Backtest Thematic Baskets

  • Backtest long & short thematic baskets, explore returns


Data source: NYSE, Nasdaq & OTCBB
Dataset type: NLP/NLU correlation matrix



Enter 1 to 5 themes or global search trends to backtest thematic basket returns
Examples: GME(GameStop), Hydrogen, Batteries, Graphene


Returns for GME, HYDROGEN, BATTERIES, GRAPHENE, basket(s) in comparison to the S&P 500: (interactive)


Thematic Basket: hydrogen

Component (score): TOMZ (1.000), APD (0.831), GTLS (0.572), NVS (0.570), NOV (0.568), ECL (0.561), OLN (0.489), ALB (0.473), ASH (0.455), SSL (0.409), EMR (0.406), MSA (0.360), MLAB (0.327), MTD (0.316), TDY (0.304), HYSR (0.302), WLK (0.289), HEP (0.287), LXFR (0.275), HZNP (0.269), CVI (0.238), CETX (0.235), CC (0.205), CDTX (0.190), HYEG (0.186), ECEZ (0.162), GEVO (0.158), DXPE (0.145), SENR (0.137), TEVA (0.133), KWBT (0.130), PLUG (0.120), TAUG (0.107), HY (0.087), CNQ (0.080), ACRS (0.080), RDHL (0.076), RELL (0.072), ARSC (0.072), NGS (0.071), RYAM (0.062), UAN (0.061), FTI (0.052), GPX (0.051), WLKP (0.045), CYTR (0.042), WTER (0.034), MNKD (0.033), CNCE (0.028)


Thematic Basket: gme_sym

Component (score): GME (1.000), T (0.022), AMX (0.020), AMOV (0.020), IDT (0.017), WWE (0.016), PTNR (0.015), EBAY (0.012), KVHI (0.010), CDW (0.010), IAC (0.009), FISV (0.009), DLTR (0.008), LOGI (0.007), PRI (0.007), EDU (0.007), LDOS (0.006), ASB (0.006), TCX (0.005), SPB (0.005), CTBB (0.005), ALRM (0.005), GDOT (0.004), BPY (0.004), MKC (0.004), POST (0.004), NCBS (0.003), SMED (0.003), JBLU (0.003), SHEN (0.003), OPMG (0.003), K (0.003), OTEL (0.003), FDBL (0.003), O (0.003), PEP (0.002), CHD (0.002), CNOB (0.002), NEWR (0.002), VCRA (0.002), TGT (0.002), ANTM (0.002), KO (0.002), KSS (0.002), FLL (0.002), INVU (0.002), CSGS (0.002), SSYS (0.002), TAPM (0.001), TKOI (0.001), AMWD (0.001), ALSK (0.001), PAYX (0.001), ENIA (0.001), MYDX (0.001)


Thematic Basket: graphene

Component (score): CVV (1.000), MTRN (0.369), CBT (0.295), COHR (0.200), SANM (0.199), KRA (0.146), PSX (0.110), TSEM (0.108), UMC (0.106), SYNA (0.092), ITW (0.081), DAR (0.072), CCMP (0.070), SCCO (0.063), SU (0.062), QUIK (0.046), MXL (0.045), IIN (0.036), WILC (0.030), FCX (0.030), KN (0.028), CAMP (0.026), SSNT (0.021), CRUS (0.021), K (0.018), MPC (0.009), LGI (0.005)


Thematic Basket: batteries

Component (score): MDT (1.000), CE (0.538), LFUS (0.474), THRM (0.453), ULBI (0.368), MAGS (0.358), CXDC (0.323), QUIK (0.254), ITGR (0.244), AAP (0.237), IRMD (0.236), SWM (0.230), DGLY (0.226), PSX (0.207), DXCM (0.190), AOSL (0.189), AWON (0.189), TSLA (0.187), SNA (0.187), LEA (0.179), MTL (0.166), OEC (0.155), ISSC (0.153), IPWR (0.149), SMP (0.145), LBAS (0.142), XDSL (0.142), POLA (0.142), SEDG (0.141), MNST (0.139), ADI (0.138), TROX (0.134), BLDP (0.133), ST (0.133), HD (0.129), ORLY (0.125), OIIM (0.121), CSGH (0.119), SRLP (0.117), CPST (0.116), MGA (0.115), ESNC (0.115), TAIT (0.111), ENS (0.109), GTXO (0.108), X (0.107), ZENO (0.104), LCLP (0.103), TXN (0.101), NVRO (0.101), DTY (0.100), DTE (0.100), DTJ (0.100), JCI (0.098), ASTI (0.097), WATT (0.090), TSE (0.090), SMTX (0.089), MEI (0.089), GLFH (0.087), ALRM (0.085), BTCY (0.083), TNDM (0.082), GEGI (0.080), CMCM (0.077), MPC (0.072), WKHS (0.070), MXIM (0.066), ALPP (0.065), AME (0.064), ENR (0.063), BTU (0.063), SMME (0.062), AXL (0.059), HMC (0.058), RAIL (0.057), CVI (0.055), MT (0.053), SUMR (0.053), UZC (0.051), UZA (0.051), USM (0.051), UZB (0.051), BIEL (0.050), VPRB (0.047), XSNX (0.047), RINO (0.046), KNDI (0.042), INGN (0.042), VAPR (0.039), QTMM (0.036), CAPC (0.035), SXC (0.035), AQMS (0.033), BVTK (0.031), KO (0.028), PLUG (0.020), ANDI (0.020), VEDL (0.017), ALPE (0.012), USLM (0.011), UAN (0.010), EGLE (0.010), GLRI (0.009)




Generated Datasets:


CSV format:
supercolumns-gme_sym_hydrogen_batteries_graphene-cmdb-nasdaq-nyse-otcbb-general-sp500-all-01.csv

TSV format:
supercolumns-gme_sym_hydrogen_batteries_graphene-cmdb-nasdaq-nyse-otcbb-general-sp500-all-01.tsv


API


Correlated NYSE & Nasdaq stocks via context-controlled NLP

Pass a URL, global trend, concept, keyword or any text and get related stocks based on an algorithm used for detecting hidden relationships in data


JSON API endpoint:

POST /recommend/app/correlated_stocks

Required:

query=[URL or text]
vxv_token_addr=0xC2A568489BF6AAC5907fa69f8FD4A9c04323081D

curl: Returns: