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| "generated_at": "2026-05-15T02:26:26Z", |
| "best_historical_mode": "expanding", |
| "hero_mode": "expanding", |
| "signal": { |
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| "target_48_date": "2026-07-20", |
| "data_date": "2026-05-13", |
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| "HYG": -0.0003 |
| }, |
| "strategy": "daily_rebalance" |
| }, |
| "mode_predictions": { |
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| "target_48_date": "2026-07-20", |
| "data_date": "2026-05-13", |
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| }, |
| "shrinking": { |
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| "target_48_date": "2026-07-20", |
| "data_date": "2026-05-13", |
| "recommended_etf": "GLD", |
| "predicted_return": 0.032, |
| "predicted_returns": { |
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| "VNQ": 0.0103, |
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| "GLD": 0.032, |
| "LQD": 0.0264, |
| "HYG": 0.0013 |
| }, |
| "strategy": "daily_rebalance" |
| } |
| }, |
| "historical_performance": { |
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| "sharpe_ratio": 0.4368, |
| "max_drawdown": -0.2593, |
| "annualised_vol": 0.1951 |
| }, |
| "mode_comparison": { |
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| "max_drawdown": -0.2593, |
| "annualised_vol": 0.1951 |
| }, |
| "shrinking": { |
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| "sharpe_ratio": 0.2061, |
| "max_drawdown": -0.4972, |
| "annualised_vol": 0.1982 |
| } |
| } |
| } |
