{"data":[{"date":"2009-12-31","vix_close":21.68,"vix3m_close":23.89,"ratio":0.9075,"spy_close":111.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-04","vix_close":20.04,"vix3m_close":22.77,"ratio":0.8801,"spy_close":113.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-05","vix_close":19.35,"vix3m_close":22.39,"ratio":0.8642,"spy_close":113.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-06","vix_close":19.16,"vix3m_close":21.8,"ratio":0.8789,"spy_close":113.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-07","vix_close":19.06,"vix3m_close":21.6,"ratio":0.8824,"spy_close":114.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-08","vix_close":18.13,"vix3m_close":21.0,"ratio":0.8633,"spy_close":114.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-11","vix_close":17.55,"vix3m_close":21.27,"ratio":0.8251,"spy_close":114.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-12","vix_close":18.25,"vix3m_close":21.79,"ratio":0.8375,"spy_close":113.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-13","vix_close":17.85,"vix3m_close":21.29,"ratio":0.8384,"spy_close":114.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-14","vix_close":17.63,"vix3m_close":20.71,"ratio":0.8513,"spy_close":114.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-15","vix_close":17.91,"vix3m_close":21.48,"ratio":0.8338,"spy_close":113.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-19","vix_close":17.58,"vix3m_close":20.89,"ratio":0.8416,"spy_close":115.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-20","vix_close":18.68,"vix3m_close":21.4,"ratio":0.8729,"spy_close":113.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-21","vix_close":22.27,"vix3m_close":23.15,"ratio":0.962,"spy_close":111.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-22","vix_close":27.31,"vix3m_close":26.29,"ratio":1.0388,"spy_close":109.21,"backwardation":true,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-25","vix_close":25.41,"vix3m_close":25.19,"ratio":1.0087,"spy_close":109.77,"backwardation":true,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-26","vix_close":24.55,"vix3m_close":25.17,"ratio":0.9754,"spy_close":109.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-27","vix_close":23.14,"vix3m_close":24.13,"ratio":0.959,"spy_close":109.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-28","vix_close":23.73,"vix3m_close":24.67,"ratio":0.9619,"spy_close":108.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-01-29","vix_close":24.62,"vix3m_close":25.38,"ratio":0.9701,"spy_close":107.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-01","vix_close":22.59,"vix3m_close":23.64,"ratio":0.9556,"spy_close":109.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-02","vix_close":21.48,"vix3m_close":22.93,"ratio":0.9368,"spy_close":110.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-03","vix_close":21.6,"vix3m_close":23.0,"ratio":0.9391,"spy_close":109.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-04","vix_close":26.08,"vix3m_close":25.98,"ratio":1.0038,"spy_close":106.44,"backwardation":true,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-05","vix_close":26.11,"vix3m_close":26.0,"ratio":1.0042,"spy_close":106.66,"backwardation":true,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-08","vix_close":26.51,"vix3m_close":26.43,"ratio":1.003,"spy_close":105.89,"backwardation":true,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-09","vix_close":26.0,"vix3m_close":26.04,"ratio":0.9985,"spy_close":107.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-10","vix_close":25.4,"vix3m_close":25.87,"ratio":0.9818,"spy_close":107.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-11","vix_close":23.96,"vix3m_close":24.57,"ratio":0.9752,"spy_close":108.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-12","vix_close":22.73,"vix3m_close":24.46,"ratio":0.9293,"spy_close":108.04,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-16","vix_close":22.25,"vix3m_close":23.57,"ratio":0.944,"spy_close":109.74,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-17","vix_close":21.72,"vix3m_close":23.29,"ratio":0.9326,"spy_close":110.26,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-18","vix_close":20.63,"vix3m_close":22.78,"ratio":0.9056,"spy_close":110.91,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-19","vix_close":20.02,"vix3m_close":22.31,"ratio":0.8974,"spy_close":111.14,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-22","vix_close":19.94,"vix3m_close":21.73,"ratio":0.9176,"spy_close":111.16,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-23","vix_close":21.37,"vix3m_close":22.62,"ratio":0.9447,"spy_close":109.81,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-24","vix_close":20.27,"vix3m_close":22.08,"ratio":0.918,"spy_close":110.82,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-25","vix_close":20.1,"vix3m_close":22.07,"ratio":0.9107,"spy_close":110.67,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-02-26","vix_close":19.5,"vix3m_close":21.65,"ratio":0.9007,"spy_close":110.74,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-01","vix_close":19.26,"vix3m_close":21.44,"ratio":0.8983,"spy_close":111.89,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-02","vix_close":19.06,"vix3m_close":21.18,"ratio":0.8999,"spy_close":112.2,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-03","vix_close":18.83,"vix3m_close":20.97,"ratio":0.8979,"spy_close":112.3,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-04","vix_close":18.72,"vix3m_close":21.03,"ratio":0.8902,"spy_close":112.64,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-05","vix_close":17.42,"vix3m_close":20.23,"ratio":0.8611,"spy_close":114.25,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-08","vix_close":17.79,"vix3m_close":20.26,"ratio":0.8781,"spy_close":114.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-09","vix_close":17.92,"vix3m_close":20.16,"ratio":0.8889,"spy_close":114.46,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-10","vix_close":18.57,"vix3m_close":20.51,"ratio":0.9054,"spy_close":114.97,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-11","vix_close":18.06,"vix3m_close":20.7,"ratio":0.8725,"spy_close":115.45,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-12","vix_close":17.58,"vix3m_close":20.27,"ratio":0.8673,"spy_close":115.46,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-15","vix_close":18.0,"vix3m_close":20.72,"ratio":0.8687,"spy_close":115.49,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-16","vix_close":17.69,"vix3m_close":20.16,"ratio":0.8775,"spy_close":116.41,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-17","vix_close":16.91,"vix3m_close":19.72,"ratio":0.8575,"spy_close":117.1,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-18","vix_close":16.62,"vix3m_close":19.48,"ratio":0.8532,"spy_close":117.04,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-19","vix_close":16.97,"vix3m_close":19.95,"ratio":0.8506,"spy_close":115.97,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-22","vix_close":16.87,"vix3m_close":20.11,"ratio":0.8389,"spy_close":116.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-23","vix_close":16.35,"vix3m_close":19.68,"ratio":0.8308,"spy_close":117.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-24","vix_close":17.55,"vix3m_close":20.08,"ratio":0.874,"spy_close":116.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-25","vix_close":18.4,"vix3m_close":20.58,"ratio":0.8941,"spy_close":116.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-26","vix_close":17.77,"vix3m_close":20.06,"ratio":0.8858,"spy_close":116.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-03-29","vix_close":17.59,"vix3m_close":19.85,"ratio":0.8861,"spy_close":117.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-03-30","vix_close":17.13,"vix3m_close":19.54,"ratio":0.8767,"spy_close":117.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-03-31","vix_close":17.59,"vix3m_close":19.92,"ratio":0.883,"spy_close":117.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-01","vix_close":17.47,"vix3m_close":19.9,"ratio":0.8779,"spy_close":117.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-05","vix_close":17.02,"vix3m_close":19.35,"ratio":0.8796,"spy_close":118.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-06","vix_close":16.23,"vix3m_close":18.84,"ratio":0.8615,"spy_close":119.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-07","vix_close":16.62,"vix3m_close":19.19,"ratio":0.8661,"spy_close":118.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-08","vix_close":16.48,"vix3m_close":19.08,"ratio":0.8637,"spy_close":118.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-09","vix_close":16.14,"vix3m_close":18.62,"ratio":0.8668,"spy_close":119.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-12","vix_close":15.58,"vix3m_close":18.96,"ratio":0.8217,"spy_close":119.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-13","vix_close":16.2,"vix3m_close":18.99,"ratio":0.8531,"spy_close":119.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-14","vix_close":15.59,"vix3m_close":18.77,"ratio":0.8306,"spy_close":121.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-15","vix_close":15.89,"vix3m_close":18.9,"ratio":0.8407,"spy_close":121.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-16","vix_close":18.36,"vix3m_close":20.23,"ratio":0.9076,"spy_close":119.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-19","vix_close":17.34,"vix3m_close":19.79,"ratio":0.8762,"spy_close":119.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":0.0},{"date":"2010-04-20","vix_close":15.73,"vix3m_close":18.99,"ratio":0.8283,"spy_close":120.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":0.0},{"date":"2010-04-21","vix_close":16.32,"vix3m_close":19.3,"ratio":0.8456,"spy_close":120.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-04-22","vix_close":16.47,"vix3m_close":19.59,"ratio":0.8407,"spy_close":121.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-04-23","vix_close":16.62,"vix3m_close":19.39,"ratio":0.8571,"spy_close":121.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-04-26","vix_close":17.47,"vix3m_close":19.86,"ratio":0.8797,"spy_close":121.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-04-27","vix_close":22.81,"vix3m_close":22.72,"ratio":1.004,"spy_close":118.48,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":0.0},{"date":"2010-04-28","vix_close":21.08,"vix3m_close":22.31,"ratio":0.9449,"spy_close":119.38,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":0.0},{"date":"2010-04-29","vix_close":18.44,"vix3m_close":20.96,"ratio":0.8798,"spy_close":120.86,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":0.0},{"date":"2010-04-30","vix_close":22.05,"vix3m_close":23.67,"ratio":0.9316,"spy_close":118.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":0.0},{"date":"2010-05-03","vix_close":20.19,"vix3m_close":22.58,"ratio":0.8942,"spy_close":120.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-05-04","vix_close":23.84,"vix3m_close":25.07,"ratio":0.9509,"spy_close":117.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":0.0},{"date":"2010-05-05","vix_close":24.91,"vix3m_close":26.37,"ratio":0.9446,"spy_close":116.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":0.0},{"date":"2010-05-06","vix_close":32.8,"vix3m_close":26.37,"ratio":1.2438,"spy_close":112.94,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":0.0},{"date":"2010-05-07","vix_close":40.95,"vix3m_close":36.62,"ratio":1.1182,"spy_close":111.26,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-05-10","vix_close":28.84,"vix3m_close":28.98,"ratio":0.9952,"spy_close":116.16,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":0.0},{"date":"2010-05-11","vix_close":28.32,"vix3m_close":28.87,"ratio":0.9809,"spy_close":115.83,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2010-05-12","vix_close":25.52,"vix3m_close":26.65,"ratio":0.9576,"spy_close":117.45,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2010-05-13","vix_close":26.68,"vix3m_close":27.61,"ratio":0.9663,"spy_close":115.99,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2010-05-14","vix_close":31.24,"vix3m_close":30.8,"ratio":1.0143,"spy_close":113.89,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2010-05-17","vix_close":30.84,"vix3m_close":30.51,"ratio":1.0108,"spy_close":113.95,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2010-05-18","vix_close":33.55,"vix3m_close":32.81,"ratio":1.0226,"spy_close":112.4,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":12.22},{"date":"2010-05-19","vix_close":35.32,"vix3m_close":34.18,"ratio":1.0334,"spy_close":111.76,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":13.33},{"date":"2010-05-20","vix_close":45.79,"vix3m_close":40.83,"ratio":1.1215,"spy_close":107.54,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":14.44},{"date":"2010-05-21","vix_close":40.1,"vix3m_close":37.4,"ratio":1.0722,"spy_close":109.12,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":15.56},{"date":"2010-05-24","vix_close":38.32,"vix3m_close":36.91,"ratio":1.0382,"spy_close":107.71,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":16.67},{"date":"2010-05-25","vix_close":34.61,"vix3m_close":34.9,"ratio":0.9917,"spy_close":107.82,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":16.67},{"date":"2010-05-26","vix_close":35.02,"vix3m_close":33.95,"ratio":1.0315,"spy_close":107.17,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":17.78},{"date":"2010-05-27","vix_close":29.68,"vix3m_close":30.64,"ratio":0.9687,"spy_close":110.76,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":17.78},{"date":"2010-05-28","vix_close":32.07,"vix3m_close":32.0,"ratio":1.0022,"spy_close":109.37,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":18.89},{"date":"2010-06-01","vix_close":35.54,"vix3m_close":34.02,"ratio":1.0447,"spy_close":107.53,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":20.0},{"date":"2010-06-02","vix_close":30.17,"vix3m_close":30.59,"ratio":0.9863,"spy_close":110.33,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":18.89},{"date":"2010-06-03","vix_close":29.46,"vix3m_close":30.24,"ratio":0.9742,"spy_close":110.71,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-04","vix_close":35.48,"vix3m_close":34.37,"ratio":1.0323,"spy_close":106.82,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":18.89},{"date":"2010-06-07","vix_close":36.57,"vix3m_close":35.3,"ratio":1.036,"spy_close":105.49,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":20.0},{"date":"2010-06-08","vix_close":33.7,"vix3m_close":33.65,"ratio":1.0015,"spy_close":106.62,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":21.11},{"date":"2010-06-09","vix_close":33.73,"vix3m_close":33.8,"ratio":0.9979,"spy_close":106.05,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":21.11},{"date":"2010-06-10","vix_close":30.57,"vix3m_close":31.47,"ratio":0.9714,"spy_close":109.15,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":21.11},{"date":"2010-06-11","vix_close":28.79,"vix3m_close":30.95,"ratio":0.9302,"spy_close":109.68,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":21.11},{"date":"2010-06-14","vix_close":28.58,"vix3m_close":30.68,"ratio":0.9316,"spy_close":109.51,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":21.11},{"date":"2010-06-15","vix_close":25.87,"vix3m_close":28.45,"ratio":0.9093,"spy_close":112.0,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":20.0},{"date":"2010-06-16","vix_close":25.92,"vix3m_close":28.78,"ratio":0.9006,"spy_close":111.96,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":18.89},{"date":"2010-06-17","vix_close":25.05,"vix3m_close":28.21,"ratio":0.888,"spy_close":112.14,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-18","vix_close":23.95,"vix3m_close":27.96,"ratio":0.8566,"spy_close":111.73,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-21","vix_close":24.88,"vix3m_close":27.54,"ratio":0.9034,"spy_close":111.41,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-22","vix_close":27.05,"vix3m_close":29.09,"ratio":0.9299,"spy_close":109.57,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-23","vix_close":26.91,"vix3m_close":29.26,"ratio":0.9197,"spy_close":109.23,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-24","vix_close":29.74,"vix3m_close":31.36,"ratio":0.9483,"spy_close":107.42,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-25","vix_close":28.53,"vix3m_close":30.7,"ratio":0.9293,"spy_close":107.87,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-28","vix_close":29.0,"vix3m_close":30.96,"ratio":0.9367,"spy_close":107.53,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-29","vix_close":34.13,"vix3m_close":34.38,"ratio":0.9927,"spy_close":104.21,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-06-30","vix_close":34.54,"vix3m_close":35.23,"ratio":0.9804,"spy_close":103.22,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-01","vix_close":32.86,"vix3m_close":34.49,"ratio":0.9527,"spy_close":102.76,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-02","vix_close":30.12,"vix3m_close":33.29,"ratio":0.9048,"spy_close":102.2,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-06","vix_close":29.65,"vix3m_close":32.01,"ratio":0.9263,"spy_close":102.87,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-07","vix_close":26.84,"vix3m_close":29.72,"ratio":0.9031,"spy_close":106.11,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-08","vix_close":25.71,"vix3m_close":28.83,"ratio":0.8918,"spy_close":107.16,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-09","vix_close":24.98,"vix3m_close":28.17,"ratio":0.8868,"spy_close":107.96,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-12","vix_close":24.43,"vix3m_close":28.39,"ratio":0.8605,"spy_close":108.03,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-13","vix_close":24.56,"vix3m_close":28.32,"ratio":0.8672,"spy_close":109.66,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-14","vix_close":24.89,"vix3m_close":28.83,"ratio":0.8633,"spy_close":109.65,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-15","vix_close":25.14,"vix3m_close":29.23,"ratio":0.8601,"spy_close":109.68,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-16","vix_close":26.25,"vix3m_close":30.6,"ratio":0.8578,"spy_close":106.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-19","vix_close":25.97,"vix3m_close":30.08,"ratio":0.8634,"spy_close":107.29,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-20","vix_close":23.93,"vix3m_close":28.22,"ratio":0.848,"spy_close":108.48,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-21","vix_close":25.64,"vix3m_close":29.08,"ratio":0.8817,"spy_close":107.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2010-07-22","vix_close":24.63,"vix3m_close":27.9,"ratio":0.8828,"spy_close":109.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-23","vix_close":23.47,"vix3m_close":26.99,"ratio":0.8696,"spy_close":110.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-26","vix_close":22.73,"vix3m_close":26.44,"ratio":0.8597,"spy_close":111.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-27","vix_close":23.19,"vix3m_close":26.37,"ratio":0.8794,"spy_close":111.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-28","vix_close":24.25,"vix3m_close":26.71,"ratio":0.9079,"spy_close":110.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-29","vix_close":24.13,"vix3m_close":27.12,"ratio":0.8897,"spy_close":110.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-07-30","vix_close":23.5,"vix3m_close":27.14,"ratio":0.8659,"spy_close":110.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-02","vix_close":22.01,"vix3m_close":25.4,"ratio":0.8665,"spy_close":112.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-03","vix_close":22.63,"vix3m_close":26.01,"ratio":0.87,"spy_close":112.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-04","vix_close":22.21,"vix3m_close":25.96,"ratio":0.8555,"spy_close":112.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-05","vix_close":22.1,"vix3m_close":26.16,"ratio":0.8448,"spy_close":112.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-06","vix_close":21.74,"vix3m_close":26.12,"ratio":0.8323,"spy_close":112.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-09","vix_close":22.14,"vix3m_close":26.03,"ratio":0.8506,"spy_close":112.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-10","vix_close":22.37,"vix3m_close":26.31,"ratio":0.8502,"spy_close":112.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-11","vix_close":25.39,"vix3m_close":28.69,"ratio":0.885,"spy_close":109.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-12","vix_close":25.73,"vix3m_close":29.25,"ratio":0.8797,"spy_close":108.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-13","vix_close":26.24,"vix3m_close":29.97,"ratio":0.8755,"spy_close":108.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-16","vix_close":26.1,"vix3m_close":29.8,"ratio":0.8758,"spy_close":108.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-17","vix_close":24.33,"vix3m_close":28.57,"ratio":0.8516,"spy_close":109.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-18","vix_close":24.59,"vix3m_close":28.58,"ratio":0.8604,"spy_close":109.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-19","vix_close":26.44,"vix3m_close":29.63,"ratio":0.8923,"spy_close":107.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-20","vix_close":25.49,"vix3m_close":29.54,"ratio":0.8629,"spy_close":107.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-23","vix_close":25.66,"vix3m_close":29.29,"ratio":0.8761,"spy_close":107.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-24","vix_close":27.46,"vix3m_close":30.31,"ratio":0.906,"spy_close":105.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":17.78},{"date":"2010-08-25","vix_close":26.7,"vix3m_close":29.85,"ratio":0.8945,"spy_close":105.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-26","vix_close":27.37,"vix3m_close":30.37,"ratio":0.9012,"spy_close":105.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-27","vix_close":24.45,"vix3m_close":28.4,"ratio":0.8609,"spy_close":106.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":17.78},{"date":"2010-08-30","vix_close":27.21,"vix3m_close":30.01,"ratio":0.9067,"spy_close":105.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":17.78},{"date":"2010-08-31","vix_close":26.05,"vix3m_close":29.04,"ratio":0.897,"spy_close":105.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":17.78},{"date":"2010-09-01","vix_close":23.89,"vix3m_close":27.29,"ratio":0.8754,"spy_close":108.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":17.78},{"date":"2010-09-02","vix_close":23.19,"vix3m_close":26.62,"ratio":0.8711,"spy_close":109.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-03","vix_close":21.31,"vix3m_close":25.31,"ratio":0.842,"spy_close":110.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-07","vix_close":23.8,"vix3m_close":26.77,"ratio":0.8891,"spy_close":109.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-08","vix_close":23.25,"vix3m_close":26.3,"ratio":0.884,"spy_close":110.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-09","vix_close":22.81,"vix3m_close":26.1,"ratio":0.8739,"spy_close":110.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-10","vix_close":21.99,"vix3m_close":25.59,"ratio":0.8593,"spy_close":111.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-13","vix_close":21.21,"vix3m_close":24.75,"ratio":0.857,"spy_close":112.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2010-09-14","vix_close":21.56,"vix3m_close":24.74,"ratio":0.8715,"spy_close":112.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":15.56},{"date":"2010-09-15","vix_close":22.1,"vix3m_close":24.93,"ratio":0.8865,"spy_close":113.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2010-09-16","vix_close":21.72,"vix3m_close":24.96,"ratio":0.8702,"spy_close":113.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2010-09-17","vix_close":22.01,"vix3m_close":25.12,"ratio":0.8762,"spy_close":112.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2010-09-20","vix_close":21.5,"vix3m_close":24.59,"ratio":0.8743,"spy_close":114.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2010-09-21","vix_close":22.35,"vix3m_close":24.94,"ratio":0.8962,"spy_close":113.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2010-09-22","vix_close":22.51,"vix3m_close":25.16,"ratio":0.8947,"spy_close":113.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":13.33},{"date":"2010-09-23","vix_close":23.87,"vix3m_close":26.16,"ratio":0.9125,"spy_close":112.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2010-09-24","vix_close":21.71,"vix3m_close":24.75,"ratio":0.8772,"spy_close":114.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2010-09-27","vix_close":22.54,"vix3m_close":25.2,"ratio":0.8944,"spy_close":114.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":10.0},{"date":"2010-09-28","vix_close":22.6,"vix3m_close":25.34,"ratio":0.8919,"spy_close":114.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":8.89},{"date":"2010-09-29","vix_close":23.25,"vix3m_close":25.91,"ratio":0.8973,"spy_close":114.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2010-09-30","vix_close":23.7,"vix3m_close":26.4,"ratio":0.8977,"spy_close":114.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2010-10-01","vix_close":22.5,"vix3m_close":25.7,"ratio":0.8755,"spy_close":114.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2010-10-04","vix_close":23.53,"vix3m_close":26.32,"ratio":0.894,"spy_close":113.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2010-10-05","vix_close":21.76,"vix3m_close":25.08,"ratio":0.8676,"spy_close":116.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2010-10-06","vix_close":21.49,"vix3m_close":24.91,"ratio":0.8627,"spy_close":116.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2010-10-07","vix_close":21.56,"vix3m_close":24.89,"ratio":0.8662,"spy_close":115.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2010-10-08","vix_close":20.71,"vix3m_close":24.06,"ratio":0.8608,"spy_close":116.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2010-10-11","vix_close":18.96,"vix3m_close":23.98,"ratio":0.7907,"spy_close":116.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2010-10-12","vix_close":18.93,"vix3m_close":23.37,"ratio":0.81,"spy_close":117.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2010-10-13","vix_close":19.07,"vix3m_close":22.98,"ratio":0.8299,"spy_close":117.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2010-10-14","vix_close":19.88,"vix3m_close":23.56,"ratio":0.8438,"spy_close":117.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-15","vix_close":19.03,"vix3m_close":23.2,"ratio":0.8203,"spy_close":117.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-18","vix_close":19.09,"vix3m_close":22.8,"ratio":0.8373,"spy_close":118.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-19","vix_close":20.63,"vix3m_close":23.59,"ratio":0.8745,"spy_close":116.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-20","vix_close":19.79,"vix3m_close":22.66,"ratio":0.8733,"spy_close":117.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-21","vix_close":19.27,"vix3m_close":22.22,"ratio":0.8672,"spy_close":118.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-22","vix_close":18.78,"vix3m_close":21.65,"ratio":0.8674,"spy_close":118.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-25","vix_close":19.85,"vix3m_close":21.91,"ratio":0.906,"spy_close":118.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-26","vix_close":20.22,"vix3m_close":22.2,"ratio":0.9108,"spy_close":118.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-27","vix_close":20.71,"vix3m_close":22.6,"ratio":0.9164,"spy_close":118.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-28","vix_close":20.88,"vix3m_close":22.81,"ratio":0.9154,"spy_close":118.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-10-29","vix_close":21.2,"vix3m_close":22.95,"ratio":0.9237,"spy_close":118.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-01","vix_close":21.83,"vix3m_close":23.29,"ratio":0.9373,"spy_close":118.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-02","vix_close":21.57,"vix3m_close":23.02,"ratio":0.937,"spy_close":119.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-03","vix_close":19.56,"vix3m_close":21.65,"ratio":0.9035,"spy_close":119.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-04","vix_close":18.52,"vix3m_close":20.57,"ratio":0.9003,"spy_close":122.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-05","vix_close":18.26,"vix3m_close":20.66,"ratio":0.8838,"spy_close":122.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-08","vix_close":18.29,"vix3m_close":20.73,"ratio":0.8823,"spy_close":122.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-09","vix_close":19.08,"vix3m_close":21.53,"ratio":0.8862,"spy_close":121.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-10","vix_close":18.47,"vix3m_close":21.28,"ratio":0.868,"spy_close":122.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-11","vix_close":18.64,"vix3m_close":21.47,"ratio":0.8682,"spy_close":121.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-12","vix_close":20.61,"vix3m_close":22.93,"ratio":0.8988,"spy_close":120.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-15","vix_close":20.2,"vix3m_close":22.81,"ratio":0.8856,"spy_close":120.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-16","vix_close":22.58,"vix3m_close":24.08,"ratio":0.9377,"spy_close":118.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-17","vix_close":21.76,"vix3m_close":23.83,"ratio":0.9131,"spy_close":118.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-18","vix_close":18.75,"vix3m_close":22.43,"ratio":0.8359,"spy_close":119.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-19","vix_close":18.04,"vix3m_close":21.4,"ratio":0.843,"spy_close":120.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-22","vix_close":18.37,"vix3m_close":21.33,"ratio":0.8612,"spy_close":120.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-23","vix_close":20.63,"vix3m_close":22.59,"ratio":0.9132,"spy_close":118.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-24","vix_close":19.56,"vix3m_close":21.81,"ratio":0.8968,"spy_close":120.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2010-11-26","vix_close":22.22,"vix3m_close":21.81,"ratio":1.0188,"spy_close":118.8,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-11-29","vix_close":21.53,"vix3m_close":23.35,"ratio":0.9221,"spy_close":119.16,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-11-30","vix_close":23.54,"vix3m_close":25.19,"ratio":0.9345,"spy_close":118.49,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-01","vix_close":21.36,"vix3m_close":23.99,"ratio":0.8904,"spy_close":121.01,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-02","vix_close":19.39,"vix3m_close":21.99,"ratio":0.8818,"spy_close":122.56,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-03","vix_close":18.01,"vix3m_close":21.0,"ratio":0.8576,"spy_close":122.89,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-06","vix_close":18.02,"vix3m_close":21.04,"ratio":0.8565,"spy_close":122.76,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-07","vix_close":17.99,"vix3m_close":20.97,"ratio":0.8579,"spy_close":122.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-08","vix_close":17.74,"vix3m_close":20.38,"ratio":0.8705,"spy_close":123.28,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-09","vix_close":17.25,"vix3m_close":19.98,"ratio":0.8634,"spy_close":123.76,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-10","vix_close":17.61,"vix3m_close":19.84,"ratio":0.8876,"spy_close":124.48,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-13","vix_close":17.55,"vix3m_close":20.46,"ratio":0.8578,"spy_close":124.56,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-14","vix_close":17.61,"vix3m_close":20.39,"ratio":0.8637,"spy_close":124.67,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-15","vix_close":17.94,"vix3m_close":20.74,"ratio":0.865,"spy_close":124.1,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-16","vix_close":17.39,"vix3m_close":20.82,"ratio":0.8353,"spy_close":124.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-17","vix_close":16.11,"vix3m_close":20.29,"ratio":0.794,"spy_close":124.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-20","vix_close":16.41,"vix3m_close":20.1,"ratio":0.8164,"spy_close":124.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-21","vix_close":16.49,"vix3m_close":19.91,"ratio":0.8282,"spy_close":125.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-22","vix_close":15.45,"vix3m_close":19.57,"ratio":0.7895,"spy_close":125.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-23","vix_close":16.47,"vix3m_close":20.44,"ratio":0.8058,"spy_close":125.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-27","vix_close":17.67,"vix3m_close":21.04,"ratio":0.8398,"spy_close":125.65,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-28","vix_close":17.52,"vix3m_close":21.18,"ratio":0.8272,"spy_close":125.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-29","vix_close":17.28,"vix3m_close":20.84,"ratio":0.8292,"spy_close":125.92,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-30","vix_close":17.52,"vix3m_close":21.01,"ratio":0.8339,"spy_close":125.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2010-12-31","vix_close":17.75,"vix3m_close":20.9,"ratio":0.8493,"spy_close":125.75,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-03","vix_close":17.61,"vix3m_close":20.62,"ratio":0.854,"spy_close":127.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-04","vix_close":17.38,"vix3m_close":20.61,"ratio":0.8433,"spy_close":126.98,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-05","vix_close":17.02,"vix3m_close":20.05,"ratio":0.8489,"spy_close":127.64,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-06","vix_close":17.4,"vix3m_close":20.35,"ratio":0.855,"spy_close":127.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-07","vix_close":17.14,"vix3m_close":20.29,"ratio":0.8448,"spy_close":127.14,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-10","vix_close":17.54,"vix3m_close":20.48,"ratio":0.8564,"spy_close":126.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-11","vix_close":16.89,"vix3m_close":20.14,"ratio":0.8386,"spy_close":127.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-12","vix_close":16.24,"vix3m_close":19.23,"ratio":0.8445,"spy_close":128.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-13","vix_close":16.39,"vix3m_close":19.2,"ratio":0.8536,"spy_close":128.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-14","vix_close":15.46,"vix3m_close":18.37,"ratio":0.8416,"spy_close":129.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-18","vix_close":15.87,"vix3m_close":18.38,"ratio":0.8634,"spy_close":129.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-19","vix_close":17.31,"vix3m_close":19.64,"ratio":0.8814,"spy_close":128.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-20","vix_close":17.99,"vix3m_close":19.9,"ratio":0.904,"spy_close":128.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-21","vix_close":18.47,"vix3m_close":19.97,"ratio":0.9249,"spy_close":128.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-24","vix_close":17.65,"vix3m_close":19.58,"ratio":0.9014,"spy_close":129.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-25","vix_close":17.59,"vix3m_close":19.34,"ratio":0.9095,"spy_close":129.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-26","vix_close":16.64,"vix3m_close":18.82,"ratio":0.8842,"spy_close":129.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-27","vix_close":16.15,"vix3m_close":18.48,"ratio":0.8739,"spy_close":129.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-28","vix_close":20.04,"vix3m_close":20.59,"ratio":0.9733,"spy_close":127.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-01-31","vix_close":19.53,"vix3m_close":20.15,"ratio":0.9692,"spy_close":128.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-01","vix_close":17.63,"vix3m_close":18.97,"ratio":0.9294,"spy_close":130.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-02","vix_close":17.3,"vix3m_close":19.09,"ratio":0.9062,"spy_close":130.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-03","vix_close":16.69,"vix3m_close":18.92,"ratio":0.8821,"spy_close":130.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-04","vix_close":15.93,"vix3m_close":18.33,"ratio":0.8691,"spy_close":131.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-07","vix_close":16.28,"vix3m_close":18.26,"ratio":0.8916,"spy_close":131.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-08","vix_close":15.81,"vix3m_close":17.85,"ratio":0.8857,"spy_close":132.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-09","vix_close":15.87,"vix3m_close":17.86,"ratio":0.8886,"spy_close":132.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-10","vix_close":16.09,"vix3m_close":18.1,"ratio":0.889,"spy_close":132.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-11","vix_close":15.69,"vix3m_close":17.86,"ratio":0.8785,"spy_close":133.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-14","vix_close":15.95,"vix3m_close":17.94,"ratio":0.8891,"spy_close":133.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-15","vix_close":16.37,"vix3m_close":18.27,"ratio":0.896,"spy_close":133.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-16","vix_close":16.72,"vix3m_close":18.32,"ratio":0.9127,"spy_close":133.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-17","vix_close":16.59,"vix3m_close":18.63,"ratio":0.8905,"spy_close":134.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-18","vix_close":16.43,"vix3m_close":18.9,"ratio":0.8693,"spy_close":134.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-22","vix_close":20.8,"vix3m_close":21.32,"ratio":0.9756,"spy_close":131.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2011-02-23","vix_close":22.13,"vix3m_close":22.47,"ratio":0.9849,"spy_close":131.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-02-24","vix_close":21.32,"vix3m_close":22.26,"ratio":0.9578,"spy_close":130.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-02-25","vix_close":19.22,"vix3m_close":20.57,"ratio":0.9344,"spy_close":132.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-02-28","vix_close":18.35,"vix3m_close":20.0,"ratio":0.9175,"spy_close":133.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-01","vix_close":21.01,"vix3m_close":21.9,"ratio":0.9594,"spy_close":130.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-02","vix_close":20.7,"vix3m_close":21.68,"ratio":0.9548,"spy_close":131.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-03","vix_close":18.6,"vix3m_close":20.44,"ratio":0.91,"spy_close":133.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-04","vix_close":19.06,"vix3m_close":20.8,"ratio":0.9163,"spy_close":132.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-07","vix_close":20.66,"vix3m_close":21.85,"ratio":0.9455,"spy_close":131.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-08","vix_close":19.82,"vix3m_close":21.45,"ratio":0.924,"spy_close":132.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-09","vix_close":20.22,"vix3m_close":21.82,"ratio":0.9267,"spy_close":132.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-10","vix_close":21.88,"vix3m_close":22.76,"ratio":0.9613,"spy_close":129.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-11","vix_close":20.08,"vix3m_close":21.87,"ratio":0.9182,"spy_close":130.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-14","vix_close":21.13,"vix3m_close":22.49,"ratio":0.9395,"spy_close":130.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2011-03-15","vix_close":24.32,"vix3m_close":24.03,"ratio":1.0121,"spy_close":128.56,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2011-03-16","vix_close":29.4,"vix3m_close":26.91,"ratio":1.0925,"spy_close":126.18,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2011-03-17","vix_close":26.37,"vix3m_close":25.44,"ratio":1.0366,"spy_close":127.85,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2011-03-18","vix_close":24.44,"vix3m_close":24.34,"ratio":1.0041,"spy_close":127.76,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-21","vix_close":20.61,"vix3m_close":21.95,"ratio":0.939,"spy_close":129.74,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-22","vix_close":20.21,"vix3m_close":21.7,"ratio":0.9313,"spy_close":129.29,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-23","vix_close":19.17,"vix3m_close":20.93,"ratio":0.9159,"spy_close":129.66,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-24","vix_close":18.0,"vix3m_close":20.08,"ratio":0.8964,"spy_close":130.9,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-25","vix_close":17.91,"vix3m_close":20.03,"ratio":0.8942,"spy_close":131.3,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-28","vix_close":19.44,"vix3m_close":20.86,"ratio":0.9319,"spy_close":130.98,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-29","vix_close":18.16,"vix3m_close":19.97,"ratio":0.9094,"spy_close":131.86,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-30","vix_close":17.71,"vix3m_close":19.75,"ratio":0.8967,"spy_close":132.77,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-03-31","vix_close":17.74,"vix3m_close":19.84,"ratio":0.8942,"spy_close":132.59,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-04-01","vix_close":17.4,"vix3m_close":19.59,"ratio":0.8882,"spy_close":133.15,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-04-04","vix_close":17.5,"vix3m_close":19.39,"ratio":0.9025,"spy_close":133.26,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-04-05","vix_close":17.25,"vix3m_close":19.4,"ratio":0.8892,"spy_close":133.24,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2011-04-06","vix_close":16.9,"vix3m_close":19.38,"ratio":0.872,"spy_close":133.66,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-07","vix_close":17.11,"vix3m_close":19.5,"ratio":0.8774,"spy_close":133.32,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-08","vix_close":17.87,"vix3m_close":20.05,"ratio":0.8913,"spy_close":132.86,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-11","vix_close":16.59,"vix3m_close":20.01,"ratio":0.8291,"spy_close":132.46,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-12","vix_close":17.09,"vix3m_close":20.33,"ratio":0.8406,"spy_close":131.47,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-13","vix_close":16.92,"vix3m_close":19.99,"ratio":0.8464,"spy_close":131.46,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-14","vix_close":16.27,"vix3m_close":19.96,"ratio":0.8151,"spy_close":131.56,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-15","vix_close":15.32,"vix3m_close":19.17,"ratio":0.7992,"spy_close":132.04,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-18","vix_close":16.96,"vix3m_close":19.92,"ratio":0.8514,"spy_close":130.56,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-19","vix_close":15.83,"vix3m_close":19.18,"ratio":0.8253,"spy_close":131.31,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-20","vix_close":15.07,"vix3m_close":18.48,"ratio":0.8155,"spy_close":133.1,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-21","vix_close":14.69,"vix3m_close":18.35,"ratio":0.8005,"spy_close":133.78,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-25","vix_close":15.77,"vix3m_close":18.55,"ratio":0.8501,"spy_close":133.64,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-26","vix_close":15.62,"vix3m_close":18.27,"ratio":0.855,"spy_close":134.79,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-27","vix_close":15.35,"vix3m_close":17.9,"ratio":0.8575,"spy_close":135.67,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-28","vix_close":14.62,"vix3m_close":17.52,"ratio":0.8345,"spy_close":136.11,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-04-29","vix_close":14.75,"vix3m_close":17.5,"ratio":0.8429,"spy_close":136.43,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-02","vix_close":15.99,"vix3m_close":18.39,"ratio":0.8695,"spy_close":136.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-03","vix_close":16.7,"vix3m_close":19.11,"ratio":0.8739,"spy_close":135.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-04","vix_close":17.08,"vix3m_close":19.44,"ratio":0.8786,"spy_close":134.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-05","vix_close":18.2,"vix3m_close":19.84,"ratio":0.9173,"spy_close":133.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-06","vix_close":18.4,"vix3m_close":19.91,"ratio":0.9242,"spy_close":134.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-09","vix_close":17.16,"vix3m_close":19.2,"ratio":0.8938,"spy_close":134.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-10","vix_close":15.91,"vix3m_close":18.37,"ratio":0.8661,"spy_close":135.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-11","vix_close":16.95,"vix3m_close":19.05,"ratio":0.8898,"spy_close":134.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-12","vix_close":16.03,"vix3m_close":18.44,"ratio":0.8693,"spy_close":135.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-13","vix_close":17.07,"vix3m_close":19.07,"ratio":0.8951,"spy_close":134.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-16","vix_close":18.24,"vix3m_close":19.87,"ratio":0.918,"spy_close":133.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-17","vix_close":17.55,"vix3m_close":19.45,"ratio":0.9023,"spy_close":133.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-18","vix_close":16.23,"vix3m_close":18.53,"ratio":0.8759,"spy_close":134.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-19","vix_close":15.52,"vix3m_close":18.17,"ratio":0.8542,"spy_close":134.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-20","vix_close":17.43,"vix3m_close":19.05,"ratio":0.915,"spy_close":133.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-23","vix_close":18.27,"vix3m_close":19.79,"ratio":0.9232,"spy_close":132.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-24","vix_close":17.82,"vix3m_close":19.17,"ratio":0.9296,"spy_close":131.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-25","vix_close":17.07,"vix3m_close":18.87,"ratio":0.9046,"spy_close":132.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-26","vix_close":16.09,"vix3m_close":18.19,"ratio":0.8846,"spy_close":133.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-27","vix_close":15.98,"vix3m_close":18.13,"ratio":0.8814,"spy_close":133.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-05-31","vix_close":15.45,"vix3m_close":17.56,"ratio":0.8798,"spy_close":134.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-01","vix_close":18.3,"vix3m_close":19.36,"ratio":0.9452,"spy_close":131.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-02","vix_close":18.09,"vix3m_close":19.32,"ratio":0.9363,"spy_close":131.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-03","vix_close":17.95,"vix3m_close":19.47,"ratio":0.9219,"spy_close":130.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-06","vix_close":18.49,"vix3m_close":19.96,"ratio":0.9264,"spy_close":129.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-07","vix_close":18.07,"vix3m_close":19.5,"ratio":0.9267,"spy_close":128.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-08","vix_close":18.79,"vix3m_close":19.95,"ratio":0.9419,"spy_close":128.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-09","vix_close":17.77,"vix3m_close":19.26,"ratio":0.9226,"spy_close":129.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2011-06-10","vix_close":18.86,"vix3m_close":20.11,"ratio":0.9378,"spy_close":127.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2011-06-13","vix_close":19.61,"vix3m_close":20.44,"ratio":0.9594,"spy_close":127.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2011-06-14","vix_close":18.26,"vix3m_close":19.43,"ratio":0.9398,"spy_close":129.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2011-06-15","vix_close":21.32,"vix3m_close":21.38,"ratio":0.9972,"spy_close":127.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2011-06-16","vix_close":22.73,"vix3m_close":22.61,"ratio":1.0053,"spy_close":127.3,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-17","vix_close":21.85,"vix3m_close":22.44,"ratio":0.9737,"spy_close":127.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-20","vix_close":19.99,"vix3m_close":21.22,"ratio":0.942,"spy_close":127.7,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-21","vix_close":18.86,"vix3m_close":20.5,"ratio":0.92,"spy_close":129.45,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-22","vix_close":18.52,"vix3m_close":20.72,"ratio":0.8938,"spy_close":128.67,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-23","vix_close":19.29,"vix3m_close":20.93,"ratio":0.9216,"spy_close":128.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-24","vix_close":21.1,"vix3m_close":21.92,"ratio":0.9626,"spy_close":126.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-27","vix_close":20.56,"vix3m_close":21.5,"ratio":0.9563,"spy_close":127.94,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-28","vix_close":19.17,"vix3m_close":20.52,"ratio":0.9342,"spy_close":129.61,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-29","vix_close":17.27,"vix3m_close":19.42,"ratio":0.8893,"spy_close":130.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-06-30","vix_close":16.52,"vix3m_close":18.91,"ratio":0.8736,"spy_close":131.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-01","vix_close":15.87,"vix3m_close":17.93,"ratio":0.8851,"spy_close":133.92,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-05","vix_close":16.06,"vix3m_close":18.11,"ratio":0.8868,"spy_close":133.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-06","vix_close":16.34,"vix3m_close":18.41,"ratio":0.8876,"spy_close":133.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-07","vix_close":15.95,"vix3m_close":17.77,"ratio":0.8976,"spy_close":135.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-08","vix_close":15.95,"vix3m_close":17.96,"ratio":0.8881,"spy_close":134.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-11","vix_close":18.39,"vix3m_close":19.98,"ratio":0.9204,"spy_close":131.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-12","vix_close":19.87,"vix3m_close":20.93,"ratio":0.9494,"spy_close":131.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-13","vix_close":19.91,"vix3m_close":20.85,"ratio":0.9549,"spy_close":131.84,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-14","vix_close":20.8,"vix3m_close":21.59,"ratio":0.9634,"spy_close":130.93,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-15","vix_close":19.53,"vix3m_close":20.94,"ratio":0.9327,"spy_close":131.69,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-18","vix_close":20.95,"vix3m_close":21.84,"ratio":0.9592,"spy_close":130.61,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-19","vix_close":19.21,"vix3m_close":20.5,"ratio":0.9371,"spy_close":132.73,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-20","vix_close":19.09,"vix3m_close":20.37,"ratio":0.9372,"spy_close":132.65,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-21","vix_close":17.56,"vix3m_close":19.2,"ratio":0.9146,"spy_close":134.49,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2011-07-22","vix_close":17.52,"vix3m_close":19.2,"ratio":0.9125,"spy_close":134.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2011-07-25","vix_close":19.35,"vix3m_close":20.26,"ratio":0.9551,"spy_close":133.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2011-07-26","vix_close":20.23,"vix3m_close":20.89,"ratio":0.9684,"spy_close":133.33,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2011-07-27","vix_close":22.98,"vix3m_close":22.69,"ratio":1.0128,"spy_close":130.6,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2011-07-28","vix_close":23.74,"vix3m_close":22.95,"ratio":1.0344,"spy_close":130.22,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2011-07-29","vix_close":25.25,"vix3m_close":22.91,"ratio":1.1021,"spy_close":129.33,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2011-08-01","vix_close":23.66,"vix3m_close":22.38,"ratio":1.0572,"spy_close":128.78,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2011-08-02","vix_close":24.79,"vix3m_close":23.6,"ratio":1.0504,"spy_close":125.49,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2011-08-03","vix_close":23.38,"vix3m_close":23.12,"ratio":1.0112,"spy_close":126.17,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2011-08-04","vix_close":31.66,"vix3m_close":28.56,"ratio":1.1085,"spy_close":120.26,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2011-08-05","vix_close":32.0,"vix3m_close":29.59,"ratio":1.0814,"spy_close":120.08,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2011-08-08","vix_close":48.0,"vix3m_close":38.1,"ratio":1.2598,"spy_close":112.26,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2011-08-09","vix_close":35.06,"vix3m_close":31.07,"ratio":1.1284,"spy_close":117.48,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2011-08-10","vix_close":42.99,"vix3m_close":36.58,"ratio":1.1752,"spy_close":112.29,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2011-08-11","vix_close":39.0,"vix3m_close":33.82,"ratio":1.1532,"spy_close":117.33,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2011-08-12","vix_close":36.36,"vix3m_close":32.75,"ratio":1.1102,"spy_close":118.12,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2011-08-15","vix_close":31.87,"vix3m_close":30.08,"ratio":1.0595,"spy_close":120.62,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":16.67},{"date":"2011-08-16","vix_close":32.85,"vix3m_close":30.44,"ratio":1.0792,"spy_close":119.59,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2011-08-17","vix_close":31.58,"vix3m_close":30.03,"ratio":1.0516,"spy_close":119.67,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2011-08-18","vix_close":42.67,"vix3m_close":36.6,"ratio":1.1658,"spy_close":114.51,"backwardation":true,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":20.0},{"date":"2011-08-19","vix_close":43.05,"vix3m_close":37.9,"ratio":1.1359,"spy_close":112.64,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2011-08-22","vix_close":42.44,"vix3m_close":38.26,"ratio":1.1093,"spy_close":112.73,"backwardation":true,"rolling_backwardation_30d":63.33,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":22.22},{"date":"2011-08-23","vix_close":36.27,"vix3m_close":34.79,"ratio":1.0425,"spy_close":116.44,"backwardation":true,"rolling_backwardation_30d":66.67,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2011-08-24","vix_close":35.9,"vix3m_close":34.8,"ratio":1.0316,"spy_close":118.08,"backwardation":true,"rolling_backwardation_30d":70.0,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2011-08-25","vix_close":39.76,"vix3m_close":36.61,"ratio":1.086,"spy_close":116.28,"backwardation":true,"rolling_backwardation_30d":73.33,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":25.56},{"date":"2011-08-26","vix_close":35.59,"vix3m_close":34.41,"ratio":1.0343,"spy_close":117.97,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":26.67},{"date":"2011-08-29","vix_close":32.28,"vix3m_close":31.98,"ratio":1.0094,"spy_close":121.36,"backwardation":true,"rolling_backwardation_30d":80.0,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":27.78},{"date":"2011-08-30","vix_close":32.89,"vix3m_close":32.47,"ratio":1.0129,"spy_close":121.68,"backwardation":true,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2011-08-31","vix_close":31.62,"vix3m_close":31.67,"ratio":0.9984,"spy_close":122.22,"backwardation":false,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2011-09-01","vix_close":31.82,"vix3m_close":31.99,"ratio":0.9947,"spy_close":120.94,"backwardation":false,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2011-09-02","vix_close":33.92,"vix3m_close":33.79,"ratio":1.0038,"spy_close":117.85,"backwardation":true,"rolling_backwardation_30d":86.67,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":30.0},{"date":"2011-09-06","vix_close":37.0,"vix3m_close":35.38,"ratio":1.0458,"spy_close":116.99,"backwardation":true,"rolling_backwardation_30d":90.0,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":31.11},{"date":"2011-09-07","vix_close":33.38,"vix3m_close":32.96,"ratio":1.0127,"spy_close":120.29,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":32.22},{"date":"2011-09-08","vix_close":34.32,"vix3m_close":33.71,"ratio":1.0181,"spy_close":119.04,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":33.33},{"date":"2011-09-09","vix_close":38.52,"vix3m_close":36.64,"ratio":1.0513,"spy_close":115.92,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":34.44},{"date":"2011-09-12","vix_close":38.59,"vix3m_close":37.06,"ratio":1.0413,"spy_close":116.67,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":35.56},{"date":"2011-09-13","vix_close":36.91,"vix3m_close":36.06,"ratio":1.0236,"spy_close":117.74,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-14","vix_close":34.6,"vix3m_close":34.96,"ratio":0.9897,"spy_close":119.37,"backwardation":false,"rolling_backwardation_30d":90.0,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-15","vix_close":31.97,"vix3m_close":33.52,"ratio":0.9538,"spy_close":121.43,"backwardation":false,"rolling_backwardation_30d":86.67,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-16","vix_close":30.98,"vix3m_close":32.95,"ratio":0.9402,"spy_close":121.52,"backwardation":false,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-19","vix_close":32.73,"vix3m_close":33.81,"ratio":0.9681,"spy_close":120.31,"backwardation":false,"rolling_backwardation_30d":80.0,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-20","vix_close":32.86,"vix3m_close":33.62,"ratio":0.9774,"spy_close":120.17,"backwardation":false,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2011-09-21","vix_close":37.32,"vix3m_close":36.19,"ratio":1.0312,"spy_close":116.63,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":37.78},{"date":"2011-09-22","vix_close":41.35,"vix3m_close":39.15,"ratio":1.0562,"spy_close":112.86,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":56.67,"rolling_backwardation_90d":38.89},{"date":"2011-09-23","vix_close":41.25,"vix3m_close":39.55,"ratio":1.043,"spy_close":113.54,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":58.33,"rolling_backwardation_90d":40.0},{"date":"2011-09-26","vix_close":39.02,"vix3m_close":38.03,"ratio":1.026,"spy_close":116.24,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":60.0,"rolling_backwardation_90d":41.11},{"date":"2011-09-27","vix_close":37.71,"vix3m_close":37.21,"ratio":1.0134,"spy_close":117.54,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":61.67,"rolling_backwardation_90d":42.22},{"date":"2011-09-28","vix_close":41.08,"vix3m_close":39.52,"ratio":1.0395,"spy_close":115.15,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":63.33,"rolling_backwardation_90d":43.33},{"date":"2011-09-29","vix_close":38.84,"vix3m_close":38.18,"ratio":1.0173,"spy_close":116.05,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":65.0,"rolling_backwardation_90d":44.44},{"date":"2011-09-30","vix_close":42.96,"vix3m_close":41.24,"ratio":1.0417,"spy_close":113.15,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":66.67,"rolling_backwardation_90d":45.56},{"date":"2011-10-03","vix_close":45.45,"vix3m_close":43.38,"ratio":1.0477,"spy_close":109.93,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":68.33,"rolling_backwardation_90d":46.67},{"date":"2011-10-04","vix_close":40.82,"vix3m_close":40.45,"ratio":1.0091,"spy_close":112.34,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-05","vix_close":37.81,"vix3m_close":38.31,"ratio":0.9869,"spy_close":114.42,"backwardation":false,"rolling_backwardation_30d":73.33,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-06","vix_close":36.27,"vix3m_close":37.04,"ratio":0.9792,"spy_close":116.49,"backwardation":false,"rolling_backwardation_30d":70.0,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-07","vix_close":36.2,"vix3m_close":37.31,"ratio":0.9702,"spy_close":115.71,"backwardation":false,"rolling_backwardation_30d":66.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-10","vix_close":33.02,"vix3m_close":34.79,"ratio":0.9491,"spy_close":119.58,"backwardation":false,"rolling_backwardation_30d":63.33,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-11","vix_close":32.86,"vix3m_close":34.06,"ratio":0.9648,"spy_close":119.7,"backwardation":false,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-12","vix_close":31.26,"vix3m_close":32.97,"ratio":0.9481,"spy_close":120.75,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-13","vix_close":30.7,"vix3m_close":32.71,"ratio":0.9386,"spy_close":120.51,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-14","vix_close":28.24,"vix3m_close":30.39,"ratio":0.9293,"spy_close":122.57,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-17","vix_close":33.39,"vix3m_close":33.6,"ratio":0.9938,"spy_close":120.23,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-18","vix_close":31.56,"vix3m_close":31.98,"ratio":0.9869,"spy_close":122.58,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":47.78},{"date":"2011-10-19","vix_close":34.44,"vix3m_close":34.39,"ratio":1.0015,"spy_close":121.13,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":48.89},{"date":"2011-10-20","vix_close":34.78,"vix3m_close":34.2,"ratio":1.017,"spy_close":121.66,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2011-10-21","vix_close":31.32,"vix3m_close":31.97,"ratio":0.9797,"spy_close":123.97,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":50.0},{"date":"2011-10-24","vix_close":29.26,"vix3m_close":30.47,"ratio":0.9603,"spy_close":125.49,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":68.33,"rolling_backwardation_90d":48.89},{"date":"2011-10-25","vix_close":32.22,"vix3m_close":32.36,"ratio":0.9957,"spy_close":123.05,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":66.67,"rolling_backwardation_90d":48.89},{"date":"2011-10-26","vix_close":29.86,"vix3m_close":30.94,"ratio":0.9651,"spy_close":124.3,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":65.0,"rolling_backwardation_90d":48.89},{"date":"2011-10-27","vix_close":25.46,"vix3m_close":27.03,"ratio":0.9419,"spy_close":128.53,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":63.33,"rolling_backwardation_90d":48.89},{"date":"2011-10-28","vix_close":24.53,"vix3m_close":26.52,"ratio":0.925,"spy_close":128.6,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":61.67,"rolling_backwardation_90d":48.89},{"date":"2011-10-31","vix_close":29.96,"vix3m_close":30.37,"ratio":0.9865,"spy_close":125.5,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":60.0,"rolling_backwardation_90d":48.89},{"date":"2011-11-01","vix_close":34.77,"vix3m_close":34.02,"ratio":1.022,"spy_close":122.0,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":60.0,"rolling_backwardation_90d":50.0},{"date":"2011-11-02","vix_close":32.74,"vix3m_close":32.88,"ratio":0.9957,"spy_close":123.99,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":58.33,"rolling_backwardation_90d":50.0},{"date":"2011-11-03","vix_close":30.5,"vix3m_close":31.62,"ratio":0.9646,"spy_close":126.25,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":56.67,"rolling_backwardation_90d":50.0},{"date":"2011-11-04","vix_close":30.16,"vix3m_close":31.23,"ratio":0.9657,"spy_close":125.48,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":50.0},{"date":"2011-11-07","vix_close":29.85,"vix3m_close":31.38,"ratio":0.9512,"spy_close":126.26,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":50.0},{"date":"2011-11-08","vix_close":27.48,"vix3m_close":29.52,"ratio":0.9309,"spy_close":127.88,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":50.0},{"date":"2011-11-09","vix_close":36.16,"vix3m_close":35.49,"ratio":1.0189,"spy_close":123.16,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":51.11},{"date":"2011-11-10","vix_close":32.81,"vix3m_close":33.75,"ratio":0.9721,"spy_close":124.32,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-11","vix_close":30.04,"vix3m_close":31.6,"ratio":0.9506,"spy_close":126.66,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":51.11},{"date":"2011-11-14","vix_close":31.13,"vix3m_close":32.72,"ratio":0.9514,"spy_close":125.46,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":51.11},{"date":"2011-11-15","vix_close":31.22,"vix3m_close":32.52,"ratio":0.96,"spy_close":126.08,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-16","vix_close":33.51,"vix3m_close":34.39,"ratio":0.9744,"spy_close":124.08,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":51.11},{"date":"2011-11-17","vix_close":34.51,"vix3m_close":35.32,"ratio":0.9771,"spy_close":122.11,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":51.11},{"date":"2011-11-18","vix_close":32.0,"vix3m_close":34.2,"ratio":0.9357,"spy_close":121.98,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-21","vix_close":32.91,"vix3m_close":34.78,"ratio":0.9462,"spy_close":119.66,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":51.11},{"date":"2011-11-22","vix_close":31.97,"vix3m_close":34.24,"ratio":0.9337,"spy_close":119.19,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":51.11},{"date":"2011-11-23","vix_close":33.98,"vix3m_close":35.87,"ratio":0.9473,"spy_close":116.56,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-25","vix_close":34.66,"vix3m_close":36.45,"ratio":0.9509,"spy_close":116.34,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-28","vix_close":32.13,"vix3m_close":33.94,"ratio":0.9467,"spy_close":119.71,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":51.11},{"date":"2011-11-29","vix_close":30.64,"vix3m_close":33.21,"ratio":0.9226,"spy_close":120.05,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":51.11},{"date":"2011-11-30","vix_close":27.8,"vix3m_close":30.58,"ratio":0.9091,"spy_close":124.99,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":51.11},{"date":"2011-12-01","vix_close":27.41,"vix3m_close":30.03,"ratio":0.9128,"spy_close":124.97,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":51.11},{"date":"2011-12-02","vix_close":27.52,"vix3m_close":29.85,"ratio":0.9219,"spy_close":124.86,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":50.0},{"date":"2011-12-05","vix_close":27.84,"vix3m_close":29.9,"ratio":0.9311,"spy_close":126.22,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":48.89},{"date":"2011-12-06","vix_close":28.13,"vix3m_close":30.16,"ratio":0.9327,"spy_close":126.26,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":47.78},{"date":"2011-12-07","vix_close":28.67,"vix3m_close":30.62,"ratio":0.9363,"spy_close":126.73,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":46.67},{"date":"2011-12-08","vix_close":30.59,"vix3m_close":32.09,"ratio":0.9533,"spy_close":123.95,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":45.56},{"date":"2011-12-09","vix_close":26.38,"vix3m_close":29.53,"ratio":0.8933,"spy_close":126.05,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":44.44},{"date":"2011-12-12","vix_close":25.67,"vix3m_close":30.17,"ratio":0.8508,"spy_close":124.21,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":43.33},{"date":"2011-12-13","vix_close":25.41,"vix3m_close":30.17,"ratio":0.8422,"spy_close":123.05,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":42.22},{"date":"2011-12-14","vix_close":26.04,"vix3m_close":30.42,"ratio":0.856,"spy_close":121.74,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":41.11},{"date":"2011-12-15","vix_close":25.11,"vix3m_close":29.46,"ratio":0.8523,"spy_close":122.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":40.0},{"date":"2011-12-16","vix_close":24.29,"vix3m_close":29.03,"ratio":0.8367,"spy_close":121.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":38.89},{"date":"2011-12-19","vix_close":24.92,"vix3m_close":28.74,"ratio":0.8671,"spy_close":120.29,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":37.78},{"date":"2011-12-20","vix_close":23.22,"vix3m_close":26.87,"ratio":0.8642,"spy_close":123.93,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":36.67},{"date":"2011-12-21","vix_close":21.43,"vix3m_close":25.56,"ratio":0.8384,"spy_close":124.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":35.56},{"date":"2011-12-22","vix_close":21.16,"vix3m_close":25.28,"ratio":0.837,"spy_close":125.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":34.44},{"date":"2011-12-23","vix_close":20.73,"vix3m_close":25.22,"ratio":0.822,"spy_close":126.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":33.33},{"date":"2011-12-27","vix_close":21.91,"vix3m_close":25.54,"ratio":0.8579,"spy_close":126.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":32.22},{"date":"2011-12-28","vix_close":23.52,"vix3m_close":26.75,"ratio":0.8793,"spy_close":124.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":31.11},{"date":"2011-12-29","vix_close":22.65,"vix3m_close":26.25,"ratio":0.8629,"spy_close":126.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":30.0},{"date":"2011-12-30","vix_close":23.4,"vix3m_close":26.86,"ratio":0.8712,"spy_close":125.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":28.89},{"date":"2012-01-03","vix_close":22.97,"vix3m_close":26.05,"ratio":0.8818,"spy_close":127.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":27.78},{"date":"2012-01-04","vix_close":22.22,"vix3m_close":25.31,"ratio":0.8779,"spy_close":127.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":26.67},{"date":"2012-01-05","vix_close":21.48,"vix3m_close":24.7,"ratio":0.8696,"spy_close":128.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":25.56},{"date":"2012-01-06","vix_close":20.63,"vix3m_close":24.09,"ratio":0.8564,"spy_close":127.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":24.44},{"date":"2012-01-09","vix_close":21.07,"vix3m_close":24.12,"ratio":0.8735,"spy_close":128.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":23.33},{"date":"2012-01-10","vix_close":20.69,"vix3m_close":23.68,"ratio":0.8737,"spy_close":129.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":23.33},{"date":"2012-01-11","vix_close":21.05,"vix3m_close":24.11,"ratio":0.8731,"spy_close":129.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":23.33},{"date":"2012-01-12","vix_close":20.47,"vix3m_close":24.04,"ratio":0.8515,"spy_close":129.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":22.22},{"date":"2012-01-13","vix_close":20.91,"vix3m_close":24.67,"ratio":0.8476,"spy_close":128.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":21.11},{"date":"2012-01-17","vix_close":22.2,"vix3m_close":25.0,"ratio":0.888,"spy_close":129.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":20.0},{"date":"2012-01-18","vix_close":20.89,"vix3m_close":24.18,"ratio":0.8639,"spy_close":130.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":18.89},{"date":"2012-01-19","vix_close":19.87,"vix3m_close":23.65,"ratio":0.8402,"spy_close":131.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":17.78},{"date":"2012-01-20","vix_close":18.28,"vix3m_close":22.82,"ratio":0.8011,"spy_close":131.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":16.67},{"date":"2012-01-23","vix_close":18.67,"vix3m_close":22.32,"ratio":0.8365,"spy_close":131.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2012-01-24","vix_close":18.91,"vix3m_close":22.03,"ratio":0.8584,"spy_close":131.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2012-01-25","vix_close":18.31,"vix3m_close":21.36,"ratio":0.8572,"spy_close":132.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2012-01-26","vix_close":18.57,"vix3m_close":21.68,"ratio":0.8565,"spy_close":131.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2012-01-27","vix_close":18.53,"vix3m_close":21.4,"ratio":0.8659,"spy_close":131.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2012-01-30","vix_close":19.4,"vix3m_close":21.92,"ratio":0.885,"spy_close":131.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":15.56},{"date":"2012-01-31","vix_close":19.44,"vix3m_close":22.09,"ratio":0.88,"spy_close":131.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":14.44},{"date":"2012-02-01","vix_close":18.55,"vix3m_close":21.54,"ratio":0.8612,"spy_close":132.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":13.33},{"date":"2012-02-02","vix_close":17.98,"vix3m_close":21.01,"ratio":0.8558,"spy_close":132.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":12.22},{"date":"2012-02-03","vix_close":17.1,"vix3m_close":20.05,"ratio":0.8529,"spy_close":134.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":11.11},{"date":"2012-02-06","vix_close":17.76,"vix3m_close":20.39,"ratio":0.871,"spy_close":134.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":10.0},{"date":"2012-02-07","vix_close":17.65,"vix3m_close":20.14,"ratio":0.8764,"spy_close":134.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":8.89},{"date":"2012-02-08","vix_close":18.16,"vix3m_close":20.68,"ratio":0.8781,"spy_close":135.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2012-02-09","vix_close":18.63,"vix3m_close":21.34,"ratio":0.873,"spy_close":135.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2012-02-10","vix_close":20.79,"vix3m_close":23.28,"ratio":0.893,"spy_close":134.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2012-02-13","vix_close":19.04,"vix3m_close":22.12,"ratio":0.8608,"spy_close":135.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-14","vix_close":19.54,"vix3m_close":22.82,"ratio":0.8563,"spy_close":135.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-15","vix_close":21.14,"vix3m_close":24.12,"ratio":0.8765,"spy_close":134.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-16","vix_close":19.22,"vix3m_close":23.17,"ratio":0.8295,"spy_close":136.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-17","vix_close":17.78,"vix3m_close":22.39,"ratio":0.7941,"spy_close":136.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-21","vix_close":18.19,"vix3m_close":22.35,"ratio":0.8139,"spy_close":136.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-22","vix_close":18.19,"vix3m_close":22.09,"ratio":0.8234,"spy_close":136.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-23","vix_close":16.8,"vix3m_close":20.78,"ratio":0.8085,"spy_close":136.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-24","vix_close":17.31,"vix3m_close":21.18,"ratio":0.8173,"spy_close":136.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-27","vix_close":18.19,"vix3m_close":21.87,"ratio":0.8317,"spy_close":137.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-28","vix_close":17.96,"vix3m_close":21.6,"ratio":0.8315,"spy_close":137.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2012-02-29","vix_close":18.43,"vix3m_close":21.8,"ratio":0.8454,"spy_close":137.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2012-03-01","vix_close":17.26,"vix3m_close":21.03,"ratio":0.8207,"spy_close":137.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-02","vix_close":17.29,"vix3m_close":21.26,"ratio":0.8133,"spy_close":137.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-05","vix_close":18.05,"vix3m_close":21.99,"ratio":0.8208,"spy_close":136.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-06","vix_close":20.87,"vix3m_close":23.9,"ratio":0.8732,"spy_close":134.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-07","vix_close":19.07,"vix3m_close":22.72,"ratio":0.8393,"spy_close":135.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-08","vix_close":17.95,"vix3m_close":21.84,"ratio":0.8219,"spy_close":137.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-09","vix_close":17.11,"vix3m_close":21.22,"ratio":0.8063,"spy_close":137.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-12","vix_close":15.64,"vix3m_close":20.81,"ratio":0.7516,"spy_close":137.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2012-03-13","vix_close":14.8,"vix3m_close":19.6,"ratio":0.7551,"spy_close":140.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-14","vix_close":15.31,"vix3m_close":20.75,"ratio":0.7378,"spy_close":139.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-15","vix_close":15.42,"vix3m_close":20.54,"ratio":0.7507,"spy_close":140.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-16","vix_close":14.47,"vix3m_close":20.37,"ratio":0.7104,"spy_close":140.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-19","vix_close":15.04,"vix3m_close":19.94,"ratio":0.7543,"spy_close":140.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-20","vix_close":15.58,"vix3m_close":19.96,"ratio":0.7806,"spy_close":140.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2012-03-21","vix_close":15.13,"vix3m_close":19.25,"ratio":0.786,"spy_close":140.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-22","vix_close":15.57,"vix3m_close":19.55,"ratio":0.7964,"spy_close":139.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-23","vix_close":14.82,"vix3m_close":18.64,"ratio":0.7951,"spy_close":139.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-26","vix_close":14.26,"vix3m_close":17.43,"ratio":0.8181,"spy_close":141.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-27","vix_close":15.59,"vix3m_close":18.57,"ratio":0.8395,"spy_close":141.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-28","vix_close":15.47,"vix3m_close":18.79,"ratio":0.8233,"spy_close":140.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-29","vix_close":15.48,"vix3m_close":18.84,"ratio":0.8217,"spy_close":140.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-03-30","vix_close":15.5,"vix3m_close":18.61,"ratio":0.8329,"spy_close":140.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-02","vix_close":15.64,"vix3m_close":18.46,"ratio":0.8472,"spy_close":141.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-03","vix_close":15.66,"vix3m_close":18.81,"ratio":0.8325,"spy_close":141.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-04","vix_close":16.44,"vix3m_close":19.45,"ratio":0.8452,"spy_close":139.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-05","vix_close":16.7,"vix3m_close":19.82,"ratio":0.8426,"spy_close":139.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-09","vix_close":18.81,"vix3m_close":21.21,"ratio":0.8868,"spy_close":138.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-10","vix_close":20.39,"vix3m_close":22.62,"ratio":0.9014,"spy_close":135.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-11","vix_close":20.02,"vix3m_close":22.47,"ratio":0.891,"spy_close":137.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-12","vix_close":17.2,"vix3m_close":20.25,"ratio":0.8494,"spy_close":138.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-13","vix_close":19.55,"vix3m_close":21.99,"ratio":0.889,"spy_close":137.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-16","vix_close":19.55,"vix3m_close":22.04,"ratio":0.887,"spy_close":137.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-17","vix_close":18.46,"vix3m_close":20.85,"ratio":0.8854,"spy_close":139.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-18","vix_close":18.64,"vix3m_close":21.12,"ratio":0.8826,"spy_close":138.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-19","vix_close":18.36,"vix3m_close":21.23,"ratio":0.8648,"spy_close":137.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-20","vix_close":17.44,"vix3m_close":20.48,"ratio":0.8516,"spy_close":137.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-23","vix_close":18.97,"vix3m_close":21.39,"ratio":0.8869,"spy_close":136.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-24","vix_close":18.1,"vix3m_close":20.51,"ratio":0.8825,"spy_close":137.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-25","vix_close":16.82,"vix3m_close":19.46,"ratio":0.8643,"spy_close":139.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-26","vix_close":16.24,"vix3m_close":18.55,"ratio":0.8755,"spy_close":140.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-27","vix_close":16.32,"vix3m_close":18.74,"ratio":0.8709,"spy_close":140.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-04-30","vix_close":17.15,"vix3m_close":19.32,"ratio":0.8877,"spy_close":139.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-01","vix_close":16.6,"vix3m_close":19.13,"ratio":0.8677,"spy_close":140.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-02","vix_close":16.88,"vix3m_close":19.01,"ratio":0.888,"spy_close":140.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-03","vix_close":17.56,"vix3m_close":19.5,"ratio":0.9005,"spy_close":139.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-04","vix_close":19.16,"vix3m_close":20.72,"ratio":0.9247,"spy_close":137.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-07","vix_close":18.94,"vix3m_close":20.45,"ratio":0.9262,"spy_close":137.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-08","vix_close":19.05,"vix3m_close":20.81,"ratio":0.9154,"spy_close":136.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-09","vix_close":20.08,"vix3m_close":21.53,"ratio":0.9327,"spy_close":135.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-10","vix_close":18.83,"vix3m_close":20.87,"ratio":0.9023,"spy_close":136.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-11","vix_close":19.89,"vix3m_close":21.55,"ratio":0.923,"spy_close":135.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-14","vix_close":21.87,"vix3m_close":22.97,"ratio":0.9521,"spy_close":134.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-15","vix_close":21.97,"vix3m_close":23.92,"ratio":0.9185,"spy_close":133.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-16","vix_close":22.27,"vix3m_close":24.92,"ratio":0.8937,"spy_close":132.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-17","vix_close":24.49,"vix3m_close":26.41,"ratio":0.9273,"spy_close":130.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-18","vix_close":25.1,"vix3m_close":27.66,"ratio":0.9074,"spy_close":129.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-21","vix_close":22.01,"vix3m_close":24.71,"ratio":0.8907,"spy_close":131.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-22","vix_close":22.48,"vix3m_close":25.23,"ratio":0.891,"spy_close":132.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-23","vix_close":22.33,"vix3m_close":25.11,"ratio":0.8893,"spy_close":132.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-24","vix_close":21.54,"vix3m_close":24.78,"ratio":0.8692,"spy_close":132.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-25","vix_close":21.76,"vix3m_close":24.93,"ratio":0.8728,"spy_close":132.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-29","vix_close":21.03,"vix3m_close":23.89,"ratio":0.8803,"spy_close":133.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-30","vix_close":24.14,"vix3m_close":26.19,"ratio":0.9217,"spy_close":131.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-05-31","vix_close":24.06,"vix3m_close":26.22,"ratio":0.9176,"spy_close":131.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-01","vix_close":26.66,"vix3m_close":28.47,"ratio":0.9364,"spy_close":128.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-04","vix_close":26.12,"vix3m_close":28.12,"ratio":0.9289,"spy_close":128.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-05","vix_close":24.68,"vix3m_close":26.87,"ratio":0.9185,"spy_close":129.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-06","vix_close":22.16,"vix3m_close":24.71,"ratio":0.8968,"spy_close":131.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-07","vix_close":21.72,"vix3m_close":24.47,"ratio":0.8876,"spy_close":132.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-08","vix_close":21.23,"vix3m_close":23.64,"ratio":0.8981,"spy_close":133.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-11","vix_close":23.56,"vix3m_close":25.5,"ratio":0.9239,"spy_close":131.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-12","vix_close":22.09,"vix3m_close":24.94,"ratio":0.8857,"spy_close":132.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-13","vix_close":24.27,"vix3m_close":26.5,"ratio":0.9158,"spy_close":132.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-14","vix_close":21.68,"vix3m_close":25.0,"ratio":0.8672,"spy_close":133.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-15","vix_close":21.11,"vix3m_close":23.67,"ratio":0.8918,"spy_close":134.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-18","vix_close":18.32,"vix3m_close":22.13,"ratio":0.8278,"spy_close":134.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-19","vix_close":18.38,"vix3m_close":21.92,"ratio":0.8385,"spy_close":135.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-20","vix_close":17.24,"vix3m_close":20.84,"ratio":0.8273,"spy_close":135.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-21","vix_close":20.08,"vix3m_close":23.16,"ratio":0.867,"spy_close":132.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-22","vix_close":18.11,"vix3m_close":21.51,"ratio":0.8419,"spy_close":133.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-25","vix_close":20.38,"vix3m_close":23.03,"ratio":0.8849,"spy_close":131.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-26","vix_close":19.72,"vix3m_close":22.47,"ratio":0.8776,"spy_close":131.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-27","vix_close":19.45,"vix3m_close":22.36,"ratio":0.8699,"spy_close":133.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-28","vix_close":19.71,"vix3m_close":22.25,"ratio":0.8858,"spy_close":132.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-06-29","vix_close":17.08,"vix3m_close":20.32,"ratio":0.8406,"spy_close":136.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-02","vix_close":16.8,"vix3m_close":19.79,"ratio":0.8489,"spy_close":136.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-03","vix_close":16.64,"vix3m_close":19.32,"ratio":0.8613,"spy_close":137.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-05","vix_close":17.5,"vix3m_close":20.11,"ratio":0.8702,"spy_close":136.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-06","vix_close":17.1,"vix3m_close":20.04,"ratio":0.8533,"spy_close":135.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-09","vix_close":17.98,"vix3m_close":20.37,"ratio":0.8827,"spy_close":135.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-10","vix_close":18.72,"vix3m_close":20.87,"ratio":0.897,"spy_close":134.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-11","vix_close":17.95,"vix3m_close":20.25,"ratio":0.8864,"spy_close":134.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-12","vix_close":18.33,"vix3m_close":20.69,"ratio":0.8859,"spy_close":133.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-13","vix_close":16.74,"vix3m_close":19.39,"ratio":0.8633,"spy_close":135.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-16","vix_close":17.11,"vix3m_close":19.61,"ratio":0.8725,"spy_close":135.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-17","vix_close":16.48,"vix3m_close":18.92,"ratio":0.871,"spy_close":136.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-18","vix_close":16.16,"vix3m_close":18.94,"ratio":0.8532,"spy_close":137.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-19","vix_close":15.45,"vix3m_close":18.61,"ratio":0.8302,"spy_close":137.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-20","vix_close":16.27,"vix3m_close":19.64,"ratio":0.8284,"spy_close":136.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-23","vix_close":18.62,"vix3m_close":21.18,"ratio":0.8791,"spy_close":135.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-24","vix_close":20.47,"vix3m_close":22.26,"ratio":0.9196,"spy_close":133.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-25","vix_close":19.34,"vix3m_close":21.88,"ratio":0.8839,"spy_close":133.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-26","vix_close":17.53,"vix3m_close":20.24,"ratio":0.8661,"spy_close":136.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-27","vix_close":16.7,"vix3m_close":19.66,"ratio":0.8494,"spy_close":138.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-30","vix_close":18.03,"vix3m_close":20.13,"ratio":0.8957,"spy_close":138.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-07-31","vix_close":18.93,"vix3m_close":20.78,"ratio":0.911,"spy_close":137.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-01","vix_close":18.96,"vix3m_close":20.67,"ratio":0.9173,"spy_close":137.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-02","vix_close":17.57,"vix3m_close":20.23,"ratio":0.8685,"spy_close":136.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-03","vix_close":15.64,"vix3m_close":18.68,"ratio":0.8373,"spy_close":139.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-06","vix_close":15.95,"vix3m_close":18.74,"ratio":0.8511,"spy_close":139.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-07","vix_close":15.99,"vix3m_close":18.81,"ratio":0.8501,"spy_close":140.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-08","vix_close":15.32,"vix3m_close":18.58,"ratio":0.8245,"spy_close":140.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-09","vix_close":15.28,"vix3m_close":18.23,"ratio":0.8382,"spy_close":140.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-10","vix_close":14.74,"vix3m_close":18.14,"ratio":0.8126,"spy_close":140.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-13","vix_close":13.7,"vix3m_close":18.07,"ratio":0.7582,"spy_close":140.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-14","vix_close":14.85,"vix3m_close":18.51,"ratio":0.8023,"spy_close":140.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-15","vix_close":14.63,"vix3m_close":18.86,"ratio":0.7757,"spy_close":140.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-16","vix_close":14.29,"vix3m_close":18.55,"ratio":0.7704,"spy_close":141.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-17","vix_close":13.45,"vix3m_close":18.35,"ratio":0.733,"spy_close":142.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-20","vix_close":14.02,"vix3m_close":18.59,"ratio":0.7542,"spy_close":142.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-21","vix_close":15.02,"vix3m_close":18.8,"ratio":0.7989,"spy_close":141.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-22","vix_close":15.11,"vix3m_close":19.42,"ratio":0.7781,"spy_close":141.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-23","vix_close":15.96,"vix3m_close":20.09,"ratio":0.7944,"spy_close":140.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-24","vix_close":15.18,"vix3m_close":19.24,"ratio":0.789,"spy_close":141.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-27","vix_close":16.35,"vix3m_close":19.92,"ratio":0.8208,"spy_close":141.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-28","vix_close":16.49,"vix3m_close":19.82,"ratio":0.832,"spy_close":141.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-29","vix_close":17.06,"vix3m_close":20.46,"ratio":0.8338,"spy_close":141.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-30","vix_close":17.83,"vix3m_close":20.92,"ratio":0.8523,"spy_close":140.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-08-31","vix_close":17.47,"vix3m_close":20.62,"ratio":0.8472,"spy_close":141.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-04","vix_close":17.98,"vix3m_close":20.68,"ratio":0.8694,"spy_close":141.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-05","vix_close":17.74,"vix3m_close":19.99,"ratio":0.8874,"spy_close":140.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-06","vix_close":15.6,"vix3m_close":18.62,"ratio":0.8378,"spy_close":143.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-07","vix_close":14.38,"vix3m_close":17.59,"ratio":0.8175,"spy_close":144.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-10","vix_close":16.28,"vix3m_close":18.3,"ratio":0.8896,"spy_close":143.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-11","vix_close":16.41,"vix3m_close":18.29,"ratio":0.8972,"spy_close":143.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-12","vix_close":15.8,"vix3m_close":17.6,"ratio":0.8977,"spy_close":144.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-13","vix_close":14.05,"vix3m_close":16.45,"ratio":0.8541,"spy_close":146.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-14","vix_close":14.51,"vix3m_close":16.9,"ratio":0.8586,"spy_close":147.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-17","vix_close":14.59,"vix3m_close":17.13,"ratio":0.8517,"spy_close":146.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-18","vix_close":14.18,"vix3m_close":16.63,"ratio":0.8527,"spy_close":146.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-19","vix_close":13.88,"vix3m_close":16.49,"ratio":0.8417,"spy_close":146.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-20","vix_close":14.07,"vix3m_close":16.75,"ratio":0.84,"spy_close":146.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-21","vix_close":13.98,"vix3m_close":16.79,"ratio":0.8326,"spy_close":145.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-24","vix_close":14.15,"vix3m_close":16.59,"ratio":0.8529,"spy_close":145.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-25","vix_close":15.43,"vix3m_close":17.6,"ratio":0.8767,"spy_close":144.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-26","vix_close":16.81,"vix3m_close":18.5,"ratio":0.9086,"spy_close":143.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-27","vix_close":14.84,"vix3m_close":17.07,"ratio":0.8694,"spy_close":144.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-09-28","vix_close":15.73,"vix3m_close":17.61,"ratio":0.8932,"spy_close":143.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-01","vix_close":16.32,"vix3m_close":17.92,"ratio":0.9107,"spy_close":144.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-02","vix_close":15.71,"vix3m_close":17.74,"ratio":0.8856,"spy_close":144.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-03","vix_close":15.43,"vix3m_close":17.58,"ratio":0.8777,"spy_close":145.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-04","vix_close":14.55,"vix3m_close":17.06,"ratio":0.8529,"spy_close":146.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-05","vix_close":14.33,"vix3m_close":16.93,"ratio":0.8464,"spy_close":146.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-08","vix_close":15.11,"vix3m_close":17.36,"ratio":0.8704,"spy_close":145.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-09","vix_close":16.37,"vix3m_close":18.01,"ratio":0.9089,"spy_close":144.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-10","vix_close":16.29,"vix3m_close":18.13,"ratio":0.8985,"spy_close":143.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-11","vix_close":15.59,"vix3m_close":17.57,"ratio":0.8873,"spy_close":143.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-12","vix_close":16.14,"vix3m_close":17.74,"ratio":0.9098,"spy_close":142.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-15","vix_close":15.27,"vix3m_close":17.11,"ratio":0.8925,"spy_close":144.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-16","vix_close":15.22,"vix3m_close":16.97,"ratio":0.8969,"spy_close":145.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-17","vix_close":15.07,"vix3m_close":16.61,"ratio":0.9073,"spy_close":146.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-18","vix_close":15.03,"vix3m_close":16.58,"ratio":0.9065,"spy_close":145.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-19","vix_close":17.06,"vix3m_close":18.12,"ratio":0.9415,"spy_close":143.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-22","vix_close":16.62,"vix3m_close":17.87,"ratio":0.9301,"spy_close":143.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-23","vix_close":18.83,"vix3m_close":19.45,"ratio":0.9681,"spy_close":141.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-24","vix_close":18.33,"vix3m_close":19.27,"ratio":0.9512,"spy_close":141.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-25","vix_close":18.12,"vix3m_close":19.11,"ratio":0.9482,"spy_close":141.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-26","vix_close":17.81,"vix3m_close":19.02,"ratio":0.9364,"spy_close":141.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-10-31","vix_close":18.6,"vix3m_close":19.31,"ratio":0.9632,"spy_close":141.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-01","vix_close":16.69,"vix3m_close":17.73,"ratio":0.9413,"spy_close":142.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-02","vix_close":17.59,"vix3m_close":18.55,"ratio":0.9482,"spy_close":141.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-05","vix_close":18.42,"vix3m_close":18.97,"ratio":0.971,"spy_close":141.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-06","vix_close":17.58,"vix3m_close":18.24,"ratio":0.9638,"spy_close":142.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-07","vix_close":19.08,"vix3m_close":19.81,"ratio":0.9631,"spy_close":139.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-08","vix_close":18.49,"vix3m_close":19.83,"ratio":0.9324,"spy_close":138.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-09","vix_close":18.61,"vix3m_close":20.07,"ratio":0.9273,"spy_close":138.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-12","vix_close":16.68,"vix3m_close":19.15,"ratio":0.871,"spy_close":138.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-13","vix_close":16.65,"vix3m_close":18.97,"ratio":0.8777,"spy_close":137.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-14","vix_close":17.92,"vix3m_close":19.87,"ratio":0.9019,"spy_close":135.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-15","vix_close":17.99,"vix3m_close":19.79,"ratio":0.909,"spy_close":135.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-16","vix_close":16.41,"vix3m_close":18.93,"ratio":0.8669,"spy_close":136.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-19","vix_close":15.24,"vix3m_close":17.59,"ratio":0.8664,"spy_close":139.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-20","vix_close":15.08,"vix3m_close":17.28,"ratio":0.8727,"spy_close":139.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-21","vix_close":15.31,"vix3m_close":17.58,"ratio":0.8709,"spy_close":139.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-23","vix_close":15.16,"vix3m_close":17.58,"ratio":0.8623,"spy_close":141.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-26","vix_close":15.5,"vix3m_close":17.31,"ratio":0.8954,"spy_close":141.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-27","vix_close":15.92,"vix3m_close":17.62,"ratio":0.9035,"spy_close":140.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-28","vix_close":15.51,"vix3m_close":17.2,"ratio":0.9017,"spy_close":141.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-29","vix_close":15.06,"vix3m_close":16.82,"ratio":0.8954,"spy_close":142.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-11-30","vix_close":15.87,"vix3m_close":17.27,"ratio":0.9189,"spy_close":142.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-03","vix_close":16.64,"vix3m_close":17.82,"ratio":0.9338,"spy_close":141.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-04","vix_close":17.12,"vix3m_close":18.19,"ratio":0.9412,"spy_close":141.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-05","vix_close":16.46,"vix3m_close":17.83,"ratio":0.9232,"spy_close":141.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-06","vix_close":16.58,"vix3m_close":17.84,"ratio":0.9294,"spy_close":141.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-07","vix_close":15.9,"vix3m_close":17.29,"ratio":0.9196,"spy_close":142.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-10","vix_close":16.05,"vix3m_close":17.35,"ratio":0.9251,"spy_close":142.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-11","vix_close":15.57,"vix3m_close":17.0,"ratio":0.9159,"spy_close":143.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-12","vix_close":15.95,"vix3m_close":17.43,"ratio":0.9151,"spy_close":143.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-13","vix_close":16.56,"vix3m_close":17.88,"ratio":0.9262,"spy_close":142.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-14","vix_close":17.0,"vix3m_close":18.03,"ratio":0.9429,"spy_close":142.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-17","vix_close":16.34,"vix3m_close":17.5,"ratio":0.9337,"spy_close":143.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-18","vix_close":15.57,"vix3m_close":16.81,"ratio":0.9262,"spy_close":145.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-19","vix_close":17.36,"vix3m_close":17.86,"ratio":0.972,"spy_close":144.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-20","vix_close":17.67,"vix3m_close":18.14,"ratio":0.9741,"spy_close":145.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-21","vix_close":17.84,"vix3m_close":18.87,"ratio":0.9454,"spy_close":142.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-24","vix_close":18.58,"vix3m_close":18.87,"ratio":0.9846,"spy_close":142.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-26","vix_close":19.48,"vix3m_close":19.93,"ratio":0.9774,"spy_close":141.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-27","vix_close":19.47,"vix3m_close":19.92,"ratio":0.9774,"spy_close":141.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2012-12-28","vix_close":22.72,"vix3m_close":21.88,"ratio":1.0384,"spy_close":140.03,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2012-12-31","vix_close":18.02,"vix3m_close":18.73,"ratio":0.9621,"spy_close":142.41,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-02","vix_close":14.68,"vix3m_close":16.69,"ratio":0.8796,"spy_close":146.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-03","vix_close":14.56,"vix3m_close":16.74,"ratio":0.8698,"spy_close":145.73,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-04","vix_close":13.83,"vix3m_close":16.34,"ratio":0.8464,"spy_close":146.37,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-07","vix_close":13.79,"vix3m_close":16.45,"ratio":0.8383,"spy_close":145.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-08","vix_close":13.62,"vix3m_close":16.45,"ratio":0.828,"spy_close":145.55,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-09","vix_close":13.81,"vix3m_close":16.5,"ratio":0.837,"spy_close":145.92,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-10","vix_close":13.49,"vix3m_close":16.12,"ratio":0.8368,"spy_close":147.08,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-11","vix_close":13.36,"vix3m_close":16.01,"ratio":0.8345,"spy_close":147.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-14","vix_close":13.52,"vix3m_close":16.29,"ratio":0.83,"spy_close":146.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-15","vix_close":13.55,"vix3m_close":16.33,"ratio":0.8298,"spy_close":147.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-16","vix_close":13.42,"vix3m_close":16.24,"ratio":0.8264,"spy_close":147.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-17","vix_close":13.57,"vix3m_close":16.08,"ratio":0.8439,"spy_close":148.0,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-18","vix_close":12.46,"vix3m_close":15.29,"ratio":0.8149,"spy_close":148.33,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-22","vix_close":12.43,"vix3m_close":14.72,"ratio":0.8444,"spy_close":149.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-23","vix_close":12.46,"vix3m_close":14.5,"ratio":0.8593,"spy_close":149.37,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-24","vix_close":12.69,"vix3m_close":14.67,"ratio":0.865,"spy_close":149.41,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-25","vix_close":12.89,"vix3m_close":14.66,"ratio":0.8793,"spy_close":150.25,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-28","vix_close":13.57,"vix3m_close":15.07,"ratio":0.9005,"spy_close":150.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-29","vix_close":13.31,"vix3m_close":14.74,"ratio":0.903,"spy_close":150.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-30","vix_close":14.32,"vix3m_close":15.42,"ratio":0.9287,"spy_close":150.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-01-31","vix_close":14.28,"vix3m_close":15.55,"ratio":0.9183,"spy_close":149.7,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-01","vix_close":12.9,"vix3m_close":14.79,"ratio":0.8722,"spy_close":151.24,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-04","vix_close":14.67,"vix3m_close":15.79,"ratio":0.9291,"spy_close":149.54,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-05","vix_close":13.72,"vix3m_close":15.3,"ratio":0.8967,"spy_close":151.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-06","vix_close":13.41,"vix3m_close":15.14,"ratio":0.8857,"spy_close":151.16,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-07","vix_close":13.5,"vix3m_close":15.19,"ratio":0.8887,"spy_close":150.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-08","vix_close":13.02,"vix3m_close":14.8,"ratio":0.8797,"spy_close":151.8,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-11","vix_close":12.94,"vix3m_close":14.68,"ratio":0.8815,"spy_close":151.77,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-12","vix_close":12.64,"vix3m_close":14.53,"ratio":0.8699,"spy_close":152.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-13","vix_close":12.98,"vix3m_close":14.63,"ratio":0.8872,"spy_close":152.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-14","vix_close":12.66,"vix3m_close":14.43,"ratio":0.8773,"spy_close":152.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-15","vix_close":12.46,"vix3m_close":14.26,"ratio":0.8738,"spy_close":152.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-19","vix_close":12.31,"vix3m_close":13.99,"ratio":0.8799,"spy_close":153.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-20","vix_close":14.68,"vix3m_close":15.41,"ratio":0.9526,"spy_close":151.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-21","vix_close":15.22,"vix3m_close":15.71,"ratio":0.9688,"spy_close":150.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-22","vix_close":14.17,"vix3m_close":14.98,"ratio":0.9459,"spy_close":151.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-02-25","vix_close":18.99,"vix3m_close":17.94,"ratio":1.0585,"spy_close":149.0,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-02-26","vix_close":16.87,"vix3m_close":17.25,"ratio":0.978,"spy_close":150.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-02-27","vix_close":14.73,"vix3m_close":15.66,"ratio":0.9406,"spy_close":151.91,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-02-28","vix_close":15.51,"vix3m_close":16.18,"ratio":0.9586,"spy_close":151.61,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-01","vix_close":15.36,"vix3m_close":16.29,"ratio":0.9429,"spy_close":152.11,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-04","vix_close":14.01,"vix3m_close":15.42,"ratio":0.9086,"spy_close":152.92,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-05","vix_close":13.48,"vix3m_close":14.95,"ratio":0.9017,"spy_close":154.29,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-06","vix_close":13.53,"vix3m_close":15.03,"ratio":0.9002,"spy_close":154.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-07","vix_close":13.06,"vix3m_close":14.74,"ratio":0.886,"spy_close":154.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-08","vix_close":12.59,"vix3m_close":14.52,"ratio":0.8671,"spy_close":155.44,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-11","vix_close":11.56,"vix3m_close":14.3,"ratio":0.8084,"spy_close":156.03,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-12","vix_close":12.27,"vix3m_close":14.58,"ratio":0.8416,"spy_close":155.68,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-13","vix_close":11.83,"vix3m_close":14.51,"ratio":0.8153,"spy_close":155.91,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-14","vix_close":11.3,"vix3m_close":14.1,"ratio":0.8014,"spy_close":156.73,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-15","vix_close":11.3,"vix3m_close":14.26,"ratio":0.7924,"spy_close":155.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-18","vix_close":13.36,"vix3m_close":15.39,"ratio":0.8681,"spy_close":154.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-19","vix_close":14.39,"vix3m_close":15.71,"ratio":0.916,"spy_close":154.61,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-20","vix_close":12.67,"vix3m_close":14.93,"ratio":0.8486,"spy_close":155.69,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-21","vix_close":13.99,"vix3m_close":15.53,"ratio":0.9008,"spy_close":154.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-22","vix_close":13.57,"vix3m_close":15.26,"ratio":0.8893,"spy_close":155.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-25","vix_close":13.74,"vix3m_close":15.3,"ratio":0.898,"spy_close":154.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-26","vix_close":12.77,"vix3m_close":14.75,"ratio":0.8658,"spy_close":156.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2013-03-27","vix_close":13.15,"vix3m_close":14.93,"ratio":0.8808,"spy_close":156.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-03-28","vix_close":12.7,"vix3m_close":14.64,"ratio":0.8675,"spy_close":156.67,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-01","vix_close":13.58,"vix3m_close":15.28,"ratio":0.8887,"spy_close":156.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-02","vix_close":12.78,"vix3m_close":14.71,"ratio":0.8688,"spy_close":156.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-03","vix_close":14.21,"vix3m_close":15.49,"ratio":0.9174,"spy_close":155.23,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-04","vix_close":13.89,"vix3m_close":15.3,"ratio":0.9078,"spy_close":155.86,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-05","vix_close":13.92,"vix3m_close":15.38,"ratio":0.9051,"spy_close":155.16,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-08","vix_close":13.19,"vix3m_close":14.71,"ratio":0.8967,"spy_close":156.21,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-09","vix_close":12.84,"vix3m_close":14.46,"ratio":0.888,"spy_close":156.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-10","vix_close":12.36,"vix3m_close":14.12,"ratio":0.8754,"spy_close":158.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-11","vix_close":12.24,"vix3m_close":14.17,"ratio":0.8638,"spy_close":159.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-12","vix_close":12.06,"vix3m_close":14.02,"ratio":0.8602,"spy_close":158.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-04-15","vix_close":17.27,"vix3m_close":17.03,"ratio":1.0141,"spy_close":155.12,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-04-16","vix_close":13.96,"vix3m_close":15.1,"ratio":0.9245,"spy_close":157.41,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-04-17","vix_close":16.51,"vix3m_close":16.93,"ratio":0.9752,"spy_close":155.11,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-04-18","vix_close":17.56,"vix3m_close":17.52,"ratio":1.0023,"spy_close":154.14,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-19","vix_close":14.97,"vix3m_close":16.17,"ratio":0.9258,"spy_close":155.48,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-22","vix_close":14.39,"vix3m_close":15.66,"ratio":0.9189,"spy_close":156.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-23","vix_close":13.48,"vix3m_close":14.83,"ratio":0.909,"spy_close":157.78,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-24","vix_close":13.61,"vix3m_close":14.97,"ratio":0.9092,"spy_close":157.88,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-25","vix_close":13.62,"vix3m_close":14.96,"ratio":0.9104,"spy_close":158.52,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-26","vix_close":13.61,"vix3m_close":14.89,"ratio":0.914,"spy_close":158.24,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-29","vix_close":13.71,"vix3m_close":14.92,"ratio":0.9189,"spy_close":159.3,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-04-30","vix_close":13.52,"vix3m_close":14.78,"ratio":0.9147,"spy_close":159.68,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-01","vix_close":14.49,"vix3m_close":15.61,"ratio":0.9283,"spy_close":158.28,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-02","vix_close":13.59,"vix3m_close":14.87,"ratio":0.9139,"spy_close":159.75,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-03","vix_close":12.85,"vix3m_close":14.45,"ratio":0.8893,"spy_close":161.37,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-06","vix_close":12.66,"vix3m_close":14.31,"ratio":0.8847,"spy_close":161.79,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-07","vix_close":12.83,"vix3m_close":14.35,"ratio":0.8941,"spy_close":162.6,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-08","vix_close":12.66,"vix3m_close":14.4,"ratio":0.8792,"spy_close":163.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-05-09","vix_close":13.13,"vix3m_close":14.81,"ratio":0.8866,"spy_close":162.88,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-10","vix_close":12.59,"vix3m_close":14.71,"ratio":0.8559,"spy_close":163.41,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-13","vix_close":12.55,"vix3m_close":15.05,"ratio":0.8339,"spy_close":163.54,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-14","vix_close":12.77,"vix3m_close":14.98,"ratio":0.8525,"spy_close":165.23,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-15","vix_close":12.81,"vix3m_close":15.05,"ratio":0.8512,"spy_close":166.12,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-16","vix_close":13.07,"vix3m_close":15.45,"ratio":0.846,"spy_close":165.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-17","vix_close":12.45,"vix3m_close":15.17,"ratio":0.8207,"spy_close":166.94,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-20","vix_close":13.02,"vix3m_close":15.31,"ratio":0.8504,"spy_close":166.93,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-05-21","vix_close":13.37,"vix3m_close":15.78,"ratio":0.8473,"spy_close":167.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-22","vix_close":13.82,"vix3m_close":15.82,"ratio":0.8736,"spy_close":165.93,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-23","vix_close":14.07,"vix3m_close":16.0,"ratio":0.8794,"spy_close":165.45,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-24","vix_close":13.99,"vix3m_close":15.92,"ratio":0.8788,"spy_close":165.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-28","vix_close":14.48,"vix3m_close":15.87,"ratio":0.9124,"spy_close":166.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-29","vix_close":14.83,"vix3m_close":16.15,"ratio":0.9183,"spy_close":165.22,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-30","vix_close":14.53,"vix3m_close":16.01,"ratio":0.9076,"spy_close":165.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-05-31","vix_close":16.3,"vix3m_close":17.13,"ratio":0.9515,"spy_close":163.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-03","vix_close":16.28,"vix3m_close":17.22,"ratio":0.9454,"spy_close":164.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-04","vix_close":16.27,"vix3m_close":17.26,"ratio":0.9426,"spy_close":163.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-05","vix_close":17.5,"vix3m_close":18.0,"ratio":0.9722,"spy_close":161.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-06","vix_close":16.63,"vix3m_close":17.55,"ratio":0.9476,"spy_close":162.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-07","vix_close":15.14,"vix3m_close":16.72,"ratio":0.9055,"spy_close":164.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-10","vix_close":15.44,"vix3m_close":16.73,"ratio":0.9229,"spy_close":164.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-11","vix_close":17.07,"vix3m_close":17.91,"ratio":0.9531,"spy_close":163.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-12","vix_close":18.59,"vix3m_close":19.07,"ratio":0.9748,"spy_close":161.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-13","vix_close":16.41,"vix3m_close":17.83,"ratio":0.9204,"spy_close":164.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-14","vix_close":17.15,"vix3m_close":18.3,"ratio":0.9372,"spy_close":163.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-17","vix_close":16.8,"vix3m_close":17.99,"ratio":0.9339,"spy_close":164.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-18","vix_close":16.61,"vix3m_close":17.75,"ratio":0.9358,"spy_close":165.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-19","vix_close":16.64,"vix3m_close":17.78,"ratio":0.9359,"spy_close":163.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-06-20","vix_close":20.49,"vix3m_close":20.34,"ratio":1.0074,"spy_close":159.4,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-21","vix_close":18.9,"vix3m_close":19.49,"ratio":0.9697,"spy_close":159.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-24","vix_close":20.11,"vix3m_close":20.73,"ratio":0.9701,"spy_close":157.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-25","vix_close":18.47,"vix3m_close":19.67,"ratio":0.939,"spy_close":158.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-26","vix_close":17.21,"vix3m_close":18.82,"ratio":0.9145,"spy_close":160.14,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-27","vix_close":16.86,"vix3m_close":18.56,"ratio":0.9084,"spy_close":161.08,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-06-28","vix_close":16.86,"vix3m_close":18.39,"ratio":0.9168,"spy_close":160.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-07-01","vix_close":16.37,"vix3m_close":17.92,"ratio":0.9135,"spy_close":161.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-07-02","vix_close":16.44,"vix3m_close":18.02,"ratio":0.9123,"spy_close":161.21,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-07-03","vix_close":16.22,"vix3m_close":17.81,"ratio":0.9107,"spy_close":161.34,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-07-05","vix_close":14.89,"vix3m_close":16.88,"ratio":0.8821,"spy_close":163.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-07-08","vix_close":14.78,"vix3m_close":16.41,"ratio":0.9007,"spy_close":163.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-07-09","vix_close":14.35,"vix3m_close":15.91,"ratio":0.9019,"spy_close":165.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2013-07-10","vix_close":14.21,"vix3m_close":15.77,"ratio":0.9011,"spy_close":165.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-07-11","vix_close":14.01,"vix3m_close":15.5,"ratio":0.9039,"spy_close":167.44,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-07-12","vix_close":13.84,"vix3m_close":15.65,"ratio":0.8843,"spy_close":167.51,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-07-15","vix_close":13.79,"vix3m_close":15.62,"ratio":0.8828,"spy_close":168.16,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-16","vix_close":14.42,"vix3m_close":16.01,"ratio":0.9007,"spy_close":167.53,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-17","vix_close":13.78,"vix3m_close":15.56,"ratio":0.8856,"spy_close":167.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-18","vix_close":13.77,"vix3m_close":15.56,"ratio":0.885,"spy_close":168.87,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-19","vix_close":12.54,"vix3m_close":15.04,"ratio":0.8338,"spy_close":169.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-22","vix_close":12.29,"vix3m_close":14.69,"ratio":0.8366,"spy_close":169.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-23","vix_close":12.66,"vix3m_close":14.88,"ratio":0.8508,"spy_close":169.14,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-24","vix_close":13.18,"vix3m_close":15.19,"ratio":0.8677,"spy_close":168.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-25","vix_close":12.97,"vix3m_close":15.0,"ratio":0.8647,"spy_close":168.93,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-26","vix_close":12.72,"vix3m_close":14.8,"ratio":0.8595,"spy_close":169.11,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-29","vix_close":13.39,"vix3m_close":15.11,"ratio":0.8862,"spy_close":168.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-30","vix_close":13.39,"vix3m_close":14.98,"ratio":0.8939,"spy_close":168.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-07-31","vix_close":13.45,"vix3m_close":14.92,"ratio":0.9015,"spy_close":168.71,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-01","vix_close":12.94,"vix3m_close":14.55,"ratio":0.8893,"spy_close":170.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-02","vix_close":11.98,"vix3m_close":14.03,"ratio":0.8539,"spy_close":170.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-05","vix_close":11.84,"vix3m_close":13.86,"ratio":0.8543,"spy_close":170.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-06","vix_close":12.72,"vix3m_close":14.56,"ratio":0.8736,"spy_close":169.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-07","vix_close":12.98,"vix3m_close":14.81,"ratio":0.8764,"spy_close":169.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-08","vix_close":12.73,"vix3m_close":14.67,"ratio":0.8678,"spy_close":169.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-09","vix_close":13.41,"vix3m_close":15.1,"ratio":0.8881,"spy_close":169.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-12","vix_close":12.81,"vix3m_close":15.17,"ratio":0.8444,"spy_close":169.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-13","vix_close":12.31,"vix3m_close":14.86,"ratio":0.8284,"spy_close":169.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-14","vix_close":13.04,"vix3m_close":15.24,"ratio":0.8556,"spy_close":168.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-15","vix_close":14.73,"vix3m_close":16.24,"ratio":0.907,"spy_close":166.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-16","vix_close":14.37,"vix3m_close":15.94,"ratio":0.9015,"spy_close":165.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-19","vix_close":15.1,"vix3m_close":16.4,"ratio":0.9207,"spy_close":164.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-20","vix_close":14.91,"vix3m_close":16.31,"ratio":0.9142,"spy_close":165.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2013-08-21","vix_close":15.94,"vix3m_close":16.79,"ratio":0.9494,"spy_close":164.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-08-22","vix_close":14.76,"vix3m_close":15.99,"ratio":0.9231,"spy_close":166.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-08-23","vix_close":13.98,"vix3m_close":15.55,"ratio":0.899,"spy_close":166.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-08-26","vix_close":14.99,"vix3m_close":16.21,"ratio":0.9247,"spy_close":166.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-08-27","vix_close":16.77,"vix3m_close":17.68,"ratio":0.9485,"spy_close":163.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-08-28","vix_close":16.49,"vix3m_close":17.62,"ratio":0.9359,"spy_close":163.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-08-29","vix_close":16.81,"vix3m_close":17.9,"ratio":0.9391,"spy_close":164.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-08-30","vix_close":17.01,"vix3m_close":18.05,"ratio":0.9424,"spy_close":163.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-03","vix_close":16.61,"vix3m_close":17.64,"ratio":0.9416,"spy_close":164.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-04","vix_close":15.88,"vix3m_close":17.3,"ratio":0.9179,"spy_close":165.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-05","vix_close":15.77,"vix3m_close":17.14,"ratio":0.9201,"spy_close":165.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-06","vix_close":15.85,"vix3m_close":17.17,"ratio":0.9231,"spy_close":166.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-09","vix_close":15.63,"vix3m_close":16.83,"ratio":0.9287,"spy_close":167.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-10","vix_close":14.53,"vix3m_close":16.11,"ratio":0.9019,"spy_close":168.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-11","vix_close":13.82,"vix3m_close":15.61,"ratio":0.8853,"spy_close":169.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-12","vix_close":14.29,"vix3m_close":15.85,"ratio":0.9016,"spy_close":168.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-13","vix_close":14.16,"vix3m_close":15.7,"ratio":0.9019,"spy_close":169.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2013-09-16","vix_close":14.38,"vix3m_close":15.58,"ratio":0.923,"spy_close":170.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-17","vix_close":14.53,"vix3m_close":15.66,"ratio":0.9278,"spy_close":171.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-18","vix_close":13.59,"vix3m_close":15.18,"ratio":0.8953,"spy_close":173.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-19","vix_close":13.16,"vix3m_close":15.02,"ratio":0.8762,"spy_close":172.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-20","vix_close":13.12,"vix3m_close":15.32,"ratio":0.8564,"spy_close":170.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-23","vix_close":14.31,"vix3m_close":15.92,"ratio":0.8989,"spy_close":169.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-24","vix_close":14.08,"vix3m_close":15.64,"ratio":0.9003,"spy_close":169.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-25","vix_close":14.01,"vix3m_close":15.56,"ratio":0.9004,"spy_close":169.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-26","vix_close":14.06,"vix3m_close":15.41,"ratio":0.9124,"spy_close":169.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-27","vix_close":15.46,"vix3m_close":16.04,"ratio":0.9638,"spy_close":168.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-09-30","vix_close":16.6,"vix3m_close":16.8,"ratio":0.9881,"spy_close":168.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-10-01","vix_close":15.54,"vix3m_close":16.13,"ratio":0.9634,"spy_close":169.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-10-02","vix_close":16.6,"vix3m_close":16.81,"ratio":0.9875,"spy_close":169.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-10-03","vix_close":17.67,"vix3m_close":17.7,"ratio":0.9983,"spy_close":167.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-10-04","vix_close":16.74,"vix3m_close":17.21,"ratio":0.9727,"spy_close":168.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2013-10-07","vix_close":19.41,"vix3m_close":19.07,"ratio":1.0178,"spy_close":167.43,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2013-10-08","vix_close":20.34,"vix3m_close":19.84,"ratio":1.0252,"spy_close":165.48,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2013-10-09","vix_close":19.6,"vix3m_close":19.29,"ratio":1.0161,"spy_close":165.6,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-10-10","vix_close":16.48,"vix3m_close":17.21,"ratio":0.9576,"spy_close":169.17,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-10-11","vix_close":15.72,"vix3m_close":16.57,"ratio":0.9487,"spy_close":170.26,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-10-14","vix_close":16.07,"vix3m_close":16.92,"ratio":0.9498,"spy_close":170.94,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2013-10-15","vix_close":18.66,"vix3m_close":18.41,"ratio":1.0136,"spy_close":169.7,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-16","vix_close":14.71,"vix3m_close":16.26,"ratio":0.9047,"spy_close":172.07,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-17","vix_close":13.48,"vix3m_close":15.44,"ratio":0.8731,"spy_close":173.22,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-18","vix_close":13.04,"vix3m_close":14.92,"ratio":0.874,"spy_close":174.39,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-21","vix_close":13.16,"vix3m_close":15.14,"ratio":0.8692,"spy_close":174.4,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-22","vix_close":13.33,"vix3m_close":15.02,"ratio":0.8875,"spy_close":175.41,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-23","vix_close":13.42,"vix3m_close":15.11,"ratio":0.8882,"spy_close":174.57,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-24","vix_close":13.2,"vix3m_close":14.9,"ratio":0.8859,"spy_close":175.15,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-25","vix_close":13.09,"vix3m_close":14.87,"ratio":0.8803,"spy_close":175.95,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2013-10-28","vix_close":13.31,"vix3m_close":14.87,"ratio":0.8951,"spy_close":176.23,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-10-29","vix_close":13.41,"vix3m_close":15.03,"ratio":0.8922,"spy_close":177.17,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-10-30","vix_close":13.65,"vix3m_close":15.13,"ratio":0.9022,"spy_close":176.29,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-10-31","vix_close":13.75,"vix3m_close":15.25,"ratio":0.9016,"spy_close":175.79,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-01","vix_close":13.28,"vix3m_close":15.06,"ratio":0.8818,"spy_close":176.21,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-04","vix_close":12.93,"vix3m_close":14.68,"ratio":0.8808,"spy_close":176.83,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-05","vix_close":13.27,"vix3m_close":14.92,"ratio":0.8894,"spy_close":176.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-06","vix_close":12.67,"vix3m_close":14.66,"ratio":0.8643,"spy_close":177.17,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-07","vix_close":13.91,"vix3m_close":15.36,"ratio":0.9056,"spy_close":174.93,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-08","vix_close":12.9,"vix3m_close":14.63,"ratio":0.8817,"spy_close":177.29,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-11","vix_close":12.53,"vix3m_close":14.73,"ratio":0.8506,"spy_close":177.32,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-12","vix_close":12.82,"vix3m_close":14.88,"ratio":0.8616,"spy_close":176.96,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-13","vix_close":12.52,"vix3m_close":14.83,"ratio":0.8442,"spy_close":178.38,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-14","vix_close":12.37,"vix3m_close":14.88,"ratio":0.8313,"spy_close":179.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-15","vix_close":12.19,"vix3m_close":14.8,"ratio":0.8236,"spy_close":180.05,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-18","vix_close":13.1,"vix3m_close":14.93,"ratio":0.8774,"spy_close":179.42,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-19","vix_close":13.39,"vix3m_close":15.25,"ratio":0.878,"spy_close":179.03,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-20","vix_close":13.4,"vix3m_close":14.99,"ratio":0.8939,"spy_close":178.47,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-21","vix_close":12.66,"vix3m_close":14.52,"ratio":0.8719,"spy_close":179.91,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-22","vix_close":12.26,"vix3m_close":14.15,"ratio":0.8664,"spy_close":180.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-25","vix_close":12.79,"vix3m_close":14.43,"ratio":0.8863,"spy_close":180.63,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-26","vix_close":12.81,"vix3m_close":14.55,"ratio":0.8804,"spy_close":180.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-27","vix_close":12.98,"vix3m_close":14.6,"ratio":0.889,"spy_close":181.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-11-29","vix_close":13.73,"vix3m_close":15.02,"ratio":0.9141,"spy_close":180.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-02","vix_close":14.23,"vix3m_close":15.19,"ratio":0.9368,"spy_close":180.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-03","vix_close":14.55,"vix3m_close":15.49,"ratio":0.9393,"spy_close":179.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-04","vix_close":14.7,"vix3m_close":15.57,"ratio":0.9441,"spy_close":179.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-05","vix_close":15.08,"vix3m_close":15.78,"ratio":0.9556,"spy_close":178.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-06","vix_close":13.79,"vix3m_close":14.95,"ratio":0.9224,"spy_close":180.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-09","vix_close":13.49,"vix3m_close":14.93,"ratio":0.9035,"spy_close":181.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-10","vix_close":13.91,"vix3m_close":15.22,"ratio":0.9139,"spy_close":180.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-11","vix_close":15.42,"vix3m_close":15.99,"ratio":0.9644,"spy_close":178.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-12","vix_close":15.54,"vix3m_close":16.12,"ratio":0.964,"spy_close":178.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-13","vix_close":15.76,"vix3m_close":16.27,"ratio":0.9687,"spy_close":178.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-16","vix_close":16.03,"vix3m_close":16.39,"ratio":0.978,"spy_close":179.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-17","vix_close":16.21,"vix3m_close":16.5,"ratio":0.9824,"spy_close":178.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-18","vix_close":13.8,"vix3m_close":14.99,"ratio":0.9206,"spy_close":181.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-19","vix_close":14.15,"vix3m_close":15.28,"ratio":0.926,"spy_close":181.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-20","vix_close":13.79,"vix3m_close":15.01,"ratio":0.9187,"spy_close":181.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-23","vix_close":13.04,"vix3m_close":14.52,"ratio":0.8981,"spy_close":182.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-24","vix_close":12.57,"vix3m_close":14.29,"ratio":0.8796,"spy_close":182.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-26","vix_close":12.33,"vix3m_close":14.03,"ratio":0.8788,"spy_close":183.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-27","vix_close":12.46,"vix3m_close":13.98,"ratio":0.8913,"spy_close":183.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-30","vix_close":13.56,"vix3m_close":14.77,"ratio":0.9181,"spy_close":183.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2013-12-31","vix_close":13.72,"vix3m_close":14.77,"ratio":0.9289,"spy_close":184.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2014-01-02","vix_close":14.23,"vix3m_close":15.26,"ratio":0.9325,"spy_close":182.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-03","vix_close":13.76,"vix3m_close":15.09,"ratio":0.9119,"spy_close":182.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2014-01-06","vix_close":13.55,"vix3m_close":14.82,"ratio":0.9143,"spy_close":182.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2014-01-07","vix_close":12.92,"vix3m_close":14.41,"ratio":0.8966,"spy_close":183.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2014-01-08","vix_close":12.87,"vix3m_close":14.29,"ratio":0.9006,"spy_close":183.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2014-01-09","vix_close":12.89,"vix3m_close":14.29,"ratio":0.902,"spy_close":183.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2014-01-10","vix_close":12.14,"vix3m_close":13.94,"ratio":0.8709,"spy_close":184.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-13","vix_close":13.28,"vix3m_close":14.98,"ratio":0.8865,"spy_close":181.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-14","vix_close":12.28,"vix3m_close":14.49,"ratio":0.8475,"spy_close":183.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-15","vix_close":12.28,"vix3m_close":14.46,"ratio":0.8492,"spy_close":184.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-16","vix_close":12.53,"vix3m_close":14.69,"ratio":0.853,"spy_close":184.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-17","vix_close":12.44,"vix3m_close":14.63,"ratio":0.8503,"spy_close":183.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-21","vix_close":12.87,"vix3m_close":14.62,"ratio":0.8803,"spy_close":184.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-22","vix_close":12.84,"vix3m_close":14.47,"ratio":0.8874,"spy_close":184.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-23","vix_close":13.77,"vix3m_close":14.98,"ratio":0.9192,"spy_close":182.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2014-01-24","vix_close":18.14,"vix3m_close":17.4,"ratio":1.0425,"spy_close":178.89,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2014-01-27","vix_close":17.42,"vix3m_close":17.13,"ratio":1.0169,"spy_close":178.01,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2014-01-28","vix_close":15.8,"vix3m_close":16.2,"ratio":0.9753,"spy_close":179.07,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2014-01-29","vix_close":17.35,"vix3m_close":17.24,"ratio":1.0064,"spy_close":177.35,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2014-01-30","vix_close":17.29,"vix3m_close":17.37,"ratio":0.9954,"spy_close":179.23,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2014-01-31","vix_close":18.41,"vix3m_close":18.09,"ratio":1.0177,"spy_close":178.18,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2014-02-03","vix_close":21.44,"vix3m_close":20.14,"ratio":1.0645,"spy_close":174.17,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2014-02-04","vix_close":19.11,"vix3m_close":19.08,"ratio":1.0016,"spy_close":175.39,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2014-02-05","vix_close":19.95,"vix3m_close":19.67,"ratio":1.0142,"spy_close":175.17,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-06","vix_close":17.23,"vix3m_close":17.79,"ratio":0.9685,"spy_close":177.48,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-07","vix_close":15.29,"vix3m_close":16.34,"ratio":0.9357,"spy_close":179.68,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-10","vix_close":15.26,"vix3m_close":16.32,"ratio":0.935,"spy_close":180.01,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-11","vix_close":14.51,"vix3m_close":15.75,"ratio":0.9213,"spy_close":181.98,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-12","vix_close":14.3,"vix3m_close":15.65,"ratio":0.9137,"spy_close":182.07,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-13","vix_close":14.14,"vix3m_close":15.5,"ratio":0.9123,"spy_close":183.01,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":12.22},{"date":"2014-02-14","vix_close":13.57,"vix3m_close":15.17,"ratio":0.8945,"spy_close":184.02,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":11.11},{"date":"2014-02-18","vix_close":13.87,"vix3m_close":15.22,"ratio":0.9113,"spy_close":184.24,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-02-19","vix_close":15.5,"vix3m_close":16.29,"ratio":0.9515,"spy_close":183.02,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-02-20","vix_close":14.79,"vix3m_close":15.72,"ratio":0.9408,"spy_close":184.1,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-02-21","vix_close":14.68,"vix3m_close":15.64,"ratio":0.9386,"spy_close":183.89,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-02-24","vix_close":14.23,"vix3m_close":15.5,"ratio":0.9181,"spy_close":184.91,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-02-25","vix_close":13.67,"vix3m_close":15.5,"ratio":0.8819,"spy_close":184.84,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-02-26","vix_close":14.35,"vix3m_close":15.91,"ratio":0.9019,"spy_close":184.85,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-02-27","vix_close":14.04,"vix3m_close":15.63,"ratio":0.8983,"spy_close":185.82,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-02-28","vix_close":14.0,"vix3m_close":15.8,"ratio":0.8861,"spy_close":186.29,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-03","vix_close":16.0,"vix3m_close":16.92,"ratio":0.9456,"spy_close":184.98,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-04","vix_close":14.1,"vix3m_close":15.69,"ratio":0.8987,"spy_close":187.58,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-05","vix_close":13.89,"vix3m_close":15.77,"ratio":0.8808,"spy_close":187.75,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-06","vix_close":14.21,"vix3m_close":15.83,"ratio":0.8977,"spy_close":188.18,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-07","vix_close":14.11,"vix3m_close":15.87,"ratio":0.8891,"spy_close":188.26,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-10","vix_close":14.2,"vix3m_close":15.97,"ratio":0.8892,"spy_close":188.16,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-11","vix_close":14.8,"vix3m_close":16.35,"ratio":0.9052,"spy_close":187.23,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-12","vix_close":14.47,"vix3m_close":16.08,"ratio":0.8999,"spy_close":187.28,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-13","vix_close":16.22,"vix3m_close":17.13,"ratio":0.9469,"spy_close":185.18,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-14","vix_close":17.82,"vix3m_close":17.93,"ratio":0.9939,"spy_close":184.66,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-17","vix_close":15.64,"vix3m_close":16.69,"ratio":0.9371,"spy_close":186.33,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-18","vix_close":14.52,"vix3m_close":16.15,"ratio":0.8991,"spy_close":187.66,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-19","vix_close":15.12,"vix3m_close":16.38,"ratio":0.9231,"spy_close":186.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-20","vix_close":14.52,"vix3m_close":15.86,"ratio":0.9155,"spy_close":187.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-21","vix_close":15.0,"vix3m_close":16.18,"ratio":0.9271,"spy_close":186.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-24","vix_close":15.09,"vix3m_close":16.1,"ratio":0.9373,"spy_close":185.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-25","vix_close":14.02,"vix3m_close":15.53,"ratio":0.9028,"spy_close":186.