": 25755.0, "output": 146.4195, "stress": -0.34705 }, "growth": { "orders": 2.41371083, "output": 8.92419692 } }, { "month": "2024-10", "eligibleAfter": "2024-12-30", "features": { "ordersGrowthAcceleration3m": -1.53967452, "outputGrowthAcceleration3m": 4.10880945, "financialStress": -0.526825, "stressChange3m": 0.2029 }, "levels": { "orders": 25716.0, "output": 148.7125, "stress": -0.526825 }, "growth": { "orders": 1.58002844, "output": 9.02316273 } }, { "month": "2024-11", "eligibleAfter": "2025-01-29", "features": { "ordersGrowthAcceleration3m": -2.02961183, "outputGrowthAcceleration3m": -2.1856121, "financialStress": -0.5712, "stressChange3m": -0.0736 }, "levels": { "orders": 25550.0, "output": 148.1992, "stress": -0.5712 }, "growth": { "orders": 0.49954765, "output": 7.52606723 } }, { "month": "2024-12", "eligibleAfter": "2025-03-01", "features": { "ordersGrowthAcceleration3m": 1.05986843, "outputGrowthAcceleration3m": -0.79816318, "financialStress": -0.55285, "stressChange3m": -0.2058 }, "levels": { "orders": 25946.0, "output": 150.2275, "stress": -0.55285 }, "growth": { "orders": 3.47357926, "output": 8.12603374 } }, { "month": "2025-01", "eligibleAfter": "2025-04-01", "features": { "ordersGrowthAcceleration3m": 0.81351565, "outputGrowthAcceleration3m": 4.35500358, "financialStress": -0.78878, "stressChange3m": -0.261955 }, "levels": { "orders": 26138.0, "output": 158.0732, "stress": -0.78878 }, "growth": { "orders": 2.39354409, "output": 13.3781663 } }, { "month": "2025-02", "eligibleAfter": "2025-04-29", "features": { "ordersGrowthAcceleration3m": 3.17849495, "outputGrowthAcceleration3m": 8.00139239, "financialStress": -0.697425, "stressChange3m": -0.126225 }, "levels": { "orders": 26187.0, "output": 159.6876, "stress": -0.697425 }, "growth": { "orders": 3.6780426, "output": 15.52745962 } }, { "month": "2025-03", "eligibleAfter": "2025-05-30", "features": { "ordersGrowthAcceleration3m": -0.96800246, "outputGrowthAcceleration3m": 6.96084079, "financialStress": -0.4511, "stressChange3m": 0.10175 }, "levels": { "orders": 25733.0, "output": 159.2281, "stress": -0.4511 }, "growth": { "orders": 2.5055768, "output": 15.08687453 } }, { "month": "2025-04", "eligibleAfter": "2025-06-29", "features": { "ordersGrowthAcceleration3m": 0.02654543, "outputGrowthAcceleration3m": -0.62156103, "financialStress": 0.06355, "stressChange3m": 0.85233 }, "levels": { "orders": 25858.0, "output": 162.2271, "stress": 0.06355 }, "growth": { "orders": 2.42008952, "output": 12.75660527 } }, { "month": "2025-05", "eligibleAfter": "2025-07-30", "features": { "ordersGrowthAcceleration3m": 0.78592511, "outputGrowthAcceleration3m": -1.61457404, "financialStress": -0.54114, "stressChange3m": 0.156285 }, "levels": { "orders": 26397.0, "output": 164.3526, "stress": -0.54114 }, "growth": { "orders": 4.46396771, "output": 13.91288557 } }, { "month": "2025-06", "eligibleAfter": "2025-08-29", "features": { "ordersGrowthAcceleration3m": 2.98288002, "outputGrowthAcceleration3m": -1.31263789, "financialStress": -0.727575, "stressChange3m": -0.276475 }, "levels": { "orders": 26639.0, "output": 163.1741, "stress": -0.727575 }, "growth": { "orders": 5.48845682, "output": 13.77423664 } }, { "month": "2025-07", "eligibleAfter": "2025-09-29", "features": { "ordersGrowthAcceleration3m": 2.4133808, "outputGrowthAcceleration3m": 6.87196185, "financialStress": -0.781475, "stressChange3m": -0.845025 }, "levels": { "orders": 26786.0, "output": 171.5555, "stress": -0.781475 }, "growth": { "orders": 4.83347031, "output": 19.62856713 } }, { "month": "2025-08", "eligibleAfter": "2025-10-30", "features": { "ordersGrowthAcceleration3m": -0.92604746, "outputGrowthAcceleration3m": -0.20109764, "financialStress": -0.68044, "stressChange3m": -0.1393 }, "levels": { "orders": 26485.0, "output": 169.197, "stress": -0.68044 }, "growth": { "orders": 3.53792025, "output": 13.71178793 } }, { "month": "2025-09", "eligibleAfter": "2025-11-29", "features": { "ordersGrowthAcceleration3m": -1.41934402, "outputGrowthAcceleration3m": -0.62878812, "financialStress": -0.524175, "stressChange3m": 0.2034 }, "levels": { "orders": 26803.0, "output": 165.667, "stress": -0.524175 }, "growth": { "orders": 4.06911279, "output": 13.14544852 } }, { "month": "2025-10", "eligibleAfter": "2025-12-30", "features": { "ordersGrowthAcceleration3m": -0.37321211, "outputGrowthAcceleration3m": -5.90826789, "financialStress": -0.45884, "stressChange3m": 0.322635 }, "levels": { "orders": 26863.0, "output": 169.1163, "stress": -0.45884 }, "growth": { "orders": 4.46025821, "output": 13.72029924 } }, { "month": "2025-11", "eligibleAfter": "2026-01-29", "features": { "ordersGrowthAcceleration3m": 