latest_equity.json

{
  "generated_at": "2026-05-22T20:18:01Z",
  "best_historical_mode": "shrinking",
  "hero_mode": "shrinking",
  "signal": {
    "entry_date": "2026-05-22",
    "target_48_date": "2026-07-28",
    "data_date": "2026-05-21",
    "recommended_etf": "GDX",
    "predicted_return": 0.412,
    "predicted_returns": {
      "SPY": -0.1149,
      "QQQ": -0.1325,
      "XLK": -0.2318,
      "XLF": -0.0268,
      "XLE": -0.1699,
      "XLV": 0.0456,
      "XLI": -0.1255,
      "XLY": -0.0521,
      "XLP": 0.1219,
      "XLU": 0.1035,
      "XME": -0.0521,
      "GDX": 0.412,
      "IWM": 0.0143
    },
    "strategy": "daily_rebalance"
  },
  "mode_predictions": {
    "expanding": {
      "entry_date": "2026-05-22",
      "target_48_date": "2026-07-28",
      "data_date": "2026-05-21",
      "recommended_etf": "XLE",
      "predicted_return": 0.2338,
      "predicted_returns": {
        "SPY": 0.1573,
        "QQQ": 0.1635,
        "XLK": 0.1804,
        "XLF": 0.1454,
        "XLE": 0.2338,
        "XLV": 0.0899,
        "XLI": 0.1318,
        "XLY": 0.0812,
        "XLP": 0.0348,
        "XLU": 0.155,
        "XME": 0.0825,
        "GDX": 0.2069,
        "IWM": 0.1688
      },
      "strategy": "daily_rebalance"
    },
    "shrinking": {
      "entry_date": "2026-05-22",
      "target_48_date": "2026-07-28",
      "data_date": "2026-05-21",
      "recommended_etf": "GDX",
      "predicted_return": 0.412,
      "predicted_returns": {
        "SPY": -0.1149,
        "QQQ": -0.1325,
        "XLK": -0.2318,
        "XLF": -0.0268,
        "XLE": -0.1699,
        "XLV": 0.0456,
        "XLI": -0.1255,
        "XLY": -0.0521,
        "XLP": 0.1219,
        "XLU": 0.1035,
        "XME": -0.0521,
        "GDX": 0.412,
        "IWM": 0.0143
      },
      "strategy": "daily_rebalance"
    }
  },
  "historical_performance": {
    "annualised_return": 0.0705,
    "sharpe_ratio": 0.301,
    "max_drawdown": -0.3931,
    "annualised_vol": 0.2342,
    "total_return": 1.9738
  },
  "mode_comparison": {
    "expanding": {
      "annualised_return": 0.0724,
      "sharpe_ratio": 0.2827,
      "max_drawdown": -0.4251,
      "annualised_vol": 0.2563,
      "total_return": 2.0618
    },
    "shrinking": {
      "annualised_return": 0.0705,
      "sharpe_ratio": 0.301,
      "max_drawdown": -0.3931,
      "annualised_vol": 0.2342,
      "total_return": 1.9738
    }
  }
}