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-26","vix_close":14.93,"vix3m_close":16.08,"ratio":0.9285,"spy_close":184.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-27","vix_close":14.62,"vix3m_close":15.87,"ratio":0.9212,"spy_close":184.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-28","vix_close":14.41,"vix3m_close":15.46,"ratio":0.9321,"spy_close":185.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-03-31","vix_close":13.88,"vix3m_close":15.08,"ratio":0.9204,"spy_close":187.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-01","vix_close":13.1,"vix3m_close":14.4,"ratio":0.9097,"spy_close":188.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-02","vix_close":13.09,"vix3m_close":14.45,"ratio":0.9059,"spy_close":188.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-03","vix_close":13.37,"vix3m_close":14.5,"ratio":0.9221,"spy_close":188.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-04","vix_close":13.96,"vix3m_close":14.96,"ratio":0.9332,"spy_close":186.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-07","vix_close":15.57,"vix3m_close":15.9,"ratio":0.9792,"spy_close":184.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-08","vix_close":14.89,"vix3m_close":15.53,"ratio":0.9588,"spy_close":185.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-09","vix_close":13.82,"vix3m_close":14.83,"ratio":0.9319,"spy_close":187.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-10","vix_close":15.89,"vix3m_close":16.07,"ratio":0.9888,"spy_close":183.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-04-11","vix_close":17.03,"vix3m_close":16.79,"ratio":1.0143,"spy_close":181.51,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-14","vix_close":16.11,"vix3m_close":16.34,"ratio":0.9859,"spy_close":182.94,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-15","vix_close":15.61,"vix3m_close":15.99,"ratio":0.9762,"spy_close":184.2,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-16","vix_close":14.18,"vix3m_close":15.23,"ratio":0.9311,"spy_close":186.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-17","vix_close":13.36,"vix3m_close":14.84,"ratio":0.9003,"spy_close":186.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-21","vix_close":13.25,"vix3m_close":14.75,"ratio":0.8983,"spy_close":187.04,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-22","vix_close":13.19,"vix3m_close":14.61,"ratio":0.9028,"spy_close":187.89,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-04-23","vix_close":13.27,"vix3m_close":14.83,"ratio":0.8948,"spy_close":187.45,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2014-04-24","vix_close":13.32,"vix3m_close":14.77,"ratio":0.9018,"spy_close":187.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2014-04-25","vix_close":14.06,"vix3m_close":15.18,"ratio":0.9262,"spy_close":186.29,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-28","vix_close":13.97,"vix3m_close":14.93,"ratio":0.9357,"spy_close":186.88,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2014-04-29","vix_close":13.71,"vix3m_close":14.83,"ratio":0.9245,"spy_close":187.75,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2014-04-30","vix_close":13.41,"vix3m_close":14.7,"ratio":0.9122,"spy_close":188.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2014-05-01","vix_close":13.25,"vix3m_close":14.67,"ratio":0.9032,"spy_close":188.33,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2014-05-02","vix_close":12.91,"vix3m_close":14.68,"ratio":0.8794,"spy_close":188.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-05","vix_close":13.29,"vix3m_close":14.75,"ratio":0.901,"spy_close":188.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-06","vix_close":13.8,"vix3m_close":15.12,"ratio":0.9127,"spy_close":186.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-07","vix_close":13.4,"vix3m_close":14.62,"ratio":0.9166,"spy_close":187.88,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-08","vix_close":13.43,"vix3m_close":14.58,"ratio":0.9211,"spy_close":187.68,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-09","vix_close":12.92,"vix3m_close":14.38,"ratio":0.8985,"spy_close":187.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-12","vix_close":12.23,"vix3m_close":13.88,"ratio":0.8811,"spy_close":189.79,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-13","vix_close":12.13,"vix3m_close":14.04,"ratio":0.864,"spy_close":189.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-14","vix_close":12.17,"vix3m_close":14.18,"ratio":0.8583,"spy_close":189.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-15","vix_close":13.17,"vix3m_close":14.86,"ratio":0.8863,"spy_close":187.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-16","vix_close":12.44,"vix3m_close":14.33,"ratio":0.8681,"spy_close":188.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-19","vix_close":12.42,"vix3m_close":14.11,"ratio":0.8802,"spy_close":188.74,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-20","vix_close":12.96,"vix3m_close":14.41,"ratio":0.8994,"spy_close":187.55,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-21","vix_close":11.91,"vix3m_close":13.87,"ratio":0.8587,"spy_close":189.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-22","vix_close":12.03,"vix3m_close":13.83,"ratio":0.8698,"spy_close":189.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-23","vix_close":11.36,"vix3m_close":13.62,"ratio":0.8341,"spy_close":190.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-27","vix_close":11.51,"vix3m_close":13.64,"ratio":0.8438,"spy_close":191.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-28","vix_close":11.68,"vix3m_close":13.77,"ratio":0.8482,"spy_close":191.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-29","vix_close":11.57,"vix3m_close":13.71,"ratio":0.8439,"spy_close":192.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-05-30","vix_close":11.4,"vix3m_close":13.75,"ratio":0.8291,"spy_close":192.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-06-02","vix_close":11.58,"vix3m_close":13.88,"ratio":0.8343,"spy_close":192.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-06-03","vix_close":11.87,"vix3m_close":13.82,"ratio":0.8589,"spy_close":192.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2014-06-04","vix_close":12.08,"vix3m_close":13.77,"ratio":0.8773,"spy_close":193.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2014-06-05","vix_close":11.68,"vix3m_close":13.58,"ratio":0.8601,"spy_close":194.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":6.67},{"date":"2014-06-06","vix_close":10.73,"vix3m_close":12.83,"ratio":0.8363,"spy_close":195.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":6.67},{"date":"2014-06-09","vix_close":11.15,"vix3m_close":13.02,"ratio":0.8564,"spy_close":195.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2014-06-10","vix_close":10.99,"vix3m_close":13.01,"ratio":0.8447,"spy_close":195.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2014-06-11","vix_close":11.6,"vix3m_close":13.29,"ratio":0.8728,"spy_close":194.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2014-06-12","vix_close":12.56,"vix3m_close":14.11,"ratio":0.8901,"spy_close":193.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2014-06-13","vix_close":12.18,"vix3m_close":13.79,"ratio":0.8832,"spy_close":194.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2014-06-16","vix_close":12.65,"vix3m_close":13.97,"ratio":0.9055,"spy_close":194.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-17","vix_close":12.06,"vix3m_close":13.66,"ratio":0.8829,"spy_close":194.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-18","vix_close":10.61,"vix3m_close":12.62,"ratio":0.8407,"spy_close":196.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-19","vix_close":10.62,"vix3m_close":12.7,"ratio":0.8362,"spy_close":196.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-20","vix_close":10.85,"vix3m_close":12.87,"ratio":0.843,"spy_close":195.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-23","vix_close":10.98,"vix3m_close":12.92,"ratio":0.8498,"spy_close":195.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-24","vix_close":12.13,"vix3m_close":13.38,"ratio":0.9066,"spy_close":194.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-25","vix_close":11.59,"vix3m_close":13.11,"ratio":0.8841,"spy_close":195.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-26","vix_close":11.63,"vix3m_close":13.07,"ratio":0.8898,"spy_close":195.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-27","vix_close":11.26,"vix3m_close":12.82,"ratio":0.8783,"spy_close":195.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-06-30","vix_close":11.57,"vix3m_close":13.01,"ratio":0.8893,"spy_close":195.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-01","vix_close":11.15,"vix3m_close":12.74,"ratio":0.8752,"spy_close":197.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-02","vix_close":10.82,"vix3m_close":12.49,"ratio":0.8663,"spy_close":197.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-03","vix_close":10.3,"vix3m_close":12.21,"ratio":0.8436,"spy_close":198.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-07","vix_close":11.33,"vix3m_close":12.87,"ratio":0.8803,"spy_close":197.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-08","vix_close":11.98,"vix3m_close":13.21,"ratio":0.9069,"spy_close":196.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2014-07-09","vix_close":11.65,"vix3m_close":12.99,"ratio":0.8968,"spy_close":197.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-10","vix_close":12.59,"vix3m_close":13.65,"ratio":0.9223,"spy_close":196.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-11","vix_close":12.08,"vix3m_close":13.28,"ratio":0.9096,"spy_close":196.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-14","vix_close":11.82,"vix3m_close":12.93,"ratio":0.9142,"spy_close":197.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-15","vix_close":11.96,"vix3m_close":13.16,"ratio":0.9088,"spy_close":197.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-16","vix_close":11.0,"vix3m_close":12.63,"ratio":0.8709,"spy_close":197.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-17","vix_close":14.54,"vix3m_close":14.97,"ratio":0.9713,"spy_close":195.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-18","vix_close":12.06,"vix3m_close":13.36,"ratio":0.9027,"spy_close":197.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-21","vix_close":12.81,"vix3m_close":13.8,"ratio":0.9283,"spy_close":197.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-22","vix_close":12.24,"vix3m_close":13.5,"ratio":0.9067,"spy_close":198.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-23","vix_close":11.52,"vix3m_close":13.38,"ratio":0.861,"spy_close":198.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-24","vix_close":11.84,"vix3m_close":13.45,"ratio":0.8803,"spy_close":198.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-25","vix_close":12.69,"vix3m_close":14.0,"ratio":0.9064,"spy_close":197.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-28","vix_close":12.56,"vix3m_close":13.92,"ratio":0.9023,"spy_close":197.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-29","vix_close":13.28,"vix3m_close":14.22,"ratio":0.9339,"spy_close":196.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-30","vix_close":13.33,"vix3m_close":14.26,"ratio":0.9348,"spy_close":196.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2014-07-31","vix_close":16.95,"vix3m_close":16.38,"ratio":1.0348,"spy_close":193.09,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2014-08-01","vix_close":17.03,"vix3m_close":16.78,"ratio":1.0149,"spy_close":192.5,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-04","vix_close":15.12,"vix3m_close":15.81,"ratio":0.9564,"spy_close":193.89,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-05","vix_close":16.87,"vix3m_close":17.14,"ratio":0.9842,"spy_close":192.01,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-06","vix_close":16.37,"vix3m_close":16.93,"ratio":0.9669,"spy_close":192.07,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-07","vix_close":16.66,"vix3m_close":17.22,"ratio":0.9675,"spy_close":191.03,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-08","vix_close":15.77,"vix3m_close":16.69,"ratio":0.9449,"spy_close":193.24,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-11","vix_close":14.23,"vix3m_close":15.76,"ratio":0.9029,"spy_close":193.8,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-12","vix_close":14.13,"vix3m_close":15.7,"ratio":0.9,"spy_close":193.53,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-13","vix_close":12.9,"vix3m_close":14.85,"ratio":0.8687,"spy_close":194.84,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-14","vix_close":12.42,"vix3m_close":14.43,"ratio":0.8607,"spy_close":195.76,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-15","vix_close":13.15,"vix3m_close":14.42,"ratio":0.9119,"spy_close":195.72,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-18","vix_close":12.32,"vix3m_close":13.91,"ratio":0.8857,"spy_close":197.36,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-19","vix_close":12.21,"vix3m_close":13.79,"ratio":0.8854,"spy_close":198.39,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2014-08-20","vix_close":11.78,"vix3m_close":13.76,"ratio":0.8561,"spy_close":198.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-21","vix_close":11.76,"vix3m_close":13.53,"ratio":0.8692,"spy_close":199.5,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-22","vix_close":11.47,"vix3m_close":13.51,"ratio":0.849,"spy_close":199.19,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-25","vix_close":11.7,"vix3m_close":13.57,"ratio":0.8622,"spy_close":200.2,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-26","vix_close":11.63,"vix3m_close":13.71,"ratio":0.8483,"spy_close":200.33,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-27","vix_close":11.78,"vix3m_close":13.92,"ratio":0.8463,"spy_close":200.25,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-28","vix_close":12.05,"vix3m_close":14.13,"ratio":0.8528,"spy_close":200.14,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-08-29","vix_close":11.98,"vix3m_close":14.27,"ratio":0.8395,"spy_close":200.71,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-02","vix_close":12.25,"vix3m_close":14.46,"ratio":0.8472,"spy_close":200.61,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-03","vix_close":12.36,"vix3m_close":14.39,"ratio":0.8589,"spy_close":200.5,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-04","vix_close":12.64,"vix3m_close":14.54,"ratio":0.8693,"spy_close":200.21,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-05","vix_close":12.09,"vix3m_close":14.08,"ratio":0.8587,"spy_close":201.11,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-08","vix_close":12.66,"vix3m_close":14.39,"ratio":0.8798,"spy_close":200.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-09","vix_close":13.5,"vix3m_close":14.84,"ratio":0.9097,"spy_close":199.32,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-10","vix_close":12.88,"vix3m_close":14.63,"ratio":0.8804,"spy_close":200.07,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-11","vix_close":12.8,"vix3m_close":14.68,"ratio":0.8719,"spy_close":200.3,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-12","vix_close":13.31,"vix3m_close":15.04,"ratio":0.885,"spy_close":199.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-15","vix_close":14.12,"vix3m_close":15.58,"ratio":0.9063,"spy_close":198.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-16","vix_close":12.73,"vix3m_close":14.85,"ratio":0.8572,"spy_close":200.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-17","vix_close":12.65,"vix3m_close":14.62,"ratio":0.8653,"spy_close":200.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-18","vix_close":12.03,"vix3m_close":14.23,"ratio":0.8454,"spy_close":201.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-19","vix_close":12.11,"vix3m_close":14.38,"ratio":0.8421,"spy_close":200.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-22","vix_close":13.69,"vix3m_close":15.26,"ratio":0.8971,"spy_close":199.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-23","vix_close":14.93,"vix3m_close":16.07,"ratio":0.9291,"spy_close":198.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-24","vix_close":13.27,"vix3m_close":15.22,"ratio":0.8719,"spy_close":199.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-25","vix_close":15.64,"vix3m_close":16.59,"ratio":0.9427,"spy_close":196.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-26","vix_close":14.85,"vix3m_close":16.02,"ratio":0.927,"spy_close":197.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-29","vix_close":15.98,"vix3m_close":16.82,"ratio":0.9501,"spy_close":197.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-09-30","vix_close":16.31,"vix3m_close":17.08,"ratio":0.9549,"spy_close":197.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-01","vix_close":16.71,"vix3m_close":17.62,"ratio":0.9484,"spy_close":194.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-02","vix_close":16.16,"vix3m_close":17.24,"ratio":0.9374,"spy_close":194.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-03","vix_close":14.55,"vix3m_close":16.04,"ratio":0.9071,"spy_close":196.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-06","vix_close":15.46,"vix3m_close":16.55,"ratio":0.9341,"spy_close":196.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-07","vix_close":17.2,"vix3m_close":17.68,"ratio":0.9729,"spy_close":193.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-08","vix_close":15.11,"vix3m_close":16.28,"ratio":0.9281,"spy_close":196.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2014-10-09","vix_close":18.76,"vix3m_close":18.09,"ratio":1.037,"spy_close":192.74,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2014-10-10","vix_close":21.24,"vix3m_close":19.93,"ratio":1.0657,"spy_close":190.54,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2014-10-13","vix_close":24.64,"vix3m_close":22.12,"ratio":1.1139,"spy_close":187.41,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2014-10-14","vix_close":22.79,"vix3m_close":21.37,"ratio":1.0664,"spy_close":187.7,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2014-10-15","vix_close":26.25,"vix3m_close":23.82,"ratio":1.102,"spy_close":186.43,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-10-16","vix_close":25.2,"vix3m_close":22.85,"ratio":1.1028,"spy_close":186.27,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-10-17","vix_close":21.99,"vix3m_close":21.25,"ratio":1.0348,"spy_close":188.47,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-10-20","vix_close":18.57,"vix3m_close":19.67,"ratio":0.9441,"spy_close":190.3,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-10-21","vix_close":16.08,"vix3m_close":17.87,"ratio":0.8998,"spy_close":194.07,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-10-22","vix_close":17.87,"vix3m_close":19.06,"ratio":0.9376,"spy_close":192.69,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-10-23","vix_close":16.53,"vix3m_close":18.22,"ratio":0.9072,"spy_close":194.93,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-10-24","vix_close":16.11,"vix3m_close":17.92,"ratio":0.899,"spy_close":196.43,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2014-10-27","vix_close":16.04,"vix3m_close":17.86,"ratio":0.8981,"spy_close":196.16,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-10-28","vix_close":14.39,"vix3m_close":16.46,"ratio":0.8742,"spy_close":198.41,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-10-29","vix_close":15.15,"vix3m_close":16.89,"ratio":0.897,"spy_close":198.11,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-10-30","vix_close":14.52,"vix3m_close":16.74,"ratio":0.8674,"spy_close":199.38,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-10-31","vix_close":14.03,"vix3m_close":16.51,"ratio":0.8498,"spy_close":201.66,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-03","vix_close":14.73,"vix3m_close":16.81,"ratio":0.8763,"spy_close":201.77,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-04","vix_close":14.89,"vix3m_close":16.93,"ratio":0.8795,"spy_close":201.07,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-05","vix_close":14.17,"vix3m_close":16.57,"ratio":0.8552,"spy_close":202.34,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-06","vix_close":13.67,"vix3m_close":16.26,"ratio":0.8407,"spy_close":203.15,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-07","vix_close":13.12,"vix3m_close":15.83,"ratio":0.8288,"spy_close":203.34,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-10","vix_close":12.67,"vix3m_close":15.04,"ratio":0.8424,"spy_close":203.98,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-11","vix_close":12.92,"vix3m_close":15.36,"ratio":0.8411,"spy_close":204.18,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-12","vix_close":13.02,"vix3m_close":15.74,"ratio":0.8272,"spy_close":203.96,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-13","vix_close":13.79,"vix3m_close":15.89,"ratio":0.8678,"spy_close":204.19,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-14","vix_close":13.31,"vix3m_close":15.96,"ratio":0.834,"spy_close":204.24,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-17","vix_close":13.99,"vix3m_close":15.93,"ratio":0.8782,"spy_close":204.37,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-18","vix_close":13.86,"vix3m_close":15.7,"ratio":0.8828,"spy_close":205.55,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-19","vix_close":13.96,"vix3m_close":15.97,"ratio":0.8741,"spy_close":205.22,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-20","vix_close":13.58,"vix3m_close":16.01,"ratio":0.8482,"spy_close":205.58,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-21","vix_close":12.9,"vix3m_close":15.79,"ratio":0.817,"spy_close":206.68,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-24","vix_close":12.62,"vix3m_close":15.55,"ratio":0.8116,"spy_close":207.26,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-25","vix_close":12.25,"vix3m_close":15.41,"ratio":0.7949,"spy_close":207.11,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-26","vix_close":12.07,"vix3m_close":15.32,"ratio":0.7879,"spy_close":207.64,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-11-28","vix_close":13.36,"vix3m_close":15.98,"ratio":0.836,"spy_close":207.2,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-01","vix_close":14.29,"vix3m_close":16.74,"ratio":0.8536,"spy_close":205.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-02","vix_close":12.85,"vix3m_close":15.96,"ratio":0.8051,"spy_close":207.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-03","vix_close":12.47,"vix3m_close":15.55,"ratio":0.8019,"spy_close":207.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-04","vix_close":12.38,"vix3m_close":15.64,"ratio":0.7916,"spy_close":207.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-05","vix_close":11.82,"vix3m_close":15.55,"ratio":0.7601,"spy_close":208.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2014-12-08","vix_close":14.21,"vix3m_close":16.78,"ratio":0.8468,"spy_close":206.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2014-12-09","vix_close":14.89,"vix3m_close":16.89,"ratio":0.8816,"spy_close":206.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-12-10","vix_close":18.53,"vix3m_close":19.14,"ratio":0.9681,"spy_close":203.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-12-11","vix_close":20.08,"vix3m_close":20.72,"ratio":0.9691,"spy_close":204.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2014-12-12","vix_close":21.08,"vix3m_close":21.0,"ratio":1.0038,"spy_close":200.89,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-12-15","vix_close":20.42,"vix3m_close":21.06,"ratio":0.9696,"spy_close":199.51,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2014-12-16","vix_close":23.57,"vix3m_close":23.09,"ratio":1.0208,"spy_close":197.91,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-17","vix_close":19.44,"vix3m_close":20.43,"ratio":0.9515,"spy_close":201.79,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-18","vix_close":16.81,"vix3m_close":18.48,"ratio":0.9096,"spy_close":206.78,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-19","vix_close":16.49,"vix3m_close":18.47,"ratio":0.8928,"spy_close":206.52,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-22","vix_close":15.25,"vix3m_close":17.59,"ratio":0.867,"spy_close":207.47,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-23","vix_close":14.8,"vix3m_close":17.94,"ratio":0.825,"spy_close":207.75,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-24","vix_close":14.4,"vix3m_close":17.26,"ratio":0.8343,"spy_close":207.77,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-26","vix_close":14.5,"vix3m_close":17.16,"ratio":0.845,"spy_close":208.44,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-29","vix_close":15.06,"vix3m_close":17.27,"ratio":0.872,"spy_close":208.72,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-30","vix_close":15.92,"vix3m_close":18.02,"ratio":0.8835,"spy_close":207.6,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2014-12-31","vix_close":19.2,"vix3m_close":19.74,"ratio":0.9726,"spy_close":205.54,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2015-01-02","vix_close":17.79,"vix3m_close":19.46,"ratio":0.9142,"spy_close":205.43,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2015-01-05","vix_close":19.92,"vix3m_close":20.79,"ratio":0.9582,"spy_close":201.72,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2015-01-06","vix_close":21.12,"vix3m_close":21.42,"ratio":0.986,"spy_close":199.82,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2015-01-07","vix_close":19.31,"vix3m_close":20.08,"ratio":0.9617,"spy_close":202.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2015-01-08","vix_close":17.01,"vix3m_close":18.66,"ratio":0.9116,"spy_close":205.9,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2015-01-09","vix_close":17.55,"vix3m_close":19.32,"ratio":0.9084,"spy_close":204.25,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2015-01-12","vix_close":19.6,"vix3m_close":20.48,"ratio":0.957,"spy_close":202.65,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2015-01-13","vix_close":20.56,"vix3m_close":21.27,"ratio":0.9666,"spy_close":202.08,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":10.0},{"date":"2015-01-14","vix_close":21.48,"vix3m_close":20.93,"ratio":1.0263,"spy_close":200.86,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":11.11},{"date":"2015-01-15","vix_close":22.39,"vix3m_close":22.11,"ratio":1.0127,"spy_close":199.02,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-16","vix_close":20.95,"vix3m_close":21.15,"ratio":0.9905,"spy_close":201.63,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-20","vix_close":19.89,"vix3m_close":20.87,"ratio":0.953,"spy_close":202.06,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-21","vix_close":18.85,"vix3m_close":20.04,"ratio":0.9406,"spy_close":203.08,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-22","vix_close":16.4,"vix3m_close":18.6,"ratio":0.8817,"spy_close":206.1,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-23","vix_close":16.66,"vix3m_close":19.0,"ratio":0.8768,"spy_close":204.97,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-26","vix_close":15.52,"vix3m_close":18.03,"ratio":0.8608,"spy_close":205.45,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-27","vix_close":17.22,"vix3m_close":19.11,"ratio":0.9011,"spy_close":202.74,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-28","vix_close":20.44,"vix3m_close":21.44,"ratio":0.9534,"spy_close":200.14,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-29","vix_close":18.76,"vix3m_close":20.0,"ratio":0.938,"spy_close":201.99,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-01-30","vix_close":20.97,"vix3m_close":21.82,"ratio":0.961,"spy_close":199.45,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-02","vix_close":19.43,"vix3m_close":20.91,"ratio":0.9292,"spy_close":201.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-03","vix_close":17.33,"vix3m_close":19.49,"ratio":0.8892,"spy_close":204.84,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-04","vix_close":18.33,"vix3m_close":20.43,"ratio":0.8972,"spy_close":204.06,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-05","vix_close":16.85,"vix3m_close":19.27,"ratio":0.8744,"spy_close":206.12,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-06","vix_close":17.29,"vix3m_close":19.88,"ratio":0.8697,"spy_close":205.55,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-09","vix_close":18.55,"vix3m_close":20.67,"ratio":0.8974,"spy_close":204.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-10","vix_close":17.23,"vix3m_close":19.73,"ratio":0.8733,"spy_close":206.81,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-11","vix_close":16.96,"vix3m_close":19.71,"ratio":0.8605,"spy_close":206.93,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-12","vix_close":15.34,"vix3m_close":18.34,"ratio":0.8364,"spy_close":208.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-13","vix_close":14.69,"vix3m_close":18.13,"ratio":0.8103,"spy_close":209.78,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-17","vix_close":15.8,"vix3m_close":18.38,"ratio":0.8596,"spy_close":210.11,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-18","vix_close":15.45,"vix3m_close":18.66,"ratio":0.828,"spy_close":210.13,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":12.22},{"date":"2015-02-19","vix_close":15.29,"vix3m_close":18.01,"ratio":0.849,"spy_close":209.98,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":11.11},{"date":"2015-02-20","vix_close":14.3,"vix3m_close":17.29,"ratio":0.8271,"spy_close":211.24,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2015-02-23","vix_close":14.56,"vix3m_close":17.54,"ratio":0.8301,"spy_close":211.21,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2015-02-24","vix_close":13.69,"vix3m_close":16.71,"ratio":0.8193,"spy_close":211.81,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":7.78},{"date":"2015-02-25","vix_close":13.84,"vix3m_close":16.87,"ratio":0.8204,"spy_close":211.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2015-02-26","vix_close":13.91,"vix3m_close":16.85,"ratio":0.8255,"spy_close":211.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2015-02-27","vix_close":13.34,"vix3m_close":16.89,"ratio":0.7898,"spy_close":210.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-02","vix_close":13.04,"vix3m_close":16.46,"ratio":0.7922,"spy_close":211.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-03","vix_close":13.86,"vix3m_close":16.78,"ratio":0.826,"spy_close":211.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-04","vix_close":14.23,"vix3m_close":16.91,"ratio":0.8415,"spy_close":210.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-05","vix_close":14.04,"vix3m_close":16.64,"ratio":0.8437,"spy_close":210.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-06","vix_close":15.2,"vix3m_close":17.51,"ratio":0.8681,"spy_close":207.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-09","vix_close":15.06,"vix3m_close":17.31,"ratio":0.87,"spy_close":208.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-10","vix_close":16.69,"vix3m_close":18.26,"ratio":0.914,"spy_close":204.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-11","vix_close":16.87,"vix3m_close":18.53,"ratio":0.9104,"spy_close":204.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-03-12","vix_close":15.42,"vix3m_close":17.39,"ratio":0.8867,"spy_close":207.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2015-03-13","vix_close":16.0,"vix3m_close":17.89,"ratio":0.8944,"spy_close":205.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":4.44},{"date":"2015-03-16","vix_close":15.61,"vix3m_close":17.4,"ratio":0.8971,"spy_close":208.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-17","vix_close":15.66,"vix3m_close":17.48,"ratio":0.8959,"spy_close":207.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-18","vix_close":13.97,"vix3m_close":16.43,"ratio":0.8503,"spy_close":210.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-19","vix_close":14.07,"vix3m_close":16.97,"ratio":0.8291,"spy_close":209.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-20","vix_close":13.02,"vix3m_close":16.71,"ratio":0.7792,"spy_close":210.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-23","vix_close":13.41,"vix3m_close":16.53,"ratio":0.8113,"spy_close":210.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-24","vix_close":13.62,"vix3m_close":16.59,"ratio":0.821,"spy_close":208.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-25","vix_close":15.44,"vix3m_close":17.57,"ratio":0.8788,"spy_close":205.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-26","vix_close":15.8,"vix3m_close":17.57,"ratio":0.8993,"spy_close":205.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-27","vix_close":15.07,"vix3m_close":17.39,"ratio":0.8666,"spy_close":205.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-30","vix_close":14.51,"vix3m_close":16.92,"ratio":0.8576,"spy_close":208.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-03-31","vix_close":15.29,"vix3m_close":17.54,"ratio":0.8717,"spy_close":206.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-01","vix_close":15.11,"vix3m_close":17.34,"ratio":0.8714,"spy_close":205.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-02","vix_close":14.67,"vix3m_close":17.22,"ratio":0.8519,"spy_close":206.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-06","vix_close":14.74,"vix3m_close":16.82,"ratio":0.8763,"spy_close":207.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-07","vix_close":14.78,"vix3m_close":16.8,"ratio":0.8798,"spy_close":207.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-08","vix_close":13.98,"vix3m_close":16.4,"ratio":0.8524,"spy_close":207.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-09","vix_close":13.09,"vix3m_close":16.02,"ratio":0.8171,"spy_close":208.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-10","vix_close":12.58,"vix3m_close":15.46,"ratio":0.8137,"spy_close":210.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2015-04-13","vix_close":13.94,"vix3m_close":16.32,"ratio":0.8542,"spy_close":209.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2015-04-14","vix_close":13.67,"vix3m_close":15.85,"ratio":0.8625,"spy_close":209.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-15","vix_close":12.84,"vix3m_close":15.69,"ratio":0.8184,"spy_close":210.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-16","vix_close":12.6,"vix3m_close":15.33,"ratio":0.8219,"spy_close":210.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-17","vix_close":13.89,"vix3m_close":16.14,"ratio":0.8606,"spy_close":207.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-20","vix_close":13.3,"vix3m_close":15.58,"ratio":0.8537,"spy_close":209.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-21","vix_close":13.25,"vix3m_close":15.52,"ratio":0.8537,"spy_close":209.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-22","vix_close":12.71,"vix3m_close":15.46,"ratio":0.8221,"spy_close":210.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-23","vix_close":12.48,"vix3m_close":15.17,"ratio":0.8227,"spy_close":211.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2015-04-24","vix_close":12.29,"vix3m_close":15.26,"ratio":0.8054,"spy_close":211.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2015-04-27","vix_close":13.12,"vix3m_close":15.93,"ratio":0.8236,"spy_close":210.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2015-04-28","vix_close":12.41,"vix3m_close":15.31,"ratio":0.8106,"spy_close":211.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-04-29","vix_close":13.39,"vix3m_close":15.97,"ratio":0.8384,"spy_close":210.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-04-30","vix_close":14.55,"vix3m_close":16.48,"ratio":0.8829,"spy_close":208.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-01","vix_close":12.7,"vix3m_close":15.38,"ratio":0.8257,"spy_close":210.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-04","vix_close":12.85,"vix3m_close":15.43,"ratio":0.8328,"spy_close":211.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-05","vix_close":14.31,"vix3m_close":16.32,"ratio":0.8768,"spy_close":208.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-06","vix_close":15.15,"vix3m_close":16.72,"ratio":0.9061,"spy_close":208.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-07","vix_close":15.13,"vix3m_close":16.74,"ratio":0.9038,"spy_close":208.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-08","vix_close":12.86,"vix3m_close":15.56,"ratio":0.8265,"spy_close":211.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-11","vix_close":13.85,"vix3m_close":16.1,"ratio":0.8602,"spy_close":210.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-12","vix_close":13.86,"vix3m_close":16.4,"ratio":0.8451,"spy_close":209.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-13","vix_close":13.76,"vix3m_close":16.29,"ratio":0.8447,"spy_close":210.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-14","vix_close":12.74,"vix3m_close":15.91,"ratio":0.8008,"spy_close":212.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-15","vix_close":12.38,"vix3m_close":15.57,"ratio":0.7951,"spy_close":212.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-18","vix_close":12.73,"vix3m_close":15.23,"ratio":0.8359,"spy_close":213.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-19","vix_close":12.85,"vix3m_close":15.28,"ratio":0.841,"spy_close":213.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-20","vix_close":12.88,"vix3m_close":15.15,"ratio":0.8502,"spy_close":212.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-21","vix_close":12.11,"vix3m_close":14.61,"ratio":0.8289,"spy_close":213.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-22","vix_close":12.13,"vix3m_close":14.48,"ratio":0.8377,"spy_close":212.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2015-05-26","vix_close":14.06,"vix3m_close":15.48,"ratio":0.9083,"spy_close":210.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2015-05-27","vix_close":13.27,"vix3m_close":14.99,"ratio":0.8853,"spy_close":212.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-05-28","vix_close":13.31,"vix3m_close":15.01,"ratio":0.8867,"spy_close":212.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-05-29","vix_close":13.84,"vix3m_close":15.38,"ratio":0.8999,"spy_close":211.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-01","vix_close":13.97,"vix3m_close":15.41,"ratio":0.9066,"spy_close":211.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-02","vix_close":14.24,"vix3m_close":15.71,"ratio":0.9064,"spy_close":211.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-03","vix_close":13.66,"vix3m_close":15.36,"ratio":0.8893,"spy_close":211.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-04","vix_close":14.71,"vix3m_close":16.28,"ratio":0.9036,"spy_close":210.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-05","vix_close":14.21,"vix3m_close":15.96,"ratio":0.8904,"spy_close":209.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-08","vix_close":15.29,"vix3m_close":16.6,"ratio":0.9211,"spy_close":208.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-09","vix_close":14.47,"vix3m_close":16.25,"ratio":0.8905,"spy_close":208.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-10","vix_close":13.22,"vix3m_close":15.33,"ratio":0.8624,"spy_close":210.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-11","vix_close":12.85,"vix3m_close":15.1,"ratio":0.851,"spy_close":211.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-12","vix_close":13.78,"vix3m_close":15.61,"ratio":0.8828,"spy_close":210.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-15","vix_close":15.39,"vix3m_close":16.62,"ratio":0.926,"spy_close":209.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-16","vix_close":14.81,"vix3m_close":16.2,"ratio":0.9142,"spy_close":210.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-17","vix_close":14.5,"vix3m_close":16.22,"ratio":0.894,"spy_close":210.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-18","vix_close":13.19,"vix3m_close":15.44,"ratio":0.8543,"spy_close":212.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-19","vix_close":13.96,"vix3m_close":15.91,"ratio":0.8774,"spy_close":210.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-22","vix_close":12.74,"vix3m_close":14.99,"ratio":0.8499,"spy_close":211.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-23","vix_close":12.11,"vix3m_close":14.54,"ratio":0.8329,"spy_close":212.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-24","vix_close":13.26,"vix3m_close":15.18,"ratio":0.8735,"spy_close":210.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-25","vix_close":14.01,"vix3m_close":15.52,"ratio":0.9027,"spy_close":209.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-26","vix_close":14.02,"vix3m_close":15.46,"ratio":0.9069,"spy_close":209.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2015-06-29","vix_close":18.85,"vix3m_close":18.72,"ratio":1.0069,"spy_close":205.42,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-06-30","vix_close":18.23,"vix3m_close":18.47,"ratio":0.987,"spy_close":205.85,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-07-01","vix_close":16.09,"vix3m_close":16.79,"ratio":0.9583,"spy_close":207.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-07-02","vix_close":16.79,"vix3m_close":17.68,"ratio":0.9497,"spy_close":207.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-07-06","vix_close":17.01,"vix3m_close":18.04,"ratio":0.9429,"spy_close":206.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-07-07","vix_close":16.09,"vix3m_close":17.02,"ratio":0.9454,"spy_close":208.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2015-07-08","vix_close":19.66,"vix3m_close":19.25,"ratio":1.0213,"spy_close":204.53,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2015-07-09","vix_close":19.97,"vix3m_close":19.78,"ratio":1.0096,"spy_close":204.9,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-10","vix_close":16.83,"vix3m_close":17.73,"ratio":0.9492,"spy_close":207.48,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-13","vix_close":13.9,"vix3m_close":15.94,"ratio":0.872,"spy_close":209.77,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-14","vix_close":13.37,"vix3m_close":15.46,"ratio":0.8648,"spy_close":210.68,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-15","vix_close":13.23,"vix3m_close":15.6,"ratio":0.8481,"spy_close":210.61,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-16","vix_close":12.11,"vix3m_close":14.73,"ratio":0.8221,"spy_close":212.3,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-17","vix_close":11.95,"vix3m_close":14.61,"ratio":0.8179,"spy_close":212.48,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-20","vix_close":12.25,"vix3m_close":14.85,"ratio":0.8249,"spy_close":212.59,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-21","vix_close":12.22,"vix3m_close":14.75,"ratio":0.8285,"spy_close":211.75,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-22","vix_close":12.12,"vix3m_close":14.81,"ratio":0.8184,"spy_close":211.37,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-23","vix_close":12.64,"vix3m_close":14.92,"ratio":0.8472,"spy_close":210.18,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-24","vix_close":13.74,"vix3m_close":15.65,"ratio":0.878,"spy_close":208.0,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-27","vix_close":15.6,"vix3m_close":16.78,"ratio":0.9297,"spy_close":206.79,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-28","vix_close":13.44,"vix3m_close":15.43,"ratio":0.871,"spy_close":209.33,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-29","vix_close":12.5,"vix3m_close":14.92,"ratio":0.8378,"spy_close":210.77,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-30","vix_close":12.13,"vix3m_close":14.71,"ratio":0.8246,"spy_close":210.82,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-07-31","vix_close":12.12,"vix3m_close":14.9,"ratio":0.8134,"spy_close":210.5,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-03","vix_close":12.56,"vix3m_close":14.84,"ratio":0.8464,"spy_close":209.79,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-04","vix_close":13.0,"vix3m_close":15.13,"ratio":0.8592,"spy_close":209.38,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-05","vix_close":12.51,"vix3m_close":14.88,"ratio":0.8407,"spy_close":210.07,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-06","vix_close":13.77,"vix3m_close":15.55,"ratio":0.8855,"spy_close":208.35,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-07","vix_close":13.39,"vix3m_close":15.42,"ratio":0.8684,"spy_close":207.95,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-10","vix_close":12.23,"vix3m_close":14.99,"ratio":0.8159,"spy_close":210.57,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-11","vix_close":13.71,"vix3m_close":15.94,"ratio":0.8601,"spy_close":208.67,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-12","vix_close":13.61,"vix3m_close":15.87,"ratio":0.8576,"spy_close":208.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-13","vix_close":13.49,"vix3m_close":15.75,"ratio":0.8565,"spy_close":208.66,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-14","vix_close":12.83,"vix3m_close":15.51,"ratio":0.8272,"spy_close":209.42,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-17","vix_close":13.02,"vix3m_close":15.21,"ratio":0.856,"spy_close":210.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-18","vix_close":13.79,"vix3m_close":15.61,"ratio":0.8834,"spy_close":209.98,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-19","vix_close":15.25,"vix3m_close":16.5,"ratio":0.9242,"spy_close":208.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2015-08-20","vix_close":19.14,"vix3m_close":18.83,"ratio":1.0165,"spy_close":203.97,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2015-08-21","vix_close":28.03,"vix3m_close":23.47,"ratio":1.1943,"spy_close":197.63,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2015-08-24","vix_close":40.74,"vix3m_close":31.14,"ratio":1.3083,"spy_close":189.55,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2015-08-25","vix_close":36.02,"vix3m_close":29.58,"ratio":1.2177,"spy_close":187.27,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2015-08-26","vix_close":30.32,"vix3m_close":25.65,"ratio":1.1821,"spy_close":194.46,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2015-08-27","vix_close":26.1,"vix3m_close":24.86,"ratio":1.0499,"spy_close":199.27,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2015-08-28","vix_close":26.05,"vix3m_close":25.34,"ratio":1.028,"spy_close":199.28,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2015-08-31","vix_close":28.43,"vix3m_close":26.53,"ratio":1.0716,"spy_close":197.67,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2015-09-01","vix_close":31.4,"vix3m_close":29.53,"ratio":1.0633,"spy_close":191.77,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-02","vix_close":26.09,"vix3m_close":26.19,"ratio":0.9962,"spy_close":195.41,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-03","vix_close":25.61,"vix3m_close":26.2,"ratio":0.9775,"spy_close":195.55,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-04","vix_close":27.8,"vix3m_close":28.07,"ratio":0.9904,"spy_close":192.59,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-08","vix_close":24.9,"vix3m_close":25.69,"ratio":0.9692,"spy_close":197.43,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-09","vix_close":26.23,"vix3m_close":26.31,"ratio":0.997,"spy_close":194.79,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-10","vix_close":24.37,"vix3m_close":25.65,"ratio":0.9501,"spy_close":195.85,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-11","vix_close":23.2,"vix3m_close":24.68,"ratio":0.94,"spy_close":196.74,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2015-09-14","vix_close":24.25,"vix3m_close":23.7,"ratio":1.0232,"spy_close":196.01,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-15","vix_close":22.54,"vix3m_close":23.12,"ratio":0.9749,"spy_close":198.46,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-16","vix_close":21.35,"vix3m_close":22.33,"ratio":0.9561,"spy_close":200.18,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-17","vix_close":21.14,"vix3m_close":21.14,"ratio":1.0,"spy_close":199.73,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-18","vix_close":22.28,"vix3m_close":23.2,"ratio":0.9603,"spy_close":195.45,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-21","vix_close":20.14,"vix3m_close":21.59,"ratio":0.9328,"spy_close":196.46,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-22","vix_close":22.44,"vix3m_close":23.28,"ratio":0.9639,"spy_close":193.91,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2015-09-23","vix_close":22.13,"vix3m_close":22.88,"ratio":0.9672,"spy_close":193.6,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":14.44},{"date":"2015-09-24","vix_close":23.47,"vix3m_close":23.46,"ratio":1.0004,"spy_close":192.9,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":15.56},{"date":"2015-09-25","vix_close":23.62,"vix3m_close":24.4,"ratio":0.968,"spy_close":192.85,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":15.56},{"date":"2015-09-28","vix_close":27.63,"vix3m_close":26.38,"ratio":1.0474,"spy_close":188.01,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":16.67},{"date":"2015-09-29","vix_close":26.83,"vix3m_close":26.0,"ratio":1.0319,"spy_close":188.12,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2015-09-30","vix_close":24.5,"vix3m_close":24.75,"ratio":0.9899,"spy_close":191.63,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2015-10-01","vix_close":22.55,"vix3m_close":23.83,"ratio":0.9463,"spy_close":192.13,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":17.78},{"date":"2015-10-02","vix_close":20.94,"vix3m_close":22.6,"ratio":0.9265,"spy_close":195.0,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-05","vix_close":19.54,"vix3m_close":21.33,"ratio":0.9161,"spy_close":198.47,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-06","vix_close":19.4,"vix3m_close":21.59,"ratio":0.8986,"spy_close":197.79,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-07","vix_close":18.4,"vix3m_close":20.71,"ratio":0.8885,"spy_close":199.41,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-08","vix_close":17.42,"vix3m_close":20.09,"ratio":0.8671,"spy_close":201.21,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-09","vix_close":17.08,"vix3m_close":19.85,"ratio":0.8605,"spy_close":201.33,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-12","vix_close":16.17,"vix3m_close":19.26,"ratio":0.8396,"spy_close":201.52,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-13","vix_close":17.67,"vix3m_close":20.5,"ratio":0.862,"spy_close":200.25,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-14","vix_close":18.03,"vix3m_close":20.81,"ratio":0.8664,"spy_close":199.29,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-15","vix_close":16.05,"vix3m_close":19.43,"ratio":0.826,"spy_close":202.35,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-16","vix_close":15.05,"vix3m_close":18.67,"ratio":0.8061,"spy_close":203.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-19","vix_close":14.98,"vix3m_close":17.86,"ratio":0.8387,"spy_close":203.37,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-20","vix_close":15.75,"vix3m_close":18.6,"ratio":0.8468,"spy_close":203.09,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-21","vix_close":16.7,"vix3m_close":19.46,"ratio":0.8582,"spy_close":201.85,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-22","vix_close":14.45,"vix3m_close":17.16,"ratio":0.8421,"spy_close":205.26,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-23","vix_close":14.46,"vix3m_close":17.48,"ratio":0.8272,"spy_close":207.51,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-26","vix_close":15.29,"vix3m_close":17.99,"ratio":0.8499,"spy_close":207.0,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-27","vix_close":15.43,"vix3m_close":18.14,"ratio":0.8506,"spy_close":206.6,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-28","vix_close":14.33,"vix3m_close":17.49,"ratio":0.8193,"spy_close":208.95,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-29","vix_close":14.61,"vix3m_close":17.81,"ratio":0.8203,"spy_close":208.83,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-10-30","vix_close":15.07,"vix3m_close":18.4,"ratio":0.819,"spy_close":207.93,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-11-02","vix_close":14.15,"vix3m_close":17.42,"ratio":0.8123,"spy_close":210.39,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-11-03","vix_close":14.54,"vix3m_close":17.47,"ratio":0.8323,"spy_close":211.0,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":17.78},{"date":"2015-11-04","vix_close":15.51,"vix3m_close":18.31,"ratio":0.8471,"spy_close":210.36,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-05","vix_close":15.05,"vix3m_close":17.81,"ratio":0.845,"spy_close":210.15,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-06","vix_close":14.33,"vix3m_close":17.45,"ratio":0.8212,"spy_close":210.04,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-09","vix_close":16.52,"vix3m_close":18.85,"ratio":0.8764,"spy_close":208.08,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-10","vix_close":15.29,"vix3m_close":18.02,"ratio":0.8485,"spy_close":208.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-11","vix_close":16.06,"vix3m_close":18.45,"ratio":0.8705,"spy_close":207.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":16.67},{"date":"2015-11-12","vix_close":18.37,"vix3m_close":20.17,"ratio":0.9108,"spy_close":204.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":15.56},{"date":"2015-11-13","vix_close":20.08,"vix3m_close":21.58,"ratio":0.9305,"spy_close":202.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":14.44},{"date":"2015-11-16","vix_close":18.16,"vix3m_close":19.98,"ratio":0.9089,"spy_close":205.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":14.44},{"date":"2015-11-17","vix_close":18.84,"vix3m_close":20.43,"ratio":0.9222,"spy_close":205.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":14.44},{"date":"2015-11-18","vix_close":16.85,"vix3m_close":19.22,"ratio":0.8767,"spy_close":208.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":14.44},{"date":"2015-11-19","vix_close":16.99,"vix3m_close":19.64,"ratio":0.8651,"spy_close":208.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":14.44},{"date":"2015-11-20","vix_close":15.47,"vix3m_close":18.94,"ratio":0.8168,"spy_close":209.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":14.44},{"date":"2015-11-23","vix_close":15.62,"vix3m_close":18.63,"ratio":0.8384,"spy_close":209.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":14.44},{"date":"2015-11-24","vix_close":15.93,"vix3m_close":18.71,"ratio":0.8514,"spy_close":209.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":14.44},{"date":"2015-11-25","vix_close":15.19,"vix3m_close":18.19,"ratio":0.8351,"spy_close":209.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-11-27","vix_close":15.12,"vix3m_close":17.35,"ratio":0.8715,"spy_close":209.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-11-30","vix_close":16.13,"vix3m_close":18.49,"ratio":0.8724,"spy_close":208.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-01","vix_close":14.67,"vix3m_close":17.58,"ratio":0.8345,"spy_close":210.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-02","vix_close":15.91,"vix3m_close":18.33,"ratio":0.868,"spy_close":208.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-03","vix_close":18.11,"vix3m_close":20.11,"ratio":0.9005,"spy_close":205.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-04","vix_close":14.81,"vix3m_close":18.17,"ratio":0.8151,"spy_close":209.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-07","vix_close":15.84,"vix3m_close":18.65,"ratio":0.8493,"spy_close":208.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-08","vix_close":17.6,"vix3m_close":20.06,"ratio":0.8774,"spy_close":206.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":14.44},{"date":"2015-12-09","vix_close":19.61,"vix3m_close":21.05,"ratio":0.9316,"spy_close":205.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":14.44},{"date":"2015-12-10","vix_close":19.34,"vix3m_close":20.76,"ratio":0.9316,"spy_close":205.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":14.44},{"date":"2015-12-11","vix_close":24.39,"vix3m_close":24.38,"ratio":1.0004,"spy_close":201.88,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-14","vix_close":22.73,"vix3m_close":23.3,"ratio":0.9755,"spy_close":202.9,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-15","vix_close":20.95,"vix3m_close":21.86,"ratio":0.9584,"spy_close":205.03,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-16","vix_close":17.86,"vix3m_close":19.57,"ratio":0.9126,"spy_close":208.03,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-17","vix_close":18.94,"vix3m_close":20.37,"ratio":0.9298,"spy_close":204.86,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-18","vix_close":20.7,"vix3m_close":21.26,"ratio":0.9737,"spy_close":200.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":15.56},{"date":"2015-12-21","vix_close":18.7,"vix3m_close":21.11,"ratio":0.8858,"spy_close":201.67,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":15.56},{"date":"2015-12-22","vix_close":16.6,"vix3m_close":19.84,"ratio":0.8367,"spy_close":203.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":15.56},{"date":"2015-12-23","vix_close":15.57,"vix3m_close":19.33,"ratio":0.8055,"spy_close":206.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-24","vix_close":15.74,"vix3m_close":19.69,"ratio":0.7994,"spy_close":205.68,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-28","vix_close":16.91,"vix3m_close":19.68,"ratio":0.8592,"spy_close":205.21,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":15.56},{"date":"2015-12-29","vix_close":16.08,"vix3m_close":19.1,"ratio":0.8419,"spy_close":207.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":14.44},{"date":"2015-12-30","vix_close":17.29,"vix3m_close":19.59,"ratio":0.8826,"spy_close":205.93,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":13.33},{"date":"2015-12-31","vix_close":18.21,"vix3m_close":19.8,"ratio":0.9197,"spy_close":203.87,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":12.22},{"date":"2016-01-04","vix_close":20.7,"vix3m_close":22.01,"ratio":0.9405,"spy_close":201.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":11.11},{"date":"2016-01-05","vix_close":19.34,"vix3m_close":20.52,"ratio":0.9425,"spy_close":201.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":10.0},{"date":"2016-01-06","vix_close":20.59,"vix3m_close":21.27,"ratio":0.968,"spy_close":198.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2016-01-07","vix_close":24.99,"vix3m_close":24.62,"ratio":1.015,"spy_close":194.05,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-01-08","vix_close":27.01,"vix3m_close":26.23,"ratio":1.0297,"spy_close":191.92,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2016-01-11","vix_close":24.3,"vix3m_close":24.73,"ratio":0.9826,"spy_close":192.11,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2016-01-12","vix_close":22.47,"vix3m_close":22.53,"ratio":0.9973,"spy_close":193.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2016-01-13","vix_close":25.22,"vix3m_close":24.89,"ratio":1.0133,"spy_close":188.83,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2016-01-14","vix_close":23.95,"vix3m_close":23.53,"ratio":1.0178,"spy_close":191.93,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2016-01-15","vix_close":27.02,"vix3m_close":26.88,"ratio":1.0052,"spy_close":187.81,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2016-01-19","vix_close":26.05,"vix3m_close":26.44,"ratio":0.9852,"spy_close":188.06,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2016-01-20","vix_close":27.59,"vix3m_close":27.81,"ratio":0.9921,"spy_close":185.65,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2016-01-21","vix_close":26.69,"vix3m_close":26.71,"ratio":0.9993,"spy_close":186.69,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2016-01-22","vix_close":22.34,"vix3m_close":24.28,"ratio":0.9201,"spy_close":190.52,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-01-25","vix_close":24.15,"vix3m_close":25.25,"ratio":0.9564,"spy_close":187.64,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-01-26","vix_close":22.5,"vix3m_close":23.29,"ratio":0.9661,"spy_close":190.2,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-01-27","vix_close":23.11,"vix3m_close":24.47,"ratio":0.9444,"spy_close":188.13,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-01-28","vix_close":22.42,"vix3m_close":24.02,"ratio":0.9334,"spy_close":189.11,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-01-29","vix_close":20.2,"vix3m_close":22.66,"ratio":0.8914,"spy_close":193.72,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-02-01","vix_close":19.98,"vix3m_close":22.01,"ratio":0.9078,"spy_close":193.65,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-02-02","vix_close":21.98,"vix3m_close":23.41,"ratio":0.9389,"spy_close":190.16,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2016-02-03","vix_close":21.65,"vix3m_close":23.2,"ratio":0.9332,"spy_close":191.3,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2016-02-04","vix_close":21.84,"vix3m_close":23.66,"ratio":0.9231,"spy_close":191.6,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2016-02-05","vix_close":23.38,"vix3m_close":24.48,"ratio":0.9551,"spy_close":187.95,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":7.78},{"date":"2016-02-08","vix_close":26.0,"vix3m_close":25.98,"ratio":1.0008,"spy_close":185.42,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2016-02-09","vix_close":26.54,"vix3m_close":26.8,"ratio":0.9903,"spy_close":185.43,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2016-02-10","vix_close":26.29,"vix3m_close":26.72,"ratio":0.9839,"spy_close":185.27,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2016-02-11","vix_close":28.14,"vix3m_close":27.72,"ratio":1.0152,"spy_close":182.86,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-12","vix_close":25.4,"vix3m_close":26.23,"ratio":0.9684,"spy_close":186.63,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-16","vix_close":24.11,"vix3m_close":25.01,"ratio":0.964,"spy_close":189.78,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-17","vix_close":22.31,"vix3m_close":23.55,"ratio":0.9473,"spy_close":192.88,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-18","vix_close":21.64,"vix3m_close":23.2,"ratio":0.9328,"spy_close":192.09,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-19","vix_close":20.53,"vix3m_close":22.8,"ratio":0.9004,"spy_close":192.0,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-22","vix_close":19.38,"vix3m_close":21.62,"ratio":0.8964,"spy_close":194.78,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-23","vix_close":20.98,"vix3m_close":22.44,"ratio":0.9349,"spy_close":192.32,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-24","vix_close":20.72,"vix3m_close":22.34,"ratio":0.9275,"spy_close":193.2,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-25","vix_close":19.11,"vix3m_close":21.24,"ratio":0.8997,"spy_close":195.54,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-26","vix_close":19.81,"vix3m_close":21.86,"ratio":0.9062,"spy_close":195.09,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-02-29","vix_close":20.55,"vix3m_close":22.39,"ratio":0.9178,"spy_close":193.56,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-01","vix_close":17.7,"vix3m_close":20.28,"ratio":0.8728,"spy_close":198.11,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-02","vix_close":17.09,"vix3m_close":19.92,"ratio":0.8579,"spy_close":199.0,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-03","vix_close":16.7,"vix3m_close":19.49,"ratio":0.8568,"spy_close":199.78,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-04","vix_close":16.86,"vix3m_close":19.63,"ratio":0.8589,"spy_close":200.43,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-07","vix_close":17.35,"vix3m_close":19.9,"ratio":0.8719,"spy_close":200.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-08","vix_close":18.67,"vix3m_close":21.04,"ratio":0.8874,"spy_close":198.4,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-09","vix_close":18.34,"vix3m_close":20.75,"ratio":0.8839,"spy_close":199.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2016-03-10","vix_close":18.05,"vix3m_close":20.71,"ratio":0.8716,"spy_close":199.54,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-11","vix_close":16.5,"vix3m_close":19.47,"ratio":0.8475,"spy_close":202.76,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-14","vix_close":16.92,"vix3m_close":19.42,"ratio":0.8713,"spy_close":202.5,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-15","vix_close":16.84,"vix3m_close":19.33,"ratio":0.8712,"spy_close":202.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-16","vix_close":14.99,"vix3m_close":18.48,"ratio":0.8111,"spy_close":203.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-17","vix_close":14.44,"vix3m_close":18.14,"ratio":0.796,"spy_close":204.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-18","vix_close":14.02,"vix3m_close":17.93,"ratio":0.7819,"spy_close":204.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-21","vix_close":13.79,"vix3m_close":17.59,"ratio":0.784,"spy_close":204.67,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-22","vix_close":14.17,"vix3m_close":17.75,"ratio":0.7983,"spy_close":204.56,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-23","vix_close":14.94,"vix3m_close":18.3,"ratio":0.8164,"spy_close":203.21,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-24","vix_close":14.74,"vix3m_close":18.27,"ratio":0.8068,"spy_close":203.12,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-28","vix_close":15.24,"vix3m_close":18.3,"ratio":0.8328,"spy_close":203.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-29","vix_close":13.82,"vix3m_close":17.24,"ratio":0.8016,"spy_close":205.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-30","vix_close":13.56,"vix3m_close":16.92,"ratio":0.8014,"spy_close":206.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-03-31","vix_close":13.95,"vix3m_close":17.08,"ratio":0.8167,"spy_close":205.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-04-01","vix_close":13.1,"vix3m_close":16.5,"ratio":0.7939,"spy_close":206.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-04-04","vix_close":14.12,"vix3m_close":17.23,"ratio":0.8195,"spy_close":206.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2016-04-05","vix_close":15.42,"vix3m_close":18.38,"ratio":0.839,"spy_close":204.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2016-04-06","vix_close":14.09,"vix3m_close":17.28,"ratio":0.8154,"spy_close":206.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-07","vix_close":16.16,"vix3m_close":18.86,"ratio":0.8568,"spy_close":203.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-08","vix_close":15.36,"vix3m_close":18.32,"ratio":0.8384,"spy_close":204.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-11","vix_close":16.26,"vix3m_close":18.89,"ratio":0.8608,"spy_close":204.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2016-04-12","vix_close":14.85,"vix3m_close":17.97,"ratio":0.8264,"spy_close":205.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2016-04-13","vix_close":13.84,"vix3m_close":17.26,"ratio":0.8019,"spy_close":208.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-14","vix_close":13.72,"vix3m_close":17.24,"ratio":0.7958,"spy_close":208.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-15","vix_close":13.62,"vix3m_close":17.16,"ratio":0.7937,"spy_close":207.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-18","vix_close":13.35,"vix3m_close":16.51,"ratio":0.8086,"spy_close":209.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-19","vix_close":13.24,"vix3m_close":16.47,"ratio":0.8039,"spy_close":209.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-20","vix_close":13.28,"vix3m_close":16.6,"ratio":0.8,"spy_close":210.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-21","vix_close":13.95,"vix3m_close":17.14,"ratio":0.8139,"spy_close":208.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2016-04-22","vix_close":13.22,"vix3m_close":16.64,"ratio":0.7945,"spy_close":208.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-04-25","vix_close":14.08,"vix3m_close":17.22,"ratio":0.8177,"spy_close":208.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-04-26","vix_close":13.96,"vix3m_close":16.92,"ratio":0.8251,"spy_close":208.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-04-27","vix_close":13.77,"vix3m_close":16.77,"ratio":0.8211,"spy_close":209.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-04-28","vix_close":15.22,"vix3m_close":17.78,"ratio":0.856,"spy_close":207.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-04-29","vix_close":15.7,"vix3m_close":18.45,"ratio":0.8509,"spy_close":206.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-05-02","vix_close":14.68,"vix3m_close":17.78,"ratio":0.8256,"spy_close":207.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-05-03","vix_close":15.6,"vix3m_close":18.57,"ratio":0.8401,"spy_close":206.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2016-05-04","vix_close":16.05,"vix3m_close":18.91,"ratio":0.8488,"spy_close":205.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2016-05-05","vix_close":15.91,"vix3m_close":18.92,"ratio":0.8409,"spy_close":204.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2016-05-06","vix_close":14.72,"vix3m_close":18.27,"ratio":0.8057,"spy_close":205.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2016-05-09","vix_close":14.57,"vix3m_close":18.05,"ratio":0.8072,"spy_close":205.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-10","vix_close":13.63,"vix3m_close":17.18,"ratio":0.7934,"spy_close":208.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-11","vix_close":14.69,"vix3m_close":18.02,"ratio":0.8152,"spy_close":206.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-12","vix_close":14.41,"vix3m_close":17.75,"ratio":0.8118,"spy_close":206.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-13","vix_close":15.04,"vix3m_close":18.25,"ratio":0.8241,"spy_close":204.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-16","vix_close":14.68,"vix3m_close":17.7,"ratio":0.8294,"spy_close":206.