2.19593494, "outputGrowthAcceleration3m": 0.82486274, "financialStress": -0.331175, "stressChange3m": 0.349265 }, "levels": { "orders": 27015.0, "output": 169.7424, "stress": -0.331175 }, "growth": { "orders": 5.73385519, "output": 14.53665067 } }, { "month": "2025-12", "eligibleAfter": "2026-03-01", "features": { "ordersGrowthAcceleration3m": 3.63535032, "outputGrowthAcceleration3m": 0.37584418, "financialStress": -0.419925, "stressChange3m": 0.10425 }, "levels": { "orders": 27945.0, "output": 170.5402, "stress": -0.419925 }, "growth": { "orders": 7.70446312, "output": 13.52129271 } }, { "month": "2026-01", "eligibleAfter": "2026-04-01", "features": { "ordersGrowthAcceleration3m": 3.28708283, "outputGrowthAcceleration3m": -1.93006534, "financialStress": -0.64608, "stressChange3m": -0.18724 }, "levels": { "orders": 28163.0, "output": 176.7104, "stress": -0.64608 }, "growth": { "orders": 7.74734104, "output": 11.79023389 } }, { "month": "2026-02", "eligibleAfter": "2026-04-29", "features": { "ordersGrowthAcceleration3m": 3.32407432, "outputGrowthAcceleration3m": -4.20848493, "financialStress": -0.542225, "stressChange3m": -0.21105 }, "levels": { "orders": 28559.0, "output": 176.1804, "stress": -0.542225 }, "growth": { "orders": 9.05792951, "output": 10.32816574 } }, { "month": "2026-03", "eligibleAfter": "2026-05-30", "features": { "ordersGrowthAcceleration3m": 8.5897894, "outputGrowthAcceleration3m": -4.56866437, "financialStress": -0.315275, "stressChange3m": 0.10465 }, "levels": { "orders": 29926.0, "output": 173.4832, "stress": -0.315275 }, "growth": { "orders": 16.29425252, "output": 8.95262834 } }, { "month": "2026-04", "eligibleAfter": "2026-06-29", "features": { "ordersGrowthAcceleration3m": 7.54773206, "outputGrowthAcceleration3m": -3.05094187, "financialStress": -0.5719, "stressChange3m": 0.07418 }, "levels": { "orders": 29813.0, "output": 176.4046, "stress": -0.5719 }, "growth": { "orders": 15.29507309, "output": 8.73929202 } }, { "month": "2026-05", "eligibleAfter": "2026-07-30", "features": { "ordersGrowthAcceleration3m": 5.09898226, "outputGrowthAcceleration3m": 1.50730263, "financialStress": -0.71912, "stressChange3m": -0.176895 }, "levels": { "orders": 30134.0, "output": 183.8045, "stress": -0.71912 }, "growth": { "orders": 14.15691177, "output": 11.83546838 } }, { "month": "2026-06", "eligibleAfter": "2026-08-29", "features": { "ordersGrowthAcceleration3m": 0.35051643, "outputGrowthAcceleration3m": 5.92019768, "financialStress": -0.805875, "stressChange3m": -0.4906 }, "levels": { "orders": 31073.0, "output": 187.4427, "stress": -0.805875 }, "growth": { "orders": 16.64476895, "output": 14.87282602 } }, { "month": "2026-07", "eligibleAfter": "2026-09-29", "features": { "ordersGrowthAcceleration3m": -0.53736384, "outputGrowthAcceleration3m": 3.11797866, "financialStress": -0.72666, "stressChange3m": -0.15476 }, "levels": { "orders": 30739.0, "output": 191.8973, "stress": -0.72666 }, "growth": { "orders": 14.75770925, "output": 11.85727068 } } ], "sources": [ { "title": "Financial Modeling Prep · SOXX and SPY dividend-adjusted daily prices", "url": "https://site.financialmodelingprep.com/developer/docs/stable", "endpoint": "historical-price-eod-dividend-adjusted", "range": "2001-01-01–2026-09-11", "retrieved": "2026-09-13", "basis": "adjClose; monthly closes, derived features and realized volatility retained; no raw daily feed redistributed" }, { "title": "U.S. Census · computers and electronic product new orders", "url": "https://fred.stlouisfed.org/series/A34SNO", "range": "1995-01–2026-09", "revision": "Latest retrieved revisions" }, { "title": "Federal Reserve · semiconductor and electronic component output", "url": "https://fred.stlouisfed.org/series/IPG3344S", "revision": "Latest retrieved revisions" }, { "title": "St. Louis Fed · Financial Stress Index", "url": "https://fred.stlouisfed.org/series/STLFSI4", "revision": "STLFSI4 is a revised methodology, not a historically frozen real-time series" }, { "title": "iShares SOXX fund definition and benchmark history", "url": "https://www.ishares.com/us/products/239705/ishares-phlx-semiconductor-etf" } ], "cacheSHA256": { "A34SNO.csv": "1b8eb50171cf917aad00e92204c1f809a74d0748705411195f2ef45b6e706ee4", "IPG3344S.csv": "025188d61276f11dbf1eb7960a1a9cb55b0c7f03d6b1148e38b970a36cfaff82", "soxx-daily.json": "433c79a2a4df87468cf1b40d201082b6a8af20a84f81dc4bc4427a4c11ba785c", "spy-daily.json": "6b0f9c58357b8a6f1bd47ce3b3f5805de06fd0aab95422096e4bab8a8bcd74ef", "STLFSI4.csv": "69fb882d6d1ac8675708b4b7767598390a4e313096a3cc6ccff7edb483f0be8f" } }