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2016-05-17","vix_close":15.57,"vix3m_close":18.43,"ratio":0.8448,"spy_close":204.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2016-05-18","vix_close":15.95,"vix3m_close":18.54,"ratio":0.8603,"spy_close":204.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2016-05-19","vix_close":16.33,"vix3m_close":18.77,"ratio":0.87,"spy_close":204.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2016-05-20","vix_close":15.2,"vix3m_close":18.05,"ratio":0.8421,"spy_close":205.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2016-05-23","vix_close":15.82,"vix3m_close":18.15,"ratio":0.8716,"spy_close":205.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2016-05-24","vix_close":14.42,"vix3m_close":17.08,"ratio":0.8443,"spy_close":207.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-05-25","vix_close":13.9,"vix3m_close":16.77,"ratio":0.8289,"spy_close":209.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-05-26","vix_close":13.43,"vix3m_close":16.56,"ratio":0.811,"spy_close":209.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-05-27","vix_close":13.12,"vix3m_close":16.31,"ratio":0.8044,"spy_close":210.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-05-31","vix_close":14.19,"vix3m_close":16.63,"ratio":0.8533,"spy_close":209.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-01","vix_close":14.2,"vix3m_close":16.7,"ratio":0.8503,"spy_close":210.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-02","vix_close":13.63,"vix3m_close":16.37,"ratio":0.8326,"spy_close":210.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-03","vix_close":13.47,"vix3m_close":16.49,"ratio":0.8169,"spy_close":210.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-06","vix_close":13.65,"vix3m_close":16.44,"ratio":0.8303,"spy_close":211.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-07","vix_close":14.05,"vix3m_close":16.63,"ratio":0.8449,"spy_close":211.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-08","vix_close":14.08,"vix3m_close":16.79,"ratio":0.8386,"spy_close":212.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-09","vix_close":14.64,"vix3m_close":17.32,"ratio":0.8453,"spy_close":212.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-10","vix_close":17.03,"vix3m_close":18.94,"ratio":0.8992,"spy_close":210.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-13","vix_close":20.97,"vix3m_close":21.87,"ratio":0.9588,"spy_close":208.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-14","vix_close":20.5,"vix3m_close":21.94,"ratio":0.9344,"spy_close":208.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-15","vix_close":20.14,"vix3m_close":21.81,"ratio":0.9234,"spy_close":207.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-06-16","vix_close":19.37,"vix3m_close":21.16,"ratio":0.9154,"spy_close":208.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2016-06-17","vix_close":19.41,"vix3m_close":21.31,"ratio":0.9108,"spy_close":206.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2016-06-20","vix_close":18.37,"vix3m_close":19.81,"ratio":0.9273,"spy_close":207.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2016-06-21","vix_close":18.48,"vix3m_close":19.69,"ratio":0.9385,"spy_close":208.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2016-06-22","vix_close":21.17,"vix3m_close":21.08,"ratio":1.0043,"spy_close":208.1,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2016-06-23","vix_close":17.25,"vix3m_close":18.42,"ratio":0.9365,"spy_close":210.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2016-06-24","vix_close":25.76,"vix3m_close":23.93,"ratio":1.0765,"spy_close":203.13,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2016-06-27","vix_close":23.85,"vix3m_close":23.68,"ratio":1.0072,"spy_close":199.6,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-06-28","vix_close":18.75,"vix3m_close":20.26,"ratio":0.9255,"spy_close":203.2,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-06-29","vix_close":16.64,"vix3m_close":18.73,"ratio":0.8884,"spy_close":206.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-06-30","vix_close":15.63,"vix3m_close":18.09,"ratio":0.864,"spy_close":209.48,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-01","vix_close":14.77,"vix3m_close":17.65,"ratio":0.8368,"spy_close":209.92,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-05","vix_close":15.58,"vix3m_close":18.24,"ratio":0.8542,"spy_close":208.41,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-06","vix_close":14.96,"vix3m_close":17.74,"ratio":0.8433,"spy_close":209.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-07","vix_close":14.76,"vix3m_close":17.76,"ratio":0.8311,"spy_close":209.53,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-08","vix_close":13.2,"vix3m_close":16.49,"ratio":0.8005,"spy_close":212.65,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-11","vix_close":13.54,"vix3m_close":16.49,"ratio":0.8211,"spy_close":213.4,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-12","vix_close":13.55,"vix3m_close":16.17,"ratio":0.838,"spy_close":214.95,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-13","vix_close":13.04,"vix3m_close":15.97,"ratio":0.8165,"spy_close":214.92,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-14","vix_close":12.82,"vix3m_close":15.86,"ratio":0.8083,"spy_close":216.12,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-15","vix_close":12.67,"vix3m_close":15.99,"ratio":0.7924,"spy_close":215.83,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-18","vix_close":12.44,"vix3m_close":15.77,"ratio":0.7888,"spy_close":216.41,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-19","vix_close":11.97,"vix3m_close":15.74,"ratio":0.7605,"spy_close":216.19,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-20","vix_close":11.77,"vix3m_close":15.44,"ratio":0.7623,"spy_close":217.09,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-21","vix_close":12.74,"vix3m_close":16.1,"ratio":0.7913,"spy_close":216.27,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-22","vix_close":12.02,"vix3m_close":15.8,"ratio":0.7608,"spy_close":217.24,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-25","vix_close":12.87,"vix3m_close":16.27,"ratio":0.791,"spy_close":216.65,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-26","vix_close":13.05,"vix3m_close":16.32,"ratio":0.7996,"spy_close":216.75,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-27","vix_close":12.83,"vix3m_close":16.1,"ratio":0.7969,"spy_close":216.52,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-28","vix_close":12.72,"vix3m_close":16.0,"ratio":0.795,"spy_close":216.77,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-07-29","vix_close":11.87,"vix3m_close":15.42,"ratio":0.7698,"spy_close":217.12,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-01","vix_close":12.44,"vix3m_close":15.7,"ratio":0.7924,"spy_close":216.94,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-02","vix_close":13.37,"vix3m_close":16.39,"ratio":0.8157,"spy_close":215.55,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-03","vix_close":12.86,"vix3m_close":16.08,"ratio":0.7998,"spy_close":216.18,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-04","vix_close":12.42,"vix3m_close":15.71,"ratio":0.7906,"spy_close":216.41,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-05","vix_close":11.39,"vix3m_close":15.14,"ratio":0.7523,"spy_close":218.18,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-08","vix_close":11.5,"vix3m_close":15.16,"ratio":0.7586,"spy_close":218.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-09","vix_close":11.66,"vix3m_close":15.11,"ratio":0.7717,"spy_close":218.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-10","vix_close":12.05,"vix3m_close":15.41,"ratio":0.782,"spy_close":217.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-11","vix_close":11.68,"vix3m_close":15.3,"ratio":0.7634,"spy_close":218.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-12","vix_close":11.55,"vix3m_close":15.26,"ratio":0.7569,"spy_close":218.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-15","vix_close":11.81,"vix3m_close":15.38,"ratio":0.7679,"spy_close":219.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-16","vix_close":12.64,"vix3m_close":16.02,"ratio":0.789,"spy_close":217.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-17","vix_close":12.19,"vix3m_close":15.52,"ratio":0.7854,"spy_close":218.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-18","vix_close":11.43,"vix3m_close":15.16,"ratio":0.754,"spy_close":218.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-19","vix_close":11.34,"vix3m_close":15.13,"ratio":0.7495,"spy_close":218.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-22","vix_close":12.27,"vix3m_close":15.5,"ratio":0.7916,"spy_close":218.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-23","vix_close":12.38,"vix3m_close":15.42,"ratio":0.8029,"spy_close":218.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-24","vix_close":13.45,"vix3m_close":16.0,"ratio":0.8406,"spy_close":217.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-25","vix_close":13.63,"vix3m_close":16.13,"ratio":0.845,"spy_close":217.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-26","vix_close":13.65,"vix3m_close":16.24,"ratio":0.8405,"spy_close":217.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-29","vix_close":12.94,"vix3m_close":15.93,"ratio":0.8123,"spy_close":218.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-30","vix_close":13.12,"vix3m_close":16.03,"ratio":0.8185,"spy_close":218.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-08-31","vix_close":13.42,"vix3m_close":16.14,"ratio":0.8315,"spy_close":217.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-01","vix_close":13.48,"vix3m_close":16.31,"ratio":0.8265,"spy_close":217.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-02","vix_close":11.98,"vix3m_close":15.65,"ratio":0.7655,"spy_close":218.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-06","vix_close":12.02,"vix3m_close":15.56,"ratio":0.7725,"spy_close":219.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-07","vix_close":11.94,"vix3m_close":15.49,"ratio":0.7708,"spy_close":219.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-08","vix_close":12.51,"vix3m_close":15.81,"ratio":0.7913,"spy_close":218.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-09","vix_close":17.5,"vix3m_close":18.83,"ratio":0.9294,"spy_close":213.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-12","vix_close":15.16,"vix3m_close":17.27,"ratio":0.8778,"spy_close":216.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-13","vix_close":17.85,"vix3m_close":19.05,"ratio":0.937,"spy_close":213.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-14","vix_close":18.14,"vix3m_close":19.35,"ratio":0.9375,"spy_close":213.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-15","vix_close":16.3,"vix3m_close":18.19,"ratio":0.8961,"spy_close":215.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-16","vix_close":15.37,"vix3m_close":17.88,"ratio":0.8596,"spy_close":213.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2016-09-19","vix_close":15.53,"vix3m_close":17.78,"ratio":0.8735,"spy_close":213.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2016-09-20","vix_close":15.92,"vix3m_close":17.99,"ratio":0.8849,"spy_close":213.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2016-09-21","vix_close":13.3,"vix3m_close":16.66,"ratio":0.7983,"spy_close":215.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-22","vix_close":12.02,"vix3m_close":15.94,"ratio":0.7541,"spy_close":217.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-23","vix_close":12.29,"vix3m_close":16.05,"ratio":0.7657,"spy_close":215.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-26","vix_close":14.5,"vix3m_close":17.28,"ratio":0.8391,"spy_close":214.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-27","vix_close":13.1,"vix3m_close":16.45,"ratio":0.7964,"spy_close":215.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-28","vix_close":12.39,"vix3m_close":16.01,"ratio":0.7739,"spy_close":216.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-29","vix_close":14.02,"vix3m_close":16.87,"ratio":0.8311,"spy_close":214.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-09-30","vix_close":13.29,"vix3m_close":16.37,"ratio":0.8119,"spy_close":216.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-03","vix_close":13.57,"vix3m_close":16.4,"ratio":0.8274,"spy_close":215.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-04","vix_close":13.63,"vix3m_close":16.47,"ratio":0.8276,"spy_close":214.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-05","vix_close":12.99,"vix3m_close":16.22,"ratio":0.8009,"spy_close":215.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-06","vix_close":12.84,"vix3m_close":16.07,"ratio":0.799,"spy_close":215.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-07","vix_close":13.48,"vix3m_close":16.44,"ratio":0.82,"spy_close":215.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-10","vix_close":13.38,"vix3m_close":15.95,"ratio":0.8389,"spy_close":216.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-11","vix_close":15.36,"vix3m_close":16.94,"ratio":0.9067,"spy_close":213.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-12","vix_close":15.91,"vix3m_close":17.02,"ratio":0.9348,"spy_close":213.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-13","vix_close":16.69,"vix3m_close":17.59,"ratio":0.9488,"spy_close":213.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-14","vix_close":16.12,"vix3m_close":17.42,"ratio":0.9254,"spy_close":213.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-17","vix_close":16.21,"vix3m_close":17.47,"ratio":0.9279,"spy_close":212.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-18","vix_close":15.28,"vix3m_close":16.92,"ratio":0.9031,"spy_close":213.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-19","vix_close":14.41,"vix3m_close":16.46,"ratio":0.8755,"spy_close":214.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-20","vix_close":13.75,"vix3m_close":16.23,"ratio":0.8472,"spy_close":213.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-21","vix_close":13.34,"vix3m_close":16.04,"ratio":0.8317,"spy_close":213.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-24","vix_close":13.02,"vix3m_close":15.61,"ratio":0.8341,"spy_close":214.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-25","vix_close":13.46,"vix3m_close":15.81,"ratio":0.8514,"spy_close":214.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-26","vix_close":14.24,"vix3m_close":16.25,"ratio":0.8763,"spy_close":213.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-27","vix_close":15.36,"vix3m_close":16.93,"ratio":0.9073,"spy_close":213.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2016-10-28","vix_close":16.19,"vix3m_close":17.37,"ratio":0.9321,"spy_close":212.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-10-31","vix_close":17.06,"vix3m_close":17.85,"ratio":0.9557,"spy_close":212.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2016-11-01","vix_close":18.56,"vix3m_close":18.74,"ratio":0.9904,"spy_close":211.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2016-11-02","vix_close":19.32,"vix3m_close":19.18,"ratio":1.0073,"spy_close":209.74,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2016-11-03","vix_close":22.08,"vix3m_close":20.7,"ratio":1.0667,"spy_close":208.78,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2016-11-04","vix_close":22.51,"vix3m_close":21.13,"ratio":1.0653,"spy_close":208.55,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2016-11-07","vix_close":18.71,"vix3m_close":18.15,"ratio":1.0309,"spy_close":213.15,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2016-11-08","vix_close":18.74,"vix3m_close":18.1,"ratio":1.0354,"spy_close":214.11,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-09","vix_close":14.38,"vix3m_close":16.28,"ratio":0.8833,"spy_close":216.38,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-10","vix_close":14.74,"vix3m_close":16.75,"ratio":0.88,"spy_close":216.92,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-11","vix_close":14.17,"vix3m_close":16.49,"ratio":0.8593,"spy_close":216.42,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-14","vix_close":14.48,"vix3m_close":16.7,"ratio":0.8671,"spy_close":216.59,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-15","vix_close":13.37,"vix3m_close":15.75,"ratio":0.8489,"spy_close":218.28,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-16","vix_close":13.72,"vix3m_close":16.07,"ratio":0.8538,"spy_close":217.87,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-17","vix_close":13.35,"vix3m_close":15.64,"ratio":0.8536,"spy_close":218.99,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-18","vix_close":12.85,"vix3m_close":15.52,"ratio":0.828,"spy_close":218.5,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-21","vix_close":12.42,"vix3m_close":15.32,"ratio":0.8107,"spy_close":220.15,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-22","vix_close":12.41,"vix3m_close":15.35,"ratio":0.8085,"spy_close":220.58,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-23","vix_close":12.43,"vix3m_close":15.43,"ratio":0.8056,"spy_close":220.7,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-25","vix_close":12.34,"vix3m_close":15.51,"ratio":0.7956,"spy_close":221.52,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-28","vix_close":13.15,"vix3m_close":16.02,"ratio":0.8208,"spy_close":220.48,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-29","vix_close":12.9,"vix3m_close":15.9,"ratio":0.8113,"spy_close":220.91,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-11-30","vix_close":13.33,"vix3m_close":16.1,"ratio":0.828,"spy_close":220.38,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-01","vix_close":14.07,"vix3m_close":16.67,"ratio":0.844,"spy_close":219.57,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-02","vix_close":14.12,"vix3m_close":16.78,"ratio":0.8415,"spy_close":219.68,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-05","vix_close":12.14,"vix3m_close":15.77,"ratio":0.7698,"spy_close":221.0,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-06","vix_close":11.79,"vix3m_close":15.48,"ratio":0.7616,"spy_close":221.7,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-07","vix_close":12.22,"vix3m_close":15.48,"ratio":0.7894,"spy_close":224.6,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-08","vix_close":12.64,"vix3m_close":15.72,"ratio":0.8041,"spy_close":225.15,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-09","vix_close":11.75,"vix3m_close":15.22,"ratio":0.772,"spy_close":226.51,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-12","vix_close":12.64,"vix3m_close":15.73,"ratio":0.8036,"spy_close":226.25,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-13","vix_close":12.72,"vix3m_close":15.7,"ratio":0.8102,"spy_close":227.76,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-14","vix_close":13.19,"vix3m_close":15.87,"ratio":0.8311,"spy_close":225.88,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-15","vix_close":12.79,"vix3m_close":15.75,"ratio":0.8121,"spy_close":226.81,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-16","vix_close":12.2,"vix3m_close":15.57,"ratio":0.7836,"spy_close":225.04,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-19","vix_close":11.71,"vix3m_close":15.31,"ratio":0.7649,"spy_close":225.53,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-20","vix_close":11.45,"vix3m_close":15.14,"ratio":0.7563,"spy_close":226.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-21","vix_close":11.27,"vix3m_close":15.09,"ratio":0.7469,"spy_close":225.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-22","vix_close":11.43,"vix3m_close":15.29,"ratio":0.7475,"spy_close":225.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-23","vix_close":11.44,"vix3m_close":15.25,"ratio":0.7502,"spy_close":225.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-27","vix_close":11.99,"vix3m_close":15.36,"ratio":0.7806,"spy_close":226.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-28","vix_close":12.95,"vix3m_close":15.93,"ratio":0.8129,"spy_close":224.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-29","vix_close":13.37,"vix3m_close":16.16,"ratio":0.8274,"spy_close":224.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2016-12-30","vix_close":14.04,"vix3m_close":16.54,"ratio":0.8489,"spy_close":223.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-03","vix_close":12.85,"vix3m_close":15.56,"ratio":0.8258,"spy_close":225.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-04","vix_close":11.85,"vix3m_close":14.84,"ratio":0.7985,"spy_close":226.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-05","vix_close":11.67,"vix3m_close":14.7,"ratio":0.7939,"spy_close":226.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-06","vix_close":11.32,"vix3m_close":14.56,"ratio":0.7775,"spy_close":227.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-09","vix_close":11.56,"vix3m_close":14.63,"ratio":0.7902,"spy_close":226.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-10","vix_close":11.49,"vix3m_close":14.66,"ratio":0.7838,"spy_close":226.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-11","vix_close":11.26,"vix3m_close":14.47,"ratio":0.7782,"spy_close":227.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-12","vix_close":11.54,"vix3m_close":14.58,"ratio":0.7915,"spy_close":226.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-13","vix_close":11.23,"vix3m_close":14.54,"ratio":0.7724,"spy_close":227.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-17","vix_close":11.87,"vix3m_close":14.89,"ratio":0.7972,"spy_close":226.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-18","vix_close":12.48,"vix3m_close":14.94,"ratio":0.8353,"spy_close":226.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-19","vix_close":12.78,"vix3m_close":15.02,"ratio":0.8509,"spy_close":225.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-20","vix_close":11.54,"vix3m_close":14.49,"ratio":0.7964,"spy_close":226.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-23","vix_close":11.77,"vix3m_close":14.54,"ratio":0.8095,"spy_close":226.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-24","vix_close":11.07,"vix3m_close":13.87,"ratio":0.7981,"spy_close":227.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-25","vix_close":10.81,"vix3m_close":13.61,"ratio":0.7943,"spy_close":229.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-26","vix_close":10.63,"vix3m_close":13.63,"ratio":0.7799,"spy_close":229.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-27","vix_close":10.58,"vix3m_close":13.68,"ratio":0.7734,"spy_close":228.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-30","vix_close":11.88,"vix3m_close":14.41,"ratio":0.8244,"spy_close":227.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2017-01-31","vix_close":11.99,"vix3m_close":14.48,"ratio":0.828,"spy_close":227.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2017-02-01","vix_close":11.81,"vix3m_close":14.29,"ratio":0.8265,"spy_close":227.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-02","vix_close":11.93,"vix3m_close":14.59,"ratio":0.8177,"spy_close":227.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2017-02-03","vix_close":10.97,"vix3m_close":14.05,"ratio":0.7808,"spy_close":229.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2017-02-06","vix_close":11.37,"vix3m_close":14.24,"ratio":0.7985,"spy_close":228.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-07","vix_close":11.29,"vix3m_close":14.35,"ratio":0.7868,"spy_close":228.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-08","vix_close":11.45,"vix3m_close":14.56,"ratio":0.7864,"spy_close":229.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-09","vix_close":10.88,"vix3m_close":14.17,"ratio":0.7678,"spy_close":230.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-10","vix_close":10.85,"vix3m_close":13.91,"ratio":0.78,"spy_close":231.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-13","vix_close":11.07,"vix3m_close":13.68,"ratio":0.8092,"spy_close":232.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-14","vix_close":10.74,"vix3m_close":13.19,"ratio":0.8143,"spy_close":233.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-15","vix_close":11.97,"vix3m_close":13.41,"ratio":0.8926,"spy_close":234.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-16","vix_close":11.76,"vix3m_close":13.63,"ratio":0.8628,"spy_close":234.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-17","vix_close":11.49,"vix3m_close":13.72,"ratio":0.8375,"spy_close":235.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-21","vix_close":11.57,"vix3m_close":14.04,"ratio":0.8241,"spy_close":236.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-22","vix_close":11.74,"vix3m_close":14.39,"ratio":0.8158,"spy_close":236.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-23","vix_close":11.71,"vix3m_close":14.74,"ratio":0.7944,"spy_close":236.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-24","vix_close":11.47,"vix3m_close":14.76,"ratio":0.7771,"spy_close":236.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-27","vix_close":12.09,"vix3m_close":14.91,"ratio":0.8109,"spy_close":237.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-02-28","vix_close":12.92,"vix3m_close":15.28,"ratio":0.8455,"spy_close":236.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-01","vix_close":12.54,"vix3m_close":14.86,"ratio":0.8439,"spy_close":239.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-02","vix_close":11.81,"vix3m_close":14.77,"ratio":0.7996,"spy_close":238.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-03","vix_close":10.96,"vix3m_close":14.26,"ratio":0.7686,"spy_close":238.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-06","vix_close":11.24,"vix3m_close":14.34,"ratio":0.7838,"spy_close":237.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-07","vix_close":11.45,"vix3m_close":14.41,"ratio":0.7946,"spy_close":237.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-08","vix_close":11.86,"vix3m_close":14.54,"ratio":0.8157,"spy_close":236.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-09","vix_close":12.3,"vix3m_close":14.78,"ratio":0.8322,"spy_close":236.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-10","vix_close":11.66,"vix3m_close":14.38,"ratio":0.8108,"spy_close":237.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-13","vix_close":11.35,"vix3m_close":14.36,"ratio":0.7904,"spy_close":237.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-14","vix_close":12.3,"vix3m_close":14.63,"ratio":0.8407,"spy_close":236.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2017-03-15","vix_close":11.63,"vix3m_close":14.2,"ratio":0.819,"spy_close":238.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2017-03-16","vix_close":11.21,"vix3m_close":13.78,"ratio":0.8135,"spy_close":238.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2017-03-17","vix_close":11.28,"vix3m_close":13.92,"ratio":0.8103,"spy_close":237.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-03-20","vix_close":11.34,"vix3m_close":13.9,"ratio":0.8158,"spy_close":236.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2017-03-21","vix_close":12.47,"vix3m_close":14.62,"ratio":0.8529,"spy_close":233.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-22","vix_close":12.81,"vix3m_close":14.68,"ratio":0.8726,"spy_close":234.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-23","vix_close":13.12,"vix3m_close":14.91,"ratio":0.8799,"spy_close":234.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-24","vix_close":12.96,"vix3m_close":14.55,"ratio":0.8907,"spy_close":233.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-27","vix_close":12.5,"vix3m_close":14.23,"ratio":0.8784,"spy_close":233.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-28","vix_close":11.53,"vix3m_close":13.68,"ratio":0.8428,"spy_close":235.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-29","vix_close":11.42,"vix3m_close":13.43,"ratio":0.8503,"spy_close":235.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-30","vix_close":11.54,"vix3m_close":13.37,"ratio":0.8631,"spy_close":236.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-03-31","vix_close":12.37,"vix3m_close":13.6,"ratio":0.9096,"spy_close":235.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-03","vix_close":12.38,"vix3m_close":13.67,"ratio":0.9056,"spy_close":235.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-04","vix_close":11.79,"vix3m_close":13.37,"ratio":0.8818,"spy_close":235.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-05","vix_close":12.89,"vix3m_close":14.12,"ratio":0.9129,"spy_close":234.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-06","vix_close":12.39,"vix3m_close":13.66,"ratio":0.907,"spy_close":235.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-07","vix_close":12.87,"vix3m_close":14.06,"ratio":0.9154,"spy_close":235.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-10","vix_close":14.05,"vix3m_close":14.58,"ratio":0.9636,"spy_close":235.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-11","vix_close":15.07,"vix3m_close":15.16,"ratio":0.9941,"spy_close":235.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-04-12","vix_close":15.77,"vix3m_close":15.28,"ratio":1.0321,"spy_close":234.03,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2017-04-13","vix_close":15.96,"vix3m_close":15.75,"ratio":1.0133,"spy_close":232.51,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-17","vix_close":14.66,"vix3m_close":14.86,"ratio":0.9865,"spy_close":234.57,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-18","vix_close":14.42,"vix3m_close":14.76,"ratio":0.977,"spy_close":233.87,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-19","vix_close":14.93,"vix3m_close":15.08,"ratio":0.9901,"spy_close":233.44,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-20","vix_close":14.15,"vix3m_close":14.53,"ratio":0.9738,"spy_close":235.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-21","vix_close":14.63,"vix3m_close":14.75,"ratio":0.9919,"spy_close":234.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-24","vix_close":10.84,"vix3m_close":12.9,"ratio":0.8403,"spy_close":237.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-25","vix_close":10.76,"vix3m_close":12.85,"ratio":0.8374,"spy_close":238.55,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-26","vix_close":10.85,"vix3m_close":12.98,"ratio":0.8359,"spy_close":238.4,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-27","vix_close":10.36,"vix3m_close":12.8,"ratio":0.8094,"spy_close":238.6,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-04-28","vix_close":10.82,"vix3m_close":12.93,"ratio":0.8368,"spy_close":238.08,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-01","vix_close":10.11,"vix3m_close":12.63,"ratio":0.8005,"spy_close":238.68,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-02","vix_close":10.59,"vix3m_close":12.83,"ratio":0.8254,"spy_close":238.77,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-03","vix_close":10.68,"vix3m_close":13.09,"ratio":0.8159,"spy_close":238.48,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-04","vix_close":10.46,"vix3m_close":12.83,"ratio":0.8153,"spy_close":238.76,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-05","vix_close":10.57,"vix3m_close":12.85,"ratio":0.8226,"spy_close":239.7,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-08","vix_close":9.77,"vix3m_close":12.59,"ratio":0.776,"spy_close":239.66,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-09","vix_close":9.96,"vix3m_close":12.71,"ratio":0.7836,"spy_close":239.44,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-10","vix_close":10.21,"vix3m_close":12.91,"ratio":0.7909,"spy_close":239.87,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-11","vix_close":10.6,"vix3m_close":13.01,"ratio":0.8148,"spy_close":239.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-12","vix_close":10.4,"vix3m_close":12.97,"ratio":0.8019,"spy_close":238.98,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-15","vix_close":10.42,"vix3m_close":12.78,"ratio":0.8153,"spy_close":240.3,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-16","vix_close":10.65,"vix3m_close":12.65,"ratio":0.8419,"spy_close":240.08,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-17","vix_close":15.59,"vix3m_close":15.6,"ratio":0.9994,"spy_close":235.82,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-18","vix_close":14.66,"vix3m_close":14.97,"ratio":0.9793,"spy_close":236.77,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-19","vix_close":12.04,"vix3m_close":13.49,"ratio":0.8925,"spy_close":238.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-22","vix_close":10.93,"vix3m_close":12.96,"ratio":0.8434,"spy_close":239.52,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-23","vix_close":10.72,"vix3m_close":12.9,"ratio":0.831,"spy_close":240.05,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-24","vix_close":10.02,"vix3m_close":12.59,"ratio":0.7959,"spy_close":240.61,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-25","vix_close":9.99,"vix3m_close":12.51,"ratio":0.7986,"spy_close":241.76,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-26","vix_close":9.81,"vix3m_close":12.44,"ratio":0.7886,"spy_close":241.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-30","vix_close":10.38,"vix3m_close":12.74,"ratio":0.8148,"spy_close":241.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-05-31","vix_close":10.41,"vix3m_close":12.63,"ratio":0.8242,"spy_close":241.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-01","vix_close":9.89,"vix3m_close":12.42,"ratio":0.7963,"spy_close":243.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-02","vix_close":9.75,"vix3m_close":12.46,"ratio":0.7825,"spy_close":244.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-05","vix_close":10.07,"vix3m_close":12.85,"ratio":0.7837,"spy_close":243.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-06","vix_close":10.45,"vix3m_close":13.08,"ratio":0.7989,"spy_close":243.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-07","vix_close":10.39,"vix3m_close":13.09,"ratio":0.7937,"spy_close":243.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-08","vix_close":10.16,"vix3m_close":12.76,"ratio":0.7962,"spy_close":243.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-09","vix_close":10.7,"vix3m_close":12.96,"ratio":0.8256,"spy_close":243.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-12","vix_close":11.46,"vix3m_close":13.3,"ratio":0.8617,"spy_close":243.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-13","vix_close":10.42,"vix3m_close":12.73,"ratio":0.8185,"spy_close":244.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-14","vix_close":10.64,"vix3m_close":12.77,"ratio":0.8332,"spy_close":244.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-15","vix_close":10.9,"vix3m_close":12.91,"ratio":0.8443,"spy_close":243.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-16","vix_close":10.38,"vix3m_close":12.71,"ratio":0.8167,"spy_close":242.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-19","vix_close":10.37,"vix3m_close":12.4,"ratio":0.8363,"spy_close":244.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-20","vix_close":10.86,"vix3m_close":12.69,"ratio":0.8558,"spy_close":243.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-21","vix_close":10.75,"vix3m_close":12.76,"ratio":0.8425,"spy_close":242.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-22","vix_close":10.48,"vix3m_close":12.62,"ratio":0.8304,"spy_close":242.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-23","vix_close":10.02,"vix3m_close":12.36,"ratio":0.8107,"spy_close":243.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-26","vix_close":9.9,"vix3m_close":12.27,"ratio":0.8068,"spy_close":243.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-27","vix_close":11.06,"vix3m_close":12.96,"ratio":0.8534,"spy_close":241.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-28","vix_close":10.03,"vix3m_close":12.4,"ratio":0.8089,"spy_close":243.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-29","vix_close":11.44,"vix3m_close":13.15,"ratio":0.87,"spy_close":241.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-06-30","vix_close":11.18,"vix3m_close":13.14,"ratio":0.8508,"spy_close":241.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-07-03","vix_close":11.22,"vix3m_close":13.31,"ratio":0.843,"spy_close":242.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-07-05","vix_close":11.07,"vix3m_close":13.31,"ratio":0.8317,"spy_close":242.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-07-06","vix_close":12.54,"vix3m_close":14.11,"ratio":0.8887,"spy_close":240.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-07-07","vix_close":11.19,"vix3m_close":13.52,"ratio":0.8277,"spy_close":242.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2017-07-10","vix_close":11.11,"vix3m_close":13.35,"ratio":0.8322,"spy_close":242.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2017-07-11","vix_close":10.89,"vix3m_close":13.16,"ratio":0.8275,"spy_close":242.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-12","vix_close":10.3,"vix3m_close":12.78,"ratio":0.8059,"spy_close":244.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-13","vix_close":9.9,"vix3m_close":12.55,"ratio":0.7888,"spy_close":244.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-14","vix_close":9.51,"vix3m_close":12.23,"ratio":0.7776,"spy_close":245.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-17","vix_close":9.82,"vix3m_close":12.28,"ratio":0.7997,"spy_close":245.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-18","vix_close":9.89,"vix3m_close":12.25,"ratio":0.8073,"spy_close":245.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-19","vix_close":9.79,"vix3m_close":12.0,"ratio":0.8158,"spy_close":246.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-20","vix_close":9.58,"vix3m_close":12.04,"ratio":0.7957,"spy_close":247.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-21","vix_close":9.36,"vix3m_close":12.06,"ratio":0.7761,"spy_close":246.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-24","vix_close":9.43,"vix3m_close":12.04,"ratio":0.7832,"spy_close":246.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-25","vix_close":9.43,"vix3m_close":12.05,"ratio":0.7826,"spy_close":247.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-26","vix_close":9.6,"vix3m_close":12.11,"ratio":0.7927,"spy_close":247.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-27","vix_close":10.11,"vix3m_close":12.42,"ratio":0.814,"spy_close":247.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-28","vix_close":10.29,"vix3m_close":12.58,"ratio":0.818,"spy_close":246.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-07-31","vix_close":10.26,"vix3m_close":12.47,"ratio":0.8228,"spy_close":246.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-01","vix_close":10.09,"vix3m_close":12.4,"ratio":0.8137,"spy_close":247.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-02","vix_close":10.28,"vix3m_close":12.56,"ratio":0.8185,"spy_close":247.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-03","vix_close":10.44,"vix3m_close":12.74,"ratio":0.8195,"spy_close":246.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-04","vix_close":10.03,"vix3m_close":12.75,"ratio":0.7867,"spy_close":247.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-07","vix_close":9.93,"vix3m_close":12.66,"ratio":0.7844,"spy_close":247.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-08","vix_close":10.96,"vix3m_close":13.2,"ratio":0.8303,"spy_close":247.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-09","vix_close":11.11,"vix3m_close":13.49,"ratio":0.8236,"spy_close":247.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-10","vix_close":16.04,"vix3m_close":16.21,"ratio":0.9895,"spy_close":243.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-11","vix_close":15.51,"vix3m_close":16.39,"ratio":0.9463,"spy_close":244.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-14","vix_close":12.33,"vix3m_close":13.92,"ratio":0.8858,"spy_close":246.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-15","vix_close":12.04,"vix3m_close":13.9,"ratio":0.8662,"spy_close":246.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-16","vix_close":11.74,"vix3m_close":13.58,"ratio":0.8645,"spy_close":246.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-17","vix_close":15.55,"vix3m_close":16.14,"ratio":0.9634,"spy_close":243.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-18","vix_close":14.26,"vix3m_close":15.65,"ratio":0.9112,"spy_close":242.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2017-08-21","vix_close":13.19,"vix3m_close":14.99,"ratio":0.8799,"spy_close":242.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2017-08-22","vix_close":11.35,"vix3m_close":13.63,"ratio":0.8327,"spy_close":245.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-23","vix_close":12.25,"vix3m_close":14.33,"ratio":0.8548,"spy_close":244.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-24","vix_close":12.23,"vix3m_close":14.39,"ratio":0.8499,"spy_close":243.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-25","vix_close":11.28,"vix3m_close":13.99,"ratio":0.8063,"spy_close":244.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-28","vix_close":11.32,"vix3m_close":13.99,"ratio":0.8091,"spy_close":244.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-29","vix_close":11.7,"vix3m_close":14.12,"ratio":0.8286,"spy_close":244.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-30","vix_close":11.22,"vix3m_close":14.14,"ratio":0.7935,"spy_close":246.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-08-31","vix_close":10.59,"vix3m_close":13.8,"ratio":0.7674,"spy_close":247.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-01","vix_close":10.13,"vix3m_close":13.59,"ratio":0.7454,"spy_close":247.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-05","vix_close":12.23,"vix3m_close":14.58,"ratio":0.8388,"spy_close":246.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-06","vix_close":11.63,"vix3m_close":14.4,"ratio":0.8076,"spy_close":246.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-07","vix_close":11.55,"vix3m_close":14.32,"ratio":0.8066,"spy_close":246.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-08","vix_close":12.12,"vix3m_close":14.69,"ratio":0.8251,"spy_close":246.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-11","vix_close":10.73,"vix3m_close":13.86,"ratio":0.7742,"spy_close":249.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-12","vix_close":10.58,"vix3m_close":13.56,"ratio":0.7802,"spy_close":250.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-13","vix_close":10.5,"vix3m_close":13.23,"ratio":0.7937,"spy_close":250.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-14","vix_close":10.44,"vix3m_close":13.16,"ratio":0.7933,"spy_close":250.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-15","vix_close":10.17,"vix3m_close":12.96,"ratio":0.7847,"spy_close":249.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-18","vix_close":10.15,"vix3m_close":12.69,"ratio":0.7998,"spy_close":249.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-19","vix_close":10.18,"vix3m_close":12.73,"ratio":0.7997,"spy_close":249.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-20","vix_close":9.78,"vix3m_close":12.66,"ratio":0.7725,"spy_close":250.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-21","vix_close":9.67,"vix3m_close":12.66,"ratio":0.7638,"spy_close":249.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-22","vix_close":9.59,"vix3m_close":12.85,"ratio":0.7463,"spy_close":249.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-25","vix_close":10.21,"vix3m_close":13.06,"ratio":0.7818,"spy_close":248.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-26","vix_close":10.17,"vix3m_close":13.02,"ratio":0.7811,"spy_close":249.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-27","vix_close":9.87,"vix3m_close":12.91,"ratio":0.7645,"spy_close":250.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-28","vix_close":9.55,"vix3m_close":12.76,"ratio":0.7484,"spy_close":250.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-09-29","vix_close":9.51,"vix3m_close":12.49,"ratio":0.7614,"spy_close":251.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-02","vix_close":9.45,"vix3m_close":12.36,"ratio":0.7646,"spy_close":252.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-03","vix_close":9.51,"vix3m_close":12.31,"ratio":0.7725,"spy_close":252.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-04","vix_close":9.63,"vix3m_close":12.38,"ratio":0.7779,"spy_close":253.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-05","vix_close":9.19,"vix3m_close":12.18,"ratio":0.7545,"spy_close":254.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-06","vix_close":9.65,"vix3m_close":12.44,"ratio":0.7757,"spy_close":254.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-09","vix_close":10.33,"vix3m_close":12.73,"ratio":0.8115,"spy_close":253.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-10","vix_close":10.08,"vix3m_close":12.47,"ratio":0.8083,"spy_close":254.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-11","vix_close":9.85,"vix3m_close":12.24,"ratio":0.8047,"spy_close":255.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-12","vix_close":9.91,"vix3m_close":12.26,"ratio":0.8083,"spy_close":254.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-13","vix_close":9.61,"vix3m_close":11.98,"ratio":0.8022,"spy_close":254.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-16","vix_close":9.91,"vix3m_close":11.94,"ratio":0.83,"spy_close":255.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-17","vix_close":10.31,"vix3m_close":12.05,"ratio":0.8556,"spy_close":255.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-18","vix_close":10.07,"vix3m_close":11.92,"ratio":0.8448,"spy_close":255.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-19","vix_close":10.05,"vix3m_close":11.97,"ratio":0.8396,"spy_close":255.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-20","vix_close":9.97,"vix3m_close":11.85,"ratio":0.8414,"spy_close":257.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-23","vix_close":11.07,"vix3m_close":12.55,"ratio":0.8821,"spy_close":256.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-24","vix_close":11.16,"vix3m_close":12.67,"ratio":0.8808,"spy_close":256.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-25","vix_close":11.23,"vix3m_close":12.95,"ratio":0.8672,"spy_close":255.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-26","vix_close":11.3,"vix3m_close":12.93,"ratio":0.8739,"spy_close":255.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-27","vix_close":9.8,"vix3m_close":12.23,"ratio":0.8013,"spy_close":257.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-30","vix_close":10.5,"vix3m_close":12.57,"ratio":0.8353,"spy_close":256.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-10-31","vix_close":10.18,"vix3m_close":12.38,"ratio":0.8223,"spy_close":257.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-01","vix_close":10.2,"vix3m_close":12.57,"ratio":0.8115,"spy_close":257.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-02","vix_close":9.93,"vix3m_close":12.68,"ratio":0.7831,"spy_close":257.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-03","vix_close":9.14,"vix3m_close":12.42,"ratio":0.7359,"spy_close":258.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-06","vix_close":9.4,"vix3m_close":12.57,"ratio":0.7478,"spy_close":258.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-07","vix_close":9.89,"vix3m_close":12.76,"ratio":0.7751,"spy_close":258.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-08","vix_close":9.78,"vix3m_close":12.88,"ratio":0.7593,"spy_close":259.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-09","vix_close":10.5,"vix3m_close":13.14,"ratio":0.7991,"spy_close":258.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-10","vix_close":11.29,"vix3m_close":13.61,"ratio":0.8295,"spy_close":258.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-13","vix_close":11.5,"vix3m_close":13.75,"ratio":0.8364,"spy_close":258.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-14","vix_close":11.59,"vix3m_close":13.93,"ratio":0.832,"spy_close":257.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-15","vix_close":13.13,"vix3m_close":14.66,"ratio":0.8956,"spy_close":256.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-16","vix_close":11.76,"vix3m_close":13.96,"ratio":0.8424,"spy_close":258.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-17","vix_close":11.43,"vix3m_close":13.8,"ratio":0.8283,"spy_close":257.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-20","vix_close":10.65,"vix3m_close":13.28,"ratio":0.802,"spy_close":258.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-21","vix_close":9.73,"vix3m_close":12.55,"ratio":0.7753,"spy_close":259.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-22","vix_close":9.88,"vix3m_close":12.44,"ratio":0.7942,"spy_close":259.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-24","vix_close":9.67,"vix3m_close":12.42,"ratio":0.7786,"spy_close":260.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-27","vix_close":9.87,"vix3m_close":12.57,"ratio":0.7852,"spy_close":260.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-28","vix_close":10.03,"vix3m_close":12.27,"ratio":0.8174,"spy_close":262.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-29","vix_close":10.7,"vix3m_close":12.82,"ratio":0.8346,"spy_close":262.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-11-30","vix_close":11.28,"vix3m_close":13.04,"ratio":0.865,"spy_close":265.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-01","vix_close":11.43,"vix3m_close":13.28,"ratio":0.8607,"spy_close":264.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-04","vix_close":11.68,"vix3m_close":13.55,"ratio":0.862,"spy_close":264.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-05","vix_close":11.33,"vix3m_close":13.54,"ratio":0.8368,"spy_close":263.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-06","vix_close":11.02,"vix3m_close":13.45,"ratio":0.8193,"spy_close":263.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-07","vix_close":10.16,"vix3m_close":12.93,"ratio":0.7858,"spy_close":264.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-08","vix_close":9.58,"vix3m_close":12.46,"ratio":0.7689,"spy_close":265.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-11","vix_close":9.34,"vix3m_close":12.28,"ratio":0.7606,"spy_close":266.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-12","vix_close":9.92,"vix3m_close":12.48,"ratio":0.7949,"spy_close":266.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-13","vix_close":10.18,"vix3m_close":12.5,"ratio":0.8144,"spy_close":266.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-14","vix_close":10.49,"vix3m_close":12.8,"ratio":0.8195,"spy_close":265.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-15","vix_close":9.42,"vix3m_close":12.08,"ratio":0.7798,"spy_close":266.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-18","vix_close":9.53,"vix3m_close":12.07,"ratio":0.7896,"spy_close":268.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-19","vix_close":10.03,"vix3m_close":12.51,"ratio":0.8018,"spy_close":267.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-20","vix_close":9.72,"vix3m_close":12.37,"ratio":0.7858,"spy_close":267.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-21","vix_close":9.62,"vix3m_close":12.35,"ratio":0.7789,"spy_close":267.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-22","vix_close":9.9,"vix3m_close":12.49,"ratio":0.7926,"spy_close":267.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-26","vix_close":10.25,"vix3m_close":12.62,"ratio":0.8122,"spy_close":267.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-27","vix_close":10.47,"vix3m_close":12.65,"ratio":0.8277,"spy_close":267.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-28","vix_close":10.18,"vix3m_close":12.76,"ratio":0.7978,"spy_close":267.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2017-12-29","vix_close":11.04,"vix3m_close":13.09,"ratio":0.8434,"spy_close":266.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-02","vix_close":9.77,"vix3m_close":12.61,"ratio":0.7748,"spy_close":268.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-03","vix_close":9.15,"vix3m_close":12.32,"ratio":0.7427,"spy_close":270.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-04","vix_close":9.22,"vix3m_close":12.24,"ratio":0.7533,"spy_close":271.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-05","vix_close":9.22,"vix3m_close":12.06,"ratio":0.7645,"spy_close":273.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-08","vix_close":9.52,"vix3m_close":12.15,"ratio":0.7835,"spy_close":273.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-09","vix_close":10.08,"vix3m_close":12.41,"ratio":0.8122,"spy_close":274.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-10","vix_close":9.82,"vix3m_close":12.36,"ratio":0.7945,"spy_close":274.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-11","vix_close":9.88,"vix3m_close":12.16,"ratio":0.8125,"spy_close":276.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-12","vix_close":10.16,"vix3m_close":12.2,"ratio":0.8328,"spy_close":277.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-16","vix_close":11.66,"vix3m_close":13.23,"ratio":0.8813,"spy_close":276.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-17","vix_close":11.91,"vix3m_close":13.25,"ratio":0.8989,"spy_close":279.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-18","vix_close":12.22,"vix3m_close":13.58,"ratio":0.8999,"spy_close":279.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-19","vix_close":11.27,"vix3m_close":13.04,"ratio":0.8643,"spy_close":280.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-22","vix_close":11.05,"vix3m_close":12.98,"ratio":0.8513,"spy_close":282.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-23","vix_close":11.1,"vix3m_close":13.22,"ratio":0.8396,"spy_close":283.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-24","vix_close":11.46,"vix3m_close":13.52,"ratio":0.8476,"spy_close":283.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-25","vix_close":11.58,"vix3m_close":13.68,"ratio":0.8465,"spy_close":283.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-26","vix_close":11.1,"vix3m_close":13.46,"ratio":0.8247,"spy_close":286.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-29","vix_close":13.84,"vix3m_close":14.99,"ratio":0.9233,"spy_close":284.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-30","vix_close":14.79,"vix3m_close":15.83,"ratio":0.9343,"spy_close":281.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-01-31","vix_close":13.54,"vix3m_close":14.9,"ratio":0.9087,"spy_close":281.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-02-01","vix_close":13.47,"vix3m_close":14.72,"ratio":0.9151,"spy_close":281.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-02-02","vix_close":17.31,"vix3m_close":17.03,"ratio":1.0164,"spy_close":275.45,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2018-02-05","vix_close":37.32,"vix3m_close":28.13,"ratio":1.3267,"spy_close":263.93,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2018-02-06","vix_close":29.98,"vix3m_close":23.75,"ratio":1.2623,"spy_close":269.13,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2018-02-07","vix_close":27.73,"vix3m_close":23.03,"ratio":1.2041,"spy_close":267.67,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2018-02-08","vix_close":33.46,"vix3m_close":27.33,"ratio":1.2243,"spy_close":257.63,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2018-02-09","vix_close":29.06,"vix3m_close":24.92,"ratio":1.1661,"spy_close":261.5,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2018-02-12","vix_close":25.61,"vix3m_close":22.86,"ratio":1.1203,"spy_close":265.34,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2018-02-13","vix_close":24.97,"vix3m_close":22.65,"ratio":1.1024,"spy_close":266.0,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2018-02-14","vix_close":19.26,"vix3m_close":19.34,"ratio":0.9959,"spy_close":269.59,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2018-02-15","vix_close":19.13,"vix3m_close":19.08,"ratio":1.0026,"spy_close":273.03,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2018-02-16","vix_close":19.46,"vix3m_close":19.17,"ratio":1.0151,"spy_close":273.11,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2018-02-20","vix_close":20.6,"vix3m_close":20.01,"ratio":1.0295,"spy_close":271.4,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-21","vix_close":20.02,"vix3m_close":20.03,"ratio":0.9995,"spy_close":270.05,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-22","vix_close":18.72,"vix3m_close":19.06,"ratio":0.9822,"spy_close":270.4,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-23","vix_close":16.49,"vix3m_close":17.5,"ratio":0.9423,"spy_close":274.71,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-26","vix_close":15.8,"vix3m_close":16.92,"ratio":0.9338,"spy_close":277.9,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-27","vix_close":18.59,"vix3m_close":19.02,"ratio":0.9774,"spy_close":274.43,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-02-28","vix_close":19.85,"vix3m_close":19.89,"ratio":0.998,"spy_close":271.65,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-03-01","vix_close":22.47,"vix3m_close":21.42,"ratio":1.049,"spy_close":267.7,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-02","vix_close":19.59,"vix3m_close":19.86,"ratio":0.9864,"spy_close":269.08,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-05","vix_close":18.73,"vix3m_close":19.21,"ratio":0.975,"spy_close":272.19,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-06","vix_close":18.36,"vix3m_close":19.24,"ratio":0.9543,"spy_close":272.88,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-07","vix_close":17.76,"vix3m_close":18.84,"ratio":0.9427,"spy_close":272.78,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-08","vix_close":16.54,"vix3m_close":18.18,"ratio":0.9098,"spy_close":274.1,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-09","vix_close":14.64,"vix3m_close":17.01,"ratio":0.8607,"spy_close":278.87,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-12","vix_close":15.78,"vix3m_close":17.8,"ratio":0.8865,"spy_close":278.52,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-13","vix_close":16.35,"vix3m_close":18.05,"ratio":0.9058,"spy_close":276.72,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-14","vix_close":17.23,"vix3m_close":18.78,"ratio":0.9175,"spy_close":275.3,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-15","vix_close":16.59,"vix3m_close":18.21,"ratio":0.911,"spy_close":275.0,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-16","vix_close":15.8,"vix3m_close":17.74,"ratio":0.8906,"spy_close":274.2,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-19","vix_close":19.02,"vix3m_close":19.38,"ratio":0.9814,"spy_close":270.49,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-20","vix_close":18.2,"vix3m_close":18.88,"ratio":0.964,"spy_close":270.95,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-21","vix_close":17.86,"vix3m_close":18.71,"ratio":0.9546,"spy_close":270.43,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-03-22","vix_close":23.34,"vix3m_close":21.66,"ratio":1.0776,"spy_close":263.67,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2018-03-23","vix_close":24.87,"vix3m_close":22.79,"ratio":1.0913,"spy_close":258.05,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2018-03-26","vix_close":21.03,"vix3m_close":20.7,"ratio":1.0159,"spy_close":265.11,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":16.67},{"date":"2018-03-27","vix_close":22.5,"vix3m_close":21.94,"ratio":1.0255,"spy_close":260.6,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2018-03-28","vix_close":22.87,"vix3m_close":22.31,"ratio":1.0251,"spy_close":259.83,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-03-29","vix_close":19.97,"vix3m_close":20.55,"ratio":0.9718,"spy_close":263.15,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-04-02","vix_close":23.62,"vix3m_close":22.57,"ratio":1.0465,"spy_close":257.47,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":20.0},{"date":"2018-04-03","vix_close":21.1,"vix3m_close":21.02,"ratio":1.0038,"spy_close":260.77,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2018-04-04","vix_close":20.06,"vix3m_close":20.42,"ratio":0.9824,"spy_close":263.56,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2018-04-05","vix_close":18.94,"vix3m_close":19.61,"ratio":0.9658,"spy_close":265.64,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2018-04-06","vix_close":21.49,"vix3m_close":21.2,"ratio":1.0137,"spy_close":259.72,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":22.22},{"date":"2018-04-09","vix_close":21.77,"vix3m_close":21.23,"ratio":1.0254,"spy_close":261.0,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2018-04-10","vix_close":20.47,"vix3m_close":20.4,"ratio":1.0034,"spy_close":265.15,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-11","vix_close":20.24,"vix3m_close":20.37,"ratio":0.9936,"spy_close":263.76,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-12","vix_close":18.49,"vix3m_close":19.28,"ratio":0.959,"spy_close":265.93,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-13","vix_close":17.41,"vix3m_close":18.55,"ratio":0.9385,"spy_close":265.15,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-16","vix_close":16.56,"vix3m_close":17.82,"ratio":0.9293,"spy_close":267.33,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-17","vix_close":15.25,"vix3m_close":16.8,"ratio":0.9077,"spy_close":270.19,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-18","vix_close":15.6,"vix3m_close":16.8,"ratio":0.9286,"spy_close":270.39,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-19","vix_close":15.96,"vix3m_close":17.12,"ratio":0.9322,"spy_close":268.89,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-20","vix_close":16.88,"vix3m_close":17.72,"ratio":0.9526,"spy_close":266.61,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-23","vix_close":16.34,"vix3m_close":17.35,"ratio":0.9418,"spy_close":266.57,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-24","vix_close":18.02,"vix3m_close":18.23,"ratio":0.9885,"spy_close":262.98,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-25","vix_close":17.84,"vix3m_close":18.23,"ratio":0.9786,"spy_close":263.63,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-26","vix_close":16.24,"vix3m_close":17.29,"ratio":0.9393,"spy_close":266.31,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-27","vix_close":15.41,"vix3m_close":17.08,"ratio":0.9022,"spy_close":266.56,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-04-30","vix_close":15.93,"vix3m_close":17.34,"ratio":0.9187,"spy_close":264.51,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-01","vix_close":15.49,"vix3m_close":16.91,"ratio":0.916,"spy_close":264.98,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":24.44},{"date":"2018-05-02","vix_close":15.97,"vix3m_close":17.26,"ratio":0.9253,"spy_close":263.2,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-03","vix_close":15.9,"vix3m_close":17.03,"ratio":0.9336,"spy_close":262.62,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-04","vix_close":14.77,"vix3m_close":16.65,"ratio":0.8871,"spy_close":266.02,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":24.44},{"date":"2018-05-07","vix_close":14.75,"vix3m_close":16.65,"ratio":0.8859,"spy_close":266.92,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-08","vix_close":14.71,"vix3m_close":16.48,"ratio":0.8926,"spy_close":266.92,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-09","vix_close":13.42,"vix3m_close":15.78,"ratio":0.8504,"spy_close":269.5,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":24.44},{"date":"2018-05-10","vix_close":13.23,"vix3m_close":15.24,"ratio":0.8681,"spy_close":272.02,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-11","vix_close":12.65,"vix3m_close":14.82,"ratio":0.8536,"spy_close":272.85,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-14","vix_close":12.93,"vix3m_close":14.53,"ratio":0.8899,"spy_close":272.98,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-15","vix_close":14.63,"vix3m_close":15.79,"ratio":0.9265,"spy_close":271.1,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":24.44},{"date":"2018-05-16","vix_close":13.42,"vix3m_close":15.14,"ratio":0.8864,"spy_close":272.24,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-17","vix_close":13.43,"vix3m_close":15.02,"ratio":0.8941,"spy_close":272.01,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-18","vix_close":13.42,"vix3m_close":15.19,"ratio":0.8835,"spy_close":271.33,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-21","vix_close":13.08,"vix3m_close":14.69,"ratio":0.8904,"spy_close":273.37,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-22","vix_close":13.22,"vix3m_close":14.88,"ratio":0.8884,"spy_close":272.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-23","vix_close":12.58,"vix3m_close":14.48,"ratio":0.8688,"spy_close":273.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-24","vix_close":12.53,"vix3m_close":14.43,"ratio":0.8683,"spy_close":272.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":24.44},{"date":"2018-05-25","vix_close":13.22,"vix3m_close":14.83,"ratio":0.8914,"spy_close":272.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-29","vix_close":17.02,"vix3m_close":17.13,"ratio":0.9936,"spy_close":269.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-30","vix_close":14.94,"vix3m_close":16.0,"ratio":0.9338,"spy_close":272.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-05-31","vix_close":15.43,"vix3m_close":16.33,"ratio":0.9449,"spy_close":270.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-01","vix_close":13.46,"vix3m_close":15.27,"ratio":0.8815,"spy_close":273.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-04","vix_close":12.74,"vix3m_close":14.9,"ratio":0.855,"spy_close":274.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-05","vix_close":12.4,"vix3m_close":14.72,"ratio":0.8424,"spy_close":275.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-06","vix_close":11.64,"vix3m_close":14.19,"ratio":0.8203,"spy_close":277.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-07","vix_close":12.13,"vix3m_close":14.43,"ratio":0.8406,"spy_close":277.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-08","vix_close":12.18,"vix3m_close":14.6,"ratio":0.8342,"spy_close":278.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-11","vix_close":12.35,"vix3m_close":14.55,"ratio":0.8488,"spy_close":278.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-12","vix_close":12.34,"vix3m_close":14.59,"ratio":0.8458,"spy_close":278.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":24.44},{"date":"2018-06-13","vix_close":12.94,"vix3m_close":14.92,"ratio":0.8673,"spy_close":278.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":23.33},{"date":"2018-06-14","vix_close":12.12,"vix3m_close":14.4,"ratio":0.8417,"spy_close":278.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":22.22},{"date":"2018-06-15","vix_close":11.98,"vix3m_close":14.42,"ratio":0.8308,"spy_close":277.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":21.11},{"date":"2018-06-18","vix_close":12.31,"vix3m_close":14.48,"ratio":0.8501,"spy_close":276.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":20.0},{"date":"2018-06-19","vix_close":13.35,"vix3m_close":15.17,"ratio":0.88,"spy_close":275.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":18.89},{"date":"2018-06-20","vix_close":12.79,"vix3m_close":14.79,"ratio":0.8648,"spy_close":275.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":17.78},{"date":"2018-06-21","vix_close":14.64,"vix3m_close":15.87,"ratio":0.9225,"spy_close":274.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":16.67},{"date":"2018-06-22","vix_close":13.77,"vix3m_close":15.5,"ratio":0.8884,"spy_close":274.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":15.56},{"date":"2018-06-25","vix_close":17.33,"vix3m_close":17.52,"ratio":0.9892,"spy_close":271.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":15.56},{"date":"2018-06-26","vix_close":15.92,"vix3m_close":16.87,"ratio":0.9437,"spy_close":271.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":14.44},{"date":"2018-06-27","vix_close":17.91,"vix3m_close":18.05,"ratio":0.9922,"spy_close":269.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":13.33},{"date":"2018-06-28","vix_close":16.85,"vix3m_close":17.52,"ratio":0.9618,"spy_close":270.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":12.22},{"date":"2018-06-29","vix_close":16.09,"vix3m_close":17.14,"ratio":0.9387,"spy_close":271.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":12.22},{"date":"2018-07-02","vix_close":15.6,"vix3m_close":16.95,"ratio":0.9204,"spy_close":271.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":12.22},{"date":"2018-07-03","vix_close":16.14,"vix3m_close":17.35,"ratio":0.9303,"spy_close":270.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":12.22},{"date":"2018-07-05","vix_close":14.97,"vix3m_close":16.53,"ratio":0.9056,"spy_close":273.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2018-07-06","vix_close":13.37,"vix3m_close":15.71,"ratio":0.8511,"spy_close":275.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2018-07-09","vix_close":12.69,"vix3m_close":14.87,"ratio":0.8534,"spy_close":277.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2018-07-10","vix_close":12.64,"vix3m_close":14.71,"ratio":0.8593,"spy_close":278.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-11","vix_close":13.63,"vix3m_close":15.38,"ratio":0.8862,"spy_close":276.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-12","vix_close":12.58,"vix3m_close":14.76,"ratio":0.8523,"spy_close":279.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-13","vix_close":12.18,"vix3m_close":14.54,"ratio":0.8377,"spy_close":279.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-16","vix_close":12.83,"vix3m_close":14.85,"ratio":0.864,"spy_close":279.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-17","vix_close":12.06,"vix3m_close":14.4,"ratio":0.8375,"spy_close":280.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-18","vix_close":12.1,"vix3m_close":14.39,"ratio":0.8409,"spy_close":281.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-19","vix_close":12.87,"vix3m_close":14.97,"ratio":0.8597,"spy_close":280.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-20","vix_close":12.86,"vix3m_close":15.08,"ratio":0.8528,"spy_close":279.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-23","vix_close":12.62,"vix3m_close":14.86,"ratio":0.8493,"spy_close":280.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-24","vix_close":12.41,"vix3m_close":14.7,"ratio":0.8442,"spy_close":281.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-25","vix_close":12.29,"vix3m_close":14.55,"ratio":0.8447,"spy_close":284.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-26","vix_close":12.14,"vix3m_close":14.4,"ratio":0.8431,"spy_close":283.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-27","vix_close":13.03,"vix3m_close":15.0,"ratio":0.8687,"spy_close":281.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-30","vix_close":14.26,"vix3m_close":15.66,"ratio":0.9106,"spy_close":279.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2018-07-31","vix_close":12.83,"vix3m_close":14.87,"ratio":0.8628,"spy_close":281.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":10.0},{"date":"2018-08-01","vix_close":13.15,"vix3m_close":15.22,"ratio":0.864,"spy_close":280.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":8.89},{"date":"2018-08-02","vix_close":12.19,"vix3m_close":14.76,"ratio":0.8259,"spy_close":282.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2018-08-03","vix_close":11.64,"vix3m_close":14.49,"ratio":0.8033,"spy_close":283.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2018-08-06","vix_close":11.27,"vix3m_close":14.23,"ratio":0.792,"spy_close":284.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2018-08-07","vix_close":10.93,"vix3m_close":13.93,"ratio":0.7846,"spy_close":285.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2018-08-08","vix_close":10.85,"vix3m_close":13.96,"ratio":0.7772,"spy_close":285.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2018-08-09","vix_close":11.27,"vix3m_close":14.13,"ratio":0.7976,"spy_close":285.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2018-08-10","vix_close":13.16,"vix3m_close":15.22,"ratio":0.8647,"spy_close":283.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2018-08-13","vix_close":14.78,"vix3m_close":16.21,"ratio":0.9118,"spy_close":282.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2018-08-14","vix_close":13.31,"vix3m_close":15.35,"ratio":0.8671,"spy_close":283.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2018-08-15","vix_close":14.64,"vix3m_close":16.19,"ratio":0.9043,"spy_close":281.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2018-08-16","vix_close":13.45,"vix3m_close":15.51,"ratio":0.8672,"spy_close":284.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-17","vix_close":12.64,"vix3m_close":15.17,"ratio":0.8332,"spy_close":285.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-20","vix_close":12.49,"vix3m_close":15.0,"ratio":0.8327,"spy_close":285.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-21","vix_close":12.86,"vix3m_close":15.19,"ratio":0.8466,"spy_close":286.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-22","vix_close":12.25,"vix3m_close":15.08,"ratio":0.8123,"spy_close":286.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-23","vix_close":12.41,"vix3m_close":15.06,"ratio":0.824,"spy_close":285.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-24","vix_close":11.99,"vix3m_close":14.82,"ratio":0.809,"spy_close":287.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-27","vix_close":12.16,"vix3m_close":14.79,"ratio":0.8222,"spy_close":289.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-28","vix_close":12.5,"vix3m_close":15.11,"ratio":0.8273,"spy_close":289.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-29","vix_close":12.25,"vix3m_close":14.95,"ratio":0.8194,"spy_close":291.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-30","vix_close":13.53,"vix3m_close":15.54,"ratio":0.8707,"spy_close":290.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-08-31","vix_close":12.86,"vix3m_close":15.15,"ratio":0.8488,"spy_close":290.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-04","vix_close":13.16,"vix3m_close":15.45,"ratio":0.8518,"spy_close":289.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-05","vix_close":13.91,"vix3m_close":15.92,"ratio":0.8737,"spy_close":289.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-06","vix_close":14.65,"vix3m_close":16.34,"ratio":0.8966,"spy_close":288.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-07","vix_close":14.88,"vix3m_close":16.59,"ratio":0.8969,"spy_close":287.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-10","vix_close":14.16,"vix3m_close":16.17,"ratio":0.8757,"spy_close":288.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-11","vix_close":13.22,"vix3m_close":15.54,"ratio":0.8507,"spy_close":289.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-12","vix_close":13.14,"vix3m_close":15.32,"ratio":0.8577,"spy_close":289.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-13","vix_close":12.37,"vix3m_close":14.77,"ratio":0.8375,"spy_close":290.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-14","vix_close":12.07,"vix3m_close":14.37,"ratio":0.8399,"spy_close":290.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-17","vix_close":13.68,"vix3m_close":15.28,"ratio":0.8953,"spy_close":289.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-18","vix_close":12.79,"vix3m_close":15.04,"ratio":0.8504,"spy_close":290.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-19","vix_close":11.75,"vix3m_close":14.65,"ratio":0.802,"spy_close":291.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-20","vix_close":11.8,"vix3m_close":14.51,"ratio":0.8132,"spy_close":293.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-21","vix_close":11.68,"vix3m_close":14.58,"ratio":0.8011,"spy_close":291.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-24","vix_close":12.2,"vix3m_close":14.77,"ratio":0.826,"spy_close":291.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-25","vix_close":12.42,"vix3m_close":14.92,"ratio":0.8324,"spy_close":290.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-26","vix_close":12.89,"vix3m_close":15.15,"ratio":0.8508,"spy_close":289.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-27","vix_close":12.41,"vix3m_close":14.89,"ratio":0.8334,"spy_close":290.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-09-28","vix_close":12.12,"vix3m_close":14.77,"ratio":0.8206,"spy_close":290.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-01","vix_close":12.0,"vix3m_close":14.74,"ratio":0.8141,"spy_close":291.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-02","vix_close":12.05,"vix3m_close":14.84,"ratio":0.812,"spy_close":291.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-03","vix_close":11.61,"vix3m_close":14.68,"ratio":0.7909,"spy_close":291.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-04","vix_close":14.22,"vix3m_close":15.84,"ratio":0.8977,"spy_close":289.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-05","vix_close":14.82,"vix3m_close":16.25,"ratio":0.912,"spy_close":287.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-08","vix_close":15.69,"vix3m_close":16.51,"ratio":0.9503,"spy_close":287.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-09","vix_close":15.95,"vix3m_close":16.63,"ratio":0.9591,"spy_close":287.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2018-10-10","vix_close":22.96,"vix3m_close":20.7,"ratio":1.1092,"spy_close":278.3,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2018-10-11","vix_close":24.98,"vix3m_close":21.56,"ratio":1.1586,"spy_close":272.17,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2018-10-12","vix_close":21.31,"vix3m_close":19.84,"ratio":1.0741,"spy_close":275.95,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2018-10-15","vix_close":21.3,"vix3m_close":20.29,"ratio":1.0498,"spy_close":274.4,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2018-10-16","vix_close":17.62,"vix3m_close":17.96,"ratio":0.9811,"spy_close":280.4,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2018-10-17","vix_close":17.4,"vix3m_close":18.1,"ratio":0.9613,"spy_close":280.45,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2018-10-18","vix_close":20.06,"vix3m_close":19.86,"ratio":1.0101,"spy_close":276.4,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2018-10-19","vix_close":19.89,"vix3m_close":19.84,"ratio":1.0025,"spy_close":276.25,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2018-10-22","vix_close":19.64,"vix3m_close":19.82,"ratio":0.9909,"spy_close":275.01,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2018-10-23","vix_close":20.71,"vix3m_close":20.28,"ratio":1.0212,"spy_close":273.61,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2018-10-24","vix_close":25.23,"vix3m_close":22.62,"ratio":1.1154,"spy_close":265.32,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2018-10-25","vix_close":24.22,"vix3m_close":22.44,"ratio":1.0793,"spy_close":270.08,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2018-10-26","vix_close":24.16,"vix3m_close":22.48,"ratio":1.0747,"spy_close":265.33,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2018-10-29","vix_close":24.7,"vix3m_close":23.06,"ratio":1.0711,"spy_close":263.86,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2018-10-30","vix_close":23.35,"vix3m_close":22.23,"ratio":1.0504,"spy_close":267.77,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2018-10-31","vix_close":21.23,"vix3m_close":21.15,"ratio":1.0038,"spy_close":270.63,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2018-11-01","vix_close":19.34,"vix3m_close":20.07,"ratio":0.9636,"spy_close":273.51,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2018-11-02","vix_close":19.51,"vix3m_close":20.3,"ratio":0.9611,"spy_close":271.89,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2018-11-05","vix_close":19.96,"vix3m_close":20.2,"ratio":0.9881,"spy_close":273.39,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2018-11-06","vix_close":19.91,"vix3m_close":19.58,"ratio":1.0169,"spy_close":275.12,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2018-11-07","vix_close":16.36,"vix3m_close":17.62,"ratio":0.9285,"spy_close":281.01,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2018-11-08","vix_close":16.72,"vix3m_close":17.68,"ratio":0.9457,"spy_close":280.5,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2018-11-09","vix_close":17.36,"vix3m_close":18.46,"ratio":0.9404,"spy_close":277.76,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2018-11-12","vix_close":20.45,"vix3m_close":20.23,"ratio":1.0109,"spy_close":272.57,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":16.67},{"date":"2018-11-13","vix_close":20.02,"vix3m_close":20.27,"ratio":0.9877,"spy_close":272.06,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":16.67},{"date":"2018-11-14","vix_close":21.25,"vix3m_close":21.22,"ratio":1.0014,"spy_close":270.2,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2018-11-15","vix_close":19.98,"vix3m_close":20.31,"ratio":0.9838,"spy_close":273.02,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2018-11-16","vix_close":18.14,"vix3m_close":19.35,"ratio":0.9375,"spy_close":273.73,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2018-11-19","vix_close":20.1,"vix3m_close":20.64,"ratio":0.9738,"spy_close":269.1,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2018-11-20","vix_close":22.48,"vix3m_close":22.27,"ratio":1.0094,"spy_close":264.12,"backwardation":true,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-21","vix_close":20.8,"vix3m_close":21.32,"ratio":0.9756,"spy_close":265.02,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-23","vix_close":21.52,"vix3m_close":21.75,"ratio":0.9894,"spy_close":263.25,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-26","vix_close":18.9,"vix3m_close":20.11,"ratio":0.9398,"spy_close":267.5,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-27","vix_close":19.02,"vix3m_close":19.94,"ratio":0.9539,"spy_close":268.4,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-28","vix_close":18.49,"vix3m_close":19.28,"ratio":0.959,"spy_close":274.58,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-29","vix_close":18.79,"vix3m_close":19.59,"ratio":0.9592,"spy_close":273.98,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-11-30","vix_close":18.07,"vix3m_close":18.89,"ratio":0.9566,"spy_close":275.65,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-12-03","vix_close":16.44,"vix3m_close":17.95,"ratio":0.9159,"spy_close":279.3,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-12-04","vix_close":20.74,"vix3m_close":20.75,"ratio":0.9995,"spy_close":270.25,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2018-12-06","vix_close":21.19,"vix3m_close":21.06,"ratio":1.0062,"spy_close":269.84,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":20.0},{"date":"2018-12-07","vix_close":23.23,"vix3m_close":22.44,"ratio":1.0352,"spy_close":263.57,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2018-12-10","vix_close":22.64,"vix3m_close":22.01,"ratio":1.0286,"spy_close":264.07,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":22.22},{"date":"2018-12-11","vix_close":21.76,"vix3m_close":21.72,"ratio":1.0018,"spy_close":264.13,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2018-12-12","vix_close":21.46,"vix3m_close":21.59,"ratio":0.994,"spy_close":265.46,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2018-12-13","vix_close":20.65,"vix3m_close":21.35,"ratio":0.9672,"spy_close":265.37,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2018-12-14","vix_close":21.63,"vix3m_close":21.96,"ratio":0.985,"spy_close":260.47,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2018-12-17","vix_close":24.52,"vix3m_close":23.41,"ratio":1.0474,"spy_close":255.36,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2018-12-18","vix_close":25.58,"vix3m_close":23.9,"ratio":1.0703,"spy_close":255.08,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":25.56},{"date":"2018-12-19","vix_close":25.58,"vix3m_close":24.02,"ratio":1.0649,"spy_close":251.26,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":26.67},{"date":"2018-12-20","vix_close":28.38,"vix3m_close":25.24,"ratio":1.1244,"spy_close":247.17,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":27.78},{"date":"2018-12-21","vix_close":30.11,"vix3m_close":26.23,"ratio":1.1479,"spy_close":240.7,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2018-12-24","vix_close":36.07,"vix3m_close":28.84,"ratio":1.2507,"spy_close":234.34,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":30.0},{"date":"2018-12-26","vix_close":30.41,"vix3m_close":25.69,"ratio":1.1837,"spy_close":246.18,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":31.11},{"date":"2018-12-27","vix_close":29.96,"vix3m_close":25.89,"ratio":1.1572,"spy_close":248.07,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":32.22},{"date":"2018-12-28","vix_close":28.34,"vix3m_close":25.32,"ratio":1.1193,"spy_close":247.75,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":33.33},{"date":"2018-12-31","vix_close":25.42,"vix3m_close":23.73,"ratio":1.0712,"spy_close":249.92,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":34.44},{"date":"2019-01-02","vix_close":23.22,"vix3m_close":22.75,"ratio":1.0207,"spy_close":250.18,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":35.56},{"date":"2019-01-03","vix_close":25.45,"vix3m_close":24.11,"ratio":1.0556,"spy_close":244.21,"backwardation":true,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-04","vix_close":21.38,"vix3m_close":21.86,"ratio":0.978,"spy_close":252.39,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-07","vix_close":21.4,"vix3m_close":21.62,"ratio":0.9898,"spy_close":254.38,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-08","vix_close":20.47,"vix3m_close":21.14,"ratio":0.9683,"spy_close":256.77,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":36.67},{"date":"2019-01-09","vix_close":19.98,"vix3m_close":20.69,"ratio":0.9657,"spy_close":257.97,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":36.67},{"date":"2019-01-10","vix_close":19.5,"vix3m_close":20.52,"ratio":0.9503,"spy_close":258.88,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-11","vix_close":18.19,"vix3m_close":19.74,"ratio":0.9215,"spy_close":258.98,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":36.67},{"date":"2019-01-14","vix_close":19.07,"vix3m_close":19.93,"ratio":0.9568,"spy_close":257.4,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":36.67},{"date":"2019-01-15","vix_close":18.6,"vix3m_close":19.24,"ratio":0.9667,"spy_close":260.35,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":36.67},{"date":"2019-01-16","vix_close":19.04,"vix3m_close":19.53,"ratio":0.9749,"spy_close":260.98,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":36.67},{"date":"2019-01-17","vix_close":18.06,"vix3m_close":19.17,"ratio":0.9421,"spy_close":262.96,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-18","vix_close":17.8,"vix3m_close":18.84,"ratio":0.9448,"spy_close":266.46,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":36.67},{"date":"2019-01-22","vix_close":20.8,"vix3m_close":20.69,"ratio":1.0053,"spy_close":262.86,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":37.78},{"date":"2019-01-23","vix_close":19.52,"vix3m_close":20.08,"ratio":0.9721,"spy_close":263.41,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":37.78},{"date":"2019-01-24","vix_close":18.89,"vix3m_close":19.67,"ratio":0.9603,"spy_close":263.55,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":37.78},{"date":"2019-01-25","vix_close":17.42,"vix3m_close":18.82,"ratio":0.9256,"spy_close":265.78,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":37.78},{"date":"2019-01-28","vix_close":18.87,"vix3m_close":19.58,"ratio":0.9637,"spy_close":263.76,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":37.78},{"date":"2019-01-29","vix_close":19.13,"vix3m_close":19.6,"ratio":0.976,"spy_close":263.41,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":37.78},{"date":"2019-01-30","vix_close":17.66,"vix3m_close":18.68,"ratio":0.9454,"spy_close":267.58,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":37.78},{"date":"2019-01-31","vix_close":16.57,"vix3m_close":17.88,"ratio":0.9267,"spy_close":269.93,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-01","vix_close":16.14,"vix3m_close":17.59,"ratio":0.9176,"spy_close":270.06,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-04","vix_close":15.73,"vix3m_close":17.19,"ratio":0.9151,"spy_close":271.96,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-05","vix_close":15.57,"vix3m_close":17.07,"ratio":0.9121,"spy_close":273.1,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":37.78},{"date":"2019-02-06","vix_close":15.38,"vix3m_close":16.9,"ratio":0.9101,"spy_close":272.74,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":37.78},{"date":"2019-02-07","vix_close":16.37,"vix3m_close":17.52,"ratio":0.9344,"spy_close":270.14,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":37.78},{"date":"2019-02-08","vix_close":15.72,"vix3m_close":17.26,"ratio":0.9108,"spy_close":270.47,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":37.78},{"date":"2019-02-11","vix_close":15.97,"vix3m_close":17.22,"ratio":0.9274,"spy_close":270.62,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":37.78},{"date":"2019-02-12","vix_close":15.43,"vix3m_close":16.82,"ratio":0.9174,"spy_close":274.1,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":37.78},{"date":"2019-02-13","vix_close":15.65,"vix3m_close":16.96,"ratio":0.9228,"spy_close":274.99,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-14","vix_close":16.22,"vix3m_close":17.32,"ratio":0.9365,"spy_close":274.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-15","vix_close":14.91,"vix3m_close":16.48,"ratio":0.9047,"spy_close":277.37,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-19","vix_close":14.88,"vix3m_close":16.45,"ratio":0.9046,"spy_close":277.85,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":37.78},{"date":"2019-02-20","vix_close":14.02,"vix3m_close":15.82,"ratio":0.8862,"spy_close":278.41,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":37.78},{"date":"2019-02-21","vix_close":14.46,"vix3m_close":16.16,"ratio":0.8948,"spy_close":277.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":36.67},{"date":"2019-02-22","vix_close":13.51,"vix3m_close":15.46,"ratio":0.8739,"spy_close":279.14,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":35.56},{"date":"2019-02-25","vix_close":14.85,"vix3m_close":16.0,"ratio":0.9281,"spy_close":279.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":34.44},{"date":"2019-02-26","vix_close":15.17,"vix3m_close":16.3,"ratio":0.9307,"spy_close":279.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":33.33},{"date":"2019-02-27","vix_close":14.7,"vix3m_close":15.99,"ratio":0.9193,"spy_close":279.2,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":33.33},{"date":"2019-02-28","vix_close":14.78,"vix3m_close":16.1,"ratio":0.918,"spy_close":278.68,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":33.33},{"date":"2019-03-01","vix_close":13.57,"vix3m_close":15.38,"ratio":0.8823,"spy_close":280.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":32.22},{"date":"2019-03-04","vix_close":14.63,"vix3m_close":16.03,"ratio":0.9127,"spy_close":279.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":31.11},{"date":"2019-03-05","vix_close":14.74,"vix3m_close":16.15,"ratio":0.9127,"spy_close":279.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":31.11},{"date":"2019-03-06","vix_close":15.74,"vix3m_close":16.74,"ratio":0.9403,"spy_close":277.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":30.0},{"date":"2019-03-07","vix_close":16.59,"vix3m_close":17.3,"ratio":0.959,"spy_close":275.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":28.89},{"date":"2019-03-08","vix_close":16.05,"vix3m_close":17.11,"ratio":0.938,"spy_close":274.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":27.78},{"date":"2019-03-11","vix_close":14.33,"vix3m_close":16.01,"ratio":0.8951,"spy_close":278.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":26.67},{"date":"2019-03-12","vix_close":13.77,"vix3m_close":15.65,"ratio":0.8799,"spy_close":279.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":25.56},{"date":"2019-03-13","vix_close":13.41,"vix3m_close":15.33,"ratio":0.8748,"spy_close":281.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":24.44},{"date":"2019-03-14","vix_close":13.5,"vix3m_close":15.3,"ratio":0.8824,"spy_close":281.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":23.33},{"date":"2019-03-15","vix_close":12.88,"vix3m_close":14.98,"ratio":0.8598,"spy_close":281.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":23.33},{"date":"2019-03-18","vix_close":13.1,"vix3m_close":15.24,"ratio":0.8596,"spy_close":282.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":23.33},{"date":"2019-03-19","vix_close":13.56,"vix3m_close":15.56,"ratio":0.8715,"spy_close":282.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":23.33},{"date":"2019-03-20","vix_close":13.91,"vix3m_close":15.79,"ratio":0.8809,"spy_close":281.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":22.22},{"date":"2019-03-21","vix_close":13.63,"vix3m_close":15.51,"ratio":0.8788,"spy_close":284.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":22.22},{"date":"2019-03-22","vix_close":16.48,"vix3m_close":17.37,"ratio":0.9488,"spy_close":279.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":22.22},{"date":"2019-03-25","vix_close":16.33,"vix3m_close":17.45,"ratio":0.9358,"spy_close":279.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":22.22},{"date":"2019-03-26","vix_close":14.68,"vix3m_close":16.45,"ratio":0.8924,"spy_close":281.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":21.11},{"date":"2019-03-27","vix_close":15.15,"vix3m_close":16.78,"ratio":0.9029,"spy_close":279.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":21.11},{"date":"2019-03-28","vix_close":14.43,"vix3m_close":16.3,"ratio":0.8853,"spy_close":280.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":20.0},{"date":"2019-03-29","vix_close":13.71,"vix3m_close":15.8,"ratio":0.8677,"spy_close":282.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":20.0},{"date":"2019-04-01","vix_close":13.4,"vix3m_close":15.46,"ratio":0.8668,"spy_close":285.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":20.0},{"date":"2019-04-02","vix_close":13.36,"vix3m_close":15.54,"ratio":0.8597,"spy_close":285.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":20.0},{"date":"2019-04-03","vix_close":13.74,"vix3m_close":15.63,"ratio":0.8791,"spy_close":286.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-04","vix_close":13.58,"vix3m_close":15.48,"ratio":0.8773,"spy_close":287.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-05","vix_close":12.82,"vix3m_close":15.06,"ratio":0.8513,"spy_close":288.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-08","vix_close":13.18,"vix3m_close":15.28,"ratio":0.8626,"spy_close":288.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-09","vix_close":14.28,"vix3m_close":15.99,"ratio":0.8931,"spy_close":287.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-10","vix_close":13.3,"vix3m_close":15.38,"ratio":0.8648,"spy_close":288.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-11","vix_close":13.02,"vix3m_close":15.25,"ratio":0.8538,"spy_close":288.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-12","vix_close":12.01,"vix3m_close":14.46,"ratio":0.8306,"spy_close":290.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-15","vix_close":12.32,"vix3m_close":14.53,"ratio":0.8479,"spy_close":289.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-16","vix_close":12.18,"vix3m_close":14.47,"ratio":0.8417,"spy_close":290.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2019-04-17","vix_close":12.6,"vix3m_close":14.82,"ratio":0.8502,"spy_close":289.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":17.78},{"date":"2019-04-18","vix_close":12.09,"vix3m_close":14.57,"ratio":0.8298,"spy_close":290.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2019-04-22","vix_close":12.42,"vix3m_close":14.72,"ratio":0.8438,"spy_close":290.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":15.56},{"date":"2019-04-23","vix_close":12.28,"vix3m_close":14.54,"ratio":0.8446,"spy_close":292.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2019-04-24","vix_close":13.14,"vix3m_close":15.04,"ratio":0.8737,"spy_close":292.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2019-04-25","vix_close":13.25,"vix3m_close":15.21,"ratio":0.8711,"spy_close":292.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2019-04-26","vix_close":12.73,"vix3m_close":14.89,"ratio":0.8549,"spy_close":293.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2019-04-29","vix_close":13.11,"vix3m_close":15.23,"ratio":0.8608,"spy_close":293.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":13.33},{"date":"2019-04-30","vix_close":13.12,"vix3m_close":15.23,"ratio":0.8615,"spy_close":294.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2019-05-01","vix_close":14.8,"vix3m_close":16.19,"ratio":0.9141,"spy_close":291.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2019-05-02","vix_close":14.42,"vix3m_close":16.03,"ratio":0.8996,"spy_close":291.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":10.0},{"date":"2019-05-03","vix_close":12.87,"vix3m_close":15.07,"ratio":0.854,"spy_close":294.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":8.89},{"date":"2019-05-06","vix_close":15.44,"vix3m_close":16.4,"ratio":0.9415,"spy_close":292.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2019-05-07","vix_close":19.32,"vix3m_close":18.78,"ratio":1.0288,"spy_close":287.93,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2019-05-08","vix_close":19.4,"vix3m_close":18.75,"ratio":1.0347,"spy_close":287.53,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2019-05-09","vix_close":19.1,"vix3m_close":18.44,"ratio":1.0358,"spy_close":286.66,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2019-05-10","vix_close":16.04,"vix3m_close":16.9,"ratio":0.9491,"spy_close":288.1,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2019-05-13","vix_close":20.55,"vix3m_close":19.79,"ratio":1.0384,"spy_close":280.86,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2019-05-14","vix_close":18.06,"vix3m_close":18.29,"ratio":0.9874,"spy_close":283.4,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-15","vix_close":16.44,"vix3m_close":17.49,"ratio":0.94,"spy_close":285.06,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-16","vix_close":15.29,"vix3m_close":16.74,"ratio":0.9134,"spy_close":287.7,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-17","vix_close":15.96,"vix3m_close":17.06,"ratio":0.9355,"spy_close":285.84,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-20","vix_close":16.31,"vix3m_close":17.29,"ratio":0.9433,"spy_close":283.95,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-21","vix_close":14.95,"vix3m_close":16.42,"ratio":0.9105,"spy_close":286.51,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-22","vix_close":14.75,"vix3m_close":16.42,"ratio":0.8983,"spy_close":285.63,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-23","vix_close":16.92,"vix3m_close":17.69,"ratio":0.9565,"spy_close":282.14,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-24","vix_close":15.85,"vix3m_close":17.09,"ratio":0.9274,"spy_close":282.78,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-28","vix_close":17.5,"vix3m_close":17.9,"ratio":0.9777,"spy_close":280.15,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-29","vix_close":17.9,"vix3m_close":18.24,"ratio":0.9814,"spy_close":278.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-30","vix_close":17.3,"vix3m_close":17.96,"ratio":0.9633,"spy_close":279.03,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-05-31","vix_close":18.71,"vix3m_close":18.83,"ratio":0.9936,"spy_close":275.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2019-06-03","vix_close":18.86,"vix3m_close":18.77,"ratio":1.0048,"spy_close":274.57,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-04","vix_close":16.97,"vix3m_close":17.59,"ratio":0.9648,"spy_close":280.53,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-05","vix_close":16.09,"vix3m_close":17.13,"ratio":0.9393,"spy_close":282.96,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-06","vix_close":15.93,"vix3m_close":16.92,"ratio":0.9415,"spy_close":284.8,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-07","vix_close":16.3,"vix3m_close":17.15,"ratio":0.9504,"spy_close":287.65,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-10","vix_close":15.94,"vix3m_close":16.88,"ratio":0.9443,"spy_close":288.97,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-11","vix_close":15.99,"vix3m_close":16.99,"ratio":0.9411,"spy_close":288.9,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-12","vix_close":15.91,"vix3m_close":17.05,"ratio":0.9331,"spy_close":288.39,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-13","vix_close":15.82,"vix3m_close":16.86,"ratio":0.9383,"spy_close":289.58,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-14","vix_close":15.28,"vix3m_close":16.6,"ratio":0.9205,"spy_close":289.26,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-17","vix_close":15.35,"vix3m_close":16.61,"ratio":0.9241,"spy_close":289.37,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-18","vix_close":15.15,"vix3m_close":16.5,"ratio":0.9182,"spy_close":292.4,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-19","vix_close":14.33,"vix3m_close":16.1,"ratio":0.8901,"spy_close":293.06,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-20","vix_close":14.75,"vix3m_close":16.14,"ratio":0.9139,"spy_close":295.86,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-21","vix_close":15.4,"vix3m_close":16.67,"ratio":0.9238,"spy_close":294.0,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-24","vix_close":15.26,"vix3m_close":16.47,"ratio":0.9265,"spy_close":293.64,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-25","vix_close":16.28,"vix3m_close":17.12,"ratio":0.9509,"spy_close":290.76,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-26","vix_close":16.21,"vix3m_close":17.05,"ratio":0.9507,"spy_close":290.47,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-27","vix_close":15.82,"vix3m_close":16.76,"ratio":0.9439,"spy_close":291.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-06-28","vix_close":15.08,"vix3m_close":16.06,"ratio":0.939,"spy_close":293.0,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-01","vix_close":14.06,"vix3m_close":15.43,"ratio":0.9112,"spy_close":295.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-02","vix_close":12.93,"vix3m_close":14.72,"ratio":0.8784,"spy_close":296.43,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-03","vix_close":12.57,"vix3m_close":14.53,"ratio":0.8651,"spy_close":298.8,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-05","vix_close":13.28,"vix3m_close":14.98,"ratio":0.8865,"spy_close":298.46,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-08","vix_close":13.96,"vix3m_close":15.48,"ratio":0.9018,"spy_close":296.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-09","vix_close":14.09,"vix3m_close":15.57,"ratio":0.9049,"spy_close":297.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-10","vix_close":13.03,"vix3m_close":15.19,"ratio":0.8578,"spy_close":298.61,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-11","vix_close":12.93,"vix3m_close":14.98,"ratio":0.8632,"spy_close":299.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-12","vix_close":12.39,"vix3m_close":14.8,"ratio":0.8372,"spy_close":300.65,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-15","vix_close":12.68,"vix3m_close":15.04,"ratio":0.8431,"spy_close":300.75,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-16","vix_close":12.86,"vix3m_close":15.22,"ratio":0.8449,"spy_close":299.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-17","vix_close":13.97,"vix3m_close":15.82,"ratio":0.8831,"spy_close":297.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-18","vix_close":13.53,"vix3m_close":15.54,"ratio":0.8707,"spy_close":298.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-19","vix_close":14.45,"vix3m_close":15.93,"ratio":0.9071,"spy_close":297.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-22","vix_close":13.53,"vix3m_close":15.47,"ratio":0.8746,"spy_close":297.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-23","vix_close":12.61,"vix3m_close":14.93,"ratio":0.8446,"spy_close":300.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-24","vix_close":12.07,"vix3m_close":14.56,"ratio":0.829,"spy_close":301.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-25","vix_close":12.74,"vix3m_close":15.05,"ratio":0.8465,"spy_close":300.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-26","vix_close":12.16,"vix3m_close":14.69,"ratio":0.8278,"spy_close":302.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-29","vix_close":12.83,"vix3m_close":15.0,"ratio":0.8553,"spy_close":301.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-30","vix_close":13.94,"vix3m_close":15.7,"ratio":0.8879,"spy_close":300.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-07-31","vix_close":16.12,"vix3m_close":16.91,"ratio":0.9533,"spy_close":297.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-08-01","vix_close":17.87,"vix3m_close":17.99,"ratio":0.9933,"spy_close":294.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-08-02","vix_close":17.61,"vix3m_close":17.89,"ratio":0.9843,"spy_close":292.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2019-08-05","vix_close":24.59,"vix3m_close":21.9,"ratio":1.1228,"spy_close":283.82,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2019-08-06","vix_close":20.17,"vix3m_close":19.69,"ratio":1.0244,"spy_close":287.8,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":7.78},{"date":"2019-08-07","vix_close":19.49,"vix3m_close":19.5,"ratio":0.9995,"spy_close":287.97,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2019-08-08","vix_close":16.91,"vix3m_close":17.86,"ratio":0.9468,"spy_close":293.62,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2019-08-09","vix_close":17.97,"vix3m_close":18.56,"ratio":0.9682,"spy_close":291.62,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2019-08-12","vix_close":21.09,"vix3m_close":20.5,"ratio":1.0288,"spy_close":288.12,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2019-08-13","vix_close":17.52,"vix3m_close":18.53,"ratio":0.9455,"spy_close":292.55,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2019-08-14","vix_close":22.1,"vix3m_close":21.3,"ratio":1.0376,"spy_close":283.9,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2019-08-15","vix_close":21.18,"vix3m_close":21.07,"ratio":1.0052,"spy_close":284.65,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-16","vix_close":18.47,"vix3m_close":19.7,"ratio":0.9376,"spy_close":288.85,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-19","vix_close":16.88,"vix3m_close":18.36,"ratio":0.9194,"spy_close":292.33,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-20","vix_close":17.5,"vix3m_close":18.87,"ratio":0.9274,"spy_close":290.09,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-21","vix_close":15.8,"vix3m_close":17.72,"ratio":0.8916,"spy_close":292.45,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-22","vix_close":16.68,"vix3m_close":18.23,"ratio":0.915,"spy_close":292.36,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-23","vix_close":19.87,"vix3m_close":20.36,"ratio":0.9759,"spy_close":284.85,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-26","vix_close":19.32,"vix3m_close":19.82,"ratio":0.9748,"spy_close":288.0,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2019-08-27","vix_close":20.31,"vix3m_close":20.64,"ratio":0.984,"spy_close":286.87,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-08-28","vix_close":19.35,"vix3m_close":20.05,"ratio":0.9651,"spy_close":288.89,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-08-29","vix_close":17.88,"vix3m_close":19.03,"ratio":0.9396,"spy_close":292.58,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-08-30","vix_close":18.98,"vix3m_close":19.54,"ratio":0.9713,"spy_close":292.45,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-03","vix_close":19.66,"vix3m_close":20.12,"ratio":0.9771,"spy_close":290.74,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-04","vix_close":17.33,"vix3m_close":18.81,"ratio":0.9213,"spy_close":294.04,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-05","vix_close":16.27,"vix3m_close":18.08,"ratio":0.8999,"spy_close":297.82,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-06","vix_close":15.0,"vix3m_close":17.46,"ratio":0.8591,"spy_close":298.05,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-09","vix_close":15.27,"vix3m_close":17.55,"ratio":0.8701,"spy_close":298.2,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-10","vix_close":15.2,"vix3m_close":17.41,"ratio":0.8731,"spy_close":298.13,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-11","vix_close":14.61,"vix3m_close":17.1,"ratio":0.8544,"spy_close":300.25,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-12","vix_close":14.22,"vix3m_close":16.81,"ratio":0.8459,"spy_close":301.29,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":11.11},{"date":"2019-09-13","vix_close":13.74,"vix3m_close":16.67,"ratio":0.8242,"spy_close":301.09,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2019-09-16","vix_close":14.67,"vix3m_close":17.2,"ratio":0.8529,"spy_close":300.16,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2019-09-17","vix_close":14.44,"vix3m_close":17.23,"ratio":0.8381,"spy_close":300.92,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":7.78},{"date":"2019-09-18","vix_close":13.95,"vix3m_close":16.86,"ratio":0.8274,"spy_close":301.1,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":7.78},{"date":"2019-09-19","vix_close":14.05,"vix3m_close":16.79,"ratio":0.8368,"spy_close":301.08,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-20","vix_close":15.32,"vix3m_close":17.71,"ratio":0.865,"spy_close":298.28,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-23","vix_close":14.91,"vix3m_close":17.43,"ratio":0.8554,"spy_close":298.21,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-24","vix_close":17.05,"vix3m_close":18.55,"ratio":0.9191,"spy_close":295.87,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-25","vix_close":15.96,"vix3m_close":18.0,"ratio":0.8867,"spy_close":297.62,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-26","vix_close":16.07,"vix3m_close":18.12,"ratio":0.8869,"spy_close":297.0,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-27","vix_close":17.22,"vix3m_close":18.75,"ratio":0.9184,"spy_close":295.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-09-30","vix_close":16.24,"vix3m_close":17.96,"ratio":0.9042,"spy_close":296.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-01","vix_close":18.56,"vix3m_close":19.35,"ratio":0.9592,"spy_close":293.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-02","vix_close":20.56,"vix3m_close":20.74,"ratio":0.9913,"spy_close":288.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-03","vix_close":19.12,"vix3m_close":19.78,"ratio":0.9666,"spy_close":290.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-04","vix_close":17.04,"vix3m_close":18.59,"ratio":0.9166,"spy_close":294.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-07","vix_close":17.86,"vix3m_close":18.91,"ratio":0.9445,"spy_close":293.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-08","vix_close":20.28,"vix3m_close":20.39,"ratio":0.9946,"spy_close":288.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2019-10-09","vix_close":18.64,"vix3m_close":19.51,"ratio":0.9554,"spy_close":291.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-10","vix_close":17.57,"vix3m_close":18.79,"ratio":0.9351,"spy_close":293.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-11","vix_close":15.58,"vix3m_close":17.55,"ratio":0.8877,"spy_close":296.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-14","vix_close":14.57,"vix3m_close":17.12,"ratio":0.8511,"spy_close":295.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-15","vix_close":13.54,"vix3m_close":16.48,"ratio":0.8216,"spy_close":298.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-16","vix_close":13.68,"vix3m_close":16.48,"ratio":0.8301,"spy_close":298.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-17","vix_close":13.79,"vix3m_close":16.44,"ratio":0.8388,"spy_close":299.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-18","vix_close":14.25,"vix3m_close":16.65,"ratio":0.8559,"spy_close":297.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-21","vix_close":14.0,"vix3m_close":16.28,"ratio":0.86,"spy_close":299.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-22","vix_close":14.46,"vix3m_close":16.55,"ratio":0.8737,"spy_close":299.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-23","vix_close":14.01,"vix3m_close":16.29,"ratio":0.86,"spy_close":299.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-24","vix_close":13.71,"vix3m_close":16.25,"ratio":0.8437,"spy_close":300.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-25","vix_close":12.65,"vix3m_close":15.71,"ratio":0.8052,"spy_close":301.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-28","vix_close":13.11,"vix3m_close":15.99,"ratio":0.8199,"spy_close":303.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2019-10-29","vix_close":13.2,"vix3m_close":16.09,"ratio":0.8204,"spy_close":303.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2019-10-30","vix_close":12.33,"vix3m_close":15.69,"ratio":0.7859,"spy_close":304.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2019-10-31","vix_close":13.22,"vix3m_close":16.05,"ratio":0.8237,"spy_close":303.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-01","vix_close":12.3,"vix3m_close":15.42,"ratio":0.7977,"spy_close":306.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-04","vix_close":12.83,"vix3m_close":15.62,"ratio":0.8214,"spy_close":307.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-05","vix_close":13.1,"vix3m_close":15.91,"ratio":0.8234,"spy_close":307.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2019-11-06","vix_close":12.62,"vix3m_close":15.83,"ratio":0.7972,"spy_close":307.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2019-11-07","vix_close":12.73,"vix3m_close":15.8,"ratio":0.8057,"spy_close":308.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2019-11-08","vix_close":12.07,"vix3m_close":15.53,"ratio":0.7772,"spy_close":308.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-11","vix_close":12.69,"vix3m_close":15.6,"ratio":0.8135,"spy_close":308.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-12","vix_close":12.68,"vix3m_close":15.49,"ratio":0.8186,"spy_close":309.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-13","vix_close":13.0,"vix3m_close":15.62,"ratio":0.8323,"spy_close":309.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-14","vix_close":13.05,"vix3m_close":15.6,"ratio":0.8365,"spy_close":309.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-15","vix_close":12.05,"vix3m_close":14.99,"ratio":0.8039,"spy_close":311.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-18","vix_close":12.46,"vix3m_close":15.17,"ratio":0.8214,"spy_close":312.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-19","vix_close":12.86,"vix3m_close":15.5,"ratio":0.8297,"spy_close":311.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-20","vix_close":12.78,"vix3m_close":15.64,"ratio":0.8171,"spy_close":310.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-21","vix_close":13.13,"vix3m_close":15.82,"ratio":0.83,"spy_close":310.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-22","vix_close":12.34,"vix3m_close":15.4,"ratio":0.8013,"spy_close":310.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-25","vix_close":11.87,"vix3m_close":14.99,"ratio":0.7919,"spy_close":313.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-26","vix_close":11.54,"vix3m_close":14.85,"ratio":0.7771,"spy_close":314.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-27","vix_close":11.75,"vix3m_close":14.96,"ratio":0.7854,"spy_close":315.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-11-29","vix_close":12.62,"vix3m_close":15.51,"ratio":0.8137,"spy_close":314.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-02","vix_close":14.91,"vix3m_close":16.84,"ratio":0.8854,"spy_close":311.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-03","vix_close":15.96,"vix3m_close":17.63,"ratio":0.9053,"spy_close":309.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-04","vix_close":14.8,"vix3m_close":16.98,"ratio":0.8716,"spy_close":311.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-05","vix_close":14.52,"vix3m_close":16.78,"ratio":0.8653,"spy_close":312.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-06","vix_close":13.62,"vix3m_close":16.21,"ratio":0.8402,"spy_close":314.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-09","vix_close":15.86,"vix3m_close":17.3,"ratio":0.9168,"spy_close":313.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-10","vix_close":15.68,"vix3m_close":17.13,"ratio":0.9154,"spy_close":313.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2019-12-11","vix_close":14.99,"vix3m_close":16.91,"ratio":0.8865,"spy_close":314.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2019-12-12","vix_close":13.94,"vix3m_close":16.09,"ratio":0.8664,"spy_close":317.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2019-12-13","vix_close":12.63,"vix3m_close":15.28,"ratio":0.8266,"spy_close":317.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2019-12-16","vix_close":12.14,"vix3m_close":14.98,"ratio":0.8104,"spy_close":319.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2019-12-17","vix_close":12.29,"vix3m_close":15.15,"ratio":0.8112,"spy_close":319.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2019-12-18","vix_close":12.58,"vix3m_close":15.2,"ratio":0.8276,"spy_close":319.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2019-12-19","vix_close":12.5,"vix3m_close":15.14,"ratio":0.8256,"spy_close":320.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2019-12-20","vix_close":12.51,"vix3m_close":15.32,"ratio":0.8166,"spy_close":320.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2019-12-23","vix_close":12.61,"vix3m_close":15.5,"ratio":0.8135,"spy_close":321.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2019-12-24","vix_close":12.67,"vix3m_close":15.52,"ratio":0.8164,"spy_close":321.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2019-12-26","vix_close":12.65,"vix3m_close":15.52,"ratio":0.8151,"spy_close":322.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2019-12-27","vix_close":13.43,"vix3m_close":15.95,"ratio":0.842,"spy_close":322.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2019-12-30","vix_close":14.82,"vix3m_close":16.68,"ratio":0.8885,"spy_close":321.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2019-12-31","vix_close":13.78,"vix3m_close":15.87,"ratio":0.8683,"spy_close":321.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-02","vix_close":12.47,"vix3m_close":15.19,"ratio":0.8209,"spy_close":324.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-03","vix_close":14.02,"vix3m_close":16.01,"ratio":0.8757,"spy_close":322.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-06","vix_close":13.85,"vix3m_close":15.92,"ratio":0.87,"spy_close":323.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-07","vix_close":13.79,"vix3m_close":15.86,"ratio":0.8695,"spy_close":322.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-08","vix_close":13.45,"vix3m_close":15.4,"ratio":0.8734,"spy_close":324.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-09","vix_close":12.54,"vix3m_close":14.95,"ratio":0.8388,"spy_close":326.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-10","vix_close":12.56,"vix3m_close":14.95,"ratio":0.8401,"spy_close":325.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-13","vix_close":12.32,"vix3m_close":14.64,"ratio":0.8415,"spy_close":327.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-14","vix_close":12.39,"vix3m_close":14.64,"ratio":0.8463,"spy_close":327.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-15","vix_close":12.42,"vix3m_close":14.63,"ratio":0.8489,"spy_close":328.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-16","vix_close":12.32,"vix3m_close":14.45,"ratio":0.8526,"spy_close":330.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-17","vix_close":12.1,"vix3m_close":14.41,"ratio":0.8397,"spy_close":331.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-21","vix_close":12.85,"vix3m_close":14.87,"ratio":0.8642,"spy_close":331.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-22","vix_close":12.91,"vix3m_close":14.98,"ratio":0.8618,"spy_close":331.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-23","vix_close":12.98,"vix3m_close":14.99,"ratio":0.8659,"spy_close":331.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-24","vix_close":14.56,"vix3m_close":16.07,"ratio":0.906,"spy_close":328.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-01-27","vix_close":18.23,"vix3m_close":18.16,"ratio":1.0039,"spy_close":323.5,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-01-28","vix_close":16.28,"vix3m_close":17.03,"ratio":0.956,"spy_close":326.89,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-01-29","vix_close":16.39,"vix3m_close":17.03,"ratio":0.9624,"spy_close":326.62,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-01-30","vix_close":15.49,"vix3m_close":16.59,"ratio":0.9337,"spy_close":327.68,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-01-31","vix_close":18.84,"vix3m_close":18.63,"ratio":1.0113,"spy_close":321.73,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-03","vix_close":17.97,"vix3m_close":18.04,"ratio":0.9961,"spy_close":324.12,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-04","vix_close":16.05,"vix3m_close":16.7,"ratio":0.9611,"spy_close":329.06,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-05","vix_close":15.15,"vix3m_close":16.11,"ratio":0.9404,"spy_close":332.86,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-06","vix_close":14.96,"vix3m_close":15.89,"ratio":0.9415,"spy_close":333.98,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-07","vix_close":15.47,"vix3m_close":16.29,"ratio":0.9497,"spy_close":332.2,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-10","vix_close":15.04,"vix3m_close":16.13,"ratio":0.9324,"spy_close":334.68,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-11","vix_close":15.18,"vix3m_close":16.14,"ratio":0.9405,"spy_close":335.26,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-12","vix_close":13.74,"vix3m_close":15.36,"ratio":0.8945,"spy_close":337.42,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-13","vix_close":14.15,"vix3m_close":15.68,"ratio":0.9024,"spy_close":337.06,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-14","vix_close":13.68,"vix3m_close":15.5,"ratio":0.8826,"spy_close":337.6,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-18","vix_close":14.83,"vix3m_close":16.1,"ratio":0.9211,"spy_close":336.73,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-19","vix_close":14.38,"vix3m_close":15.82,"ratio":0.909,"spy_close":338.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-20","vix_close":15.56,"vix3m_close":16.6,"ratio":0.9373,"spy_close":336.95,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-21","vix_close":17.08,"vix3m_close":17.61,"ratio":0.9699,"spy_close":333.48,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-02-24","vix_close":25.03,"vix3m_close":21.92,"ratio":1.1419,"spy_close":322.42,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2020-02-25","vix_close":27.85,"vix3m_close":23.86,"ratio":1.1672,"spy_close":312.65,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2020-02-26","vix_close":27.56,"vix3m_close":23.7,"ratio":1.1629,"spy_close":311.5,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2020-02-27","vix_close":39.16,"vix3m_close":29.92,"ratio":1.3088,"spy_close":297.51,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2020-02-28","vix_close":40.11,"vix3m_close":29.85,"ratio":1.3437,"spy_close":296.26,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-03-02","vix_close":33.42,"vix3m_close":27.7,"ratio":1.2065,"spy_close":309.09,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":8.89},{"date":"2020-03-03","vix_close":36.82,"vix3m_close":30.17,"ratio":1.2204,"spy_close":300.24,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2020-03-04","vix_close":31.99,"vix3m_close":27.51,"ratio":1.1628,"spy_close":312.86,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2020-03-05","vix_close":39.62,"vix3m_close":32.57,"ratio":1.2165,"spy_close":302.46,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":12.22},{"date":"2020-03-06","vix_close":41.94,"vix3m_close":35.46,"ratio":1.1827,"spy_close":297.46,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":13.33},{"date":"2020-03-09","vix_close":54.46,"vix3m_close":43.05,"ratio":1.265,"spy_close":274.23,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":14.44},{"date":"2020-03-10","vix_close":47.3,"vix3m_close":39.44,"ratio":1.1993,"spy_close":288.42,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":15.56},{"date":"2020-03-11","vix_close":53.9,"vix3m_close":44.37,"ratio":1.2148,"spy_close":274.36,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":16.67},{"date":"2020-03-12","vix_close":75.47,"vix3m_close":57.24,"ratio":1.3185,"spy_close":248.11,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":17.78},{"date":"2020-03-13","vix_close":57.83,"vix3m_close":48.31,"ratio":1.1971,"spy_close":269.32,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":18.89},{"date":"2020-03-16","vix_close":82.69,"vix3m_close":67.7,"ratio":1.2214,"spy_close":239.85,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":20.0},{"date":"2020-03-17","vix_close":75.91,"vix3m_close":65.27,"ratio":1.163,"spy_close":252.8,"backwardation":true,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":21.11},{"date":"2020-03-18","vix_close":76.45,"vix3m_close":72.98,"ratio":1.0475,"spy_close":240.0,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":22.22},{"date":"2020-03-19","vix_close":72.0,"vix3m_close":69.47,"ratio":1.0364,"spy_close":240.51,"backwardation":true,"rolling_backwardation_30d":63.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":23.33},{"date":"2020-03-20","vix_close":66.04,"vix3m_close":65.59,"ratio":1.0069,"spy_close":228.8,"backwardation":true,"rolling_backwardation_30d":66.67,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":24.44},{"date":"2020-03-23","vix_close":61.59,"vix3m_close":56.64,"ratio":1.0874,"spy_close":222.95,"backwardation":true,"rolling_backwardation_30d":70.0,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":25.56},{"date":"2020-03-24","vix_close":61.67,"vix3m_close":52.11,"ratio":1.1835,"spy_close":243.15,"backwardation":true,"rolling_backwardation_30d":73.33,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":26.67},{"date":"2020-03-25","vix_close":63.95,"vix3m_close":53.85,"ratio":1.1876,"spy_close":246.79,"backwardation":true,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":27.78},{"date":"2020-03-26","vix_close":61.0,"vix3m_close":49.79,"ratio":1.2251,"spy_close":261.2,"backwardation":true,"rolling_backwardation_30d":80.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2020-03-27","vix_close":65.54,"vix3m_close":55.75,"ratio":1.1756,"spy_close":253.42,"backwardation":true,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":30.0},{"date":"2020-03-30","vix_close":57.08,"vix3m_close":51.26,"ratio":1.1135,"spy_close":261.65,"backwardation":true,"rolling_backwardation_30d":86.67,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":31.11},{"date":"2020-03-31","vix_close":53.54,"vix3m_close":48.32,"ratio":1.108,"spy_close":257.75,"backwardation":true,"rolling_backwardation_30d":90.0,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":32.22},{"date":"2020-04-01","vix_close":57.06,"vix3m_close":51.17,"ratio":1.1151,"spy_close":246.15,"backwardation":true,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":33.33},{"date":"2020-04-02","vix_close":50.91,"vix3m_close":47.3,"ratio":1.0763,"spy_close":251.83,"backwardation":true,"rolling_backwardation_30d":96.67,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":34.44},{"date":"2020-04-03","vix_close":46.8,"vix3m_close":44.84,"ratio":1.0437,"spy_close":248.19,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":35.56},{"date":"2020-04-06","vix_close":45.24,"vix3m_close":43.09,"ratio":1.0499,"spy_close":264.86,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":36.67},{"date":"2020-04-07","vix_close":46.7,"vix3m_close":43.42,"ratio":1.0755,"spy_close":265.13,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":56.67,"rolling_backwardation_90d":37.78},{"date":"2020-04-08","vix_close":43.35,"vix3m_close":41.59,"ratio":1.0423,"spy_close":274.03,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":58.33,"rolling_backwardation_90d":38.89},{"date":"2020-04-09","vix_close":41.67,"vix3m_close":40.61,"ratio":1.0261,"spy_close":278.2,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":60.0,"rolling_backwardation_90d":40.0},{"date":"2020-04-13","vix_close":41.17,"vix3m_close":39.97,"ratio":1.03,"spy_close":275.66,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":61.67,"rolling_backwardation_90d":41.11},{"date":"2020-04-14","vix_close":37.76,"vix3m_close":36.46,"ratio":1.0357,"spy_close":283.79,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":63.33,"rolling_backwardation_90d":42.22},{"date":"2020-04-15","vix_close":40.84,"vix3m_close":39.28,"ratio":1.0397,"spy_close":277.76,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":65.0,"rolling_backwardation_90d":43.33},{"date":"2020-04-16","vix_close":40.11,"vix3m_close":39.21,"ratio":1.023,"spy_close":279.1,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":66.67,"rolling_backwardation_90d":44.44},{"date":"2020-04-17","vix_close":38.15,"vix3m_close":37.28,"ratio":1.0233,"spy_close":286.64,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":68.33,"rolling_backwardation_90d":45.56},{"date":"2020-04-20","vix_close":43.83,"vix3m_close":40.97,"ratio":1.0698,"spy_close":281.59,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":46.67},{"date":"2020-04-21","vix_close":45.41,"vix3m_close":43.28,"ratio":1.0492,"spy_close":273.04,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":47.78},{"date":"2020-04-22","vix_close":41.98,"vix3m_close":40.92,"ratio":1.0259,"spy_close":279.1,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":48.89},{"date":"2020-04-23","vix_close":41.38,"vix3m_close":40.86,"ratio":1.0127,"spy_close":279.08,"backwardation":true,"rolling_backwardation_30d":100.0,"rolling_backwardation_60d":73.33,"rolling_backwardation_90d":50.0},{"date":"2020-04-24","vix_close":35.93,"vix3m_close":37.81,"ratio":0.9503,"spy_close":282.97,"backwardation":false,"rolling_backwardation_30d":96.67,"rolling_backwardation_60d":73.33,"rolling_backwardation_90d":50.0},{"date":"2020-04-27","vix_close":33.29,"vix3m_close":35.33,"ratio":0.9423,"spy_close":287.05,"backwardation":false,"rolling_backwardation_30d":93.33,"rolling_backwardation_60d":73.33,"rolling_backwardation_90d":50.0},{"date":"2020-04-28","vix_close":33.57,"vix3m_close":35.37,"ratio":0.9491,"spy_close":285.73,"backwardation":false,"rolling_backwardation_30d":90.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-04-29","vix_close":31.23,"vix3m_close":33.33,"ratio":0.937,"spy_close":293.21,"backwardation":false,"rolling_backwardation_30d":86.67,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-04-30","vix_close":34.15,"vix3m_close":35.05,"ratio":0.9743,"spy_close":290.48,"backwardation":false,"rolling_backwardation_30d":83.33,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-01","vix_close":37.19,"vix3m_close":37.97,"ratio":0.9795,"spy_close":282.79,"backwardation":false,"rolling_backwardation_30d":80.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-04","vix_close":35.97,"vix3m_close":37.0,"ratio":0.9722,"spy_close":283.57,"backwardation":false,"rolling_backwardation_30d":76.67,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-05","vix_close":33.61,"vix3m_close":35.52,"ratio":0.9462,"spy_close":286.19,"backwardation":false,"rolling_backwardation_30d":73.33,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-06","vix_close":34.12,"vix3m_close":35.68,"ratio":0.9563,"spy_close":284.25,"backwardation":false,"rolling_backwardation_30d":70.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-07","vix_close":31.44,"vix3m_close":34.01,"ratio":0.9244,"spy_close":287.68,"backwardation":false,"rolling_backwardation_30d":66.67,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-08","vix_close":27.98,"vix3m_close":31.64,"ratio":0.8843,"spy_close":292.44,"backwardation":false,"rolling_backwardation_30d":63.33,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-11","vix_close":27.57,"vix3m_close":30.39,"ratio":0.9072,"spy_close":292.5,"backwardation":false,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-12","vix_close":33.04,"vix3m_close":34.26,"ratio":0.9644,"spy_close":286.67,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-13","vix_close":35.28,"vix3m_close":36.51,"ratio":0.9663,"spy_close":281.6,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-14","vix_close":32.61,"vix3m_close":34.9,"ratio":0.9344,"spy_close":284.97,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-15","vix_close":31.89,"vix3m_close":34.51,"ratio":0.9241,"spy_close":286.28,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-18","vix_close":29.3,"vix3m_close":31.77,"ratio":0.9223,"spy_close":295.0,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":71.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-19","vix_close":30.53,"vix3m_close":32.81,"ratio":0.9305,"spy_close":291.97,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":70.0,"rolling_backwardation_90d":50.0},{"date":"2020-05-20","vix_close":27.99,"vix3m_close":31.11,"ratio":0.8997,"spy_close":296.93,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":68.33,"rolling_backwardation_90d":50.0},{"date":"2020-05-21","vix_close":29.53,"vix3m_close":32.38,"ratio":0.912,"spy_close":294.88,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":66.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-22","vix_close":28.16,"vix3m_close":31.54,"ratio":0.8928,"spy_close":295.44,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":65.0,"rolling_backwardation_90d":50.0},{"date":"2020-05-26","vix_close":28.01,"vix3m_close":30.85,"ratio":0.9079,"spy_close":299.08,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":63.33,"rolling_backwardation_90d":50.0},{"date":"2020-05-27","vix_close":27.62,"vix3m_close":30.19,"ratio":0.9149,"spy_close":303.53,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":61.67,"rolling_backwardation_90d":50.0},{"date":"2020-05-28","vix_close":28.59,"vix3m_close":31.21,"ratio":0.9161,"spy_close":302.97,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":60.0,"rolling_backwardation_90d":50.0},{"date":"2020-05-29","vix_close":27.51,"vix3m_close":30.27,"ratio":0.9088,"spy_close":304.32,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":58.33,"rolling_backwardation_90d":50.0},{"date":"2020-06-01","vix_close":28.23,"vix3m_close":30.92,"ratio":0.913,"spy_close":305.55,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":56.67,"rolling_backwardation_90d":50.0},{"date":"2020-06-02","vix_close":26.84,"vix3m_close":29.93,"ratio":0.8968,"spy_close":308.08,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":55.0,"rolling_backwardation_90d":50.0},{"date":"2020-06-03","vix_close":25.66,"vix3m_close":28.91,"ratio":0.8876,"spy_close":312.18,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":53.33,"rolling_backwardation_90d":50.0},{"date":"2020-06-04","vix_close":25.81,"vix3m_close":28.85,"ratio":0.8946,"spy_close":311.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":51.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-05","vix_close":24.52,"vix3m_close":27.42,"ratio":0.8942,"spy_close":319.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":50.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-08","vix_close":25.81,"vix3m_close":28.08,"ratio":0.9192,"spy_close":323.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":48.33,"rolling_backwardation_90d":48.89},{"date":"2020-06-09","vix_close":27.57,"vix3m_close":29.67,"ratio":0.9292,"spy_close":320.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":46.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-10","vix_close":27.57,"vix3m_close":29.57,"ratio":0.9324,"spy_close":319.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":47.78},{"date":"2020-06-11","vix_close":40.79,"vix3m_close":40.43,"ratio":1.0089,"spy_close":300.61,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":45.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-12","vix_close":36.09,"vix3m_close":38.05,"ratio":0.9485,"spy_close":304.21,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":48.89},{"date":"2020-06-15","vix_close":34.4,"vix3m_close":36.43,"ratio":0.9443,"spy_close":307.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-16","vix_close":33.67,"vix3m_close":35.8,"ratio":0.9405,"spy_close":312.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-17","vix_close":33.47,"vix3m_close":35.72,"ratio":0.937,"spy_close":311.66,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":48.89},{"date":"2020-06-18","vix_close":32.94,"vix3m_close":35.14,"ratio":0.9374,"spy_close":311.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-19","vix_close":35.12,"vix3m_close":36.68,"ratio":0.9575,"spy_close":308.64,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-22","vix_close":31.77,"vix3m_close":33.75,"ratio":0.9413,"spy_close":310.62,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":48.89},{"date":"2020-06-23","vix_close":31.37,"vix3m_close":33.06,"ratio":0.9489,"spy_close":312.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-24","vix_close":33.84,"vix3m_close":35.39,"ratio":0.9562,"spy_close":304.09,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-25","vix_close":32.22,"vix3m_close":34.09,"ratio":0.9451,"spy_close":307.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":48.89},{"date":"2020-06-26","vix_close":34.73,"vix3m_close":35.8,"ratio":0.9701,"spy_close":300.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":48.89},{"date":"2020-06-29","vix_close":31.78,"vix3m_close":33.91,"ratio":0.9372,"spy_close":304.46,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":48.89},{"date":"2020-06-30","vix_close":30.43,"vix3m_close":32.52,"ratio":0.9357,"spy_close":308.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":48.89},{"date":"2020-07-01","vix_close":28.62,"vix3m_close":31.68,"ratio":0.9034,"spy_close":310.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":47.78},{"date":"2020-07-02","vix_close":27.68,"vix3m_close":30.87,"ratio":0.8967,"spy_close":312.23,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":46.67},{"date":"2020-07-06","vix_close":27.94,"vix3m_close":30.98,"ratio":0.9019,"spy_close":317.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":45.56},{"date":"2020-07-07","vix_close":29.43,"vix3m_close":32.07,"ratio":0.9177,"spy_close":313.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":44.44},{"date":"2020-07-08","vix_close":28.08,"vix3m_close":31.19,"ratio":0.9003,"spy_close":316.18,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":43.33},{"date":"2020-07-09","vix_close":29.26,"vix3m_close":32.06,"ratio":0.9127,"spy_close":314.38,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":42.22},{"date":"2020-07-10","vix_close":27.29,"vix3m_close":31.02,"ratio":0.8798,"spy_close":317.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":41.11},{"date":"2020-07-13","vix_close":32.19,"vix3m_close":34.54,"ratio":0.932,"spy_close":314.84,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":40.0},{"date":"2020-07-14","vix_close":29.52,"vix3m_close":32.56,"ratio":0.9066,"spy_close":318.92,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":38.89},{"date":"2020-07-15","vix_close":27.76,"vix3m_close":31.56,"ratio":0.8796,"spy_close":321.85,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":37.78},{"date":"2020-07-16","vix_close":28.0,"vix3m_close":31.55,"ratio":0.8875,"spy_close":320.79,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":36.67},{"date":"2020-07-17","vix_close":25.68,"vix3m_close":30.37,"ratio":0.8456,"spy_close":321.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":35.56},{"date":"2020-07-20","vix_close":24.46,"vix3m_close":29.1,"ratio":0.8405,"spy_close":324.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":34.44},{"date":"2020-07-21","vix_close":24.84,"vix3m_close":29.47,"ratio":0.8429,"spy_close":325.01,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":33.33},{"date":"2020-07-22","vix_close":24.32,"vix3m_close":29.05,"ratio":0.8372,"spy_close":326.86,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":32.22},{"date":"2020-07-23","vix_close":26.08,"vix3m_close":30.25,"ratio":0.8621,"spy_close":322.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":31.11},{"date":"2020-07-24","vix_close":25.84,"vix3m_close":30.56,"ratio":0.8455,"spy_close":320.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":30.0},{"date":"2020-07-27","vix_close":24.74,"vix3m_close":30.0,"ratio":0.8247,"spy_close":323.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":28.89},{"date":"2020-07-28","vix_close":25.44,"vix3m_close":30.1,"ratio":0.8452,"spy_close":321.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":27.78},{"date":"2020-07-29","vix_close":24.1,"vix3m_close":29.29,"ratio":0.8228,"spy_close":325.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":26.67},{"date":"2020-07-30","vix_close":24.76,"vix3m_close":29.76,"ratio":0.832,"spy_close":323.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":25.56},{"date":"2020-07-31","vix_close":24.46,"vix3m_close":29.71,"ratio":0.8233,"spy_close":326.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":24.44},{"date":"2020-08-03","vix_close":24.28,"vix3m_close":29.66,"ratio":0.8186,"spy_close":328.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":23.33},{"date":"2020-08-04","vix_close":23.76,"vix3m_close":29.09,"ratio":0.8168,"spy_close":330.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":22.22},{"date":"2020-08-05","vix_close":22.99,"vix3m_close":28.6,"ratio":0.8038,"spy_close":332.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":21.11},{"date":"2020-08-06","vix_close":22.65,"vix3m_close":28.2,"ratio":0.8032,"spy_close":334.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":20.0},{"date":"2020-08-07","vix_close":22.21,"vix3m_close":28.28,"ratio":0.7854,"spy_close":334.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":18.89},{"date":"2020-08-10","vix_close":22.13,"vix3m_close":28.05,"ratio":0.7889,"spy_close":335.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":17.78},{"date":"2020-08-11","vix_close":24.03,"vix3m_close":29.17,"ratio":0.8238,"spy_close":332.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":16.67},{"date":"2020-08-12","vix_close":22.28,"vix3m_close":28.12,"ratio":0.7923,"spy_close":337.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":15.56},{"date":"2020-08-13","vix_close":22.13,"vix3m_close":28.17,"ratio":0.7856,"spy_close":336.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":14.44},{"date":"2020-08-14","vix_close":22.05,"vix3m_close":28.37,"ratio":0.7772,"spy_close":336.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":13.33},{"date":"2020-08-17","vix_close":21.35,"vix3m_close":27.45,"ratio":0.7778,"spy_close":337.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":12.22},{"date":"2020-08-18","vix_close":21.51,"vix3m_close":27.35,"ratio":0.7865,"spy_close":338.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":11.11},{"date":"2020-08-19","vix_close":22.54,"vix3m_close":28.11,"ratio":0.8018,"spy_close":337.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":10.0},{"date":"2020-08-20","vix_close":22.72,"vix3m_close":28.13,"ratio":0.8077,"spy_close":338.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2020-08-21","vix_close":22.54,"vix3m_close":28.17,"ratio":0.8001,"spy_close":339.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2020-08-24","vix_close":22.37,"vix3m_close":28.1,"ratio":0.7961,"spy_close":342.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":6.67},{"date":"2020-08-25","vix_close":22.03,"vix3m_close":27.91,"ratio":0.7893,"spy_close":344.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2020-08-26","vix_close":23.27,"vix3m_close":28.7,"ratio":0.8108,"spy_close":347.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2020-08-27","vix_close":24.47,"vix3m_close":29.93,"ratio":0.8176,"spy_close":348.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2020-08-28","vix_close":22.96,"vix3m_close":29.62,"ratio":0.7752,"spy_close":350.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2020-08-31","vix_close":26.41,"vix3m_close":31.85,"ratio":0.8292,"spy_close":349.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-09-01","vix_close":26.12,"vix3m_close":32.1,"ratio":0.8137,"spy_close":352.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-09-02","vix_close":26.57,"vix3m_close":32.67,"ratio":0.8133,"spy_close":357.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-09-03","vix_close":33.6,"vix3m_close":37.63,"ratio":0.8929,"spy_close":345.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-09-04","vix_close":30.75,"vix3m_close":34.75,"ratio":0.8849,"spy_close":342.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-08","vix_close":31.46,"vix3m_close":34.31,"ratio":0.9169,"spy_close":333.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-09","vix_close":28.81,"vix3m_close":32.12,"ratio":0.8969,"spy_close":339.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-10","vix_close":29.71,"vix3m_close":32.92,"ratio":0.9025,"spy_close":333.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-11","vix_close":26.87,"vix3m_close":31.13,"ratio":0.8632,"spy_close":334.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-14","vix_close":25.85,"vix3m_close":30.48,"ratio":0.8481,"spy_close":338.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-15","vix_close":25.59,"vix3m_close":30.27,"ratio":0.8454,"spy_close":340.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-16","vix_close":26.04,"vix3m_close":30.57,"ratio":0.8518,"spy_close":338.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-17","vix_close":26.46,"vix3m_close":30.75,"ratio":0.8605,"spy_close":335.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-18","vix_close":25.83,"vix3m_close":30.46,"ratio":0.848,"spy_close":330.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-21","vix_close":27.78,"vix3m_close":31.64,"ratio":0.878,"spy_close":326.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-22","vix_close":26.86,"vix3m_close":31.67,"ratio":0.8481,"spy_close":330.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-23","vix_close":28.58,"vix3m_close":33.28,"ratio":0.8588,"spy_close":322.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-24","vix_close":28.51,"vix3m_close":33.06,"ratio":0.8624,"spy_close":323.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-25","vix_close":26.38,"vix3m_close":32.03,"ratio":0.8236,"spy_close":328.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-28","vix_close":26.19,"vix3m_close":31.74,"ratio":0.8251,"spy_close":334.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-29","vix_close":26.27,"vix3m_close":31.09,"ratio":0.845,"spy_close":332.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-09-30","vix_close":26.37,"vix3m_close":31.64,"ratio":0.8334,"spy_close":334.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-01","vix_close":26.7,"vix3m_close":31.72,"ratio":0.8417,"spy_close":337.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-02","vix_close":27.63,"vix3m_close":32.39,"ratio":0.853,"spy_close":333.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-05","vix_close":27.96,"vix3m_close":31.28,"ratio":0.8939,"spy_close":339.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-06","vix_close":29.48,"vix3m_close":31.88,"ratio":0.9247,"spy_close":334.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-07","vix_close":28.06,"vix3m_close":30.7,"ratio":0.914,"spy_close":340.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-08","vix_close":26.36,"vix3m_close":29.49,"ratio":0.8939,"spy_close":343.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-09","vix_close":25.0,"vix3m_close":28.28,"ratio":0.884,"spy_close":346.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-12","vix_close":25.07,"vix3m_close":27.98,"ratio":0.896,"spy_close":352.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-13","vix_close":26.07,"vix3m_close":28.35,"ratio":0.9196,"spy_close":350.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-14","vix_close":26.4,"vix3m_close":28.24,"ratio":0.9348,"spy_close":347.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-15","vix_close":26.97,"vix3m_close":28.72,"ratio":0.9391,"spy_close":347.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-16","vix_close":27.41,"vix3m_close":29.21,"ratio":0.9384,"spy_close":347.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2020-10-19","vix_close":29.18,"vix3m_close":30.4,"ratio":0.9599,"spy_close":342.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-10-20","vix_close":29.35,"vix3m_close":30.11,"ratio":0.9748,"spy_close":343.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-10-21","vix_close":28.65,"vix3m_close":29.61,"ratio":0.9676,"spy_close":342.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-10-22","vix_close":28.11,"vix3m_close":29.3,"ratio":0.9594,"spy_close":344.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-10-23","vix_close":27.55,"vix3m_close":28.99,"ratio":0.9503,"spy_close":345.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2020-10-26","vix_close":32.46,"vix3m_close":32.07,"ratio":1.0122,"spy_close":339.39,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2020-10-27","vix_close":33.35,"vix3m_close":32.72,"ratio":1.0193,"spy_close":338.22,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2020-10-28","vix_close":40.28,"vix3m_close":37.75,"ratio":1.067,"spy_close":326.66,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2020-10-29","vix_close":37.59,"vix3m_close":35.84,"ratio":1.0488,"spy_close":329.98,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2020-10-30","vix_close":38.02,"vix3m_close":36.27,"ratio":1.0482,"spy_close":326.54,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2020-11-02","vix_close":37.13,"vix3m_close":35.06,"ratio":1.059,"spy_close":330.2,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2020-11-03","vix_close":35.55,"vix3m_close":33.52,"ratio":1.0606,"spy_close":336.03,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-04","vix_close":29.57,"vix3m_close":29.98,"ratio":0.9863,"spy_close":343.54,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-05","vix_close":27.58,"vix3m_close":29.05,"ratio":0.9494,"spy_close":350.24,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-06","vix_close":24.86,"vix3m_close":27.37,"ratio":0.9083,"spy_close":350.16,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-09","vix_close":25.75,"vix3m_close":26.88,"ratio":0.958,"spy_close":354.56,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-10","vix_close":24.8,"vix3m_close":26.49,"ratio":0.9362,"spy_close":354.04,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-11","vix_close":23.45,"vix3m_close":25.62,"ratio":0.9153,"spy_close":356.67,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-12","vix_close":25.35,"vix3m_close":27.22,"ratio":0.9313,"spy_close":353.21,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-13","vix_close":23.1,"vix3m_close":25.69,"ratio":0.8992,"spy_close":358.1,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-16","vix_close":22.45,"vix3m_close":25.35,"ratio":0.8856,"spy_close":362.57,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-17","vix_close":22.71,"vix3m_close":25.38,"ratio":0.8948,"spy_close":360.62,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-18","vix_close":23.84,"vix3m_close":26.39,"ratio":0.9034,"spy_close":356.28,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-19","vix_close":23.11,"vix3m_close":25.8,"ratio":0.8957,"spy_close":357.78,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-20","vix_close":23.7,"vix3m_close":26.06,"ratio":0.9094,"spy_close":355.33,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-23","vix_close":22.66,"vix3m_close":25.43,"ratio":0.8911,"spy_close":357.46,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-24","vix_close":21.64,"vix3m_close":24.84,"ratio":0.8712,"spy_close":363.22,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-25","vix_close":21.25,"vix3m_close":24.42,"ratio":0.8702,"spy_close":362.66,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-27","vix_close":20.84,"vix3m_close":24.43,"ratio":0.853,"spy_close":363.67,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-11-30","vix_close":20.57,"vix3m_close":24.33,"ratio":0.8455,"spy_close":362.06,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-01","vix_close":20.77,"vix3m_close":24.49,"ratio":0.8481,"spy_close":366.02,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-02","vix_close":21.17,"vix3m_close":24.54,"ratio":0.8627,"spy_close":366.79,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-03","vix_close":21.28,"vix3m_close":24.56,"ratio":0.8664,"spy_close":366.69,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-04","vix_close":20.79,"vix3m_close":24.29,"ratio":0.8559,"spy_close":369.85,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-07","vix_close":21.3,"vix3m_close":24.52,"ratio":0.8687,"spy_close":369.09,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-08","vix_close":20.68,"vix3m_close":23.87,"ratio":0.8664,"spy_close":370.17,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-09","vix_close":22.27,"vix3m_close":24.73,"ratio":0.9005,"spy_close":366.85,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-10","vix_close":22.52,"vix3m_close":25.05,"ratio":0.899,"spy_close":366.73,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-11","vix_close":23.31,"vix3m_close":26.05,"ratio":0.8948,"spy_close":366.3,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-14","vix_close":24.72,"vix3m_close":27.11,"ratio":0.9118,"spy_close":364.66,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-15","vix_close":22.89,"vix3m_close":25.87,"ratio":0.8848,"spy_close":369.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-16","vix_close":22.5,"vix3m_close":25.47,"ratio":0.8834,"spy_close":370.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-17","vix_close":21.93,"vix3m_close":25.15,"ratio":0.872,"spy_close":372.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-18","vix_close":21.57,"vix3m_close":25.17,"ratio":0.857,"spy_close":369.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-21","vix_close":25.16,"vix3m_close":27.58,"ratio":0.9123,"spy_close":367.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-22","vix_close":24.23,"vix3m_close":27.25,"ratio":0.8892,"spy_close":367.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-23","vix_close":23.31,"vix3m_close":26.26,"ratio":0.8877,"spy_close":367.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-24","vix_close":21.53,"vix3m_close":25.37,"ratio":0.8486,"spy_close":369.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-28","vix_close":21.7,"vix3m_close":25.15,"ratio":0.8628,"spy_close":372.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-29","vix_close":23.08,"vix3m_close":26.24,"ratio":0.8796,"spy_close":371.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-30","vix_close":22.77,"vix3m_close":25.44,"ratio":0.895,"spy_close":371.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2020-12-31","vix_close":22.75,"vix3m_close":25.28,"ratio":0.8999,"spy_close":373.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-04","vix_close":26.97,"vix3m_close":28.26,"ratio":0.9544,"spy_close":368.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-05","vix_close":25.34,"vix3m_close":27.25,"ratio":0.9299,"spy_close":371.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-06","vix_close":25.07,"vix3m_close":26.79,"ratio":0.9358,"spy_close":373.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-07","vix_close":22.37,"vix3m_close":25.02,"ratio":0.8941,"spy_close":379.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-08","vix_close":21.56,"vix3m_close":24.9,"ratio":0.8659,"spy_close":381.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-11","vix_close":24.08,"vix3m_close":26.7,"ratio":0.9019,"spy_close":378.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-12","vix_close":23.33,"vix3m_close":26.2,"ratio":0.8905,"spy_close":378.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-13","vix_close":22.21,"vix3m_close":25.55,"ratio":0.8693,"spy_close":379.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-14","vix_close":23.25,"vix3m_close":26.32,"ratio":0.8834,"spy_close":378.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-15","vix_close":24.34,"vix3m_close":27.26,"ratio":0.8929,"spy_close":375.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-19","vix_close":23.24,"vix3m_close":26.69,"ratio":0.8707,"spy_close":378.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-20","vix_close":21.58,"vix3m_close":25.72,"ratio":0.839,"spy_close":383.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-21","vix_close":21.32,"vix3m_close":25.7,"ratio":0.8296,"spy_close":384.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-22","vix_close":21.91,"vix3m_close":25.99,"ratio":0.843,"spy_close":382.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":7.78},{"date":"2021-01-25","vix_close":23.19,"vix3m_close":26.88,"ratio":0.8627,"spy_close":384.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":7.78},{"date":"2021-01-26","vix_close":23.02,"vix3m_close":26.89,"ratio":0.8561,"spy_close":383.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":7.78},{"date":"2021-01-27","vix_close":37.21,"vix3m_close":35.73,"ratio":1.0414,"spy_close":374.41,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2021-01-28","vix_close":30.21,"vix3m_close":31.77,"ratio":0.9509,"spy_close":377.63,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":8.89},{"date":"2021-01-29","vix_close":33.09,"vix3m_close":33.88,"ratio":0.9767,"spy_close":370.07,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2021-02-01","vix_close":30.24,"vix3m_close":32.53,"ratio":0.9296,"spy_close":376.23,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-02","vix_close":25.56,"vix3m_close":29.36,"ratio":0.8706,"spy_close":381.55,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-03","vix_close":22.91,"vix3m_close":27.57,"ratio":0.831,"spy_close":381.85,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-04","vix_close":21.77,"vix3m_close":26.79,"ratio":0.8126,"spy_close":386.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-05","vix_close":20.87,"vix3m_close":26.52,"ratio":0.787,"spy_close":387.71,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-08","vix_close":21.24,"vix3m_close":26.65,"ratio":0.797,"spy_close":390.51,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-09","vix_close":21.63,"vix3m_close":27.11,"ratio":0.7979,"spy_close":390.25,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-10","vix_close":21.99,"vix3m_close":27.49,"ratio":0.7999,"spy_close":390.08,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-11","vix_close":21.25,"vix3m_close":27.22,"ratio":0.7807,"spy_close":390.71,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-12","vix_close":19.97,"vix3m_close":26.5,"ratio":0.7536,"spy_close":392.64,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-16","vix_close":21.46,"vix3m_close":27.55,"ratio":0.7789,"spy_close":392.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-17","vix_close":21.5,"vix3m_close":27.52,"ratio":0.7813,"spy_close":392.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-18","vix_close":22.49,"vix3m_close":27.86,"ratio":0.8073,"spy_close":390.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-19","vix_close":22.05,"vix3m_close":27.09,"ratio":0.814,"spy_close":390.03,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-22","vix_close":23.45,"vix3m_close":27.81,"ratio":0.8432,"spy_close":387.03,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-23","vix_close":23.11,"vix3m_close":27.12,"ratio":0.8521,"spy_close":387.5,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-24","vix_close":21.34,"vix3m_close":25.89,"ratio":0.8243,"spy_close":391.77,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-25","vix_close":28.89,"vix3m_close":30.24,"ratio":0.9554,"spy_close":382.33,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-02-26","vix_close":27.95,"vix3m_close":29.6,"ratio":0.9443,"spy_close":380.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-01","vix_close":23.35,"vix3m_close":26.78,"ratio":0.8719,"spy_close":389.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-02","vix_close":24.1,"vix3m_close":27.16,"ratio":0.8873,"spy_close":386.54,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-03","vix_close":26.67,"vix3m_close":28.79,"ratio":0.9264,"spy_close":381.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-04","vix_close":28.57,"vix3m_close":30.08,"ratio":0.9498,"spy_close":376.7,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-05","vix_close":24.66,"vix3m_close":27.89,"ratio":0.8842,"spy_close":383.63,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":8.89},{"date":"2021-03-08","vix_close":25.47,"vix3m_close":28.13,"ratio":0.9054,"spy_close":381.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":7.78},{"date":"2021-03-09","vix_close":24.03,"vix3m_close":27.28,"ratio":0.8809,"spy_close":387.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":6.67},{"date":"2021-03-10","vix_close":22.56,"vix3m_close":26.68,"ratio":0.8456,"spy_close":389.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2021-03-11","vix_close":21.91,"vix3m_close":26.09,"ratio":0.8398,"spy_close":393.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2021-03-12","vix_close":20.69,"vix3m_close":25.74,"ratio":0.8038,"spy_close":394.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2021-03-15","vix_close":20.03,"vix3m_close":24.89,"ratio":0.8047,"spy_close":396.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2021-03-16","vix_close":19.79,"vix3m_close":24.71,"ratio":0.8009,"spy_close":395.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-17","vix_close":19.23,"vix3m_close":23.88,"ratio":0.8053,"spy_close":397.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-18","vix_close":21.58,"vix3m_close":25.28,"ratio":0.8536,"spy_close":391.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-19","vix_close":20.95,"vix3m_close":24.99,"ratio":0.8383,"spy_close":389.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-22","vix_close":18.88,"vix3m_close":22.94,"ratio":0.823,"spy_close":392.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-23","vix_close":20.3,"vix3m_close":23.8,"ratio":0.8529,"spy_close":389.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-24","vix_close":21.2,"vix3m_close":24.4,"ratio":0.8689,"spy_close":387.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-25","vix_close":19.81,"vix3m_close":23.37,"ratio":0.8477,"spy_close":389.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-26","vix_close":18.86,"vix3m_close":22.32,"ratio":0.845,"spy_close":395.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-29","vix_close":20.74,"vix3m_close":23.2,"ratio":0.894,"spy_close":395.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-30","vix_close":19.61,"vix3m_close":22.31,"ratio":0.879,"spy_close":394.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-03-31","vix_close":19.4,"vix3m_close":22.15,"ratio":0.8758,"spy_close":396.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-01","vix_close":17.33,"vix3m_close":20.97,"ratio":0.8264,"spy_close":400.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-05","vix_close":17.91,"vix3m_close":20.96,"ratio":0.8545,"spy_close":406.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-06","vix_close":18.12,"vix3m_close":21.16,"ratio":0.8563,"spy_close":406.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-07","vix_close":17.16,"vix3m_close":20.66,"ratio":0.8306,"spy_close":406.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-08","vix_close":16.95,"vix3m_close":20.59,"ratio":0.8232,"spy_close":408.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-09","vix_close":16.69,"vix3m_close":20.74,"ratio":0.8047,"spy_close":411.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-12","vix_close":16.91,"vix3m_close":20.82,"ratio":0.8122,"spy_close":411.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-13","vix_close":16.65,"vix3m_close":20.78,"ratio":0.8013,"spy_close":412.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-14","vix_close":16.99,"vix3m_close":21.06,"ratio":0.8067,"spy_close":411.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-15","vix_close":16.57,"vix3m_close":20.76,"ratio":0.7982,"spy_close":415.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-16","vix_close":16.25,"vix3m_close":20.53,"ratio":0.7915,"spy_close":417.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-19","vix_close":17.29,"vix3m_close":21.37,"ratio":0.8091,"spy_close":415.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-20","vix_close":18.68,"vix3m_close":22.35,"ratio":0.8358,"spy_close":412.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-21","vix_close":17.5,"vix3m_close":21.49,"ratio":0.8143,"spy_close":416.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-22","vix_close":18.71,"vix3m_close":22.52,"ratio":0.8308,"spy_close":412.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-04-23","vix_close":17.33,"vix3m_close":21.57,"ratio":0.8034,"spy_close":416.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-04-26","vix_close":17.64,"vix3m_close":21.54,"ratio":0.8189,"spy_close":417.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-04-27","vix_close":17.56,"vix3m_close":21.32,"ratio":0.8236,"spy_close":417.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-04-28","vix_close":17.28,"vix3m_close":21.13,"ratio":0.8178,"spy_close":417.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-04-29","vix_close":17.61,"vix3m_close":21.31,"ratio":0.8264,"spy_close":420.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-04-30","vix_close":18.61,"vix3m_close":22.07,"ratio":0.8432,"spy_close":417.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-03","vix_close":18.31,"vix3m_close":21.74,"ratio":0.8422,"spy_close":418.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-04","vix_close":19.48,"vix3m_close":22.67,"ratio":0.8593,"spy_close":415.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-05","vix_close":19.15,"vix3m_close":22.26,"ratio":0.8603,"spy_close":415.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-06","vix_close":18.39,"vix3m_close":21.88,"ratio":0.8405,"spy_close":419.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-07","vix_close":16.69,"vix3m_close":20.79,"ratio":0.8028,"spy_close":422.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-10","vix_close":19.66,"vix3m_close":22.4,"ratio":0.8777,"spy_close":417.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-11","vix_close":21.84,"vix3m_close":24.23,"ratio":0.9014,"spy_close":414.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-12","vix_close":27.59,"vix3m_close":28.18,"ratio":0.9791,"spy_close":405.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-13","vix_close":23.13,"vix3m_close":25.26,"ratio":0.9157,"spy_close":410.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-14","vix_close":18.81,"vix3m_close":22.26,"ratio":0.845,"spy_close":416.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-17","vix_close":19.72,"vix3m_close":23.14,"ratio":0.8522,"spy_close":415.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-18","vix_close":21.34,"vix3m_close":24.22,"ratio":0.8811,"spy_close":411.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-19","vix_close":22.18,"vix3m_close":25.27,"ratio":0.8777,"spy_close":410.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-20","vix_close":20.67,"vix3m_close":23.81,"ratio":0.8681,"spy_close":415.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-21","vix_close":20.15,"vix3m_close":23.49,"ratio":0.8578,"spy_close":414.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-24","vix_close":18.4,"vix3m_close":22.23,"ratio":0.8277,"spy_close":419.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-25","vix_close":18.84,"vix3m_close":22.4,"ratio":0.8411,"spy_close":418.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-26","vix_close":17.36,"vix3m_close":21.3,"ratio":0.815,"spy_close":419.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-27","vix_close":16.74,"vix3m_close":20.31,"ratio":0.8242,"spy_close":419.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-05-28","vix_close":16.76,"vix3m_close":20.48,"ratio":0.8184,"spy_close":420.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-06-01","vix_close":17.9,"vix3m_close":21.34,"ratio":0.8388,"spy_close":419.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-06-02","vix_close":17.48,"vix3m_close":21.42,"ratio":0.8161,"spy_close":420.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-06-03","vix_close":18.04,"vix3m_close":21.82,"ratio":0.8268,"spy_close":418.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-06-04","vix_close":16.42,"vix3m_close":20.62,"ratio":0.7963,"spy_close":422.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2021-06-07","vix_close":16.42,"vix3m_close":20.55,"ratio":0.799,"spy_close":422.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-08","vix_close":17.07,"vix3m_close":20.85,"ratio":0.8187,"spy_close":422.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-09","vix_close":17.89,"vix3m_close":21.28,"ratio":0.8407,"spy_close":421.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-10","vix_close":16.1,"vix3m_close":20.08,"ratio":0.8018,"spy_close":423.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-11","vix_close":15.65,"vix3m_close":19.64,"ratio":0.7968,"spy_close":424.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-14","vix_close":16.39,"vix3m_close":20.14,"ratio":0.8138,"spy_close":425.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-15","vix_close":17.02,"vix3m_close":20.68,"ratio":0.823,"spy_close":424.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-16","vix_close":18.15,"vix3m_close":21.26,"ratio":0.8537,"spy_close":422.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-17","vix_close":17.75,"vix3m_close":20.98,"ratio":0.846,"spy_close":421.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-18","vix_close":20.7,"vix3m_close":22.93,"ratio":0.9027,"spy_close":414.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-21","vix_close":17.89,"vix3m_close":21.12,"ratio":0.8471,"spy_close":420.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-22","vix_close":16.66,"vix3m_close":20.07,"ratio":0.8301,"spy_close":423.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-23","vix_close":16.32,"vix3m_close":19.7,"ratio":0.8284,"spy_close":422.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-24","vix_close":15.97,"vix3m_close":19.26,"ratio":0.8292,"spy_close":425.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-25","vix_close":15.62,"vix3m_close":19.0,"ratio":0.8221,"spy_close":426.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-28","vix_close":15.76,"vix3m_close":19.02,"ratio":0.8286,"spy_close":427.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-29","vix_close":16.02,"vix3m_close":19.49,"ratio":0.822,"spy_close":427.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-06-30","vix_close":15.83,"vix3m_close":19.51,"ratio":0.8114,"spy_close":428.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-01","vix_close":15.48,"vix3m_close":19.45,"ratio":0.7959,"spy_close":430.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-02","vix_close":15.07,"vix3m_close":19.3,"ratio":0.7808,"spy_close":433.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-06","vix_close":16.44,"vix3m_close":20.26,"ratio":0.8115,"spy_close":432.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-07","vix_close":16.2,"vix3m_close":20.41,"ratio":0.7937,"spy_close":434.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-08","vix_close":19.0,"vix3m_close":21.98,"ratio":0.8644,"spy_close":430.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-09","vix_close":16.18,"vix3m_close":20.44,"ratio":0.7916,"spy_close":435.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-12","vix_close":16.17,"vix3m_close":20.46,"ratio":0.7903,"spy_close":437.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-13","vix_close":17.12,"vix3m_close":21.13,"ratio":0.8102,"spy_close":435.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-14","vix_close":16.33,"vix3m_close":20.62,"ratio":0.7919,"spy_close":436.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-15","vix_close":17.01,"vix3m_close":21.09,"ratio":0.8065,"spy_close":434.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-16","vix_close":18.45,"vix3m_close":22.07,"ratio":0.836,"spy_close":431.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-19","vix_close":22.5,"vix3m_close":24.9,"ratio":0.9036,"spy_close":424.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-20","vix_close":19.73,"vix3m_close":23.2,"ratio":0.8504,"spy_close":431.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-21","vix_close":17.91,"vix3m_close":21.87,"ratio":0.8189,"spy_close":434.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-22","vix_close":17.69,"vix3m_close":21.86,"ratio":0.8092,"spy_close":435.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-23","vix_close":17.2,"vix3m_close":21.65,"ratio":0.7945,"spy_close":439.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-26","vix_close":17.58,"vix3m_close":21.74,"ratio":0.8086,"spy_close":441.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-27","vix_close":19.36,"vix3m_close":23.0,"ratio":0.8417,"spy_close":439.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-28","vix_close":18.31,"vix3m_close":22.35,"ratio":0.8192,"spy_close":438.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-29","vix_close":17.7,"vix3m_close":21.88,"ratio":0.809,"spy_close":440.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-07-30","vix_close":18.24,"vix3m_close":22.18,"ratio":0.8224,"spy_close":438.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-02","vix_close":19.46,"vix3m_close":23.05,"ratio":0.8443,"spy_close":437.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-03","vix_close":18.04,"vix3m_close":22.18,"ratio":0.8133,"spy_close":441.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-04","vix_close":17.97,"vix3m_close":22.17,"ratio":0.8106,"spy_close":438.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-05","vix_close":17.28,"vix3m_close":21.52,"ratio":0.803,"spy_close":441.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-06","vix_close":16.15,"vix3m_close":20.87,"ratio":0.7738,"spy_close":442.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-09","vix_close":16.72,"vix3m_close":21.27,"ratio":0.7861,"spy_close":442.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-10","vix_close":16.79,"vix3m_close":21.21,"ratio":0.7916,"spy_close":442.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-11","vix_close":16.06,"vix3m_close":20.67,"ratio":0.777,"spy_close":443.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-12","vix_close":15.59,"vix3m_close":20.25,"ratio":0.7699,"spy_close":445.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-13","vix_close":15.45,"vix3m_close":20.26,"ratio":0.7626,"spy_close":445.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-16","vix_close":16.12,"vix3m_close":20.64,"ratio":0.781,"spy_close":446.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-17","vix_close":17.91,"vix3m_close":21.7,"ratio":0.8253,"spy_close":444.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-18","vix_close":21.57,"vix3m_close":23.8,"ratio":0.9063,"spy_close":439.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-19","vix_close":21.67,"vix3m_close":24.2,"ratio":0.8955,"spy_close":439.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-20","vix_close":18.56,"vix3m_close":22.41,"ratio":0.8282,"spy_close":443.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-23","vix_close":17.15,"vix3m_close":21.2,"ratio":0.809,"spy_close":447.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-24","vix_close":17.22,"vix3m_close":21.22,"ratio":0.8115,"spy_close":447.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-25","vix_close":16.79,"vix3m_close":20.79,"ratio":0.8076,"spy_close":448.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-26","vix_close":18.84,"vix3m_close":21.86,"ratio":0.8618,"spy_close":446.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-27","vix_close":16.39,"vix3m_close":20.61,"ratio":0.7952,"spy_close":450.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-30","vix_close":16.19,"vix3m_close":20.4,"ratio":0.7936,"spy_close":452.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-08-31","vix_close":16.48,"vix3m_close":20.42,"ratio":0.8071,"spy_close":451.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-01","vix_close":16.11,"vix3m_close":20.08,"ratio":0.8023,"spy_close":451.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-02","vix_close":16.41,"vix3m_close":20.13,"ratio":0.8152,"spy_close":453.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-03","vix_close":16.41,"vix3m_close":20.32,"ratio":0.8076,"spy_close":453.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-07","vix_close":18.14,"vix3m_close":21.53,"ratio":0.8425,"spy_close":451.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-08","vix_close":17.96,"vix3m_close":21.59,"ratio":0.8319,"spy_close":450.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-09","vix_close":18.8,"vix3m_close":22.06,"ratio":0.8522,"spy_close":448.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-10","vix_close":20.95,"vix3m_close":23.31,"ratio":0.8988,"spy_close":445.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-13","vix_close":19.37,"vix3m_close":22.47,"ratio":0.862,"spy_close":446.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-14","vix_close":19.46,"vix3m_close":22.55,"ratio":0.863,"spy_close":444.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-15","vix_close":18.18,"vix3m_close":21.76,"ratio":0.8355,"spy_close":447.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-16","vix_close":18.69,"vix3m_close":21.81,"ratio":0.8569,"spy_close":447.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-17","vix_close":20.81,"vix3m_close":23.22,"ratio":0.8962,"spy_close":441.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-20","vix_close":25.71,"vix3m_close":26.4,"ratio":0.9739,"spy_close":434.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-21","vix_close":24.36,"vix3m_close":25.47,"ratio":0.9564,"spy_close":433.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-22","vix_close":20.87,"vix3m_close":23.05,"ratio":0.9054,"spy_close":437.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-23","vix_close":18.63,"vix3m_close":21.37,"ratio":0.8718,"spy_close":443.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-24","vix_close":17.75,"vix3m_close":20.82,"ratio":0.8525,"spy_close":443.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-27","vix_close":18.76,"vix3m_close":21.4,"ratio":0.8766,"spy_close":442.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-28","vix_close":23.25,"vix3m_close":24.03,"ratio":0.9675,"spy_close":433.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-29","vix_close":22.56,"vix3m_close":23.72,"ratio":0.9511,"spy_close":434.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-09-30","vix_close":23.14,"vix3m_close":23.87,"ratio":0.9694,"spy_close":429.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-01","vix_close":21.15,"vix3m_close":23.05,"ratio":0.9176,"spy_close":434.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-04","vix_close":22.96,"vix3m_close":24.11,"ratio":0.9523,"spy_close":428.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-05","vix_close":21.3,"vix3m_close":23.11,"ratio":0.9217,"spy_close":433.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-06","vix_close":21.0,"vix3m_close":22.84,"ratio":0.9194,"spy_close":434.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-07","vix_close":19.54,"vix3m_close":22.12,"ratio":0.8834,"spy_close":438.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-08","vix_close":18.77,"vix3m_close":21.88,"ratio":0.8579,"spy_close":437.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-11","vix_close":20.0,"vix3m_close":22.39,"ratio":0.8933,"spy_close":434.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-12","vix_close":19.85,"vix3m_close":22.33,"ratio":0.8889,"spy_close":433.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-13","vix_close":18.64,"vix3m_close":21.54,"ratio":0.8654,"spy_close":435.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-14","vix_close":16.86,"vix3m_close":20.37,"ratio":0.8277,"spy_close":442.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-15","vix_close":16.3,"vix3m_close":20.3,"ratio":0.803,"spy_close":445.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-18","vix_close":16.31,"vix3m_close":20.29,"ratio":0.8038,"spy_close":447.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-19","vix_close":15.7,"vix3m_close":19.98,"ratio":0.7858,"spy_close":450.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-20","vix_close":15.49,"vix3m_close":19.87,"ratio":0.7796,"spy_close":452.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-21","vix_close":15.01,"vix3m_close":19.48,"ratio":0.7705,"spy_close":453.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-22","vix_close":15.43,"vix3m_close":20.01,"ratio":0.7711,"spy_close":453.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-25","vix_close":15.24,"vix3m_close":19.56,"ratio":0.7791,"spy_close":455.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-26","vix_close":15.98,"vix3m_close":20.11,"ratio":0.7946,"spy_close":455.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-27","vix_close":16.98,"vix3m_close":20.89,"ratio":0.8128,"spy_close":453.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-28","vix_close":16.53,"vix3m_close":20.48,"ratio":0.8071,"spy_close":458.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-10-29","vix_close":16.26,"vix3m_close":20.37,"ratio":0.7982,"spy_close":459.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-01","vix_close":16.41,"vix3m_close":20.39,"ratio":0.8048,"spy_close":460.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-02","vix_close":16.03,"vix3m_close":20.1,"ratio":0.7975,"spy_close":461.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-03","vix_close":15.1,"vix3m_close":19.5,"ratio":0.7744,"spy_close":464.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-04","vix_close":15.44,"vix3m_close":19.7,"ratio":0.7838,"spy_close":466.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-05","vix_close":16.48,"vix3m_close":20.49,"ratio":0.8043,"spy_close":468.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-08","vix_close":17.22,"vix3m_close":20.98,"ratio":0.8208,"spy_close":468.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-09","vix_close":17.78,"vix3m_close":21.41,"ratio":0.8305,"spy_close":467.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-10","vix_close":18.73,"vix3m_close":22.0,"ratio":0.8514,"spy_close":463.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-11","vix_close":17.66,"vix3m_close":21.38,"ratio":0.826,"spy_close":463.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-12","vix_close":16.29,"vix3m_close":20.69,"ratio":0.7873,"spy_close":467.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-15","vix_close":16.49,"vix3m_close":20.87,"ratio":0.7901,"spy_close":467.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-16","vix_close":16.37,"vix3m_close":20.9,"ratio":0.7833,"spy_close":469.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-17","vix_close":17.11,"vix3m_close":21.58,"ratio":0.7929,"spy_close":468.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-18","vix_close":17.59,"vix3m_close":21.9,"ratio":0.8032,"spy_close":469.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-19","vix_close":17.91,"vix3m_close":21.92,"ratio":0.8171,"spy_close":468.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-22","vix_close":19.17,"vix3m_close":22.63,"ratio":0.8471,"spy_close":467.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-23","vix_close":19.38,"vix3m_close":22.45,"ratio":0.8633,"spy_close":468.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-24","vix_close":18.58,"vix3m_close":21.9,"ratio":0.8484,"spy_close":469.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-26","vix_close":28.62,"vix3m_close":29.17,"ratio":0.9811,"spy_close":458.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-29","vix_close":22.96,"vix3m_close":25.04,"ratio":0.9169,"spy_close":464.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-11-30","vix_close":27.19,"vix3m_close":28.13,"ratio":0.9666,"spy_close":455.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2021-12-01","vix_close":31.12,"vix3m_close":30.79,"ratio":1.0107,"spy_close":450.5,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-02","vix_close":27.95,"vix3m_close":29.15,"ratio":0.9588,"spy_close":457.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-03","vix_close":30.67,"vix3m_close":31.78,"ratio":0.9651,"spy_close":453.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-06","vix_close":27.18,"vix3m_close":28.88,"ratio":0.9411,"spy_close":458.79,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-07","vix_close":21.89,"vix3m_close":24.96,"ratio":0.877,"spy_close":468.28,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-08","vix_close":19.9,"vix3m_close":23.63,"ratio":0.8421,"spy_close":469.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-09","vix_close":21.58,"vix3m_close":24.66,"ratio":0.8751,"spy_close":466.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-10","vix_close":18.69,"vix3m_close":23.18,"ratio":0.8063,"spy_close":470.74,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-13","vix_close":20.31,"vix3m_close":24.32,"ratio":0.8351,"spy_close":466.57,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-14","vix_close":21.89,"vix3m_close":25.35,"ratio":0.8635,"spy_close":463.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-15","vix_close":19.29,"vix3m_close":23.3,"ratio":0.8279,"spy_close":470.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-16","vix_close":20.57,"vix3m_close":24.37,"ratio":0.8441,"spy_close":466.45,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-17","vix_close":21.57,"vix3m_close":25.38,"ratio":0.8499,"spy_close":459.87,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-20","vix_close":22.87,"vix3m_close":26.31,"ratio":0.8693,"spy_close":454.98,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-21","vix_close":21.01,"vix3m_close":25.0,"ratio":0.8404,"spy_close":463.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-22","vix_close":18.63,"vix3m_close":23.56,"ratio":0.7907,"spy_close":467.69,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-23","vix_close":17.96,"vix3m_close":23.24,"ratio":0.7728,"spy_close":470.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-27","vix_close":17.68,"vix3m_close":22.74,"ratio":0.7775,"spy_close":477.26,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-28","vix_close":17.54,"vix3m_close":22.33,"ratio":0.7855,"spy_close":476.87,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-29","vix_close":16.95,"vix3m_close":21.83,"ratio":0.7765,"spy_close":477.48,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-30","vix_close":17.33,"vix3m_close":21.88,"ratio":0.792,"spy_close":476.16,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2021-12-31","vix_close":17.22,"vix3m_close":21.88,"ratio":0.787,"spy_close":474.96,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-03","vix_close":16.6,"vix3m_close":21.53,"ratio":0.771,"spy_close":477.71,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-04","vix_close":16.91,"vix3m_close":21.62,"ratio":0.7821,"spy_close":477.55,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-05","vix_close":19.73,"vix3m_close":23.47,"ratio":0.8406,"spy_close":468.38,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-06","vix_close":19.61,"vix3m_close":23.5,"ratio":0.8345,"spy_close":467.94,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-07","vix_close":18.76,"vix3m_close":22.87,"ratio":0.8203,"spy_close":466.09,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-10","vix_close":19.4,"vix3m_close":22.68,"ratio":0.8554,"spy_close":465.51,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-11","vix_close":18.41,"vix3m_close":21.98,"ratio":0.8376,"spy_close":469.75,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-12","vix_close":17.62,"vix3m_close":21.58,"ratio":0.8165,"spy_close":471.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-13","vix_close":20.31,"vix3m_close":23.41,"ratio":0.8676,"spy_close":464.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-14","vix_close":19.19,"vix3m_close":22.82,"ratio":0.8409,"spy_close":464.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-18","vix_close":22.79,"vix3m_close":25.12,"ratio":0.9072,"spy_close":456.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-19","vix_close":23.85,"vix3m_close":25.81,"ratio":0.9241,"spy_close":451.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-20","vix_close":25.59,"vix3m_close":27.25,"ratio":0.9391,"spy_close":446.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-21","vix_close":28.85,"vix3m_close":29.95,"ratio":0.9633,"spy_close":437.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-24","vix_close":29.9,"vix3m_close":30.82,"ratio":0.9701,"spy_close":439.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-25","vix_close":31.16,"vix3m_close":31.76,"ratio":0.9811,"spy_close":434.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-01-26","vix_close":31.96,"vix3m_close":31.95,"ratio":1.0003,"spy_close":433.38,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-01-27","vix_close":30.49,"vix3m_close":30.87,"ratio":0.9877,"spy_close":431.24,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-01-28","vix_close":27.66,"vix3m_close":28.82,"ratio":0.9598,"spy_close":441.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-01-31","vix_close":24.83,"vix3m_close":26.85,"ratio":0.9248,"spy_close":449.91,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-01","vix_close":21.96,"vix3m_close":24.76,"ratio":0.8869,"spy_close":452.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-02","vix_close":22.09,"vix3m_close":25.14,"ratio":0.8787,"spy_close":457.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-03","vix_close":24.35,"vix3m_close":26.67,"ratio":0.913,"spy_close":446.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-04","vix_close":23.22,"vix3m_close":26.25,"ratio":0.8846,"spy_close":448.7,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-07","vix_close":22.86,"vix3m_close":25.69,"ratio":0.8898,"spy_close":447.26,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-08","vix_close":21.44,"vix3m_close":24.54,"ratio":0.8737,"spy_close":450.94,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-09","vix_close":19.96,"vix3m_close":23.49,"ratio":0.8497,"spy_close":457.54,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-10","vix_close":23.91,"vix3m_close":26.07,"ratio":0.9171,"spy_close":449.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-11","vix_close":27.36,"vix3m_close":28.83,"ratio":0.949,"spy_close":440.46,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-14","vix_close":28.33,"vix3m_close":29.44,"ratio":0.9623,"spy_close":439.02,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-15","vix_close":25.7,"vix3m_close":27.28,"ratio":0.9421,"spy_close":446.1,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-16","vix_close":24.29,"vix3m_close":26.26,"ratio":0.925,"spy_close":446.6,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-17","vix_close":28.11,"vix3m_close":29.32,"ratio":0.9587,"spy_close":437.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-18","vix_close":27.75,"vix3m_close":29.22,"ratio":0.9497,"spy_close":434.23,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-22","vix_close":28.81,"vix3m_close":29.11,"ratio":0.9897,"spy_close":429.57,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-02-23","vix_close":31.02,"vix3m_close":30.88,"ratio":1.0045,"spy_close":421.95,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-02-24","vix_close":30.32,"vix3m_close":30.05,"ratio":1.009,"spy_close":428.3,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2022-02-25","vix_close":27.59,"vix3m_close":28.04,"ratio":0.984,"spy_close":437.75,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2022-02-28","vix_close":30.15,"vix3m_close":29.65,"ratio":1.0169,"spy_close":436.63,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2022-03-01","vix_close":33.32,"vix3m_close":32.59,"ratio":1.0224,"spy_close":429.98,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2022-03-02","vix_close":30.74,"vix3m_close":30.97,"ratio":0.9926,"spy_close":437.89,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2022-03-03","vix_close":30.48,"vix3m_close":30.8,"ratio":0.9896,"spy_close":435.71,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2022-03-04","vix_close":31.98,"vix3m_close":32.34,"ratio":0.9889,"spy_close":432.17,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2022-03-07","vix_close":36.45,"vix3m_close":35.74,"ratio":1.0199,"spy_close":419.43,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":7.78},{"date":"2022-03-08","vix_close":35.13,"vix3m_close":35.0,"ratio":1.0037,"spy_close":416.25,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-09","vix_close":32.45,"vix3m_close":33.06,"ratio":0.9815,"spy_close":427.41,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-10","vix_close":30.23,"vix3m_close":31.52,"ratio":0.9591,"spy_close":425.48,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-11","vix_close":30.75,"vix3m_close":32.34,"ratio":0.9508,"spy_close":420.07,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-14","vix_close":31.77,"vix3m_close":33.32,"ratio":0.9535,"spy_close":417.0,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-15","vix_close":29.83,"vix3m_close":31.96,"ratio":0.9334,"spy_close":426.17,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-16","vix_close":26.67,"vix3m_close":28.96,"ratio":0.9209,"spy_close":435.62,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-17","vix_close":25.67,"vix3m_close":28.22,"ratio":0.9096,"spy_close":441.07,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-18","vix_close":23.87,"vix3m_close":26.55,"ratio":0.8991,"spy_close":444.52,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-21","vix_close":23.53,"vix3m_close":26.38,"ratio":0.892,"spy_close":444.39,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-22","vix_close":22.94,"vix3m_close":25.85,"ratio":0.8874,"spy_close":449.59,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-23","vix_close":23.57,"vix3m_close":26.41,"ratio":0.8925,"spy_close":443.8,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-24","vix_close":21.67,"vix3m_close":25.3,"ratio":0.8565,"spy_close":450.49,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-25","vix_close":20.81,"vix3m_close":24.72,"ratio":0.8418,"spy_close":452.69,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-28","vix_close":19.63,"vix3m_close":24.18,"ratio":0.8118,"spy_close":455.91,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-29","vix_close":18.9,"vix3m_close":23.19,"ratio":0.815,"spy_close":461.55,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-30","vix_close":19.33,"vix3m_close":23.57,"ratio":0.8201,"spy_close":458.7,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-03-31","vix_close":20.56,"vix3m_close":24.46,"ratio":0.8406,"spy_close":451.64,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-01","vix_close":19.63,"vix3m_close":24.21,"ratio":0.8108,"spy_close":452.92,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-04","vix_close":18.57,"vix3m_close":23.03,"ratio":0.8063,"spy_close":456.8,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-05","vix_close":21.03,"vix3m_close":24.9,"ratio":0.8446,"spy_close":451.03,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-06","vix_close":22.1,"vix3m_close":25.8,"ratio":0.8566,"spy_close":446.52,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-07","vix_close":21.55,"vix3m_close":25.23,"ratio":0.8541,"spy_close":448.77,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-08","vix_close":21.16,"vix3m_close":25.17,"ratio":0.8407,"spy_close":447.57,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-11","vix_close":24.37,"vix3m_close":27.0,"ratio":0.9026,"spy_close":439.92,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-12","vix_close":24.26,"vix3m_close":27.17,"ratio":0.8929,"spy_close":438.29,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-13","vix_close":21.82,"vix3m_close":25.54,"ratio":0.8543,"spy_close":443.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-14","vix_close":22.7,"vix3m_close":26.03,"ratio":0.8721,"spy_close":437.79,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-18","vix_close":22.17,"vix3m_close":25.75,"ratio":0.861,"spy_close":437.97,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-19","vix_close":21.37,"vix3m_close":25.06,"ratio":0.8528,"spy_close":445.04,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-20","vix_close":20.32,"vix3m_close":24.15,"ratio":0.8414,"spy_close":444.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-21","vix_close":22.68,"vix3m_close":26.11,"ratio":0.8686,"spy_close":438.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":7.78},{"date":"2022-04-22","vix_close":28.21,"vix3m_close":29.87,"ratio":0.9444,"spy_close":426.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":7.78},{"date":"2022-04-25","vix_close":27.02,"vix3m_close":29.07,"ratio":0.9295,"spy_close":428.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":7.78},{"date":"2022-04-26","vix_close":33.52,"vix3m_close":33.14,"ratio":1.0115,"spy_close":416.1,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-27","vix_close":31.6,"vix3m_close":32.2,"ratio":0.9814,"spy_close":417.27,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-28","vix_close":29.99,"vix3m_close":31.15,"ratio":0.9628,"spy_close":427.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":8.89},{"date":"2022-04-29","vix_close":33.4,"vix3m_close":33.18,"ratio":1.0066,"spy_close":412.0,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-02","vix_close":32.34,"vix3m_close":33.01,"ratio":0.9797,"spy_close":414.48,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-03","vix_close":29.25,"vix3m_close":30.81,"ratio":0.9494,"spy_close":416.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-04","vix_close":25.42,"vix3m_close":28.09,"ratio":0.9049,"spy_close":429.06,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-05","vix_close":31.2,"vix3m_close":32.68,"ratio":0.9547,"spy_close":413.81,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-06","vix_close":30.19,"vix3m_close":32.31,"ratio":0.9344,"spy_close":411.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-09","vix_close":34.75,"vix3m_close":35.05,"ratio":0.9914,"spy_close":398.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-10","vix_close":32.99,"vix3m_close":33.97,"ratio":0.9712,"spy_close":399.09,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-11","vix_close":32.56,"vix3m_close":33.63,"ratio":0.9682,"spy_close":392.75,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-12","vix_close":31.77,"vix3m_close":33.08,"ratio":0.9604,"spy_close":392.34,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-13","vix_close":28.87,"vix3m_close":30.7,"ratio":0.9404,"spy_close":401.72,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-16","vix_close":27.47,"vix3m_close":29.51,"ratio":0.9309,"spy_close":400.09,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-17","vix_close":26.1,"vix3m_close":28.37,"ratio":0.92,"spy_close":408.32,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-18","vix_close":30.96,"vix3m_close":32.8,"ratio":0.9439,"spy_close":391.86,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-19","vix_close":29.35,"vix3m_close":30.79,"ratio":0.9532,"spy_close":389.46,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2022-05-20","vix_close":29.43,"vix3m_close":31.14,"ratio":0.9451,"spy_close":389.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2022-05-23","vix_close":28.48,"vix3m_close":30.29,"ratio":0.9402,"spy_close":396.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2022-05-24","vix_close":29.45,"vix3m_close":30.74,"ratio":0.958,"spy_close":393.89,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":10.0},{"date":"2022-05-25","vix_close":28.37,"vix3m_close":29.73,"ratio":0.9543,"spy_close":397.37,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2022-05-26","vix_close":27.5,"vix3m_close":29.28,"ratio":0.9392,"spy_close":405.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2022-05-27","vix_close":25.72,"vix3m_close":28.02,"ratio":0.9179,"spy_close":415.26,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2022-05-31","vix_close":26.19,"vix3m_close":27.99,"ratio":0.9357,"spy_close":412.93,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":10.0},{"date":"2022-06-01","vix_close":25.69,"vix3m_close":27.72,"ratio":0.9268,"spy_close":409.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":10.0},{"date":"2022-06-02","vix_close":24.72,"vix3m_close":27.06,"ratio":0.9135,"spy_close":417.39,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":10.0},{"date":"2022-06-03","vix_close":24.79,"vix3m_close":27.33,"ratio":0.9071,"spy_close":410.54,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":10.0},{"date":"2022-06-06","vix_close":25.07,"vix3m_close":27.22,"ratio":0.921,"spy_close":411.79,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-07","vix_close":24.02,"vix3m_close":26.52,"ratio":0.9057,"spy_close":415.74,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-08","vix_close":23.96,"vix3m_close":26.54,"ratio":0.9028,"spy_close":411.22,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-09","vix_close":26.09,"vix3m_close":28.01,"ratio":0.9315,"spy_close":401.44,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-10","vix_close":27.75,"vix3m_close":29.72,"ratio":0.9337,"spy_close":389.8,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-13","vix_close":34.02,"vix3m_close":34.24,"ratio":0.9936,"spy_close":375.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-14","vix_close":32.69,"vix3m_close":33.28,"ratio":0.9823,"spy_close":373.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-15","vix_close":29.62,"vix3m_close":30.78,"ratio":0.9623,"spy_close":379.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-16","vix_close":32.95,"vix3m_close":33.49,"ratio":0.9839,"spy_close":366.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-17","vix_close":31.13,"vix3m_close":32.36,"ratio":0.962,"spy_close":365.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-21","vix_close":30.19,"vix3m_close":31.25,"ratio":0.9661,"spy_close":375.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-22","vix_close":28.95,"vix3m_close":30.24,"ratio":0.9573,"spy_close":374.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-23","vix_close":29.05,"vix3m_close":30.19,"ratio":0.9622,"spy_close":378.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-24","vix_close":27.23,"vix3m_close":28.95,"ratio":0.9406,"spy_close":390.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-27","vix_close":26.95,"vix3m_close":28.18,"ratio":0.9564,"spy_close":388.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-28","vix_close":28.36,"vix3m_close":29.15,"ratio":0.9729,"spy_close":380.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-29","vix_close":28.16,"vix3m_close":29.0,"ratio":0.971,"spy_close":380.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-06-30","vix_close":28.71,"vix3m_close":29.71,"ratio":0.9663,"spy_close":377.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-07-01","vix_close":26.7,"vix3m_close":28.52,"ratio":0.9362,"spy_close":381.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":8.89},{"date":"2022-07-05","vix_close":27.54,"vix3m_close":28.9,"ratio":0.9529,"spy_close":381.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":7.78},{"date":"2022-07-06","vix_close":26.73,"vix3m_close":28.39,"ratio":0.9415,"spy_close":383.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2022-07-07","vix_close":26.08,"vix3m_close":28.03,"ratio":0.9304,"spy_close":388.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2022-07-08","vix_close":24.64,"vix3m_close":27.3,"ratio":0.9026,"spy_close":388.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2022-07-11","vix_close":26.17,"vix3m_close":28.25,"ratio":0.9264,"spy_close":384.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2022-07-12","vix_close":27.29,"vix3m_close":28.82,"ratio":0.9469,"spy_close":380.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2022-07-13","vix_close":26.82,"vix3m_close":28.56,"ratio":0.9391,"spy_close":378.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2022-07-14","vix_close":26.4,"vix3m_close":28.61,"ratio":0.9228,"spy_close":377.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2022-07-15","vix_close":24.23,"vix3m_close":27.08,"ratio":0.8948,"spy_close":385.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2022-07-18","vix_close":25.3,"vix3m_close":27.82,"ratio":0.9094,"spy_close":381.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-07-19","vix_close":24.5,"vix3m_close":27.31,"ratio":0.8971,"spy_close":392.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-07-20","vix_close":23.88,"vix3m_close":26.7,"ratio":0.8944,"spy_close":394.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-07-21","vix_close":23.11,"vix3m_close":26.22,"ratio":0.8814,"spy_close":398.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-07-22","vix_close":23.03,"vix3m_close":25.97,"ratio":0.8868,"spy_close":395.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2022-07-25","vix_close":23.36,"vix3m_close":25.8,"ratio":0.9054,"spy_close":395.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2022-07-26","vix_close":24.69,"vix3m_close":26.42,"ratio":0.9345,"spy_close":390.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":2.22},{"date":"2022-07-27","vix_close":23.24,"vix3m_close":25.31,"ratio":0.9182,"spy_close":401.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-07-28","vix_close":22.33,"vix3m_close":24.33,"ratio":0.9178,"spy_close":406.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-07-29","vix_close":21.33,"vix3m_close":23.79,"ratio":0.8966,"spy_close":411.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-01","vix_close":22.84,"vix3m_close":24.86,"ratio":0.9187,"spy_close":410.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-02","vix_close":23.93,"vix3m_close":25.66,"ratio":0.9326,"spy_close":408.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-03","vix_close":21.95,"vix3m_close":24.37,"ratio":0.9007,"spy_close":414.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-04","vix_close":21.44,"vix3m_close":24.32,"ratio":0.8816,"spy_close":414.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-05","vix_close":21.15,"vix3m_close":24.18,"ratio":0.8747,"spy_close":413.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-08","vix_close":21.29,"vix3m_close":24.48,"ratio":0.8697,"spy_close":412.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-09","vix_close":21.77,"vix3m_close":24.69,"ratio":0.8817,"spy_close":411.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-10","vix_close":19.74,"vix3m_close":23.46,"ratio":0.8414,"spy_close":419.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-11","vix_close":20.2,"vix3m_close":23.71,"ratio":0.852,"spy_close":419.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-12","vix_close":19.53,"vix3m_close":23.31,"ratio":0.8378,"spy_close":427.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-15","vix_close":19.95,"vix3m_close":23.32,"ratio":0.8555,"spy_close":428.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-16","vix_close":19.69,"vix3m_close":23.32,"ratio":0.8443,"spy_close":429.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-17","vix_close":19.9,"vix3m_close":23.6,"ratio":0.8432,"spy_close":426.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-18","vix_close":19.56,"vix3m_close":23.39,"ratio":0.8363,"spy_close":427.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-19","vix_close":20.6,"vix3m_close":24.32,"ratio":0.847,"spy_close":422.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-22","vix_close":23.8,"vix3m_close":26.0,"ratio":0.9154,"spy_close":413.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-23","vix_close":24.11,"vix3m_close":25.92,"ratio":0.9302,"spy_close":412.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-24","vix_close":22.82,"vix3m_close":24.89,"ratio":0.9168,"spy_close":413.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-25","vix_close":21.78,"vix3m_close":24.13,"ratio":0.9026,"spy_close":419.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-26","vix_close":25.56,"vix3m_close":26.56,"ratio":0.9623,"spy_close":405.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-29","vix_close":26.21,"vix3m_close":26.82,"ratio":0.9773,"spy_close":402.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-30","vix_close":26.21,"vix3m_close":26.91,"ratio":0.974,"spy_close":398.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-08-31","vix_close":25.87,"vix3m_close":26.65,"ratio":0.9707,"spy_close":395.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-09-01","vix_close":25.56,"vix3m_close":26.43,"ratio":0.9671,"spy_close":396.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2022-09-02","vix_close":25.47,"vix3m_close":26.48,"ratio":0.9619,"spy_close":392.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2022-09-06","vix_close":26.91,"vix3m_close":27.59,"ratio":0.9754,"spy_close":390.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2022-09-07","vix_close":24.64,"vix3m_close":26.1,"ratio":0.9441,"spy_close":397.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2022-09-08","vix_close":23.61,"vix3m_close":25.52,"ratio":0.9252,"spy_close":400.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-09","vix_close":22.79,"vix3m_close":25.14,"ratio":0.9065,"spy_close":406.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-12","vix_close":23.87,"vix3m_close":25.37,"ratio":0.9409,"spy_close":410.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-13","vix_close":27.27,"vix3m_close":27.95,"ratio":0.9757,"spy_close":393.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-14","vix_close":26.16,"vix3m_close":27.46,"ratio":0.9527,"spy_close":394.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-15","vix_close":26.27,"vix3m_close":27.6,"ratio":0.9518,"spy_close":390.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-16","vix_close":26.3,"vix3m_close":27.63,"ratio":0.9519,"spy_close":385.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-19","vix_close":25.76,"vix3m_close":27.01,"ratio":0.9537,"spy_close":388.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-20","vix_close":27.16,"vix3m_close":27.88,"ratio":0.9742,"spy_close":384.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-21","vix_close":27.99,"vix3m_close":28.76,"ratio":0.9732,"spy_close":377.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-22","vix_close":27.35,"vix3m_close":28.22,"ratio":0.9692,"spy_close":374.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-23","vix_close":29.92,"vix3m_close":30.32,"ratio":0.9868,"spy_close":367.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2022-09-26","vix_close":32.26,"vix3m_close":31.77,"ratio":1.0154,"spy_close":364.31,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2022-09-27","vix_close":32.6,"vix3m_close":32.12,"ratio":1.0149,"spy_close":363.38,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-09-28","vix_close":30.18,"vix3m_close":30.58,"ratio":0.9869,"spy_close":370.53,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2022-09-29","vix_close":31.84,"vix3m_close":31.74,"ratio":1.0032,"spy_close":362.79,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-09-30","vix_close":31.62,"vix3m_close":31.86,"ratio":0.9925,"spy_close":357.18,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-03","vix_close":30.1,"vix3m_close":30.69,"ratio":0.9808,"spy_close":366.61,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-04","vix_close":29.07,"vix3m_close":29.67,"ratio":0.9798,"spy_close":377.97,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-05","vix_close":28.55,"vix3m_close":29.43,"ratio":0.9701,"spy_close":377.09,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-06","vix_close":30.52,"vix3m_close":30.79,"ratio":0.9912,"spy_close":373.2,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-07","vix_close":31.36,"vix3m_close":32.1,"ratio":0.9769,"spy_close":362.79,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-10","vix_close":32.45,"vix3m_close":32.73,"ratio":0.9914,"spy_close":360.02,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2022-10-11","vix_close":33.63,"vix3m_close":33.36,"ratio":1.0081,"spy_close":357.74,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2022-10-12","vix_close":33.57,"vix3m_close":33.13,"ratio":1.0133,"spy_close":356.56,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2022-10-13","vix_close":31.94,"vix3m_close":31.8,"ratio":1.0044,"spy_close":365.97,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-14","vix_close":32.02,"vix3m_close":32.45,"ratio":0.9867,"spy_close":357.63,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-17","vix_close":31.37,"vix3m_close":31.74,"ratio":0.9883,"spy_close":366.82,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-18","vix_close":30.5,"vix3m_close":30.98,"ratio":0.9845,"spy_close":371.13,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-19","vix_close":30.76,"vix3m_close":31.35,"ratio":0.9812,"spy_close":368.5,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-20","vix_close":29.98,"vix3m_close":30.81,"ratio":0.9731,"spy_close":365.41,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-21","vix_close":29.69,"vix3m_close":30.47,"ratio":0.9744,"spy_close":374.29,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-24","vix_close":29.85,"vix3m_close":30.33,"ratio":0.9842,"spy_close":378.87,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-25","vix_close":28.46,"vix3m_close":29.29,"ratio":0.9717,"spy_close":384.92,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-26","vix_close":27.28,"vix3m_close":28.46,"ratio":0.9585,"spy_close":382.02,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-27","vix_close":27.39,"vix3m_close":28.28,"ratio":0.9685,"spy_close":379.98,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-28","vix_close":25.75,"vix3m_close":26.9,"ratio":0.9572,"spy_close":389.02,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-10-31","vix_close":25.88,"vix3m_close":26.92,"ratio":0.9614,"spy_close":386.21,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-01","vix_close":25.81,"vix3m_close":26.69,"ratio":0.967,"spy_close":384.52,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-02","vix_close":25.86,"vix3m_close":27.22,"ratio":0.95,"spy_close":374.87,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-03","vix_close":25.3,"vix3m_close":26.7,"ratio":0.9476,"spy_close":371.01,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-04","vix_close":24.55,"vix3m_close":26.39,"ratio":0.9303,"spy_close":376.35,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-07","vix_close":24.35,"vix3m_close":26.26,"ratio":0.9273,"spy_close":379.95,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-08","vix_close":25.54,"vix3m_close":27.1,"ratio":0.9424,"spy_close":382.0,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-09","vix_close":26.09,"vix3m_close":27.91,"ratio":0.9348,"spy_close":374.13,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-10","vix_close":23.53,"vix3m_close":26.18,"ratio":0.8988,"spy_close":394.69,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-11","vix_close":22.52,"vix3m_close":25.74,"ratio":0.8749,"spy_close":398.51,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-14","vix_close":23.73,"vix3m_close":26.13,"ratio":0.9082,"spy_close":395.12,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-15","vix_close":24.54,"vix3m_close":26.59,"ratio":0.9229,"spy_close":398.49,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-16","vix_close":24.11,"vix3m_close":26.03,"ratio":0.9262,"spy_close":395.45,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-17","vix_close":23.93,"vix3m_close":25.83,"ratio":0.9264,"spy_close":394.24,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-18","vix_close":23.12,"vix3m_close":25.33,"ratio":0.9128,"spy_close":396.03,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-21","vix_close":22.36,"vix3m_close":24.72,"ratio":0.9045,"spy_close":394.59,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-22","vix_close":21.29,"vix3m_close":23.83,"ratio":0.8934,"spy_close":399.9,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-23","vix_close":20.35,"vix3m_close":23.38,"ratio":0.8704,"spy_close":402.42,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-25","vix_close":20.5,"vix3m_close":23.59,"ratio":0.869,"spy_close":402.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-28","vix_close":22.21,"vix3m_close":24.9,"ratio":0.892,"spy_close":395.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-29","vix_close":21.89,"vix3m_close":24.65,"ratio":0.888,"spy_close":395.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-11-30","vix_close":20.58,"vix3m_close":23.53,"ratio":0.8746,"spy_close":407.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-01","vix_close":19.84,"vix3m_close":23.31,"ratio":0.8511,"spy_close":407.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-02","vix_close":19.06,"vix3m_close":22.96,"ratio":0.8301,"spy_close":406.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-05","vix_close":20.75,"vix3m_close":23.89,"ratio":0.8686,"spy_close":399.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-06","vix_close":22.17,"vix3m_close":24.72,"ratio":0.8968,"spy_close":393.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-07","vix_close":22.68,"vix3m_close":25.18,"ratio":0.9007,"spy_close":393.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-08","vix_close":22.29,"vix3m_close":24.73,"ratio":0.9013,"spy_close":396.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-09","vix_close":22.83,"vix3m_close":25.21,"ratio":0.9056,"spy_close":393.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-12","vix_close":25.0,"vix3m_close":25.67,"ratio":0.9739,"spy_close":398.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-13","vix_close":22.55,"vix3m_close":24.29,"ratio":0.9284,"spy_close":401.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-14","vix_close":21.14,"vix3m_close":23.46,"ratio":0.9011,"spy_close":399.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-15","vix_close":22.83,"vix3m_close":25.08,"ratio":0.9103,"spy_close":389.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-16","vix_close":22.62,"vix3m_close":25.15,"ratio":0.8994,"spy_close":383.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-19","vix_close":22.42,"vix3m_close":25.08,"ratio":0.8939,"spy_close":380.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-20","vix_close":21.48,"vix3m_close":24.4,"ratio":0.8803,"spy_close":380.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":6.67},{"date":"2022-12-21","vix_close":20.07,"vix3m_close":23.35,"ratio":0.8595,"spy_close":386.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2022-12-22","vix_close":21.97,"vix3m_close":24.78,"ratio":0.8866,"spy_close":380.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2022-12-23","vix_close":20.87,"vix3m_close":24.13,"ratio":0.8649,"spy_close":382.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-27","vix_close":21.65,"vix3m_close":24.43,"ratio":0.8862,"spy_close":381.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-28","vix_close":22.14,"vix3m_close":24.58,"ratio":0.9007,"spy_close":376.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-29","vix_close":21.44,"vix3m_close":23.95,"ratio":0.8952,"spy_close":383.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2022-12-30","vix_close":21.67,"vix3m_close":24.29,"ratio":0.8921,"spy_close":382.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-03","vix_close":22.9,"vix3m_close":24.58,"ratio":0.9317,"spy_close":380.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-04","vix_close":22.01,"vix3m_close":23.81,"ratio":0.9244,"spy_close":383.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-05","vix_close":22.46,"vix3m_close":24.07,"ratio":0.9331,"spy_close":379.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-06","vix_close":21.13,"vix3m_close":23.18,"ratio":0.9116,"spy_close":388.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2023-01-09","vix_close":21.97,"vix3m_close":23.74,"ratio":0.9254,"spy_close":387.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":6.67},{"date":"2023-01-10","vix_close":20.58,"vix3m_close":22.74,"ratio":0.905,"spy_close":390.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-11","vix_close":21.09,"vix3m_close":22.74,"ratio":0.9274,"spy_close":395.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-12","vix_close":18.83,"vix3m_close":21.58,"ratio":0.8726,"spy_close":396.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-13","vix_close":18.35,"vix3m_close":21.14,"ratio":0.868,"spy_close":398.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-17","vix_close":19.36,"vix3m_close":21.45,"ratio":0.9026,"spy_close":397.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-18","vix_close":20.34,"vix3m_close":22.27,"ratio":0.9133,"spy_close":391.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-19","vix_close":20.52,"vix3m_close":22.45,"ratio":0.914,"spy_close":388.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-20","vix_close":19.85,"vix3m_close":21.72,"ratio":0.9139,"spy_close":395.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-23","vix_close":19.81,"vix3m_close":21.6,"ratio":0.9171,"spy_close":400.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-24","vix_close":19.2,"vix3m_close":20.91,"ratio":0.9182,"spy_close":400.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-25","vix_close":19.08,"vix3m_close":20.94,"ratio":0.9112,"spy_close":400.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-26","vix_close":18.73,"vix3m_close":20.7,"ratio":0.9048,"spy_close":404.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-27","vix_close":18.51,"vix3m_close":20.47,"ratio":0.9043,"spy_close":405.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-30","vix_close":19.94,"vix3m_close":21.37,"ratio":0.9331,"spy_close":400.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-01-31","vix_close":19.4,"vix3m_close":20.81,"ratio":0.9322,"spy_close":406.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-02-01","vix_close":17.87,"vix3m_close":19.97,"ratio":0.8948,"spy_close":410.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-02-02","vix_close":18.73,"vix3m_close":20.84,"ratio":0.8988,"spy_close":416.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2023-02-03","vix_close":18.33,"vix3m_close":20.78,"ratio":0.8821,"spy_close":412.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2023-02-06","vix_close":19.43,"vix3m_close":21.43,"ratio":0.9067,"spy_close":409.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2023-02-07","vix_close":18.66,"vix3m_close":20.78,"ratio":0.898,"spy_close":415.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2023-02-08","vix_close":19.63,"vix3m_close":21.82,"ratio":0.8996,"spy_close":410.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-09","vix_close":20.71,"vix3m_close":22.5,"ratio":0.9204,"spy_close":407.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-10","vix_close":20.53,"vix3m_close":22.55,"ratio":0.9104,"spy_close":408.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-13","vix_close":20.34,"vix3m_close":21.97,"ratio":0.9258,"spy_close":412.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-14","vix_close":18.91,"vix3m_close":21.14,"ratio":0.8945,"spy_close":412.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-15","vix_close":18.23,"vix3m_close":20.68,"ratio":0.8815,"spy_close":413.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-16","vix_close":20.17,"vix3m_close":21.88,"ratio":0.9218,"spy_close":408.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-17","vix_close":20.02,"vix3m_close":21.77,"ratio":0.9196,"spy_close":407.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2023-02-21","vix_close":22.87,"vix3m_close":23.38,"ratio":0.9782,"spy_close":399.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2023-02-22","vix_close":22.29,"vix3m_close":22.68,"ratio":0.9828,"spy_close":398.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2023-02-23","vix_close":21.14,"vix3m_close":21.74,"ratio":0.9724,"spy_close":400.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-02-24","vix_close":21.67,"vix3m_close":22.43,"ratio":0.9661,"spy_close":396.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-02-27","vix_close":20.95,"vix3m_close":21.59,"ratio":0.9704,"spy_close":397.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-02-28","vix_close":20.7,"vix3m_close":21.32,"ratio":0.9709,"spy_close":396.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-01","vix_close":20.58,"vix3m_close":21.36,"ratio":0.9635,"spy_close":394.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-02","vix_close":19.59,"vix3m_close":20.63,"ratio":0.9496,"spy_close":397.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-03","vix_close":18.49,"vix3m_close":19.98,"ratio":0.9254,"spy_close":404.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-06","vix_close":18.61,"vix3m_close":19.99,"ratio":0.931,"spy_close":404.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-07","vix_close":19.59,"vix3m_close":20.59,"ratio":0.9514,"spy_close":398.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-08","vix_close":19.11,"vix3m_close":20.19,"ratio":0.9465,"spy_close":398.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-09","vix_close":22.61,"vix3m_close":22.87,"ratio":0.9886,"spy_close":391.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-10","vix_close":24.8,"vix3m_close":25.39,"ratio":0.9768,"spy_close":385.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-13","vix_close":26.52,"vix3m_close":26.64,"ratio":0.9955,"spy_close":385.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-14","vix_close":23.73,"vix3m_close":24.87,"ratio":0.9542,"spy_close":391.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-15","vix_close":26.14,"vix3m_close":27.2,"ratio":0.961,"spy_close":389.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-16","vix_close":22.99,"vix3m_close":24.56,"ratio":0.9361,"spy_close":396.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-17","vix_close":25.51,"vix3m_close":27.42,"ratio":0.9303,"spy_close":389.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-20","vix_close":24.15,"vix3m_close":25.85,"ratio":0.9342,"spy_close":393.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-21","vix_close":21.38,"vix3m_close":23.57,"ratio":0.9071,"spy_close":398.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-22","vix_close":22.26,"vix3m_close":24.38,"ratio":0.913,"spy_close":392.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-23","vix_close":22.61,"vix3m_close":24.53,"ratio":0.9217,"spy_close":393.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-24","vix_close":21.74,"vix3m_close":23.96,"ratio":0.9073,"spy_close":395.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-27","vix_close":20.6,"vix3m_close":22.87,"ratio":0.9007,"spy_close":396.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-28","vix_close":19.97,"vix3m_close":22.38,"ratio":0.8923,"spy_close":395.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-29","vix_close":19.12,"vix3m_close":21.49,"ratio":0.8897,"spy_close":401.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-30","vix_close":19.02,"vix3m_close":21.45,"ratio":0.8867,"spy_close":403.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-03-31","vix_close":18.7,"vix3m_close":21.23,"ratio":0.8808,"spy_close":409.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-03","vix_close":18.55,"vix3m_close":20.83,"ratio":0.8905,"spy_close":410.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-04","vix_close":19.0,"vix3m_close":21.34,"ratio":0.8903,"spy_close":408.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-05","vix_close":19.08,"vix3m_close":21.48,"ratio":0.8883,"spy_close":407.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-06","vix_close":18.4,"vix3m_close":21.0,"ratio":0.8762,"spy_close":409.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-10","vix_close":18.97,"vix3m_close":21.07,"ratio":0.9003,"spy_close":409.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-11","vix_close":19.1,"vix3m_close":21.01,"ratio":0.9091,"spy_close":409.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-12","vix_close":19.09,"vix3m_close":21.05,"ratio":0.9069,"spy_close":408.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-13","vix_close":17.8,"vix3m_close":20.26,"ratio":0.8786,"spy_close":413.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-14","vix_close":17.07,"vix3m_close":20.03,"ratio":0.8522,"spy_close":412.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-17","vix_close":16.95,"vix3m_close":19.65,"ratio":0.8626,"spy_close":413.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-18","vix_close":16.83,"vix3m_close":19.82,"ratio":0.8491,"spy_close":414.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-19","vix_close":16.46,"vix3m_close":20.02,"ratio":0.8222,"spy_close":414.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-20","vix_close":17.17,"vix3m_close":20.55,"ratio":0.8355,"spy_close":411.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-21","vix_close":16.77,"vix3m_close":20.39,"ratio":0.8225,"spy_close":412.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-24","vix_close":16.89,"vix3m_close":20.4,"ratio":0.8279,"spy_close":412.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-25","vix_close":18.76,"vix3m_close":21.65,"ratio":0.8665,"spy_close":406.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-26","vix_close":18.84,"vix3m_close":21.54,"ratio":0.8747,"spy_close":404.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-27","vix_close":17.03,"vix3m_close":20.37,"ratio":0.836,"spy_close":412.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-04-28","vix_close":15.78,"vix3m_close":19.54,"ratio":0.8076,"spy_close":415.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-01","vix_close":16.08,"vix3m_close":19.67,"ratio":0.8175,"spy_close":415.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-02","vix_close":17.78,"vix3m_close":20.75,"ratio":0.8569,"spy_close":410.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-03","vix_close":18.34,"vix3m_close":21.29,"ratio":0.8614,"spy_close":408.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-04","vix_close":20.09,"vix3m_close":22.77,"ratio":0.8823,"spy_close":405.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-05","vix_close":17.19,"vix3m_close":20.78,"ratio":0.8272,"spy_close":412.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-08","vix_close":16.98,"vix3m_close":20.71,"ratio":0.8199,"spy_close":412.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-09","vix_close":17.71,"vix3m_close":21.17,"ratio":0.8366,"spy_close":410.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-10","vix_close":16.94,"vix3m_close":20.69,"ratio":0.8188,"spy_close":412.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-11","vix_close":16.93,"vix3m_close":20.62,"ratio":0.821,"spy_close":412.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-12","vix_close":17.03,"vix3m_close":20.66,"ratio":0.8243,"spy_close":411.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-15","vix_close":17.12,"vix3m_close":20.31,"ratio":0.8429,"spy_close":413.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-16","vix_close":17.99,"vix3m_close":20.9,"ratio":0.8608,"spy_close":410.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-17","vix_close":16.87,"vix3m_close":20.05,"ratio":0.8414,"spy_close":415.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-18","vix_close":16.05,"vix3m_close":19.33,"ratio":0.8303,"spy_close":419.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-19","vix_close":16.81,"vix3m_close":20.04,"ratio":0.8388,"spy_close":418.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-22","vix_close":17.21,"vix3m_close":20.36,"ratio":0.8453,"spy_close":418.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-23","vix_close":18.53,"vix3m_close":21.06,"ratio":0.8799,"spy_close":414.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-24","vix_close":20.03,"vix3m_close":22.02,"ratio":0.9096,"spy_close":411.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-25","vix_close":19.14,"vix3m_close":21.38,"ratio":0.8952,"spy_close":414.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-26","vix_close":17.95,"vix3m_close":20.44,"ratio":0.8782,"spy_close":420.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-30","vix_close":17.46,"vix3m_close":20.13,"ratio":0.8674,"spy_close":420.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-05-31","vix_close":17.94,"vix3m_close":20.21,"ratio":0.8877,"spy_close":417.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-01","vix_close":15.65,"vix3m_close":18.75,"ratio":0.8347,"spy_close":421.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-02","vix_close":14.6,"vix3m_close":17.92,"ratio":0.8147,"spy_close":427.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-05","vix_close":14.73,"vix3m_close":17.9,"ratio":0.8229,"spy_close":427.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-06","vix_close":13.96,"vix3m_close":17.04,"ratio":0.8192,"spy_close":428.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-07","vix_close":13.94,"vix3m_close":17.14,"ratio":0.8133,"spy_close":426.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-08","vix_close":13.65,"vix3m_close":16.86,"ratio":0.8096,"spy_close":429.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-09","vix_close":13.83,"vix3m_close":16.96,"ratio":0.8154,"spy_close":429.9,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-12","vix_close":15.01,"vix3m_close":17.28,"ratio":0.8686,"spy_close":433.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-13","vix_close":14.61,"vix3m_close":17.23,"ratio":0.8479,"spy_close":436.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-14","vix_close":13.88,"vix3m_close":16.86,"ratio":0.8233,"spy_close":437.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-15","vix_close":14.5,"vix3m_close":17.18,"ratio":0.844,"spy_close":442.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-16","vix_close":13.54,"vix3m_close":16.75,"ratio":0.8084,"spy_close":439.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-20","vix_close":13.88,"vix3m_close":17.3,"ratio":0.8023,"spy_close":437.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-21","vix_close":13.2,"vix3m_close":16.89,"ratio":0.7815,"spy_close":434.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-22","vix_close":12.91,"vix3m_close":16.56,"ratio":0.7796,"spy_close":436.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-23","vix_close":13.44,"vix3m_close":16.87,"ratio":0.7967,"spy_close":433.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-26","vix_close":14.25,"vix3m_close":17.05,"ratio":0.8358,"spy_close":431.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-27","vix_close":13.74,"vix3m_close":16.44,"ratio":0.8358,"spy_close":436.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-28","vix_close":13.43,"vix3m_close":15.9,"ratio":0.8447,"spy_close":436.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-29","vix_close":13.54,"vix3m_close":16.1,"ratio":0.841,"spy_close":438.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-06-30","vix_close":13.59,"vix3m_close":16.02,"ratio":0.8483,"spy_close":443.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-03","vix_close":13.57,"vix3m_close":16.07,"ratio":0.8444,"spy_close":443.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-05","vix_close":14.18,"vix3m_close":16.51,"ratio":0.8589,"spy_close":443.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-06","vix_close":15.44,"vix3m_close":17.52,"ratio":0.8813,"spy_close":439.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-07","vix_close":14.83,"vix3m_close":17.24,"ratio":0.8602,"spy_close":438.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-10","vix_close":15.07,"vix3m_close":17.25,"ratio":0.8736,"spy_close":439.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-11","vix_close":14.84,"vix3m_close":16.97,"ratio":0.8745,"spy_close":442.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-12","vix_close":13.54,"vix3m_close":16.11,"ratio":0.8405,"spy_close":446.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-13","vix_close":13.61,"vix3m_close":16.12,"ratio":0.8443,"spy_close":449.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-14","vix_close":13.34,"vix3m_close":16.04,"ratio":0.8317,"spy_close":449.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-17","vix_close":13.48,"vix3m_close":16.27,"ratio":0.8285,"spy_close":450.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-18","vix_close":13.3,"vix3m_close":16.13,"ratio":0.8246,"spy_close":454.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-19","vix_close":13.76,"vix3m_close":16.56,"ratio":0.8309,"spy_close":455.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-20","vix_close":13.99,"vix3m_close":16.66,"ratio":0.8397,"spy_close":452.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-21","vix_close":13.6,"vix3m_close":16.4,"ratio":0.8293,"spy_close":452.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-24","vix_close":13.91,"vix3m_close":16.26,"ratio":0.8555,"spy_close":454.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-25","vix_close":13.86,"vix3m_close":16.22,"ratio":0.8545,"spy_close":455.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-26","vix_close":13.19,"vix3m_close":15.79,"ratio":0.8353,"spy_close":455.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-27","vix_close":14.41,"vix3m_close":16.63,"ratio":0.8665,"spy_close":452.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-28","vix_close":13.33,"vix3m_close":15.92,"ratio":0.8373,"spy_close":456.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-07-31","vix_close":13.63,"vix3m_close":16.01,"ratio":0.8513,"spy_close":457.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-01","vix_close":13.93,"vix3m_close":16.34,"ratio":0.8525,"spy_close":456.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-02","vix_close":16.09,"vix3m_close":17.96,"ratio":0.8959,"spy_close":450.13,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-03","vix_close":15.92,"vix3m_close":17.72,"ratio":0.8984,"spy_close":448.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-04","vix_close":17.1,"vix3m_close":18.61,"ratio":0.9189,"spy_close":446.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-07","vix_close":15.77,"vix3m_close":17.72,"ratio":0.89,"spy_close":450.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-08","vix_close":15.99,"vix3m_close":18.13,"ratio":0.882,"spy_close":448.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-09","vix_close":15.96,"vix3m_close":18.05,"ratio":0.8842,"spy_close":445.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-10","vix_close":15.85,"vix3m_close":18.16,"ratio":0.8728,"spy_close":445.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-11","vix_close":14.84,"vix3m_close":17.56,"ratio":0.8451,"spy_close":445.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-14","vix_close":14.82,"vix3m_close":17.41,"ratio":0.8512,"spy_close":448.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-15","vix_close":16.46,"vix3m_close":18.59,"ratio":0.8854,"spy_close":442.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-16","vix_close":16.78,"vix3m_close":18.97,"ratio":0.8846,"spy_close":439.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-17","vix_close":17.89,"vix3m_close":19.83,"ratio":0.9022,"spy_close":436.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-18","vix_close":17.3,"vix3m_close":19.24,"ratio":0.8992,"spy_close":436.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-21","vix_close":17.13,"vix3m_close":18.77,"ratio":0.9126,"spy_close":439.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-22","vix_close":16.97,"vix3m_close":18.72,"ratio":0.9065,"spy_close":438.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-23","vix_close":15.98,"vix3m_close":17.94,"ratio":0.8907,"spy_close":443.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-24","vix_close":17.2,"vix3m_close":18.75,"ratio":0.9173,"spy_close":436.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-25","vix_close":15.68,"vix3m_close":17.72,"ratio":0.8849,"spy_close":439.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-28","vix_close":15.08,"vix3m_close":17.12,"ratio":0.8808,"spy_close":442.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-29","vix_close":14.45,"vix3m_close":16.56,"ratio":0.8726,"spy_close":449.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-30","vix_close":13.88,"vix3m_close":16.18,"ratio":0.8578,"spy_close":451.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-08-31","vix_close":13.57,"vix3m_close":15.92,"ratio":0.8524,"spy_close":450.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-01","vix_close":13.09,"vix3m_close":15.74,"ratio":0.8316,"spy_close":451.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-05","vix_close":14.01,"vix3m_close":16.24,"ratio":0.8627,"spy_close":449.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-06","vix_close":14.45,"vix3m_close":16.61,"ratio":0.87,"spy_close":446.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-07","vix_close":14.4,"vix3m_close":16.58,"ratio":0.8685,"spy_close":444.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-08","vix_close":13.84,"vix3m_close":16.14,"ratio":0.8575,"spy_close":445.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-11","vix_close":13.8,"vix3m_close":16.02,"ratio":0.8614,"spy_close":448.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-12","vix_close":14.23,"vix3m_close":16.25,"ratio":0.8757,"spy_close":445.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-13","vix_close":13.48,"vix3m_close":15.92,"ratio":0.8467,"spy_close":446.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-14","vix_close":12.82,"vix3m_close":15.34,"ratio":0.8357,"spy_close":450.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-15","vix_close":13.79,"vix3m_close":16.02,"ratio":0.8608,"spy_close":443.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-18","vix_close":14.0,"vix3m_close":16.13,"ratio":0.8679,"spy_close":443.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-19","vix_close":14.11,"vix3m_close":16.13,"ratio":0.8748,"spy_close":442.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-20","vix_close":15.14,"vix3m_close":16.81,"ratio":0.9007,"spy_close":438.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-21","vix_close":17.54,"vix3m_close":18.24,"ratio":0.9616,"spy_close":431.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-22","vix_close":17.2,"vix3m_close":18.09,"ratio":0.9508,"spy_close":430.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-25","vix_close":16.9,"vix3m_close":18.02,"ratio":0.9378,"spy_close":432.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-26","vix_close":18.94,"vix3m_close":19.72,"ratio":0.9604,"spy_close":425.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-27","vix_close":18.22,"vix3m_close":19.11,"ratio":0.9534,"spy_close":426.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-28","vix_close":17.34,"vix3m_close":18.38,"ratio":0.9434,"spy_close":428.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-09-29","vix_close":17.52,"vix3m_close":18.51,"ratio":0.9465,"spy_close":427.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-02","vix_close":17.61,"vix3m_close":18.62,"ratio":0.9458,"spy_close":427.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-03","vix_close":19.78,"vix3m_close":20.41,"ratio":0.9691,"spy_close":421.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-04","vix_close":18.58,"vix3m_close":19.52,"ratio":0.9518,"spy_close":424.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-05","vix_close":18.49,"vix3m_close":19.5,"ratio":0.9482,"spy_close":424.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-06","vix_close":17.45,"vix3m_close":18.73,"ratio":0.9317,"spy_close":429.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-09","vix_close":17.7,"vix3m_close":18.81,"ratio":0.941,"spy_close":432.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-10","vix_close":17.03,"vix3m_close":18.27,"ratio":0.9321,"spy_close":434.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-11","vix_close":16.09,"vix3m_close":17.63,"ratio":0.9126,"spy_close":436.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-12","vix_close":16.69,"vix3m_close":18.09,"ratio":0.9226,"spy_close":433.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-13","vix_close":19.32,"vix3m_close":20.57,"ratio":0.9392,"spy_close":431.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-16","vix_close":17.21,"vix3m_close":18.79,"ratio":0.9159,"spy_close":436.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-17","vix_close":17.88,"vix3m_close":19.26,"ratio":0.9283,"spy_close":436.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-18","vix_close":19.22,"vix3m_close":20.47,"ratio":0.9389,"spy_close":430.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-19","vix_close":21.4,"vix3m_close":22.19,"ratio":0.9644,"spy_close":426.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-20","vix_close":21.71,"vix3m_close":22.44,"ratio":0.9675,"spy_close":421.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-23","vix_close":20.37,"vix3m_close":21.33,"ratio":0.955,"spy_close":420.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-24","vix_close":18.97,"vix3m_close":20.21,"ratio":0.9386,"spy_close":423.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-25","vix_close":20.19,"vix3m_close":21.33,"ratio":0.9466,"spy_close":417.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-26","vix_close":20.68,"vix3m_close":21.57,"ratio":0.9587,"spy_close":412.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-27","vix_close":21.27,"vix3m_close":22.27,"ratio":0.9551,"spy_close":410.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-30","vix_close":19.75,"vix3m_close":20.8,"ratio":0.9495,"spy_close":415.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-10-31","vix_close":18.14,"vix3m_close":19.49,"ratio":0.9307,"spy_close":418.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-01","vix_close":16.87,"vix3m_close":18.55,"ratio":0.9094,"spy_close":422.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-02","vix_close":15.66,"vix3m_close":17.8,"ratio":0.8798,"spy_close":430.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-03","vix_close":14.91,"vix3m_close":17.22,"ratio":0.8659,"spy_close":434.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-06","vix_close":14.89,"vix3m_close":17.03,"ratio":0.8743,"spy_close":435.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-07","vix_close":14.81,"vix3m_close":16.92,"ratio":0.8753,"spy_close":436.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-08","vix_close":14.45,"vix3m_close":16.64,"ratio":0.8684,"spy_close":437.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-09","vix_close":15.29,"vix3m_close":17.3,"ratio":0.8838,"spy_close":433.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-10","vix_close":14.17,"vix3m_close":16.52,"ratio":0.8577,"spy_close":440.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-13","vix_close":14.76,"vix3m_close":16.61,"ratio":0.8886,"spy_close":440.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-14","vix_close":14.16,"vix3m_close":16.29,"ratio":0.8692,"spy_close":448.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-15","vix_close":14.18,"vix3m_close":16.28,"ratio":0.871,"spy_close":449.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-16","vix_close":14.32,"vix3m_close":16.14,"ratio":0.8872,"spy_close":450.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-17","vix_close":13.8,"vix3m_close":15.85,"ratio":0.8707,"spy_close":450.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-20","vix_close":13.41,"vix3m_close":15.69,"ratio":0.8547,"spy_close":454.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-21","vix_close":13.35,"vix3m_close":15.5,"ratio":0.8613,"spy_close":453.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-22","vix_close":12.85,"vix3m_close":15.48,"ratio":0.8301,"spy_close":455.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-24","vix_close":12.46,"vix3m_close":15.12,"ratio":0.8241,"spy_close":455.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-27","vix_close":12.69,"vix3m_close":15.34,"ratio":0.8272,"spy_close":454.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-28","vix_close":12.69,"vix3m_close":15.24,"ratio":0.8327,"spy_close":454.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-29","vix_close":12.98,"vix3m_close":15.51,"ratio":0.8369,"spy_close":454.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-11-30","vix_close":12.92,"vix3m_close":15.44,"ratio":0.8368,"spy_close":456.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-01","vix_close":12.63,"vix3m_close":15.36,"ratio":0.8223,"spy_close":459.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-04","vix_close":13.08,"vix3m_close":15.68,"ratio":0.8342,"spy_close":456.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-05","vix_close":12.85,"vix3m_close":15.57,"ratio":0.8253,"spy_close":456.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-06","vix_close":12.97,"vix3m_close":15.74,"ratio":0.824,"spy_close":454.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-07","vix_close":13.06,"vix3m_close":15.65,"ratio":0.8345,"spy_close":458.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-08","vix_close":12.35,"vix3m_close":15.16,"ratio":0.8146,"spy_close":460.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-11","vix_close":12.63,"vix3m_close":15.19,"ratio":0.8315,"spy_close":461.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-12","vix_close":12.07,"vix3m_close":14.83,"ratio":0.8139,"spy_close":464.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-13","vix_close":12.19,"vix3m_close":14.66,"ratio":0.8315,"spy_close":470.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-14","vix_close":12.48,"vix3m_close":14.79,"ratio":0.8438,"spy_close":472.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-15","vix_close":12.28,"vix3m_close":15.13,"ratio":0.8116,"spy_close":469.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-18","vix_close":12.56,"vix3m_close":15.47,"ratio":0.8119,"spy_close":471.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-19","vix_close":12.53,"vix3m_close":15.64,"ratio":0.8012,"spy_close":474.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-20","vix_close":13.67,"vix3m_close":16.58,"ratio":0.8245,"spy_close":468.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-21","vix_close":13.65,"vix3m_close":16.3,"ratio":0.8374,"spy_close":472.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-22","vix_close":13.03,"vix3m_close":15.99,"ratio":0.8149,"spy_close":473.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-26","vix_close":12.99,"vix3m_close":15.88,"ratio":0.818,"spy_close":475.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-27","vix_close":12.43,"vix3m_close":15.27,"ratio":0.814,"spy_close":476.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-28","vix_close":12.47,"vix3m_close":15.23,"ratio":0.8188,"spy_close":476.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2023-12-29","vix_close":12.45,"vix3m_close":15.26,"ratio":0.8159,"spy_close":475.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-02","vix_close":13.2,"vix3m_close":15.48,"ratio":0.8527,"spy_close":472.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-03","vix_close":14.04,"vix3m_close":16.04,"ratio":0.8753,"spy_close":468.79,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-04","vix_close":14.13,"vix3m_close":16.04,"ratio":0.8809,"spy_close":467.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-05","vix_close":13.35,"vix3m_close":15.51,"ratio":0.8607,"spy_close":467.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-08","vix_close":13.08,"vix3m_close":15.14,"ratio":0.8639,"spy_close":474.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-09","vix_close":12.76,"vix3m_close":14.9,"ratio":0.8564,"spy_close":473.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-10","vix_close":12.69,"vix3m_close":14.73,"ratio":0.8615,"spy_close":476.56,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-11","vix_close":12.44,"vix3m_close":14.56,"ratio":0.8544,"spy_close":476.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-12","vix_close":12.7,"vix3m_close":14.94,"ratio":0.8501,"spy_close":476.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-16","vix_close":13.84,"vix3m_close":15.74,"ratio":0.8793,"spy_close":474.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-17","vix_close":14.79,"vix3m_close":16.38,"ratio":0.9029,"spy_close":472.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-18","vix_close":14.13,"vix3m_close":15.84,"ratio":0.892,"spy_close":476.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-19","vix_close":13.3,"vix3m_close":15.26,"ratio":0.8716,"spy_close":482.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-22","vix_close":13.19,"vix3m_close":14.97,"ratio":0.8811,"spy_close":483.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-23","vix_close":12.55,"vix3m_close":14.52,"ratio":0.8643,"spy_close":484.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-24","vix_close":13.14,"vix3m_close":14.97,"ratio":0.8778,"spy_close":485.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-25","vix_close":13.45,"vix3m_close":15.1,"ratio":0.8907,"spy_close":488.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-26","vix_close":13.26,"vix3m_close":15.03,"ratio":0.8822,"spy_close":487.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-29","vix_close":13.6,"vix3m_close":15.22,"ratio":0.8936,"spy_close":491.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-30","vix_close":13.31,"vix3m_close":15.14,"ratio":0.8791,"spy_close":490.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-01-31","vix_close":14.35,"vix3m_close":15.96,"ratio":0.8991,"spy_close":482.88,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-01","vix_close":13.88,"vix3m_close":15.5,"ratio":0.8955,"spy_close":489.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-02","vix_close":13.85,"vix3m_close":15.61,"ratio":0.8873,"spy_close":494.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-05","vix_close":13.67,"vix3m_close":15.33,"ratio":0.8917,"spy_close":492.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-06","vix_close":13.06,"vix3m_close":14.99,"ratio":0.8712,"spy_close":493.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-07","vix_close":12.83,"vix3m_close":14.85,"ratio":0.864,"spy_close":498.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-08","vix_close":12.79,"vix3m_close":14.93,"ratio":0.8567,"spy_close":498.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-09","vix_close":12.93,"vix3m_close":15.08,"ratio":0.8574,"spy_close":501.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-12","vix_close":13.93,"vix3m_close":15.67,"ratio":0.889,"spy_close":500.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-13","vix_close":15.85,"vix3m_close":16.82,"ratio":0.9423,"spy_close":494.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-14","vix_close":14.38,"vix3m_close":15.93,"ratio":0.9027,"spy_close":498.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-15","vix_close":14.01,"vix3m_close":15.76,"ratio":0.889,"spy_close":502.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-16","vix_close":14.24,"vix3m_close":15.86,"ratio":0.8979,"spy_close":499.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-20","vix_close":15.42,"vix3m_close":16.41,"ratio":0.9397,"spy_close":496.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-21","vix_close":15.34,"vix3m_close":16.23,"ratio":0.9452,"spy_close":497.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-22","vix_close":14.54,"vix3m_close":15.77,"ratio":0.922,"spy_close":507.5,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-23","vix_close":13.75,"vix3m_close":15.25,"ratio":0.9016,"spy_close":507.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-26","vix_close":13.74,"vix3m_close":15.22,"ratio":0.9028,"spy_close":505.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-27","vix_close":13.43,"vix3m_close":14.89,"ratio":0.9019,"spy_close":506.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-28","vix_close":13.84,"vix3m_close":15.22,"ratio":0.9093,"spy_close":506.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-02-29","vix_close":13.4,"vix3m_close":14.93,"ratio":0.8975,"spy_close":508.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-01","vix_close":13.11,"vix3m_close":14.93,"ratio":0.8781,"spy_close":512.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-04","vix_close":13.49,"vix3m_close":15.23,"ratio":0.8858,"spy_close":512.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-05","vix_close":14.46,"vix3m_close":15.91,"ratio":0.9089,"spy_close":507.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-06","vix_close":14.5,"vix3m_close":15.97,"ratio":0.908,"spy_close":509.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-07","vix_close":14.44,"vix3m_close":15.91,"ratio":0.9076,"spy_close":514.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-08","vix_close":14.74,"vix3m_close":16.3,"ratio":0.9043,"spy_close":511.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-11","vix_close":15.22,"vix3m_close":16.46,"ratio":0.9247,"spy_close":511.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-12","vix_close":13.84,"vix3m_close":15.66,"ratio":0.8838,"spy_close":516.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-13","vix_close":13.75,"vix3m_close":15.6,"ratio":0.8814,"spy_close":515.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-14","vix_close":14.4,"vix3m_close":16.12,"ratio":0.8933,"spy_close":514.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-15","vix_close":14.41,"vix3m_close":16.41,"ratio":0.8781,"spy_close":509.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-18","vix_close":14.33,"vix3m_close":16.22,"ratio":0.8835,"spy_close":512.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-19","vix_close":13.82,"vix3m_close":15.77,"ratio":0.8763,"spy_close":515.71,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-20","vix_close":13.04,"vix3m_close":15.28,"ratio":0.8534,"spy_close":520.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-21","vix_close":12.92,"vix3m_close":15.18,"ratio":0.8511,"spy_close":522.2,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-22","vix_close":13.06,"vix3m_close":15.3,"ratio":0.8536,"spy_close":521.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-25","vix_close":13.19,"vix3m_close":15.38,"ratio":0.8576,"spy_close":519.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-26","vix_close":13.24,"vix3m_close":15.29,"ratio":0.8659,"spy_close":518.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-27","vix_close":12.78,"vix3m_close":15.01,"ratio":0.8514,"spy_close":523.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-03-28","vix_close":13.01,"vix3m_close":15.19,"ratio":0.8565,"spy_close":523.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-01","vix_close":13.65,"vix3m_close":15.52,"ratio":0.8795,"spy_close":522.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-02","vix_close":14.61,"vix3m_close":16.09,"ratio":0.908,"spy_close":518.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-03","vix_close":14.33,"vix3m_close":15.91,"ratio":0.9007,"spy_close":519.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-04","vix_close":16.35,"vix3m_close":17.16,"ratio":0.9528,"spy_close":513.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-05","vix_close":16.03,"vix3m_close":17.18,"ratio":0.9331,"spy_close":518.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-08","vix_close":15.19,"vix3m_close":16.56,"ratio":0.9173,"spy_close":518.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-09","vix_close":14.98,"vix3m_close":16.42,"ratio":0.9123,"spy_close":519.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-10","vix_close":15.8,"vix3m_close":17.04,"ratio":0.9272,"spy_close":514.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-11","vix_close":14.91,"vix3m_close":16.49,"ratio":0.9042,"spy_close":518.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-12","vix_close":17.31,"vix3m_close":18.2,"ratio":0.9511,"spy_close":510.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-15","vix_close":19.23,"vix3m_close":19.55,"ratio":0.9836,"spy_close":504.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-16","vix_close":18.4,"vix3m_close":18.84,"ratio":0.9766,"spy_close":503.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-17","vix_close":18.21,"vix3m_close":18.77,"ratio":0.9702,"spy_close":500.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-18","vix_close":18.0,"vix3m_close":18.66,"ratio":0.9646,"spy_close":499.52,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-19","vix_close":18.71,"vix3m_close":19.25,"ratio":0.9719,"spy_close":495.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-22","vix_close":16.94,"vix3m_close":17.63,"ratio":0.9609,"spy_close":499.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-23","vix_close":15.69,"vix3m_close":16.68,"ratio":0.9406,"spy_close":505.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-24","vix_close":15.97,"vix3m_close":16.84,"ratio":0.9483,"spy_close":505.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-25","vix_close":15.37,"vix3m_close":16.37,"ratio":0.9389,"spy_close":503.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-26","vix_close":15.03,"vix3m_close":16.27,"ratio":0.9238,"spy_close":508.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-29","vix_close":14.67,"vix3m_close":16.0,"ratio":0.9169,"spy_close":510.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-04-30","vix_close":15.65,"vix3m_close":16.59,"ratio":0.9433,"spy_close":501.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-01","vix_close":15.39,"vix3m_close":16.57,"ratio":0.9288,"spy_close":500.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-02","vix_close":14.68,"vix3m_close":16.05,"ratio":0.9146,"spy_close":505.03,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-03","vix_close":13.49,"vix3m_close":15.27,"ratio":0.8834,"spy_close":511.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-06","vix_close":13.49,"vix3m_close":15.02,"ratio":0.8981,"spy_close":516.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-07","vix_close":13.23,"vix3m_close":14.95,"ratio":0.8849,"spy_close":517.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-08","vix_close":13.0,"vix3m_close":14.9,"ratio":0.8725,"spy_close":517.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-09","vix_close":12.69,"vix3m_close":14.71,"ratio":0.8627,"spy_close":520.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-10","vix_close":12.55,"vix3m_close":14.66,"ratio":0.8561,"spy_close":520.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-13","vix_close":13.6,"vix3m_close":14.89,"ratio":0.9134,"spy_close":520.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-14","vix_close":13.42,"vix3m_close":14.7,"ratio":0.9129,"spy_close":523.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-15","vix_close":12.45,"vix3m_close":14.08,"ratio":0.8842,"spy_close":529.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-16","vix_close":12.42,"vix3m_close":14.22,"ratio":0.8734,"spy_close":528.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-17","vix_close":11.99,"vix3m_close":13.99,"ratio":0.857,"spy_close":529.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-20","vix_close":12.15,"vix3m_close":14.11,"ratio":0.8611,"spy_close":530.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-21","vix_close":11.86,"vix3m_close":13.95,"ratio":0.8502,"spy_close":531.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-22","vix_close":12.29,"vix3m_close":14.31,"ratio":0.8588,"spy_close":529.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-23","vix_close":12.77,"vix3m_close":14.67,"ratio":0.8705,"spy_close":525.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-24","vix_close":11.93,"vix3m_close":14.17,"ratio":0.8419,"spy_close":529.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-28","vix_close":12.92,"vix3m_close":14.72,"ratio":0.8777,"spy_close":529.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-29","vix_close":14.28,"vix3m_close":15.45,"ratio":0.9243,"spy_close":526.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-30","vix_close":14.47,"vix3m_close":15.59,"ratio":0.9282,"spy_close":522.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-05-31","vix_close":12.92,"vix3m_close":14.66,"ratio":0.8813,"spy_close":527.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-03","vix_close":13.11,"vix3m_close":14.8,"ratio":0.8858,"spy_close":527.8,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-04","vix_close":13.16,"vix3m_close":14.88,"ratio":0.8844,"spy_close":528.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-05","vix_close":12.63,"vix3m_close":14.54,"ratio":0.8686,"spy_close":534.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-06","vix_close":12.58,"vix3m_close":14.54,"ratio":0.8652,"spy_close":534.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-07","vix_close":12.22,"vix3m_close":14.41,"ratio":0.848,"spy_close":534.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-10","vix_close":12.74,"vix3m_close":14.6,"ratio":0.8726,"spy_close":535.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-11","vix_close":12.85,"vix3m_close":14.49,"ratio":0.8868,"spy_close":536.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-12","vix_close":12.04,"vix3m_close":14.12,"ratio":0.8527,"spy_close":541.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-13","vix_close":11.94,"vix3m_close":14.17,"ratio":0.8426,"spy_close":542.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-14","vix_close":12.66,"vix3m_close":14.84,"ratio":0.8531,"spy_close":542.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-17","vix_close":12.75,"vix3m_close":14.79,"ratio":0.8621,"spy_close":547.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-18","vix_close":12.3,"vix3m_close":14.69,"ratio":0.8373,"spy_close":548.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-20","vix_close":13.28,"vix3m_close":15.41,"ratio":0.8618,"spy_close":547.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-21","vix_close":13.2,"vix3m_close":15.17,"ratio":0.8701,"spy_close":544.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-24","vix_close":13.33,"vix3m_close":15.23,"ratio":0.8752,"spy_close":542.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-25","vix_close":12.84,"vix3m_close":14.86,"ratio":0.8641,"spy_close":544.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-26","vix_close":12.55,"vix3m_close":14.71,"ratio":0.8532,"spy_close":545.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-27","vix_close":12.24,"vix3m_close":14.42,"ratio":0.8488,"spy_close":546.37,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-06-28","vix_close":12.44,"vix3m_close":14.52,"ratio":0.8567,"spy_close":544.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-01","vix_close":12.22,"vix3m_close":14.19,"ratio":0.8612,"spy_close":545.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-02","vix_close":12.03,"vix3m_close":14.01,"ratio":0.8587,"spy_close":549.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-03","vix_close":12.09,"vix3m_close":14.02,"ratio":0.8623,"spy_close":551.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-05","vix_close":12.48,"vix3m_close":14.35,"ratio":0.8697,"spy_close":554.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-08","vix_close":12.37,"vix3m_close":14.29,"ratio":0.8656,"spy_close":555.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-09","vix_close":12.51,"vix3m_close":14.39,"ratio":0.8694,"spy_close":555.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-10","vix_close":12.85,"vix3m_close":14.5,"ratio":0.8862,"spy_close":561.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-11","vix_close":12.92,"vix3m_close":14.67,"ratio":0.8807,"spy_close":556.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-12","vix_close":12.46,"vix3m_close":14.37,"ratio":0.8671,"spy_close":559.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-15","vix_close":13.12,"vix3m_close":14.87,"ratio":0.8823,"spy_close":561.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-16","vix_close":13.19,"vix3m_close":14.91,"ratio":0.8846,"spy_close":564.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-17","vix_close":14.48,"vix3m_close":15.79,"ratio":0.917,"spy_close":556.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-18","vix_close":15.93,"vix3m_close":16.56,"ratio":0.962,"spy_close":552.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-19","vix_close":16.52,"vix3m_close":17.16,"ratio":0.9627,"spy_close":548.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-22","vix_close":14.91,"vix3m_close":16.09,"ratio":0.9267,"spy_close":554.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-23","vix_close":14.72,"vix3m_close":16.01,"ratio":0.9194,"spy_close":553.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-24","vix_close":18.04,"vix3m_close":18.43,"ratio":0.9788,"spy_close":541.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-25","vix_close":18.46,"vix3m_close":18.69,"ratio":0.9877,"spy_close":538.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-26","vix_close":16.39,"vix3m_close":17.24,"ratio":0.9507,"spy_close":544.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-29","vix_close":16.6,"vix3m_close":17.16,"ratio":0.9674,"spy_close":544.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-30","vix_close":17.69,"vix3m_close":18.01,"ratio":0.9822,"spy_close":542.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-07-31","vix_close":16.36,"vix3m_close":16.97,"ratio":0.9641,"spy_close":550.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-08-01","vix_close":18.59,"vix3m_close":19.14,"ratio":0.9713,"spy_close":543.01,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2024-08-02","vix_close":23.39,"vix3m_close":23.34,"ratio":1.0021,"spy_close":532.9,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2024-08-05","vix_close":38.57,"vix3m_close":33.71,"ratio":1.1442,"spy_close":517.38,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2024-08-06","vix_close":27.71,"vix3m_close":26.76,"ratio":1.0355,"spy_close":522.15,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2024-08-07","vix_close":27.85,"vix3m_close":27.01,"ratio":1.0311,"spy_close":518.66,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-08","vix_close":23.79,"vix3m_close":24.13,"ratio":0.9859,"spy_close":530.65,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-09","vix_close":20.37,"vix3m_close":21.18,"ratio":0.9618,"spy_close":532.99,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-12","vix_close":20.71,"vix3m_close":21.63,"ratio":0.9575,"spy_close":533.27,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-13","vix_close":18.12,"vix3m_close":19.86,"ratio":0.9124,"spy_close":542.04,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-14","vix_close":16.19,"vix3m_close":18.45,"ratio":0.8775,"spy_close":543.75,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-15","vix_close":15.23,"vix3m_close":17.88,"ratio":0.8518,"spy_close":553.07,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-16","vix_close":14.8,"vix3m_close":17.81,"ratio":0.831,"spy_close":554.31,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-19","vix_close":14.65,"vix3m_close":17.59,"ratio":0.8329,"spy_close":559.61,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-20","vix_close":15.88,"vix3m_close":18.28,"ratio":0.8687,"spy_close":558.7,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-21","vix_close":16.27,"vix3m_close":18.58,"ratio":0.8757,"spy_close":560.62,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-22","vix_close":17.55,"vix3m_close":19.36,"ratio":0.9065,"spy_close":556.22,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-23","vix_close":15.86,"vix3m_close":18.19,"ratio":0.8719,"spy_close":562.13,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-26","vix_close":16.15,"vix3m_close":18.25,"ratio":0.8849,"spy_close":560.79,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-27","vix_close":15.43,"vix3m_close":17.73,"ratio":0.8703,"spy_close":561.56,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-28","vix_close":17.11,"vix3m_close":18.9,"ratio":0.9053,"spy_close":558.3,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-29","vix_close":15.65,"vix3m_close":18.0,"ratio":0.8694,"spy_close":558.35,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-08-30","vix_close":15.0,"vix3m_close":17.43,"ratio":0.8606,"spy_close":563.68,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-03","vix_close":20.72,"vix3m_close":21.7,"ratio":0.9548,"spy_close":552.08,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-04","vix_close":21.32,"vix3m_close":22.07,"ratio":0.966,"spy_close":550.95,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-05","vix_close":19.9,"vix3m_close":20.93,"ratio":0.9508,"spy_close":549.61,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-06","vix_close":22.38,"vix3m_close":22.74,"ratio":0.9842,"spy_close":540.36,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-09","vix_close":19.45,"vix3m_close":20.88,"ratio":0.9315,"spy_close":546.41,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-10","vix_close":19.08,"vix3m_close":20.55,"ratio":0.9285,"spy_close":548.79,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-11","vix_close":17.69,"vix3m_close":19.59,"ratio":0.903,"spy_close":554.42,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-12","vix_close":17.07,"vix3m_close":19.48,"ratio":0.8763,"spy_close":559.09,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-13","vix_close":16.56,"vix3m_close":19.28,"ratio":0.8589,"spy_close":562.01,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-16","vix_close":17.14,"vix3m_close":19.81,"ratio":0.8652,"spy_close":562.84,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-17","vix_close":17.61,"vix3m_close":20.13,"ratio":0.8748,"spy_close":563.07,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-18","vix_close":18.23,"vix3m_close":20.35,"ratio":0.8958,"spy_close":561.4,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-19","vix_close":16.33,"vix3m_close":19.07,"ratio":0.8563,"spy_close":570.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-20","vix_close":16.15,"vix3m_close":18.94,"ratio":0.8527,"spy_close":568.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-23","vix_close":15.89,"vix3m_close":18.7,"ratio":0.8497,"spy_close":569.67,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-24","vix_close":15.39,"vix3m_close":18.47,"ratio":0.8332,"spy_close":571.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-25","vix_close":15.41,"vix3m_close":18.57,"ratio":0.8298,"spy_close":570.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-26","vix_close":15.37,"vix3m_close":18.45,"ratio":0.8331,"spy_close":572.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-27","vix_close":16.96,"vix3m_close":19.54,"ratio":0.868,"spy_close":571.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-09-30","vix_close":16.73,"vix3m_close":19.22,"ratio":0.8704,"spy_close":573.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-10-01","vix_close":19.26,"vix3m_close":20.89,"ratio":0.922,"spy_close":568.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-10-02","vix_close":18.9,"vix3m_close":20.59,"ratio":0.9179,"spy_close":568.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-10-03","vix_close":20.49,"vix3m_close":21.63,"ratio":0.9473,"spy_close":567.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-10-04","vix_close":19.21,"vix3m_close":20.65,"ratio":0.9303,"spy_close":572.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-10-07","vix_close":22.64,"vix3m_close":22.59,"ratio":1.0022,"spy_close":567.8,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-08","vix_close":21.42,"vix3m_close":21.52,"ratio":0.9954,"spy_close":573.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-09","vix_close":20.86,"vix3m_close":20.91,"ratio":0.9976,"spy_close":577.14,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-10","vix_close":20.93,"vix3m_close":21.02,"ratio":0.9957,"spy_close":576.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-11","vix_close":20.46,"vix3m_close":20.77,"ratio":0.9851,"spy_close":579.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-14","vix_close":19.7,"vix3m_close":20.12,"ratio":0.9791,"spy_close":584.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-15","vix_close":20.64,"vix3m_close":20.8,"ratio":0.9923,"spy_close":579.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-16","vix_close":19.58,"vix3m_close":20.32,"ratio":0.9636,"spy_close":582.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-17","vix_close":19.11,"vix3m_close":19.81,"ratio":0.9647,"spy_close":582.35,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-18","vix_close":18.03,"vix3m_close":19.19,"ratio":0.9396,"spy_close":584.59,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-21","vix_close":18.37,"vix3m_close":19.24,"ratio":0.9548,"spy_close":583.63,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-22","vix_close":18.2,"vix3m_close":19.17,"ratio":0.9494,"spy_close":583.32,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-23","vix_close":19.24,"vix3m_close":20.04,"ratio":0.9601,"spy_close":577.99,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-24","vix_close":19.08,"vix3m_close":19.85,"ratio":0.9612,"spy_close":579.24,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-25","vix_close":20.33,"vix3m_close":20.94,"ratio":0.9709,"spy_close":579.04,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-28","vix_close":19.8,"vix3m_close":20.17,"ratio":0.9817,"spy_close":580.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2024-10-29","vix_close":19.34,"vix3m_close":19.96,"ratio":0.9689,"spy_close":581.77,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2024-10-30","vix_close":20.35,"vix3m_close":20.76,"ratio":0.9803,"spy_close":580.01,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2024-10-31","vix_close":23.16,"vix3m_close":22.64,"ratio":1.023,"spy_close":568.64,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2024-11-01","vix_close":21.88,"vix3m_close":21.91,"ratio":0.9986,"spy_close":571.04,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":6.67},{"date":"2024-11-04","vix_close":21.98,"vix3m_close":21.57,"ratio":1.019,"spy_close":569.81,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":7.78},{"date":"2024-11-05","vix_close":20.49,"vix3m_close":20.19,"ratio":1.0149,"spy_close":576.7,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-06","vix_close":16.27,"vix3m_close":17.67,"ratio":0.9208,"spy_close":591.04,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-07","vix_close":15.2,"vix3m_close":16.95,"ratio":0.8968,"spy_close":595.61,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-08","vix_close":14.94,"vix3m_close":16.83,"ratio":0.8877,"spy_close":598.19,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-11","vix_close":14.97,"vix3m_close":16.8,"ratio":0.8911,"spy_close":598.76,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-12","vix_close":14.71,"vix3m_close":16.71,"ratio":0.8803,"spy_close":596.9,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-13","vix_close":14.02,"vix3m_close":16.51,"ratio":0.8492,"spy_close":597.19,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-14","vix_close":14.31,"vix3m_close":16.68,"ratio":0.8579,"spy_close":593.35,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-15","vix_close":16.14,"vix3m_close":17.81,"ratio":0.9062,"spy_close":585.75,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-18","vix_close":15.58,"vix3m_close":17.19,"ratio":0.9063,"spy_close":588.15,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-19","vix_close":16.35,"vix3m_close":17.69,"ratio":0.9243,"spy_close":590.3,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-20","vix_close":17.16,"vix3m_close":18.26,"ratio":0.9398,"spy_close":590.5,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-21","vix_close":16.87,"vix3m_close":18.18,"ratio":0.9279,"spy_close":593.67,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-22","vix_close":15.24,"vix3m_close":17.3,"ratio":0.8809,"spy_close":595.51,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-25","vix_close":14.6,"vix3m_close":16.87,"ratio":0.8654,"spy_close":597.53,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-26","vix_close":14.1,"vix3m_close":16.53,"ratio":0.853,"spy_close":600.65,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-27","vix_close":14.1,"vix3m_close":16.6,"ratio":0.8494,"spy_close":598.83,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-11-29","vix_close":13.51,"vix3m_close":16.26,"ratio":0.8309,"spy_close":602.55,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-02","vix_close":13.34,"vix3m_close":16.34,"ratio":0.8164,"spy_close":603.63,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-03","vix_close":13.3,"vix3m_close":16.24,"ratio":0.819,"spy_close":603.91,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-04","vix_close":13.45,"vix3m_close":16.39,"ratio":0.8206,"spy_close":607.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-05","vix_close":13.54,"vix3m_close":16.58,"ratio":0.8166,"spy_close":606.66,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-06","vix_close":12.77,"vix3m_close":16.32,"ratio":0.7825,"spy_close":607.81,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-09","vix_close":14.19,"vix3m_close":17.09,"ratio":0.8303,"spy_close":604.68,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":8.89},{"date":"2024-12-10","vix_close":14.18,"vix3m_close":16.98,"ratio":0.8351,"spy_close":602.8,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":7.78},{"date":"2024-12-11","vix_close":13.58,"vix3m_close":16.88,"ratio":0.8045,"spy_close":607.46,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2024-12-12","vix_close":13.92,"vix3m_close":17.35,"ratio":0.8023,"spy_close":604.33,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2024-12-13","vix_close":13.81,"vix3m_close":17.15,"ratio":0.8052,"spy_close":604.21,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-12-16","vix_close":14.69,"vix3m_close":17.57,"ratio":0.8361,"spy_close":606.79,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-12-17","vix_close":15.87,"vix3m_close":18.13,"ratio":0.8753,"spy_close":604.29,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":4.44},{"date":"2024-12-18","vix_close":27.62,"vix3m_close":24.24,"ratio":1.1394,"spy_close":586.28,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-19","vix_close":24.09,"vix3m_close":24.14,"ratio":0.9979,"spy_close":586.1,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-20","vix_close":18.36,"vix3m_close":20.1,"ratio":0.9134,"spy_close":591.15,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-23","vix_close":16.78,"vix3m_close":18.65,"ratio":0.8997,"spy_close":594.69,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-24","vix_close":14.27,"vix3m_close":17.2,"ratio":0.8297,"spy_close":601.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-26","vix_close":14.73,"vix3m_close":17.36,"ratio":0.8485,"spy_close":601.34,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-27","vix_close":15.95,"vix3m_close":18.07,"ratio":0.8827,"spy_close":595.01,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-30","vix_close":17.4,"vix3m_close":18.94,"ratio":0.9187,"spy_close":588.22,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2024-12-31","vix_close":17.35,"vix3m_close":18.98,"ratio":0.9141,"spy_close":586.08,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":5.56},{"date":"2025-01-02","vix_close":17.93,"vix3m_close":19.33,"ratio":0.9276,"spy_close":584.64,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-03","vix_close":16.13,"vix3m_close":18.14,"ratio":0.8892,"spy_close":591.95,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-06","vix_close":16.04,"vix3m_close":18.03,"ratio":0.8896,"spy_close":595.36,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-07","vix_close":17.82,"vix3m_close":19.19,"ratio":0.9286,"spy_close":588.63,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-08","vix_close":17.7,"vix3m_close":19.34,"ratio":0.9152,"spy_close":589.49,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-10","vix_close":19.54,"vix3m_close":20.97,"ratio":0.9318,"spy_close":580.49,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-13","vix_close":19.19,"vix3m_close":20.43,"ratio":0.9393,"spy_close":581.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-14","vix_close":18.71,"vix3m_close":19.99,"ratio":0.936,"spy_close":582.19,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-15","vix_close":16.12,"vix3m_close":18.23,"ratio":0.8843,"spy_close":592.78,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-16","vix_close":16.6,"vix3m_close":18.35,"ratio":0.9046,"spy_close":591.64,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-17","vix_close":15.97,"vix3m_close":18.19,"ratio":0.878,"spy_close":597.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-21","vix_close":15.06,"vix3m_close":17.5,"ratio":0.8606,"spy_close":603.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-22","vix_close":15.1,"vix3m_close":17.81,"ratio":0.8478,"spy_close":606.44,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-23","vix_close":15.02,"vix3m_close":17.52,"ratio":0.8573,"spy_close":609.75,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-24","vix_close":14.85,"vix3m_close":17.55,"ratio":0.8462,"spy_close":607.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-27","vix_close":17.9,"vix3m_close":18.97,"ratio":0.9436,"spy_close":599.37,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-28","vix_close":16.41,"vix3m_close":18.13,"ratio":0.9051,"spy_close":604.52,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-29","vix_close":16.56,"vix3m_close":18.15,"ratio":0.9124,"spy_close":601.81,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":5.56},{"date":"2025-01-30","vix_close":15.84,"vix3m_close":17.91,"ratio":0.8844,"spy_close":605.04,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2025-01-31","vix_close":16.43,"vix3m_close":18.43,"ratio":0.8915,"spy_close":601.82,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2025-02-03","vix_close":18.62,"vix3m_close":19.55,"ratio":0.9524,"spy_close":597.77,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2025-02-04","vix_close":17.21,"vix3m_close":18.64,"ratio":0.9233,"spy_close":601.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-05","vix_close":15.77,"vix3m_close":17.96,"ratio":0.8781,"spy_close":604.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-06","vix_close":15.5,"vix3m_close":17.94,"ratio":0.864,"spy_close":606.32,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-07","vix_close":16.54,"vix3m_close":18.63,"ratio":0.8878,"spy_close":600.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-10","vix_close":15.81,"vix3m_close":18.23,"ratio":0.8673,"spy_close":604.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-11","vix_close":16.02,"vix3m_close":18.28,"ratio":0.8764,"spy_close":605.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-12","vix_close":15.89,"vix3m_close":18.31,"ratio":0.8678,"spy_close":603.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-13","vix_close":15.1,"vix3m_close":17.84,"ratio":0.8464,"spy_close":609.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-14","vix_close":14.77,"vix3m_close":17.81,"ratio":0.8293,"spy_close":609.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":5.56},{"date":"2025-02-18","vix_close":15.35,"vix3m_close":17.82,"ratio":0.8614,"spy_close":611.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-19","vix_close":15.27,"vix3m_close":17.93,"ratio":0.8516,"spy_close":612.93,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-20","vix_close":15.66,"vix3m_close":18.01,"ratio":0.8695,"spy_close":610.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-21","vix_close":18.21,"vix3m_close":19.48,"ratio":0.9348,"spy_close":599.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-24","vix_close":18.98,"vix3m_close":19.86,"ratio":0.9557,"spy_close":597.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-25","vix_close":19.43,"vix3m_close":20.03,"ratio":0.97,"spy_close":594.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-26","vix_close":19.1,"vix3m_close":19.75,"ratio":0.9671,"spy_close":594.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-27","vix_close":21.13,"vix3m_close":21.22,"ratio":0.9958,"spy_close":585.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-02-28","vix_close":19.63,"vix3m_close":20.18,"ratio":0.9727,"spy_close":594.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":4.44},{"date":"2025-03-03","vix_close":22.78,"vix3m_close":22.18,"ratio":1.0271,"spy_close":583.77,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":5.56},{"date":"2025-03-04","vix_close":23.51,"vix3m_close":22.78,"ratio":1.032,"spy_close":576.86,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":6.67},{"date":"2025-03-05","vix_close":21.93,"vix3m_close":21.72,"ratio":1.0097,"spy_close":583.06,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":7.78},{"date":"2025-03-06","vix_close":24.87,"vix3m_close":23.7,"ratio":1.0494,"spy_close":572.71,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":8.89},{"date":"2025-03-07","vix_close":23.37,"vix3m_close":22.59,"ratio":1.0345,"spy_close":575.92,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":10.0},{"date":"2025-03-10","vix_close":27.86,"vix3m_close":25.72,"ratio":1.0832,"spy_close":560.58,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":11.11},{"date":"2025-03-11","vix_close":26.92,"vix3m_close":25.34,"ratio":1.0624,"spy_close":555.92,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":12.22},{"date":"2025-03-12","vix_close":24.23,"vix3m_close":23.67,"ratio":1.0237,"spy_close":558.87,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":13.33},{"date":"2025-03-13","vix_close":24.66,"vix3m_close":24.06,"ratio":1.0249,"spy_close":551.42,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":14.44},{"date":"2025-03-14","vix_close":21.77,"vix3m_close":22.17,"ratio":0.982,"spy_close":562.81,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":13.33},{"date":"2025-03-17","vix_close":20.51,"vix3m_close":21.3,"ratio":0.9629,"spy_close":567.15,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":13.33},{"date":"2025-03-18","vix_close":21.7,"vix3m_close":21.97,"ratio":0.9877,"spy_close":561.02,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":12.22},{"date":"2025-03-19","vix_close":19.9,"vix3m_close":20.83,"ratio":0.9554,"spy_close":567.13,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-20","vix_close":19.8,"vix3m_close":20.71,"ratio":0.9561,"spy_close":565.49,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-21","vix_close":19.28,"vix3m_close":20.35,"ratio":0.9474,"spy_close":563.98,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-24","vix_close":17.48,"vix3m_close":19.04,"ratio":0.9181,"spy_close":574.08,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-25","vix_close":17.15,"vix3m_close":19.05,"ratio":0.9003,"spy_close":575.46,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-26","vix_close":18.33,"vix3m_close":19.84,"ratio":0.9239,"spy_close":568.59,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-27","vix_close":18.69,"vix3m_close":19.89,"ratio":0.9397,"spy_close":567.08,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-28","vix_close":21.65,"vix3m_close":22.01,"ratio":0.9836,"spy_close":555.66,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2025-03-31","vix_close":22.28,"vix3m_close":21.97,"ratio":1.0141,"spy_close":559.39,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":12.22},{"date":"2025-04-01","vix_close":21.77,"vix3m_close":21.82,"ratio":0.9977,"spy_close":560.97,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":12.22},{"date":"2025-04-02","vix_close":21.51,"vix3m_close":21.45,"ratio":1.0028,"spy_close":564.52,"backwardation":true,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":13.33},{"date":"2025-04-03","vix_close":30.02,"vix3m_close":27.38,"ratio":1.0964,"spy_close":536.7,"backwardation":true,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":14.44},{"date":"2025-04-04","vix_close":45.31,"vix3m_close":36.71,"ratio":1.2343,"spy_close":505.28,"backwardation":true,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":15.56},{"date":"2025-04-07","vix_close":46.98,"vix3m_close":36.88,"ratio":1.2739,"spy_close":504.38,"backwardation":true,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":16.67},{"date":"2025-04-08","vix_close":52.33,"vix3m_close":41.5,"ratio":1.261,"spy_close":496.48,"backwardation":true,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":17.78},{"date":"2025-04-09","vix_close":33.62,"vix3m_close":29.92,"ratio":1.1237,"spy_close":548.62,"backwardation":true,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":18.89},{"date":"2025-04-10","vix_close":40.72,"vix3m_close":35.71,"ratio":1.1403,"spy_close":524.58,"backwardation":true,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":20.0},{"date":"2025-04-11","vix_close":37.56,"vix3m_close":33.91,"ratio":1.1076,"spy_close":533.94,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":21.11},{"date":"2025-04-14","vix_close":30.89,"vix3m_close":29.63,"ratio":1.0425,"spy_close":539.12,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":22.22},{"date":"2025-04-15","vix_close":30.12,"vix3m_close":29.0,"ratio":1.0386,"spy_close":537.61,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":23.33},{"date":"2025-04-16","vix_close":32.64,"vix3m_close":30.94,"ratio":1.0549,"spy_close":525.66,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":24.44},{"date":"2025-04-17","vix_close":29.65,"vix3m_close":29.35,"ratio":1.0102,"spy_close":526.41,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":25.56},{"date":"2025-04-21","vix_close":33.82,"vix3m_close":31.83,"ratio":1.0625,"spy_close":513.88,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":26.67},{"date":"2025-04-22","vix_close":30.57,"vix3m_close":29.45,"ratio":1.038,"spy_close":527.25,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":27.78},{"date":"2025-04-23","vix_close":28.45,"vix3m_close":28.02,"ratio":1.0153,"spy_close":535.42,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":28.89},{"date":"2025-04-24","vix_close":26.47,"vix3m_close":26.44,"ratio":1.0011,"spy_close":546.69,"backwardation":true,"rolling_backwardation_30d":60.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":30.0},{"date":"2025-04-25","vix_close":24.84,"vix3m_close":25.37,"ratio":0.9791,"spy_close":550.64,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":30.0},{"date":"2025-04-28","vix_close":25.15,"vix3m_close":25.73,"ratio":0.9775,"spy_close":550.85,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":30.0},{"date":"2025-04-29","vix_close":24.17,"vix3m_close":25.22,"ratio":0.9584,"spy_close":554.32,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":30.0},{"date":"2025-04-30","vix_close":24.7,"vix3m_close":25.54,"ratio":0.9671,"spy_close":554.54,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":30.0},{"date":"2025-05-01","vix_close":24.6,"vix3m_close":25.49,"ratio":0.9651,"spy_close":558.47,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-02","vix_close":22.68,"vix3m_close":24.0,"ratio":0.945,"spy_close":566.76,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-05","vix_close":23.64,"vix3m_close":24.55,"ratio":0.9629,"spy_close":563.51,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-06","vix_close":24.76,"vix3m_close":25.41,"ratio":0.9744,"spy_close":558.8,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-07","vix_close":23.55,"vix3m_close":24.7,"ratio":0.9534,"spy_close":561.15,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-08","vix_close":22.48,"vix3m_close":23.76,"ratio":0.9461,"spy_close":565.06,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-09","vix_close":21.9,"vix3m_close":23.38,"ratio":0.9367,"spy_close":564.34,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-12","vix_close":18.39,"vix3m_close":20.22,"ratio":0.9095,"spy_close":582.99,"backwardation":false,"rolling_backwardation_30d":56.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-13","vix_close":18.22,"vix3m_close":20.09,"ratio":0.9069,"spy_close":586.84,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-14","vix_close":18.62,"vix3m_close":20.58,"ratio":0.9048,"spy_close":587.59,"backwardation":false,"rolling_backwardation_30d":53.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-15","vix_close":17.83,"vix3m_close":20.25,"ratio":0.8805,"spy_close":590.46,"backwardation":false,"rolling_backwardation_30d":50.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-16","vix_close":17.24,"vix3m_close":20.08,"ratio":0.8586,"spy_close":594.2,"backwardation":false,"rolling_backwardation_30d":46.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-19","vix_close":18.14,"vix3m_close":20.69,"ratio":0.8768,"spy_close":594.85,"backwardation":false,"rolling_backwardation_30d":43.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-20","vix_close":18.09,"vix3m_close":20.72,"ratio":0.8731,"spy_close":592.85,"backwardation":false,"rolling_backwardation_30d":40.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-21","vix_close":20.87,"vix3m_close":22.66,"ratio":0.921,"spy_close":582.86,"backwardation":false,"rolling_backwardation_30d":36.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-22","vix_close":20.28,"vix3m_close":22.32,"ratio":0.9086,"spy_close":583.09,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-23","vix_close":22.29,"vix3m_close":23.8,"ratio":0.9366,"spy_close":579.11,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-27","vix_close":18.96,"vix3m_close":21.29,"ratio":0.8906,"spy_close":591.15,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":43.33,"rolling_backwardation_90d":28.89},{"date":"2025-05-28","vix_close":19.31,"vix3m_close":21.67,"ratio":0.8911,"spy_close":587.73,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":41.67,"rolling_backwardation_90d":28.89},{"date":"2025-05-29","vix_close":19.18,"vix3m_close":21.62,"ratio":0.8871,"spy_close":590.05,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":40.0,"rolling_backwardation_90d":28.89},{"date":"2025-05-30","vix_close":18.57,"vix3m_close":21.38,"ratio":0.8686,"spy_close":589.39,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":38.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-02","vix_close":18.36,"vix3m_close":21.09,"ratio":0.8706,"spy_close":592.71,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":36.67,"rolling_backwardation_90d":28.89},{"date":"2025-06-03","vix_close":17.69,"vix3m_close":20.72,"ratio":0.8538,"spy_close":596.09,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":35.0,"rolling_backwardation_90d":28.89},{"date":"2025-06-04","vix_close":17.61,"vix3m_close":20.66,"ratio":0.8524,"spy_close":595.93,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":33.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-05","vix_close":18.48,"vix3m_close":21.11,"ratio":0.8754,"spy_close":593.05,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":31.67,"rolling_backwardation_90d":28.89},{"date":"2025-06-06","vix_close":16.77,"vix3m_close":20.02,"ratio":0.8377,"spy_close":599.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":30.0,"rolling_backwardation_90d":28.89},{"date":"2025-06-09","vix_close":17.16,"vix3m_close":20.09,"ratio":0.8542,"spy_close":599.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-10","vix_close":16.95,"vix3m_close":19.94,"ratio":0.8501,"spy_close":603.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-11","vix_close":17.26,"vix3m_close":20.3,"ratio":0.8502,"spy_close":601.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-12","vix_close":18.02,"vix3m_close":20.65,"ratio":0.8726,"spy_close":603.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-13","vix_close":20.82,"vix3m_close":22.62,"ratio":0.9204,"spy_close":597.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-16","vix_close":19.11,"vix3m_close":21.23,"ratio":0.9001,"spy_close":602.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-17","vix_close":21.6,"vix3m_close":22.91,"ratio":0.9428,"spy_close":597.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-18","vix_close":20.14,"vix3m_close":21.97,"ratio":0.9167,"spy_close":597.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-20","vix_close":20.62,"vix3m_close":22.48,"ratio":0.9173,"spy_close":594.28,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-23","vix_close":19.83,"vix3m_close":21.82,"ratio":0.9088,"spy_close":600.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-24","vix_close":17.48,"vix3m_close":20.05,"ratio":0.8718,"spy_close":606.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-25","vix_close":16.76,"vix3m_close":19.67,"ratio":0.8521,"spy_close":607.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":28.33,"rolling_backwardation_90d":28.89},{"date":"2025-06-26","vix_close":16.59,"vix3m_close":19.45,"ratio":0.853,"spy_close":611.87,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":28.89},{"date":"2025-06-27","vix_close":16.32,"vix3m_close":19.45,"ratio":0.8391,"spy_close":614.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":26.67,"rolling_backwardation_90d":28.89},{"date":"2025-06-30","vix_close":16.73,"vix3m_close":19.44,"ratio":0.8606,"spy_close":617.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":25.0,"rolling_backwardation_90d":28.89},{"date":"2025-07-01","vix_close":16.83,"vix3m_close":19.51,"ratio":0.8626,"spy_close":617.65,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":23.33,"rolling_backwardation_90d":28.89},{"date":"2025-07-02","vix_close":16.64,"vix3m_close":19.35,"ratio":0.8599,"spy_close":620.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":21.67,"rolling_backwardation_90d":28.89},{"date":"2025-07-03","vix_close":16.38,"vix3m_close":19.21,"ratio":0.8527,"spy_close":625.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":20.0,"rolling_backwardation_90d":28.89},{"date":"2025-07-07","vix_close":17.79,"vix3m_close":20.21,"ratio":0.8803,"spy_close":620.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":18.33,"rolling_backwardation_90d":28.89},{"date":"2025-07-08","vix_close":16.81,"vix3m_close":19.58,"ratio":0.8585,"spy_close":620.34,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":28.89},{"date":"2025-07-09","vix_close":15.94,"vix3m_close":19.02,"ratio":0.8381,"spy_close":624.06,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":28.89},{"date":"2025-07-10","vix_close":15.78,"vix3m_close":18.92,"ratio":0.834,"spy_close":625.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":28.89},{"date":"2025-07-11","vix_close":16.4,"vix3m_close":19.37,"ratio":0.8467,"spy_close":623.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":27.78},{"date":"2025-07-14","vix_close":17.2,"vix3m_close":19.84,"ratio":0.8669,"spy_close":624.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":26.67},{"date":"2025-07-15","vix_close":17.38,"vix3m_close":20.06,"ratio":0.8664,"spy_close":622.14,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":25.56},{"date":"2025-07-16","vix_close":17.16,"vix3m_close":20.09,"ratio":0.8542,"spy_close":624.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":24.44},{"date":"2025-07-17","vix_close":16.52,"vix3m_close":19.69,"ratio":0.839,"spy_close":628.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":23.33},{"date":"2025-07-18","vix_close":16.41,"vix3m_close":19.58,"ratio":0.8381,"spy_close":627.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":22.22},{"date":"2025-07-21","vix_close":16.65,"vix3m_close":19.51,"ratio":0.8534,"spy_close":628.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":21.11},{"date":"2025-07-22","vix_close":16.5,"vix3m_close":19.53,"ratio":0.8449,"spy_close":628.86,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":20.0},{"date":"2025-07-23","vix_close":15.37,"vix3m_close":18.56,"ratio":0.8281,"spy_close":634.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-24","vix_close":15.39,"vix3m_close":18.56,"ratio":0.8292,"spy_close":634.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-25","vix_close":14.93,"vix3m_close":18.32,"ratio":0.815,"spy_close":637.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-28","vix_close":15.03,"vix3m_close":18.16,"ratio":0.8276,"spy_close":636.94,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-29","vix_close":15.98,"vix3m_close":18.77,"ratio":0.8514,"spy_close":635.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-30","vix_close":15.48,"vix3m_close":18.35,"ratio":0.8436,"spy_close":634.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-07-31","vix_close":16.72,"vix3m_close":19.14,"ratio":0.8736,"spy_close":632.08,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-01","vix_close":20.38,"vix3m_close":21.24,"ratio":0.9595,"spy_close":621.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-04","vix_close":17.52,"vix3m_close":19.61,"ratio":0.8934,"spy_close":631.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-05","vix_close":17.85,"vix3m_close":20.03,"ratio":0.8912,"spy_close":627.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-06","vix_close":16.77,"vix3m_close":19.47,"ratio":0.8613,"spy_close":632.78,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-07","vix_close":16.57,"vix3m_close":19.35,"ratio":0.8563,"spy_close":632.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":18.89},{"date":"2025-08-08","vix_close":15.15,"vix3m_close":18.7,"ratio":0.8102,"spy_close":637.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":17.78},{"date":"2025-08-11","vix_close":16.25,"vix3m_close":19.25,"ratio":0.8442,"spy_close":635.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":17.78},{"date":"2025-08-12","vix_close":14.73,"vix3m_close":18.34,"ratio":0.8032,"spy_close":642.69,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":16.67},{"date":"2025-08-13","vix_close":14.49,"vix3m_close":18.33,"ratio":0.7905,"spy_close":644.89,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":15.56},{"date":"2025-08-14","vix_close":14.83,"vix3m_close":18.49,"ratio":0.8021,"spy_close":644.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":14.44},{"date":"2025-08-15","vix_close":15.09,"vix3m_close":18.64,"ratio":0.8095,"spy_close":643.44,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":13.33},{"date":"2025-08-18","vix_close":14.99,"vix3m_close":18.45,"ratio":0.8125,"spy_close":643.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":12.22},{"date":"2025-08-19","vix_close":15.57,"vix3m_close":18.9,"ratio":0.8238,"spy_close":639.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":11.11},{"date":"2025-08-20","vix_close":15.69,"vix3m_close":19.1,"ratio":0.8215,"spy_close":638.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":10.0},{"date":"2025-08-21","vix_close":16.6,"vix3m_close":19.41,"ratio":0.8552,"spy_close":635.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":8.89},{"date":"2025-08-22","vix_close":14.22,"vix3m_close":17.76,"ratio":0.8007,"spy_close":645.31,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":7.78},{"date":"2025-08-25","vix_close":14.79,"vix3m_close":18.02,"ratio":0.8208,"spy_close":642.47,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":6.67},{"date":"2025-08-26","vix_close":14.62,"vix3m_close":17.9,"ratio":0.8168,"spy_close":645.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":5.56},{"date":"2025-08-27","vix_close":14.85,"vix3m_close":17.94,"ratio":0.8278,"spy_close":646.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":4.44},{"date":"2025-08-28","vix_close":14.43,"vix3m_close":17.72,"ratio":0.8143,"spy_close":648.92,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2025-08-29","vix_close":15.36,"vix3m_close":18.35,"ratio":0.8371,"spy_close":645.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2025-09-02","vix_close":17.17,"vix3m_close":19.38,"ratio":0.886,"spy_close":640.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":1.11},{"date":"2025-09-03","vix_close":16.35,"vix3m_close":18.93,"ratio":0.8637,"spy_close":643.74,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-04","vix_close":15.3,"vix3m_close":18.39,"ratio":0.832,"spy_close":649.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-05","vix_close":15.18,"vix3m_close":18.42,"ratio":0.8241,"spy_close":647.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-08","vix_close":15.11,"vix3m_close":18.29,"ratio":0.8261,"spy_close":648.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-09","vix_close":15.04,"vix3m_close":18.27,"ratio":0.8232,"spy_close":650.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-10","vix_close":15.35,"vix3m_close":18.44,"ratio":0.8324,"spy_close":652.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-11","vix_close":14.71,"vix3m_close":18.03,"ratio":0.8159,"spy_close":657.63,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-12","vix_close":14.76,"vix3m_close":18.06,"ratio":0.8173,"spy_close":657.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-15","vix_close":15.69,"vix3m_close":18.53,"ratio":0.8467,"spy_close":660.91,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-16","vix_close":16.36,"vix3m_close":18.91,"ratio":0.8652,"spy_close":660.0,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-17","vix_close":15.72,"vix3m_close":18.44,"ratio":0.8525,"spy_close":659.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-18","vix_close":15.7,"vix3m_close":18.52,"ratio":0.8477,"spy_close":662.26,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-19","vix_close":15.45,"vix3m_close":18.48,"ratio":0.836,"spy_close":663.7,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-22","vix_close":16.1,"vix3m_close":18.95,"ratio":0.8496,"spy_close":666.84,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-23","vix_close":16.64,"vix3m_close":19.44,"ratio":0.856,"spy_close":663.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-24","vix_close":16.18,"vix3m_close":19.14,"ratio":0.8454,"spy_close":661.1,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-25","vix_close":16.74,"vix3m_close":19.46,"ratio":0.8602,"spy_close":658.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-26","vix_close":15.29,"vix3m_close":18.41,"ratio":0.8305,"spy_close":661.82,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-29","vix_close":16.12,"vix3m_close":18.76,"ratio":0.8593,"spy_close":663.68,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-09-30","vix_close":16.28,"vix3m_close":18.77,"ratio":0.8673,"spy_close":666.18,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-01","vix_close":16.29,"vix3m_close":18.76,"ratio":0.8683,"spy_close":668.45,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-02","vix_close":16.63,"vix3m_close":18.89,"ratio":0.8804,"spy_close":669.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-03","vix_close":16.65,"vix3m_close":19.08,"ratio":0.8726,"spy_close":669.21,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-06","vix_close":16.37,"vix3m_close":19.12,"ratio":0.8562,"spy_close":671.61,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-07","vix_close":17.24,"vix3m_close":19.71,"ratio":0.8747,"spy_close":669.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-08","vix_close":16.3,"vix3m_close":19.26,"ratio":0.8463,"spy_close":673.11,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-09","vix_close":16.43,"vix3m_close":19.38,"ratio":0.8478,"spy_close":671.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-10","vix_close":21.66,"vix3m_close":22.81,"ratio":0.9496,"spy_close":653.02,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-13","vix_close":19.03,"vix3m_close":20.93,"ratio":0.9092,"spy_close":663.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-14","vix_close":20.81,"vix3m_close":22.03,"ratio":0.9446,"spy_close":662.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-15","vix_close":20.64,"vix3m_close":21.94,"ratio":0.9407,"spy_close":665.17,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":0.0},{"date":"2025-10-16","vix_close":25.31,"vix3m_close":24.87,"ratio":1.0177,"spy_close":660.64,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-17","vix_close":20.78,"vix3m_close":22.09,"ratio":0.9407,"spy_close":664.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-20","vix_close":18.23,"vix3m_close":20.31,"ratio":0.8976,"spy_close":671.3,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-21","vix_close":17.87,"vix3m_close":19.99,"ratio":0.8939,"spy_close":671.29,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-22","vix_close":18.6,"vix3m_close":20.31,"ratio":0.9158,"spy_close":667.8,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-23","vix_close":17.3,"vix3m_close":19.65,"ratio":0.8804,"spy_close":671.76,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-24","vix_close":16.37,"vix3m_close":19.2,"ratio":0.8526,"spy_close":677.25,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-27","vix_close":15.79,"vix3m_close":18.99,"ratio":0.8315,"spy_close":685.24,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-28","vix_close":16.42,"vix3m_close":19.55,"ratio":0.8399,"spy_close":687.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-29","vix_close":16.92,"vix3m_close":19.83,"ratio":0.8533,"spy_close":687.39,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-30","vix_close":16.91,"vix3m_close":19.98,"ratio":0.8463,"spy_close":679.83,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-10-31","vix_close":17.44,"vix3m_close":20.49,"ratio":0.8511,"spy_close":682.06,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-03","vix_close":17.17,"vix3m_close":20.38,"ratio":0.8425,"spy_close":683.34,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-04","vix_close":19.0,"vix3m_close":21.29,"ratio":0.8924,"spy_close":675.24,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-05","vix_close":18.01,"vix3m_close":20.6,"ratio":0.8743,"spy_close":677.58,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-06","vix_close":19.5,"vix3m_close":21.35,"ratio":0.9133,"spy_close":670.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-07","vix_close":19.08,"vix3m_close":21.19,"ratio":0.9004,"spy_close":670.97,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-10","vix_close":17.6,"vix3m_close":20.24,"ratio":0.8696,"spy_close":681.44,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-11","vix_close":17.28,"vix3m_close":20.19,"ratio":0.8559,"spy_close":683.0,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-12","vix_close":17.51,"vix3m_close":20.34,"ratio":0.8609,"spy_close":683.38,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-13","vix_close":20.0,"vix3m_close":21.85,"ratio":0.9153,"spy_close":672.04,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-14","vix_close":19.83,"vix3m_close":21.58,"ratio":0.9189,"spy_close":671.93,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-17","vix_close":22.38,"vix3m_close":23.18,"ratio":0.9655,"spy_close":665.67,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":1.11},{"date":"2025-11-18","vix_close":24.69,"vix3m_close":24.54,"ratio":1.0061,"spy_close":660.08,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2025-11-19","vix_close":23.66,"vix3m_close":23.99,"ratio":0.9862,"spy_close":662.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":2.22},{"date":"2025-11-20","vix_close":26.42,"vix3m_close":25.76,"ratio":1.0256,"spy_close":652.53,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-11-21","vix_close":23.43,"vix3m_close":23.96,"ratio":0.9779,"spy_close":659.03,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-11-24","vix_close":20.52,"vix3m_close":21.85,"ratio":0.9391,"spy_close":668.73,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-11-25","vix_close":18.56,"vix3m_close":20.73,"ratio":0.8953,"spy_close":675.02,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-11-26","vix_close":17.19,"vix3m_close":20.02,"ratio":0.8586,"spy_close":679.68,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-11-28","vix_close":16.35,"vix3m_close":19.64,"ratio":0.8325,"spy_close":683.39,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-01","vix_close":17.24,"vix3m_close":20.22,"ratio":0.8526,"spy_close":680.27,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-02","vix_close":16.59,"vix3m_close":19.84,"ratio":0.8362,"spy_close":681.53,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-03","vix_close":16.08,"vix3m_close":19.71,"ratio":0.8158,"spy_close":683.89,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-04","vix_close":15.78,"vix3m_close":19.49,"ratio":0.8096,"spy_close":684.39,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-05","vix_close":15.41,"vix3m_close":19.27,"ratio":0.7997,"spy_close":685.69,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-08","vix_close":16.66,"vix3m_close":19.91,"ratio":0.8368,"spy_close":683.63,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-09","vix_close":16.93,"vix3m_close":20.08,"ratio":0.8431,"spy_close":683.04,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-10","vix_close":15.77,"vix3m_close":19.35,"ratio":0.815,"spy_close":687.57,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-11","vix_close":14.85,"vix3m_close":19.05,"ratio":0.7795,"spy_close":689.17,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-12","vix_close":15.74,"vix3m_close":19.25,"ratio":0.8177,"spy_close":681.76,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-15","vix_close":16.5,"vix3m_close":19.68,"ratio":0.8384,"spy_close":680.73,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-16","vix_close":16.48,"vix3m_close":19.67,"ratio":0.8378,"spy_close":678.87,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-17","vix_close":17.62,"vix3m_close":20.08,"ratio":0.8775,"spy_close":671.4,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-18","vix_close":16.87,"vix3m_close":19.59,"ratio":0.8612,"spy_close":676.47,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-19","vix_close":14.91,"vix3m_close":18.25,"ratio":0.817,"spy_close":680.59,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-22","vix_close":14.08,"vix3m_close":17.79,"ratio":0.7915,"spy_close":684.83,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-23","vix_close":14.0,"vix3m_close":17.84,"ratio":0.7848,"spy_close":687.96,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-24","vix_close":13.47,"vix3m_close":17.77,"ratio":0.758,"spy_close":690.38,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-26","vix_close":13.6,"vix3m_close":17.77,"ratio":0.7653,"spy_close":690.31,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-29","vix_close":14.2,"vix3m_close":17.82,"ratio":0.7969,"spy_close":687.85,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-30","vix_close":14.33,"vix3m_close":17.77,"ratio":0.8064,"spy_close":687.01,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2025-12-31","vix_close":14.95,"vix3m_close":18.18,"ratio":0.8223,"spy_close":681.92,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-02","vix_close":14.51,"vix3m_close":18.02,"ratio":0.8052,"spy_close":683.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-05","vix_close":14.9,"vix3m_close":18.32,"ratio":0.8133,"spy_close":687.72,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-06","vix_close":14.75,"vix3m_close":18.15,"ratio":0.8127,"spy_close":691.81,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-07","vix_close":15.38,"vix3m_close":18.59,"ratio":0.8273,"spy_close":689.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-08","vix_close":15.45,"vix3m_close":18.39,"ratio":0.8401,"spy_close":689.51,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-09","vix_close":14.49,"vix3m_close":17.88,"ratio":0.8104,"spy_close":694.07,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-12","vix_close":15.12,"vix3m_close":18.23,"ratio":0.8294,"spy_close":695.16,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":3.33},{"date":"2026-01-13","vix_close":15.98,"vix3m_close":18.85,"ratio":0.8477,"spy_close":693.77,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-14","vix_close":16.75,"vix3m_close":19.37,"ratio":0.8647,"spy_close":690.36,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-15","vix_close":15.84,"vix3m_close":18.9,"ratio":0.8381,"spy_close":692.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-16","vix_close":15.86,"vix3m_close":18.99,"ratio":0.8352,"spy_close":691.66,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-20","vix_close":20.09,"vix3m_close":21.28,"ratio":0.9441,"spy_close":677.58,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-21","vix_close":16.9,"vix3m_close":19.36,"ratio":0.8729,"spy_close":685.4,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-22","vix_close":15.64,"vix3m_close":18.75,"ratio":0.8341,"spy_close":688.98,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-23","vix_close":16.09,"vix3m_close":19.15,"ratio":0.8402,"spy_close":689.23,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-26","vix_close":16.15,"vix3m_close":19.07,"ratio":0.8469,"spy_close":692.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-27","vix_close":16.35,"vix3m_close":19.22,"ratio":0.8507,"spy_close":695.49,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-28","vix_close":16.35,"vix3m_close":19.3,"ratio":0.8472,"spy_close":695.42,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-29","vix_close":16.88,"vix3m_close":19.67,"ratio":0.8582,"spy_close":694.04,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-01-30","vix_close":17.44,"vix3m_close":20.07,"ratio":0.869,"spy_close":691.97,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-02","vix_close":16.34,"vix3m_close":19.37,"ratio":0.8436,"spy_close":695.41,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-03","vix_close":18.0,"vix3m_close":20.35,"ratio":0.8845,"spy_close":689.53,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-04","vix_close":18.64,"vix3m_close":20.62,"ratio":0.904,"spy_close":686.19,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-05","vix_close":21.77,"vix3m_close":22.45,"ratio":0.9697,"spy_close":677.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-06","vix_close":17.76,"vix3m_close":20.37,"ratio":0.8719,"spy_close":690.62,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-09","vix_close":17.36,"vix3m_close":20.09,"ratio":0.8641,"spy_close":693.95,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-10","vix_close":17.79,"vix3m_close":20.43,"ratio":0.8708,"spy_close":692.12,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-11","vix_close":17.65,"vix3m_close":20.37,"ratio":0.8665,"spy_close":691.96,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-12","vix_close":20.82,"vix3m_close":22.17,"ratio":0.9391,"spy_close":681.27,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-13","vix_close":20.6,"vix3m_close":22.17,"ratio":0.9292,"spy_close":681.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":3.33},{"date":"2026-02-17","vix_close":20.29,"vix3m_close":21.6,"ratio":0.9394,"spy_close":682.85,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2026-02-18","vix_close":19.62,"vix3m_close":21.39,"ratio":0.9173,"spy_close":686.29,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2026-02-19","vix_close":20.23,"vix3m_close":21.88,"ratio":0.9246,"spy_close":684.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2026-02-20","vix_close":19.09,"vix3m_close":21.09,"ratio":0.9052,"spy_close":689.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2026-02-23","vix_close":21.01,"vix3m_close":22.14,"ratio":0.949,"spy_close":682.39,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2026-02-24","vix_close":19.55,"vix3m_close":21.34,"ratio":0.9161,"spy_close":687.35,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2026-02-25","vix_close":17.93,"vix3m_close":20.36,"ratio":0.8806,"spy_close":693.15,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":3.33},{"date":"2026-02-26","vix_close":18.63,"vix3m_close":20.81,"ratio":0.8952,"spy_close":689.3,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2026-02-27","vix_close":19.86,"vix3m_close":21.56,"ratio":0.9212,"spy_close":685.99,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2026-03-02","vix_close":21.44,"vix3m_close":22.44,"ratio":0.9554,"spy_close":686.38,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":0.0,"rolling_backwardation_90d":2.22},{"date":"2026-03-03","vix_close":23.57,"vix3m_close":23.54,"ratio":1.0013,"spy_close":680.33,"backwardation":true,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2026-03-04","vix_close":21.15,"vix3m_close":22.29,"ratio":0.9489,"spy_close":685.13,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2026-03-05","vix_close":23.75,"vix3m_close":23.86,"ratio":0.9954,"spy_close":681.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":1.67,"rolling_backwardation_90d":3.33},{"date":"2026-03-06","vix_close":29.49,"vix3m_close":27.56,"ratio":1.07,"spy_close":672.38,"backwardation":true,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":3.33,"rolling_backwardation_90d":4.44},{"date":"2026-03-09","vix_close":25.5,"vix3m_close":25.34,"ratio":1.0063,"spy_close":678.27,"backwardation":true,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2026-03-10","vix_close":24.93,"vix3m_close":25.51,"ratio":0.9773,"spy_close":677.18,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2026-03-11","vix_close":24.23,"vix3m_close":24.97,"ratio":0.9704,"spy_close":676.33,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":5.0,"rolling_backwardation_90d":5.56},{"date":"2026-03-12","vix_close":27.29,"vix3m_close":26.95,"ratio":1.0126,"spy_close":666.06,"backwardation":true,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-13","vix_close":27.19,"vix3m_close":27.28,"ratio":0.9967,"spy_close":662.29,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-16","vix_close":23.51,"vix3m_close":24.92,"ratio":0.9434,"spy_close":669.03,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-17","vix_close":22.37,"vix3m_close":24.33,"ratio":0.9194,"spy_close":670.79,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-18","vix_close":25.09,"vix3m_close":26.56,"ratio":0.9447,"spy_close":661.43,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-19","vix_close":24.06,"vix3m_close":25.54,"ratio":0.9421,"spy_close":659.8,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-20","vix_close":26.78,"vix3m_close":27.43,"ratio":0.9763,"spy_close":648.57,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":6.67,"rolling_backwardation_90d":6.67},{"date":"2026-03-23","vix_close":26.15,"vix3m_close":26.1,"ratio":1.0019,"spy_close":655.38,"backwardation":true,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":8.33,"rolling_backwardation_90d":7.78},{"date":"2026-03-24","vix_close":26.95,"vix3m_close":26.56,"ratio":1.0147,"spy_close":653.18,"backwardation":true,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2026-03-25","vix_close":25.33,"vix3m_close":25.63,"ratio":0.9883,"spy_close":656.82,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":8.89},{"date":"2026-03-26","vix_close":27.44,"vix3m_close":27.16,"ratio":1.0103,"spy_close":645.09,"backwardation":true,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":10.0},{"date":"2026-03-27","vix_close":31.05,"vix3m_close":29.27,"ratio":1.0608,"spy_close":634.09,"backwardation":true,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":11.11},{"date":"2026-03-30","vix_close":30.61,"vix3m_close":29.13,"ratio":1.0508,"spy_close":631.97,"backwardation":true,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":12.22},{"date":"2026-03-31","vix_close":25.25,"vix3m_close":25.55,"ratio":0.9883,"spy_close":650.34,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2026-04-01","vix_close":24.54,"vix3m_close":24.86,"ratio":0.9871,"spy_close":655.24,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2026-04-02","vix_close":23.87,"vix3m_close":24.72,"ratio":0.9656,"spy_close":655.83,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2026-04-06","vix_close":24.17,"vix3m_close":24.77,"ratio":0.9758,"spy_close":658.93,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":10.0},{"date":"2026-04-07","vix_close":25.78,"vix3m_close":25.57,"ratio":1.0082,"spy_close":659.22,"backwardation":true,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-08","vix_close":21.04,"vix3m_close":22.68,"ratio":0.9277,"spy_close":676.01,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-09","vix_close":19.49,"vix3m_close":21.81,"ratio":0.8936,"spy_close":679.91,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-10","vix_close":19.23,"vix3m_close":21.86,"ratio":0.8797,"spy_close":679.46,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-13","vix_close":19.12,"vix3m_close":21.34,"ratio":0.896,"spy_close":686.1,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-14","vix_close":18.36,"vix3m_close":20.82,"ratio":0.8818,"spy_close":694.46,"backwardation":false,"rolling_backwardation_30d":33.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-15","vix_close":18.17,"vix3m_close":20.78,"ratio":0.8744,"spy_close":699.94,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-16","vix_close":17.94,"vix3m_close":20.77,"ratio":0.8637,"spy_close":701.66,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-17","vix_close":17.48,"vix3m_close":20.51,"ratio":0.8523,"spy_close":710.14,"backwardation":false,"rolling_backwardation_30d":30.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-20","vix_close":18.87,"vix3m_close":21.24,"ratio":0.8884,"spy_close":708.72,"backwardation":false,"rolling_backwardation_30d":26.67,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-21","vix_close":19.5,"vix3m_close":21.51,"ratio":0.9066,"spy_close":704.08,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-22","vix_close":18.92,"vix3m_close":21.24,"ratio":0.8908,"spy_close":711.21,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-23","vix_close":19.31,"vix3m_close":21.48,"ratio":0.899,"spy_close":708.45,"backwardation":false,"rolling_backwardation_30d":23.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-24","vix_close":18.71,"vix3m_close":21.3,"ratio":0.8784,"spy_close":713.94,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-27","vix_close":18.02,"vix3m_close":20.77,"ratio":0.8676,"spy_close":715.17,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-28","vix_close":17.83,"vix3m_close":20.49,"ratio":0.8702,"spy_close":711.69,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-29","vix_close":18.81,"vix3m_close":21.19,"ratio":0.8877,"spy_close":711.58,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-04-30","vix_close":16.89,"vix3m_close":20.08,"ratio":0.8411,"spy_close":718.66,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-01","vix_close":16.99,"vix3m_close":20.37,"ratio":0.8341,"spy_close":720.65,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-04","vix_close":18.29,"vix3m_close":21.05,"ratio":0.8689,"spy_close":718.01,"backwardation":false,"rolling_backwardation_30d":20.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-05","vix_close":17.38,"vix3m_close":20.82,"ratio":0.8348,"spy_close":723.77,"backwardation":false,"rolling_backwardation_30d":16.67,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-06","vix_close":17.39,"vix3m_close":20.57,"ratio":0.8454,"spy_close":733.83,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-07","vix_close":17.08,"vix3m_close":20.35,"ratio":0.8393,"spy_close":731.58,"backwardation":false,"rolling_backwardation_30d":13.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-08","vix_close":17.19,"vix3m_close":20.5,"ratio":0.8385,"spy_close":737.62,"backwardation":false,"rolling_backwardation_30d":10.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-11","vix_close":18.38,"vix3m_close":21.24,"ratio":0.8653,"spy_close":739.3,"backwardation":false,"rolling_backwardation_30d":6.67,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-12","vix_close":17.99,"vix3m_close":21.04,"ratio":0.855,"spy_close":738.18,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-13","vix_close":17.87,"vix3m_close":21.18,"ratio":0.8437,"spy_close":742.31,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-14","vix_close":17.26,"vix3m_close":20.85,"ratio":0.8278,"spy_close":748.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-15","vix_close":18.43,"vix3m_close":21.36,"ratio":0.8628,"spy_close":739.17,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-18","vix_close":17.82,"vix3m_close":20.92,"ratio":0.8518,"spy_close":738.65,"backwardation":false,"rolling_backwardation_30d":3.33,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-19","vix_close":18.06,"vix3m_close":21.12,"ratio":0.8551,"spy_close":733.73,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-20","vix_close":17.44,"vix3m_close":20.76,"ratio":0.8401,"spy_close":741.25,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-21","vix_close":16.76,"vix3m_close":20.0,"ratio":0.838,"spy_close":742.72,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-22","vix_close":16.7,"vix3m_close":20.03,"ratio":0.8337,"spy_close":745.64,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-26","vix_close":17.01,"vix3m_close":19.89,"ratio":0.8552,"spy_close":750.59,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-27","vix_close":16.29,"vix3m_close":19.45,"ratio":0.8375,"spy_close":750.46,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":16.67,"rolling_backwardation_90d":11.11},{"date":"2026-05-28","vix_close":15.74,"vix3m_close":19.11,"ratio":0.8237,"spy_close":754.6,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2026-05-29","vix_close":15.32,"vix3m_close":18.66,"ratio":0.821,"spy_close":756.48,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-01","vix_close":16.05,"vix3m_close":19.43,"ratio":0.826,"spy_close":758.54,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":15.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-02","vix_close":15.77,"vix3m_close":19.49,"ratio":0.8091,"spy_close":759.57,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":13.33,"rolling_backwardation_90d":11.11},{"date":"2026-06-03","vix_close":16.06,"vix3m_close":19.76,"ratio":0.8128,"spy_close":754.24,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":11.11},{"date":"2026-06-04","vix_close":15.4,"vix3m_close":19.23,"ratio":0.8008,"spy_close":757.09,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":11.11},{"date":"2026-06-05","vix_close":21.51,"vix3m_close":21.82,"ratio":0.9858,"spy_close":737.55,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":11.67,"rolling_backwardation_90d":11.11},{"date":"2026-06-08","vix_close":18.92,"vix3m_close":20.79,"ratio":0.9101,"spy_close":739.22,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-09","vix_close":19.87,"vix3m_close":21.31,"ratio":0.9324,"spy_close":737.05,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-10","vix_close":22.22,"vix3m_close":22.89,"ratio":0.9707,"spy_close":725.43,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-11","vix_close":19.5,"vix3m_close":21.47,"ratio":0.9082,"spy_close":737.76,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-12","vix_close":17.67,"vix3m_close":20.52,"ratio":0.8611,"spy_close":741.75,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-15","vix_close":16.04,"vix3m_close":19.31,"ratio":0.8307,"spy_close":754.83,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11},{"date":"2026-06-16","vix_close":16.41,"vix3m_close":19.53,"ratio":0.8402,"spy_close":750.33,"backwardation":false,"rolling_backwardation_30d":0.0,"rolling_backwardation_60d":10.0,"rolling_backwardation_90d":11.11}],"backwardation_episodes":[{"start_date":"2010-01-22","end_date":"2010-01-25","duration_days":2,"max_ratio":1.0388,"spy_start":109.21,"spy_end":109.77,"spy_return_pct":0.51},{"start_date":"2010-02-04","end_date":"2010-02-08","duration_days":3,"max_ratio":1.0042,"spy_start":106.44,"spy_end":105.89,"spy_return_pct":-0.52},{"start_date":"2010-04-27","end_date":"2010-04-27","duration_days":1,"max_ratio":1.004,"spy_start":118.48,"spy_end":118.48,"spy_return_pct":0.0},{"start_date":"2010-05-06","end_date":"2010-05-07","duration_days":2,"max_ratio":1.2438,"spy_start":112.94,"spy_end":111.26,"spy_return_pct":-1.49},{"start_date":"2010-05-14","end_date":"2010-05-24","duration_days":7,"max_ratio":1.1215,"spy_start":113.89,"spy_end":107.71,"spy_return_pct":-5.43},{"start_date":"2010-05-26","end_date":"2010-05-26","duration_days":1,"max_ratio":1.0315,"spy_start":107.17,"spy_end":107.17,"spy_return_pct":0.0},{"start_date":"2010-05-28","end_date":"2010-06-01","duration_days":2,"max_ratio":1.0447,"spy_start":109.37,"spy_end":107.53,"spy_return_pct":-1.68},{"start_date":"2010-06-04","end_date":"2010-06-08","duration_days":3,"max_ratio":1.036,"spy_start":106.82,"spy_end":106.62,"spy_return_pct":-0.19},{"start_date":"2010-11-26","end_date":"2010-11-26","duration_days":1,"max_ratio":1.0188,"spy_start":118.8,"spy_end":118.8,"spy_return_pct":0.0},{"start_date":"2011-03-15","end_date":"2011-03-18","duration_days":4,"max_ratio":1.0925,"spy_start":128.56,"spy_end":127.76,"spy_return_pct":-0.62},{"start_date":"2011-06-16","end_date":"2011-06-16","duration_days":1,"max_ratio":1.0053,"spy_start":127.3,"spy_end":127.3,"spy_return_pct":0.0},{"start_date":"2011-07-27","end_date":"2011-08-30","duration_days":25,"max_ratio":1.2598,"spy_start":130.6,"spy_end":121.68,"spy_return_pct":-6.83},{"start_date":"2011-09-02","end_date":"2011-09-13","duration_days":7,"max_ratio":1.0513,"spy_start":117.85,"spy_end":117.74,"spy_return_pct":-0.09},{"start_date":"2011-09-21","end_date":"2011-10-04","duration_days":10,"max_ratio":1.0562,"spy_start":116.63,"spy_end":112.34,"spy_return_pct":-3.68},{"start_date":"2011-10-19","end_date":"2011-10-20","duration_days":2,"max_ratio":1.017,"spy_start":121.13,"spy_end":121.66,"spy_return_pct":0.44},{"start_date":"2011-11-01","end_date":"2011-11-01","duration_days":1,"max_ratio":1.022,"spy_start":122.0,"spy_end":122.0,"spy_return_pct":0.0},{"start_date":"2011-11-09","end_date":"2011-11-09","duration_days":1,"max_ratio":1.0189,"spy_start":123.16,"spy_end":123.16,"spy_return_pct":0.0},{"start_date":"2012-12-28","end_date":"2012-12-28","duration_days":1,"max_ratio":1.0384,"spy_start":140.03,"spy_end":140.03,"spy_return_pct":0.0},{"start_date":"2013-02-25","end_date":"2013-02-25","duration_days":1,"max_ratio":1.0585,"spy_start":149.0,"spy_end":149.0,"spy_return_pct":0.0},{"start_date":"2013-04-15","end_date":"2013-04-15","duration_days":1,"max_ratio":1.0141,"spy_start":155.12,"spy_end":155.12,"spy_return_pct":0.0},{"start_date":"2013-04-18","end_date":"2013-04-18","duration_days":1,"max_ratio":1.0023,"spy_start":154.14,"spy_end":154.14,"spy_return_pct":0.0},{"start_date":"2013-06-20","end_date":"2013-06-20","duration_days":1,"max_ratio":1.0074,"spy_start":159.4,"spy_end":159.4,"spy_return_pct":0.0},{"start_date":"2013-10-07","end_date":"2013-10-09","duration_days":3,"max_ratio":1.0252,"spy_start":167.43,"spy_end":165.6,"spy_return_pct":-1.09},{"start_date":"2013-10-15","end_date":"2013-10-15","duration_days":1,"max_ratio":1.0136,"spy_start":169.7,"spy_end":169.7,"spy_return_pct":0.0},{"start_date":"2014-01-24","end_date":"2014-01-27","duration_days":2,"max_ratio":1.0425,"spy_start":178.89,"spy_end":178.01,"spy_return_pct":-0.49},{"start_date":"2014-01-29","end_date":"2014-01-29","duration_days":1,"max_ratio":1.0064,"spy_start":177.35,"spy_end":177.35,"spy_return_pct":0.0},{"start_date":"2014-01-31","end_date":"2014-02-05","duration_days":4,"max_ratio":1.0645,"spy_start":178.18,"spy_end":175.17,"spy_return_pct":-1.69},{"start_date":"2014-04-11","end_date":"2014-04-11","duration_days":1,"max_ratio":1.0143,"spy_start":181.51,"spy_end":181.51,"spy_return_pct":0.0},{"start_date":"2014-07-31","end_date":"2014-08-01","duration_days":2,"max_ratio":1.0348,"spy_start":193.09,"spy_end":192.5,"spy_return_pct":-0.31},{"start_date":"2014-10-09","end_date":"2014-10-17","duration_days":7,"max_ratio":1.1139,"spy_start":192.74,"spy_end":188.47,"spy_return_pct":-2.22},{"start_date":"2014-12-12","end_date":"2014-12-12","duration_days":1,"max_ratio":1.0038,"spy_start":200.89,"spy_end":200.89,"spy_return_pct":0.0},{"start_date":"2014-12-16","end_date":"2014-12-16","duration_days":1,"max_ratio":1.0208,"spy_start":197.91,"spy_end":197.91,"spy_return_pct":0.0},{"start_date":"2015-01-14","end_date":"2015-01-15","duration_days":2,"max_ratio":1.0263,"spy_start":200.86,"spy_end":199.02,"spy_return_pct":-0.92},{"start_date":"2015-06-29","end_date":"2015-06-29","duration_days":1,"max_ratio":1.0069,"spy_start":205.42,"spy_end":205.42,"spy_return_pct":0.0},{"start_date":"2015-07-08","end_date":"2015-07-09","duration_days":2,"max_ratio":1.0213,"spy_start":204.53,"spy_end":204.9,"spy_return_pct":0.18},{"start_date":"2015-08-20","end_date":"2015-09-01","duration_days":9,"max_ratio":1.3083,"spy_start":203.97,"spy_end":191.77,"spy_return_pct":-5.98},{"start_date":"2015-09-14","end_date":"2015-09-14","duration_days":1,"max_ratio":1.0232,"spy_start":196.01,"spy_end":196.01,"spy_return_pct":0.0},{"start_date":"2015-09-24","end_date":"2015-09-24","duration_days":1,"max_ratio":1.0004,"spy_start":192.9,"spy_end":192.9,"spy_return_pct":0.0},{"start_date":"2015-09-28","end_date":"2015-09-29","duration_days":2,"max_ratio":1.0474,"spy_start":188.01,"spy_end":188.12,"spy_return_pct":0.06},{"start_date":"2015-12-11","end_date":"2015-12-11","duration_days":1,"max_ratio":1.0004,"spy_start":201.88,"spy_end":201.88,"spy_return_pct":0.0},{"start_date":"2016-01-07","end_date":"2016-01-08","duration_days":2,"max_ratio":1.0297,"spy_start":194.05,"spy_end":191.92,"spy_return_pct":-1.1},{"start_date":"2016-01-13","end_date":"2016-01-15","duration_days":3,"max_ratio":1.0178,"spy_start":188.83,"spy_end":187.81,"spy_return_pct":-0.54},{"start_date":"2016-02-08","end_date":"2016-02-08","duration_days":1,"max_ratio":1.0008,"spy_start":185.42,"spy_end":185.42,"spy_return_pct":0.0},{"start_date":"2016-02-11","end_date":"2016-02-11","duration_days":1,"max_ratio":1.0152,"spy_start":182.86,"spy_end":182.86,"spy_return_pct":0.0},{"start_date":"2016-06-22","end_date":"2016-06-22","duration_days":1,"max_ratio":1.0043,"spy_start":208.1,"spy_end":208.1,"spy_return_pct":0.0},{"start_date":"2016-06-24","end_date":"2016-06-27","duration_days":2,"max_ratio":1.0765,"spy_start":203.13,"spy_end":199.6,"spy_return_pct":-1.74},{"start_date":"2016-11-02","end_date":"2016-11-08","duration_days":5,"max_ratio":1.0667,"spy_start":209.74,"spy_end":214.11,"spy_return_pct":2.08},{"start_date":"2017-04-12","end_date":"2017-04-13","duration_days":2,"max_ratio":1.0321,"spy_start":234.03,"spy_end":232.51,"spy_return_pct":-0.65},{"start_date":"2018-02-02","end_date":"2018-02-13","duration_days":8,"max_ratio":1.3267,"spy_start":275.45,"spy_end":266.0,"spy_return_pct":-3.43},{"start_date":"2018-02-15","end_date":"2018-02-20","duration_days":3,"max_ratio":1.0295,"spy_start":273.03,"spy_end":271.4,"spy_return_pct":-0.6},{"start_date":"2018-03-01","end_date":"2018-03-01","duration_days":1,"max_ratio":1.049,"spy_start":267.7,"spy_end":267.7,"spy_return_pct":0.0},{"start_date":"2018-03-22","end_date":"2018-03-28","duration_days":5,"max_ratio":1.0913,"spy_start":263.67,"spy_end":259.83,"spy_return_pct":-1.46},{"start_date":"2018-04-02","end_date":"2018-04-03","duration_days":2,"max_ratio":1.0465,"spy_start":257.47,"spy_end":260.77,"spy_return_pct":1.28},{"start_date":"2018-04-06","end_date":"2018-04-10","duration_days":3,"max_ratio":1.0254,"spy_start":259.72,"spy_end":265.15,"spy_return_pct":2.09},{"start_date":"2018-10-10","end_date":"2018-10-15","duration_days":4,"max_ratio":1.1586,"spy_start":278.3,"spy_end":274.4,"spy_return_pct":-1.4},{"start_date":"2018-10-18","end_date":"2018-10-19","duration_days":2,"max_ratio":1.0101,"spy_start":276.4,"spy_end":276.25,"spy_return_pct":-0.05},{"start_date":"2018-10-23","end_date":"2018-10-31","duration_days":7,"max_ratio":1.1154,"spy_start":273.61,"spy_end":270.63,"spy_return_pct":-1.09},{"start_date":"2018-11-06","end_date":"2018-11-06","duration_days":1,"max_ratio":1.0169,"spy_start":275.12,"spy_end":275.12,"spy_return_pct":0.0},{"start_date":"2018-11-12","end_date":"2018-11-12","duration_days":1,"max_ratio":1.0109,"spy_start":272.57,"spy_end":272.57,"spy_return_pct":0.0},{"start_date":"2018-11-14","end_date":"2018-11-14","duration_days":1,"max_ratio":1.0014,"spy_start":270.2,"spy_end":270.2,"spy_return_pct":0.0},{"start_date":"2018-11-20","end_date":"2018-11-20","duration_days":1,"max_ratio":1.0094,"spy_start":264.12,"spy_end":264.12,"spy_return_pct":0.0},{"start_date":"2018-12-06","end_date":"2018-12-11","duration_days":4,"max_ratio":1.0352,"spy_start":269.84,"spy_end":264.13,"spy_return_pct":-2.12},{"start_date":"2018-12-17","end_date":"2019-01-03","duration_days":12,"max_ratio":1.2507,"spy_start":255.36,"spy_end":244.21,"spy_return_pct":-4.37},{"start_date":"2019-01-22","end_date":"2019-01-22","duration_days":1,"max_ratio":1.0053,"spy_start":262.86,"spy_end":262.86,"spy_return_pct":0.0},{"start_date":"2019-05-07","end_date":"2019-05-09","duration_days":3,"max_ratio":1.0358,"spy_start":287.93,"spy_end":286.66,"spy_return_pct":-0.44},{"start_date":"2019-05-13","end_date":"2019-05-13","duration_days":1,"max_ratio":1.0384,"spy_start":280.86,"spy_end":280.86,"spy_return_pct":0.0},{"start_date":"2019-06-03","end_date":"2019-06-03","duration_days":1,"max_ratio":1.0048,"spy_start":274.57,"spy_end":274.57,"spy_return_pct":0.0},{"start_date":"2019-08-05","end_date":"2019-08-06","duration_days":2,"max_ratio":1.1228,"spy_start":283.82,"spy_end":287.8,"spy_return_pct":1.4},{"start_date":"2019-08-12","end_date":"2019-08-12","duration_days":1,"max_ratio":1.0288,"spy_start":288.12,"spy_end":288.12,"spy_return_pct":0.0},{"start_date":"2019-08-14","end_date":"2019-08-15","duration_days":2,"max_ratio":1.0376,"spy_start":283.9,"spy_end":284.65,"spy_return_pct":0.26},{"start_date":"2020-01-27","end_date":"2020-01-27","duration_days":1,"max_ratio":1.0039,"spy_start":323.5,"spy_end":323.5,"spy_return_pct":0.0},{"start_date":"2020-01-31","end_date":"2020-01-31","duration_days":1,"max_ratio":1.0113,"spy_start":321.73,"spy_end":321.73,"spy_return_pct":0.0},{"start_date":"2020-02-24","end_date":"2020-04-23","duration_days":43,"max_ratio":1.3437,"spy_start":322.42,"spy_end":279.08,"spy_return_pct":-13.44},{"start_date":"2020-06-11","end_date":"2020-06-11","duration_days":1,"max_ratio":1.0089,"spy_start":300.61,"spy_end":300.61,"spy_return_pct":0.0},{"start_date":"2020-10-26","end_date":"2020-11-03","duration_days":7,"max_ratio":1.067,"spy_start":339.39,"spy_end":336.03,"spy_return_pct":-0.99},{"start_date":"2021-01-27","end_date":"2021-01-27","duration_days":1,"max_ratio":1.0414,"spy_start":374.41,"spy_end":374.41,"spy_return_pct":0.0},{"start_date":"2021-12-01","end_date":"2021-12-01","duration_days":1,"max_ratio":1.0107,"spy_start":450.5,"spy_end":450.5,"spy_return_pct":0.0},{"start_date":"2022-01-26","end_date":"2022-01-26","duration_days":1,"max_ratio":1.0003,"spy_start":433.38,"spy_end":433.38,"spy_return_pct":0.0},{"start_date":"2022-02-23","end_date":"2022-02-24","duration_days":2,"max_ratio":1.009,"spy_start":421.95,"spy_end":428.3,"spy_return_pct":1.5},{"start_date":"2022-02-28","end_date":"2022-03-01","duration_days":2,"max_ratio":1.0224,"spy_start":436.63,"spy_end":429.98,"spy_return_pct":-1.52},{"start_date":"2022-03-07","end_date":"2022-03-08","duration_days":2,"max_ratio":1.0199,"spy_start":419.43,"spy_end":416.25,"spy_return_pct":-0.76},{"start_date":"2022-04-26","end_date":"2022-04-26","duration_days":1,"max_ratio":1.0115,"spy_start":416.1,"spy_end":416.1,"spy_return_pct":0.0},{"start_date":"2022-04-29","end_date":"2022-04-29","duration_days":1,"max_ratio":1.0066,"spy_start":412.0,"spy_end":412.0,"spy_return_pct":0.0},{"start_date":"2022-09-26","end_date":"2022-09-27","duration_days":2,"max_ratio":1.0154,"spy_start":364.31,"spy_end":363.38,"spy_return_pct":-0.26},{"start_date":"2022-09-29","end_date":"2022-09-29","duration_days":1,"max_ratio":1.0032,"spy_start":362.79,"spy_end":362.79,"spy_return_pct":0.0},{"start_date":"2022-10-11","end_date":"2022-10-13","duration_days":3,"max_ratio":1.0133,"spy_start":357.74,"spy_end":365.97,"spy_return_pct":2.3},{"start_date":"2024-08-02","end_date":"2024-08-07","duration_days":4,"max_ratio":1.1442,"spy_start":532.9,"spy_end":518.66,"spy_return_pct":-2.67},{"start_date":"2024-10-07","end_date":"2024-10-07","duration_days":1,"max_ratio":1.0022,"spy_start":567.8,"spy_end":567.8,"spy_return_pct":0.0},{"start_date":"2024-10-31","end_date":"2024-10-31","duration_days":1,"max_ratio":1.023,"spy_start":568.64,"spy_end":568.64,"spy_return_pct":0.0},{"start_date":"2024-11-04","end_date":"2024-11-05","duration_days":2,"max_ratio":1.019,"spy_start":569.81,"spy_end":576.7,"spy_return_pct":1.21},{"start_date":"2024-12-18","end_date":"2024-12-18","duration_days":1,"max_ratio":1.1394,"spy_start":586.28,"spy_end":586.28,"spy_return_pct":0.0},{"start_date":"2025-03-03","end_date":"2025-03-13","duration_days":9,"max_ratio":1.0832,"spy_start":583.77,"spy_end":551.42,"spy_return_pct":-5.54},{"start_date":"2025-03-31","end_date":"2025-03-31","duration_days":1,"max_ratio":1.0141,"spy_start":559.39,"spy_end":559.39,"spy_return_pct":0.0},{"start_date":"2025-04-02","end_date":"2025-04-24","duration_days":16,"max_ratio":1.2739,"spy_start":564.52,"spy_end":546.69,"spy_return_pct":-3.16},{"start_date":"2025-10-16","end_date":"2025-10-16","duration_days":1,"max_ratio":1.0177,"spy_start":660.64,"spy_end":660.64,"spy_return_pct":0.0},{"start_date":"2025-11-18","end_date":"2025-11-18","duration_days":1,"max_ratio":1.0061,"spy_start":660.08,"spy_end":660.08,"spy_return_pct":0.0},{"start_date":"2025-11-20","end_date":"2025-11-20","duration_days":1,"max_ratio":1.0256,"spy_start":652.53,"spy_end":652.53,"spy_return_pct":0.0},{"start_date":"2026-03-03","end_date":"2026-03-03","duration_days":1,"max_ratio":1.0013,"spy_start":680.33,"spy_end":680.33,"spy_return_pct":0.0},{"start_date":"2026-03-06","end_date":"2026-03-09","duration_days":2,"max_ratio":1.07,"spy_start":672.38,"spy_end":678.27,"spy_return_pct":0.88},{"start_date":"2026-03-12","end_date":"2026-03-12","duration_days":1,"max_ratio":1.0126,"spy_start":666.06,"spy_end":666.06,"spy_return_pct":0.0},{"start_date":"2026-03-23","end_date":"2026-03-24","duration_days":2,"max_ratio":1.0147,"spy_start":655.38,"spy_end":653.18,"spy_return_pct":-0.34},{"start_date":"2026-03-26","end_date":"2026-03-30","duration_days":3,"max_ratio":1.0608,"spy_start":645.09,"spy_end":631.97,"spy_return_pct":-2.03},{"start_date":"2026-04-07","end_date":"2026-04-07","duration_days":1,"max_ratio":1.0082,"spy_start":659.22,"spy_end":659.22,"spy_return_pct":0.0}],"stats":{"total_days":4139,"backwardation_days":321,"backwardation_pct":7.76,"avg_episode_duration":3.12,"median_episode_duration":2.0,"current_ratio":0.8402,"current_regime":"contango","days_in_current_regime":49,"distance_from_threshold":-0.1598},"last_updated":"2026-06-16T22:02:42.372331+00:00"}